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Power Hour Trendlines [LuxAlgo]The Power Hour Trendlines indicator is based on Power Hours detection, and includes up to three displayed trendlines derived from the closing prices of all the bars within the last user-selected Power Hours. Users can edit the time of Power Hours, choose how many sessions to take into account, enable or disable any trendlines, and change their colors. 🔶 USAGE The Power Hour is defined as the last hour of the trading session and is set by default from 3:00 p.m. to 4:00 p.m. New York time. During this period, volume and volatility enter the market. Traders using higher timeframes may use this period to enter or exit positions by placing MOC (Market on Close) orders. This tool works under the hypothesis that prices made during power hours (periods with high trading activity) are more relevant when used for the construction of trendlines. An initial trendline is fit using linear regression; prices from power hours located above this initial fit are used for the upper trendline, while the ones below the fit are used for the lower one. As with any trendline, traders can analyze the slope to determine the market's direction: Positive slope: The market is trending up. Negative slope: The market is trending down. No slope: The market is trending sideways. As we can see in the image, Nasdaq and Bitcoin are clearly in downtrends, gold is clearly in an uptrend, and the euro/U.S. dollar is in a sideways market over the last visible sessions. As you can see, the trend lines may or may not be parallel to each other. The wider the area, the more volatile the data. The narrower the area, the less volatile the data. Let's look at an example. In the image, the Dow30 and the euro/U.S. dollar have opposite behaviors. The volatility above the middle trendline is growing in the first case but shrinking in the second. In both cases, the volatility in the bottom area seems steady, so there are no big surprises there. Traders can adjust the number of sessions for calculations, making the tool ideal for analyzing price behavior over different time frames. As the image shows, we can clearly see how the market behaves over different time periods. XLY has been moving down over the last 10, 20, and 40 sessions, with a steeper decline over shorter periods. However, it has been moving sideways over the last 70 sessions. One of the main uses of trendlines is to provide key support and resistance. In the image, SPY is shown with trendlines over the last 20 sessions. These lines provide excellent reference points for trading and observing price behavior in those areas, such as whether prices are accepted or rejected, which may trigger a response from other traders. 🔹 Not Allowed Timeframes For obvious reasons, timeframes larger than 1H are not allowed. The Power Hour is defined as the last hour of the trading session. The tool will display a warning message if the timeframe is longer than 60 minutes. 🔶 SETTINGS Power Hour (NY Time): Choose a custom Power Hour in New York time Sessions Memory: Select how many Power Hours to take into account for calculations. 🔹 Style Top: Enable or disable the top line and choose the line and background colors. Middle: Enable or disable the middle line and choose the line color. Bottom: Enable or disable the bottom line and choose the line and background colors. Background: Enable or disable the background color for top and bottom lines.
Pine Script® 인디케이터
LuxAlgo의
2
STOCK EXCHANGE + SILVER BULLET FRAMESThis script is an updated version of the " NY/LDN/TOK Stock Exchange Opening Hours " script. Objective Displays global stock exchange sessions (New York, London, Tokyo) with session frames, highs/lows, and opening lines. Includes ICT Silver Bullet windows (NY, London, Tokyo) with configurable shading. Past sessions are frozen at close, ongoing sessions update dynamically until closure, and upcoming sessions are pre-drawn. Fully customizable with options for weekends, labels, padding, opacity, and individual session toggles. It is designed to help traders quickly interpret market context, liquidity zones, and session-based price behavior. Main Features Past sessions (historical data) • Session Frames: • Each box is frozen at the session’s close. • The left edge aligns with the opening time, while the right edge is fixed at the closing time. • The top and bottom reflect the highest and lowest prices during the session. • Session Labels: • Names (NY, LDN, TOK) displayed above the frame, aligned left, in the same color as the frame. • Opening Lines: • Vertical dotted lines mark the start of each session. Ongoing and upcoming sessions (live market) • Dynamic Session Frames: • The right edge is locked at the future close time. • The top and bottom update in real time as new highs and lows form. • Labels and Lines: • The session label is visible above the active frame. • Opening lines are drawn as soon as the session begins. Silver Bullet Time Windows (ICT concept) • Highlights key liquidity windows within sessions: • New York: 10:00–11:00 and 14:00–15:00 • London: 08:00–09:00 • Tokyo: 09:00–10:00 • Silver Bullet zones are shaded with configurable opacity (default 5%). Customization and Options • Enable or disable individual sessions (NY, London, Tokyo). • Toggle weekend display (frames and Silver Bullets). • Adjust label size, padding, and text visibility. • Control frame opacity (default 0%). • Optimized memory management with automatic pruning of old graphical objects.
Pine Script® 인디케이터
julbbnj의
Session Opening Bar RangeSession Opening Bar Range (OBR) - Advanced Opening Range Indicator with Statistical Analysis Overview The Session First Bar Range (FBR) indicator is a comprehensive tool that captures and projects key levels based on the first bar of a user-defined trading session. Unlike traditional daily opening range indicators, this script allows traders to focus on specific session windows (New York RTH, London, Asia, etc.) and analyze price behavior relative to the initial momentum established in that session's opening bar. What makes this indicator unique is its combination of three distinct projection methodologies: statistical analysis based on historical range data, Fibonacci extensions, and fixed-point rotation levels commonly used by institutional traders. To our knowledge, this is the only opening range indicator that incorporates statistical standard deviation levels calculated from historical first bar ranges, making it both a technical and probabilistic tool. Core Concept The opening range concept is based on the principle that the initial price action of a trading session often sets the tone for the remainder of that session. Professional traders have long observed that: The first bar's high and low act as key reference points Price often respects or breaks these levels with significance Expansion beyond the opening range tends to occur in measurable increments This indicator takes these observations and enhances them with: Historical probability analysis - "Based on the last 60 sessions, price typically extends X standard deviations beyond the opening range" Proportional projections - Fibonacci-based extensions showing where measured moves typically target Fixed-point rotations - Institutional rotation levels (e.g., 65 points for NQ, 15 points for ES) How It Works Session Detection & First Bar Capture The indicator uses Pine Script's time() function with timezone support to precisely detect when a trading session begins. When the first bar of the selected timeframe occurs within the session window, the script captures: High (H): The high of the first bar Low (L): The low of the first bar Mid (M): The midpoint (hl2) of the first bar Critical Detail: These levels are fixed from the first bar only - they do not update as the session progresses. This differs from many "opening range" indicators that use a time period (e.g., first 30 minutes). Here, you select the bar timeframe (default 5-minute), and only that single first bar's range is captured. Statistical Level Calculation The indicator maintains a rolling array of the last N session's first bar ranges (default: 60 sessions). For each new session, it calculates: Average Range: Mean of historical first bar ranges Standard Deviation: Volatility of those ranges Projection Levels: High/Low ± (Average Range + Std Dev × Multiplier) This provides probability-based levels. For example, a +2σ level suggests: "Historically, price extending this far beyond the opening range is a 2-standard-deviation event (approximately 95th percentile)." Fibonacci Extensions Using the first bar range as the base unit (100%), the indicator projects Fibonacci levels: 100% extension: One full range above the high / below the low 1.618x extension: (Default) Golden ratio projection 2.618x, 3.618x extensions: Additional Fibonacci levels Calculation: Range = H - L, then Target = H + (Range × Multiplier) for upside projections. OR Rotation Levels These are fixed-point increments from the first bar's high and low. Unlike percentage-based methods, rotations use absolute point values: NQ traders often use 65-point increments ES traders often use 15-point increments Gold/bonds use different values The indicator draws 5 levels above the high (R+1 through R+5) and 5 below the low (R-1 through R-5), each separated by your specified point increment. Features: Session Options Pre-configured Sessions: New York RTH (9:30am - 4:00pm) New York Futures (8:00am - 5:00pm) London (2:00am - 8:00am) Asia (7:00pm - 2:00am) Midnight to 5pm ZB/Gold/Silver OR (8:20am - 4:00pm) CL OR (9:00am - 4:00pm) Custom Session: Define your own start/end times in HHMM format Timezone Support: All sessions respect the selected timezone (default: America/New_York) Customizable Timeframe Select any timeframe for the first bar (1min, 5min, 15min, etc.) Default: 5-minute bars Important: This is the timeframe for the first bar capture, independent of your chart's timeframe Display Options Historical Ranges: Show/hide past session ranges (with configurable limit to manage performance) Line Styles: Choose between Solid, Dashed, or Dotted for range lines and midline Label Position: Left or Right side of range Show Prices: Optionally display actual price values on labels Custom Colors: Fully customizable colors for all components Statistical Levels Lookback Period: Number of historical sessions to analyze (default: 60) Two Multiplier Levels: Default 1σ and 2σ, fully adjustable Separate styling: Different line styles (dashed vs dotted) for each sigma level Optional Labels: Show/hide sigma notation labels Fibonacci Extensions Four Extension Levels: 100%, 1.618x, 2.618x, 3.618x (all customizable) Bidirectional: Projections both above and below the opening range Optional Labels: Toggle percentage/multiplier labels OR Rotation Levels Configurable Increment: Set the point value for your instrument Five Levels Each Direction: R±1 through R±5 Dynamic Labels: Show both rotation number and point value (e.g., "R+1 (65)") Three Line Styles: Solid, Dashed, or Dotted How to Use Setup Add the indicator to your chart Select your trading session from the dropdown Set the timeframe for first bar capture (typically 5-15 minutes) Configure which projection methods you want to see (Statistical, Fibonacci, and/or Rotations) For Day Traders Scenario: Trading NQ during New York RTH Session: Select "New York RTH (9:30am - 4:00pm)" Timeframe: 5-minute (captures 9:30-9:35 bar) Enable: OR Rotations with 65-point increments Strategy: Watch for acceptance/rejection at rotation levels Use R+1/R-1 as initial profit targets R+2/R-2 as extended targets Statistical levels show when price is in "outlier" territory and rotation levels Performance Notes The indicator limits objects to stay within TradingView's constraints (500 max) If you enable all features, reduce "Maximum Historical Ranges" to prevent slowdown Typical configuration: 10-20 historical ranges with all features enabled works well Settings Guide Session Settings Session: Choose from pre-configured sessions or "Custom" Custom Session Start/End: HHMM format (e.g., "0930" for 9:30am) Timezone: Critical for accurate session detection Opening Bar Format Timeframe: The bar size for capturing the first bar's range Show Midline: Toggle the mid-point line Show Historical Ranges: Display previous sessions (recommended: leave ON) Maximum Historical Ranges: Limit history to manage performance (1-500) Range Style / MidLine Style: Solid, Dashed, or Dotted Position: Label placement (Left or Right) Show Prices: Include actual price values on labels Statistical Levels Lookback Periods: How many historical first bar ranges to analyze (default: 60) Std Dev Multiplier 1/2: The sigma levels to project (default: 1.0 and 2.0) All visual settings (colors, line width, label size) Fibonacci Extensions Show Fib Extensions: Enable/disable Fibonacci projections Measured Move Extensions 1-4: The multipliers (default: 1.618, 2.618, 3.618, 4.618) Visual customization options OR Rotations Rotation Increment: The point value for your instrument NQ: 65 points ES: 15 points Adjust for other instruments based on their typical rotation behavior Show Rotation Labels: Display level numbers and point values Visual customization options Use Cases Gap Trading: When price gaps away from previous day's close, the first bar range shows the initial gap acceptance/rejection zone Breakout Confirmation: Price breaking and holding above the first bar high with volume suggests trend day potential. Rotation levels provide measured targets. Reversal Identification: Price reaching +2σ statistical level = rare event, potential exhaustion Range Bound Days: Price oscillating between first bar high/low suggests range-bound session; trade reversals at extremes Institutional Level Awareness: OR Rotations at 65 points (NQ) align with levels professional traders watch Technical Notes The indicator uses request.security() with lookahead=barmerge.lookahead_on to ensure the first bar levels are captured correctly All drawing objects (lines, labels, fills) are managed in arrays with automatic cleanup to prevent memory issues The statistical calculations use array.avg() and array.stdev() for accurate probability estimates Rotation levels use individual line variables (like Fibonacci) rather than loops for reliability Summary This indicator is original in its combination of three distinct methodologies for projecting levels from a session's opening range: Statistical Analysis - No other opening range indicator (to our knowledge) calculates standard deviation projections from historical first bar ranges Time-Based Session Flexibility - Most OR indicators use only daily or fixed time periods; this allows any custom session window Multiple Projection Methods - Traders can use statistical, Fibonacci, AND rotation levels together or separately
Pine Script® 인디케이터
lucymatos의
4
Initial Balance Breakout Signals [LuxAlgo]The Initial Balance Breakout Signals help traders identify breakouts of the Initial Balance (IB) range. The indicator includes automatic detection of IB or can use custom sessions, highlights top and bottom IB extensions, custom Fibonacci levels, and goes further with an IB forecast with two different modes. 🔶 USAGE The initial balance is the price range made within the first hour of the trading session. It is an intraday concept based on the idea that high volume and volatility enter the market through institutional trading at the start of the session, setting the tone for the rest of the day. The initial balance is useful for gauging market sentiment, or, in other words, the relationship between buyers and sellers. Bullish sentiment: Price trades above the IB range. Mixed sentiment: Price trades within the IB range. Bearish sentiment: Price trades below the IB range. The initial balance high and low are important levels that many traders use to gauge sentiment. There are two main ideas behind trading around the IB range. IB Extreme Breakout: When the price breaks and holds the IB high or low, there is a high probability that the price will continue in that direction. IB Extreme Rejection: When the price tries to break those levels but fails, there is a high probability that it will reach the opposite IB extreme. This indicator is a complete Initial Balance toolset with custom sessions, breakout signals, IB extensions, Fibonacci retracements, and an IB forecast. All of these features will be explained in the following sections. 🔹 Custom Sessions and Signals By default, sessions for Initial Balance and breakout signals are in Auto mode. This means that Initial Balance takes the first hour of the trading session and shows breakout signals for the rest of the session. With this option, traders can use the tool for open range trading, making it highly versatile. The concept behind open range (OR) is the same as that of initial balance (IB), but in OR, the range is determined by the first minute, three or five minutes, or up to the first 30 minutes of the trading session. As shown in the image above, the top chart uses the Auto feature for the IB and Breakouts sessions. The bottom chart has the Auto feature disabled to use custom sessions for both parameters. In this case, the first three minutes of the trading session are used, turning the tool into an Open Range trading indicator. This chart shows another example of using custom sessions to display overnight NASDAQ futures sessions. The left chart shows a custom session from the Tokyo open to the London open, and the right chart shows a custom session from the London open to the New York open. The chart shows both the Asian and European sessions, their top and bottom extremes, and the breakout signals from those extremes. 🔹 Initial Balance Extensions Traders can easily extend both extremes of the Initial Balance to display their preferred targets for breakouts. Enable or disable any of them and set the IB percentage to use for the extension. As the chart shows, the percentage selected on the settings panel directly affects the displayed levels. Setting 25 means the tool will use a quarter of the detected initial balance range for extensions beyond the IB extremes. Setting 100 means the full IB range will be used. Traders can use these extensions as targets for breakout signals. 🔹 Fibonacci Levels Traders can display default or custom Fibonacci levels on the IB range to trade retracements and assess the strength of market movements. Each level can be enabled or disabled and customized by level, color, and line style. As we can see on the chart, after the IB was completed, prices were unable to fall below the 0.236 Fibonacci level. This indicates significant bullish pressure, so it is expected that prices will rise. Traders can use these levels as guidelines to assess the strength of the side trying to penetrate the IB. In this case, the sellers were unable to move the market beyond the first level. 🔹 Initial Balance Forecast The tool features two different forecasting methods for the current IB. By default, it takes the average of the last ten values and applies a multiplier of one. IB Against Previous Open: averages the difference between IB extremes and the open of the previous session. Filter by current day of the week: averages the difference between IB extremes and the open of the current session for the same day of the week. This feature allows traders to see the difference between the current IB and the average of the last IBs. It makes it very easy to interpret: if the current IB is higher than the average, buyers are in control; if it is lower than the average, sellers are in control. For example, on the left side of the chart, we can see that the last day was very bullish because the IB was completely above the forecasted value. This is the IB mean of the last ten trading days. On the right, we can see that on Monday, September 15, the IB traded slightly higher but within the forecasted value of the IB mean of the last ten Mondays. In this case, it is within expectations. 🔶 SETTINGS Display Last X IBs: Select how many IBs to display. Initial Balance: Choose a custom session or enable the Auto feature. Breakouts: Enable or disable breakouts. Choose custom session or enable the Auto feature. 🔹 Extensions Top Extension: Enable or disable the top extension and choose the percentage of IB to use. Bottom extension: Enable or disable the bottom extension and choose the percentage of IB to use. 🔹 Fibonacci Levels Display Fibonacci: Enable or disable Fibonacci levels. Reverse: Reverse Fibonacci levels. Levels, Colors & Style Display Labels: Enable or disable labels and choose text size. 🔹 Forecast Display Forecast: Select the forecast method. - IB Against Previous Open: Calculates the average difference between the IB high and low and the previous day's IB open price. - Filter by Current Day of Week: Calculates the average difference between the IB high and low and the IB open price for the same day of the week. Forecast Memory: The number of data points used to calculate the average. Forecast Multiplier: This multiplier will be applied to the average. Bigger numbers will result in wider predicted ranges. Forecast Colors: Choose from a variety of colors. Forecast Style: Choose a line style. 🔹 Style Initial Balance Colors Extension Transparency: Choose the extension's transparency. 0 is solid, and 100 is fully transparent.
Pine Script® 인디케이터
LuxAlgo의
17
Range Trading StrategyOVERVIEW The Range Trading Strategy is a systematic trading approach that identifies price ranges from higher timeframe candles or trading sessions, tracks pivot points, and generates trading signals when range extremes are mitigated and confirmed by pivot levels. CORE CONCEPT The strategy is based on the principle that when a candle (or session) closes within the range of the previous candle (or session), that previous candle becomes a "range" with identifiable high and low extremes. When price breaks through these extremes, it creates trading opportunities that are confirmed by pivot levels. RANGE DETECTION MODES 1. HTF (Higher Timeframe) Mode: Automatically selects a higher timeframe based on the current chart timeframe Uses request.security() to fetch HTF candle data Range is created when an HTF candle closes within the previous HTF candle's range The previous HTF candle's high and low become the range extremes 2. Sessions Mode: - Divides the trading day into 4 sessions (UTC): * Session 1: 00:00 - 06:00 (6 hours) * Session 2: 06:00 - 12:00 (6 hours) * Session 3: 12:00 - 20:00 (8 hours) * Session 4: 20:00 - 00:00 (4 hours, spans midnight) - Tracks high, low, and close for each session - Range is created when a session closes within the previous session's range - The previous session's high and low become the range extremes PIVOT DETECTION Pivots are detected based on candle color changes (bullish/bearish transitions): 1. Pivot Low: Created when a bullish candle appears after a bearish candle Pivot low = minimum of the current candle's low and previous candle's low The pivot bar is the actual bar where the low was formed (current or previous bar) 2. Pivot High: Created when a bearish candle appears after a bullish candle Pivot high = maximum of the current candle's high and previous candle's high The pivot bar is the actual bar where the high was formed (current or previous bar) IMPORTANT: There is always only ONE active pivot high and ONE active pivot low at any given time. When a new pivot is created, it replaces the previous one. RANGE CREATION A range is created when: (HTF Mode) An HTF candle closes within the previous HTF candle's range AND a new HTF candle has just started (Sessions Mode) A session closes within the previous session's range AND a new session has just started Or Range Can Be Created when the Extreme of Another Range Gets Mitigated and We Have a Pivot low Just Above the Range Low or Pivot High just Below the Range High Range Properties: rangeHigh: The high extreme of the range rangeLow: The low extreme of the range highStartTime: The timestamp when the range high was actually formed (found by looping backwards through bars) lowStartTime: The timestamp when the range low was actually formed (found by looping backwards through bars) highMitigated / lowMitigated: Flags tracking whether each extreme has been broken isSpecial: Flag indicating if this is a "special range" (see Special Ranges section) RANGE MITIGATION A range extreme is considered "mitigated" when price interacts with it: High is mitigated when: high >= rangeHigh (any interaction at or above the level) Low is mitigated when: low <= rangeLow (any interaction at or below the level) Mitigation can happen: At the moment of range creation (if price is already beyond the extreme) At any point after range creation when price touches the extreme SIGNAL GENERATION 1. Pending Signals: When a range extreme is mitigated, a pending signal is created: a) BEARISH Pending Signal: - Triggered when: rangeHigh is mitigated - Confirmation Level: Current pivotLow - Signal is confirmed when: close < pivotLow - Stop Loss: Current pivotHigh (at time of confirmation) - Entry: Short position Signal Confirmation b) BULLISH Pending Signal: - Triggered when: rangeLow is mitigated - Confirmation Level: Current pivotHigh - Signal is confirmed when: close > pivotHigh - Stop Loss: Current pivotLow (at time of confirmation) - Entry: Long position IMPORTANT: There is only ever ONE pending bearish signal and ONE pending bullish signal at any given time. When a new pending signal is created, it replaces the previous one of the same type. 2. Signal Confirmation: - Bearish: Confirmed when price closes below the pivot low (confirmation level) - Bullish: Confirmed when price closes above the pivot high (confirmation level) - Upon confirmation, a trade is entered immediately - The confirmation line is drawn from the pivot bar to the confirmation bar TRADE EXECUTION When a signal is confirmed: 1. Position Management: - Any existing position in the opposite direction is closed first - Then the new position is entered 2. Stop Loss: - Bearish (Short): Stop at pivotHigh - Bullish (Long): Stop at pivotLow 3. Take Profit: - Calculated using Risk:Reward Ratio (default 2:1) - Risk = Distance from entry to stop loss - Target = Entry ± (Risk × R:R Ratio) - Can be disabled with "Stop Loss Only" toggle 4. Trade Comments: - "Range Bear" for short trades - "Range Bull" for long trades SPECIAL RANGES Special ranges are created when: - A range high is mitigated AND the current pivotHigh is below the range high - A range low is mitigated AND the current pivotLow is above the range low In these cases: - The pivot value is stored in an array (storedPivotHighs or storedPivotLows) - A "special range" is created with only ONE extreme: * If pivotHigh < rangeHigh: Creates a range with rangeHigh = pivotLow, rangeLow = na * If pivotLow > rangeLow: Creates a range with rangeLow = pivotHigh, rangeHigh = na - Special ranges can generate signals just like normal ranges - If a special range is mitigated on the creation bar or the next bar, it is removed entirely without generating signals (prevents false signals) Special Ranges REVERSE ON STOP LOSS When enabled, if a stop loss is hit, the strategy automatically opens a trade in the opposite direction: 1. Long Stop Loss Hit: - Detects when: position_size > 0 AND position_size <= 0 AND low <= longStopLoss - Action: Opens a SHORT position - Stop Loss: Current pivotHigh - Trade Comment: "Reverse on Stop" 2. Short Stop Loss Hit: - Detects when: position_size < 0 AND position_size >= 0 AND high >= shortStopLoss - Action: Opens a LONG position - Stop Loss: Current pivotLow - Trade Comment: "Reverse on Stop" The reverse trade uses the same R:R ratio and respects the "Stop Loss Only" setting. VISUAL ELEMENTS 1. Range Lines: - Drawn from the time when the extreme was formed to the mitigation point (or current time if not mitigated) - High lines: Blue (or mitigated color if mitigated) - Low lines: Red (or mitigated color if mitigated) - Style: SOLID - Width: 1 2. Confirmation Lines: - Drawn when a signal is confirmed - Extends from the pivot bar to the confirmation bar - Bearish: Red, solid line - Bullish: Green, solid line - Width: 1 - Can be toggled on/off STRATEGY SETTINGS 1. Range Detection Mode: - HTF: Uses higher timeframe candles - Sessions: Uses trading session boundaries 2. Auto HTF: - Automatically selects HTF based on current chart timeframe - Can be disabled to use manual HTF selection 3. Risk:Reward Ratio: - Default: 2.0 (2:1) - Minimum: 0.5 - Step: 0.5 4. Stop Loss Only: - When enabled: Trades only have stop loss (no take profit) - Trades close on stop loss or when opposite signal confirms 5. Reverse on Stop Loss: - When enabled: Hitting a stop loss opens opposite trade with stop at opposing pivot 6. Max Ranges to Display: - Limits the number of ranges kept in memory - Oldest ranges are purged when limit is exceeded KEY FEATURES 1. Dynamic Pivot Tracking: - Pivots update on every candle color change - Always maintains one high and one low pivot 2. Range Lifecycle: - Ranges are created when price closes within previous range - Ranges are tracked until mitigated - Mitigation creates pending signals - Signals are confirmed by pivot levels 3. Signal Priority: - Only one pending signal of each type at a time - New signals replace old ones - Confirmation happens on close of bar 4. Position Management: - Closes opposite positions before entering new trades - Tracks stop loss levels for reverse functionality - Respects pyramiding = 1 (only one position per direction) 5. Time-Based Drawing: - Uses time coordinates instead of bar indices for line drawing - Prevents "too far from current bar" errors - Lines can extend to any historical point USAGE NOTES - Best suited for trending and ranging markets - Works on any timeframe, but HTF mode adapts automatically - Sessions mode is ideal for intraday trading - Pivot detection requires clear candle color changes - Range detection requires price to close within previous range - Signals are generated on bar close, not intra-bar The strategy combines range identification, pivot tracking, and signal confirmation to create a systematic approach to trading breakouts and reversals based on price structure, past performance does not in any way predict future performance
Pine Script™ 전략
mindyourbuisness의
2
Session Open Range, Breakout & Trap Framework - TrendPredator OBSession Open Range, Breakout & Trap Framework — TrendPredator Open Box Stacey Burke’s trading approach combines concepts from George Douglas Taylor, Tony Crabel, Steve Mauro, and Robert Schabacker. His framework focuses on reading price behaviour across daily templates and identifying how markets move through recurring cycles of expansion, contraction, and reversal. While effective, much of this analysis requires real-time interpretation of session-based behaviour, which can be demanding for traders working on lower intraday timeframes. The TrendPredator indicators formalize parts of this methodology by introducing mechanical rules for multi-timeframe bias tracking and session structure analysis. They aim to present the key elements of the system—bias, breakouts, fakeouts, and range behaviour—in a consistent and objective way that reduces discretionary interpretation. The Open Box indicator focuses specifically on the opening behaviour of major trading sessions. It builds on principles found in classical Open Range Breakout (ORB) techniques described by Tony Crabel, where a defined time window around the session open forms a structural reference range. Price behaviour relative to this range—breaking out, failing back inside, or expanding—can highlight developing session bias, potential trap formation, and directional conviction. This indicator applies these concepts throughout the major equity sessions. It automatically maps the session’s initial range (“Open Box”) and tracks how price interacts with it as liquidity and volatility increase. It also incorporates related structural references such as: * the first-hour high and low of the futures session * the exact session open level * an anchored VWAP starting at the session open * automated expansion levels projected from the Open Box In combination, these components provide a unified view of early session activity, including breakout attempts, fakeouts, VWAP reactions, and liquidity targeting. The Open Box offers a structured lens for observing how price transitions through the major sessions (Asia → London → New York) and how these behaviours relate to higher-timeframe bias defined in the broader TrendPredator framework. Core Features Open Box (Session Structure) The indicator defines an initial session range beginning at the selected session open. This “Open Box” represents a fixed time window—commonly the first 30 minutes, or any user-defined duration—that serves as a structural reference for analysing early session behaviour.
The range highlights whether price remains inside the box, breaks out, or rejects the boundaries, providing a consistent foundation for interpreting early directional tendencies and recognising breakout, continuation, or fakeout characteristics. How it works: * At the session open, the indicator calculates the high and low over the specified time window. * This range is plotted as the initial structure of the session. * Price behaviour at the boundaries can illustrate emerging bias or potential trap formation. * An optional secondary range (e.g., 15-minute high/low) can be enabled to capture early volatility with additional precision. Inputs / Options: * Session specifications (Tokyo, London, New York) * Open Box start and end times (e.g., equity open + first 30 minutes, or any custom length) * Open Box colour and label settings * Formatting options for Open Box high and low lines * Optional secondary range per session (e.g., 15-minute high/low) * Forward extension of Open Box high/low lines * Number of historic Open Boxes to display Session VWAPs The indicator plots VWAPs for each major trading session—Asia, London, and New York—anchored to their respective session opens. These session-specific VWAPs assist in tracking how value develops through the day and how price interacts with session-based volume distributions. How it works: * At each session open, a VWAP is anchored to the open price. * The VWAP updates throughout the session as new volume and price data arrive. * Deviations above or below the VWAP may indicate balance, imbalance, or directional control. * Viewed together, session VWAPs help identify transitions in value across sessions. Inputs / Options: * Enable or disable VWAP per session * Adjustable anchor and end times (optionally to end of day) * Line styling and label settings * Number of historic VWAPs to draw First Hour High/Low Extensions The indicator marks the high and low formed during the first hour of each session. These reference points often function as early control levels and provide context for assessing whether the session is establishing bias, consolidating, or exhibiting reversal behaviour. How it works: * After the session starts, the indicator records the highest and lowest prices during the first hour. * These levels are plotted and extended across the session. * They provide a visual reference for observing reactions, targets, or rejection zones. Inputs / Options: * Enable or disable for each session * Line style, colour, and label visibility * Number of historic sessions displayed EQO Levels (Equity Open) The indicator plots the opening price of each configured session. These “Equity Open” levels represent short-term reference points that can attract price early in the session.
Once the level is revisited after the Open Box has formed, it is automatically cut to avoid clutter. If not revisited, the line remains as an untested reference, similar to a naked point of control. How it works: * At session open, the open price is recorded. * The level is plotted as a local reference. * If price interacts with the level after the Open Box completes, the line is cut. * Untested EQOs extend forward until interacted with. Inputs / Options: * Enable/disable per session * Line style and label settings * Optional extension into the next day * Option for cutting vs. hiding on revisit * Number of historic sessions displayed OB Range Expansions (Automatic) Range expansions are calculated from the height of the Open Box. These levels provide structured reference zones for identifying potential continuation or exhaustion areas within a session. How it works: * After the Open Box is formed, multiples of the range (e.g., 1×, 2×, 3×) are projected. * These expansion levels are plotted above and below the range. * Price reactions near these areas can illustrate continuation, hesitation, or potential reversal. Inputs / Options: * Enable or disable per session * Select number of multiples * Line style, colour, and label settings * Extension length into the session Stacey Burke 12-Candle Window Marker The indicator can highlight the 12-candle window often referenced in Stacey Burke’s session methodology. This window represents the key active period of each session where breakout attempts, volatility shifts, and reversal signatures often occur. How it works: * A configurable window (default 12 candles) is highlighted from each session open. * This window acts as a guide for observing active session behaviour. * It remains visible throughout the session for structural context. Inputs / Options: * Enable/disable per session * Configurable window duration (default: 3 hours) * Colour and transparency controls Concept and Integration The Open Box is built around the same multi-timeframe logic that underpins the broader TrendPredator framework.
While higher-timeframe tools track bias and setups across the H8–D–W–M levels, the Open Box focuses on the H1–M30 domain to define session structure and observe how early intraday behaviour aligns with higher-timeframe conditions. The indicator integrates with the TrendPredator FO (Breakout, Fakeout & Trend Switch Detector), which highlights microstructure signals on lower timeframes (M15/M5). Together they form a layered workflow: * Higher timeframes: context, bias, and developing setups * TrendPredator OB: intraday and intra-session structure * TrendPredator FO: microstructure confirmation (e.g., FOL/FOH, switches) This alignment provides a structured way to observe how daily directional context interacts with intraday behaviour. See the public open source indicator TP FO here (click on it for access): Practical Application Before Session Open * Review previous session Open Box, Open level, and VWAPs * Assess how higher-timeframe bias aligns with potential intraday continuation or reversal * Note untested EQO levels or VWAPs that may function as liquidity attractors During Session Open * Observe behaviour around the first-hour high/low and higher-timeframe reference levels * Monitor how the M15 and 30-minute ranges close * Track reactions relative to the session open level and the session VWAP After the Open Box completes * Assess price interaction with Open Box boundaries and first-hour levels * Use microstructure signals (e.g., FOH/FOL, switches) for potential confirmation * Refer to expansion levels as reference zones for management or target setting After Session * Review how price behaved relative to the Open Box, EQO levels, VWAPs, and expansion zones * Analyse breakout attempts, fakeouts, and whether intraday structure aligned with the broader daily move Example Workflow and Trade 1. Higher-timeframe analysis signals a Daily Fakeout Low Continuation (bullish context). 2. The New York session forms an Open Box; price breaks above and holds above the first-hour high. 3. A Fakeout Low + Switch Bar appears on M5 (via FO), after retesting the session VWAP triggering the entry. 4. 1x expansion level serves as reference targets for take profit. Relation to the TrendPredator Ecosystem The Open Box is part of the TrendPredator Indicator Family, designed to apply multi-timeframe logic consistently across: * higher-timeframe context and setups * intraday and session structure (OB) * microstructure confirmation (FO) Together, these modules offer a unified structure for analysing how daily and intraday cycles interact. Disclaimer This indicator is for educational purposes only and does not guarantee profits.
It does not provide buy or sell signals but highlights structural and behavioural areas for analysis.
Users are solely responsible for their trading decisions and outcomes.
Pine Script® 인디케이터
TC888의
DCSessionStatsOHLC_v1.0DCSessionStatsOHLC_v1.0 © dc_77 | Pine Script™ v6 | Licensed under Mozilla Public License 2.0 This indicator overlays customizable session-based OHLC (Open, High, Low, Close) statistics on your TradingView chart. It tracks price action within user-defined sessions, calculates average manipulation and distribution levels based on historical data, and visually projects these levels with lines and labels. Additionally, it provides a session count table to monitor bullish and bearish sessions. Key Features: Session Customization: Define session time (e.g., "0000-1600") and time zone (e.g., UTC, America/New_York). Analyze up to 20 historical sessions. Anchor Line: Displays a vertical line at session start with customizable style, color, and optional label. Session Open Line: Plots a horizontal line at the session’s opening price with adjustable appearance and label. Manipulation Levels: Calculates and projects average price extensions (high/low relative to open) for manipulative moves, shown as horizontal lines with labels. Distribution Levels: Displays average price ranges (high/low beyond open) for distribution phases, with customizable lines and labels. Visual Flexibility: Adjust line styles (solid, dashed, dotted), colors, widths, label sizes, and projection offsets (bars beyond session start). Session Stats Table: Optional table showing counts of bullish (close > open) and bearish (close < open) sessions, with configurable position and size. How It Works: Tracks OHLC data within each session and identifies session start/end based on the specified time range. Computes averages for manipulation (e.g., low below open in bullish sessions) and distribution (e.g., high above open) levels from past sessions. Projects these levels forward as horizontal lines, extending them by a user-defined offset for easy reference. Updates a table with real-time bullish/bearish session counts. Use Case: Ideal for traders analyzing intraday or custom session behavior, identifying key price levels, and gauging market sentiment over time. Toggle individual elements on/off and fine-tune visuals to suit your trading style.
Pine Script® 인디케이터
dc_77의
48
Killzone Session Lines [odnac]This Pine Script indicator displays vertical lines marking the start of key market sessions, known as Killzones, for both today and yesterday. These lines help traders identify important trading hours for the Asia, Europe, and New York sessions. Killzone Vertical Lines: Draws vertical lines for the start of the Asia, Europe, and New York sessions. Displays lines for both today and the previous day to compare price action across sessions. Customizable Time Settings: Users can set the exact start hour and minute for each Killzone. Time zones adjust automatically based on the chart's time zone. Visual Customization: Change the color, width, and style of the vertical lines (solid, dotted, dashed). Toggle each session's lines individually for a cleaner chart. Previous Start Lines: Optional lines for the opening of today, the previous day, and the previous week, providing historical context for support and resistance levels. Why Use This Indicator? Session Awareness: Know exactly when major market sessions start to identify potential volatility spikes. Historical Context: Compare today’s price action with previous sessions to spot recurring patterns. Clean Charting: Automatic updates prevent clutter, keeping your workspace organized. Flexible Customization: Tailor the display to fit your trading style and preferences.
Pine Script® 인디케이터
odnac의
2022 Model ICT Entry Strategy [TradingFinder] One Setup For Life🔵 Introduction The ICT 2022 model, introduced by Michael Huddleston, is an advanced trading strategy rooted in liquidity and price imbalance, where time and price serve as the core elements. This ICT 2022 trading strategy is an algorithmic approach designed to analyze liquidity and imbalances in the market. It incorporates concepts such as Fair Value Gap (FVG), Liquidity Sweep, and Market Structure Shift (MSS) to help traders identify liquidity movements and structural changes in the market, enabling them to determine optimal entry and exit points for their trades. This Full ICT Day Trading Model empowers traders to pinpoint the Previous Day High/Low as well as the highs and lows of critical sessions like the London and New York sessions. These levels act as Liquidity Zones, which are frequently swept prior to a market structure shift (MSS) or a retracement to areas such as Optimal Trade Entry (OTE). Bullish : Bearish : 🔵 How to Use The ICT 2022 model is a sophisticated trading strategy that focuses on identifying key liquidity levels and price movements. It operates based on two main principles. In the first phase, the price approaches liquidity zones and sweeps critical levels such as the previous day’s high or low and key session levels. This movement is known as a Liquidity Sweep. In the second phase, following the sweep, the price retraces to areas like the FVG (Fair Value Gap), creating ideal entry points for trades. Below is a detailed explanation of how to apply this strategy in bullish and bearish setups. 🟣 Bullish ICT 2022 Model Setup To use the ICT 2022 model in a bullish setup, start by identifying the Previous Day High/Low or key session levels, such as those of the London or New York sessions. In a bullish setup, the price usually moves downward first, sweeping the Liquidity Low. This move, known as a Liquidity Sweep, reflects the collection of buy orders by major market participants. After the liquidity sweep, the price should shift market structure and start moving upward; this shift, referred to as Market Structure Shift (MSS), signals the beginning of an upward trend. Following MSS, areas like FVG, located within the Discount Zone, are identified. At this stage, the trader waits for the price to retrace to these zones. Once the price returns, a long trade is executed. Finally, the stop-loss should be set below the liquidity low to manage risk, while the take-profit target is usually placed above the previous day’s high or other identified liquidity levels. This structure enables traders to take advantage of the upward price movement after the liquidity sweep. 🟣 Bearish ICT 2022 Model Setup To identify a bearish setup in the ICT 2022 model, begin by marking the Previous Day High/Low or key session levels, such as the London or New York sessions. In this scenario, the price typically moves upward first, sweeping the Liquidity High. This move, known as a Liquidity Sweep, signifies the collection of sell orders by key market players. After the liquidity sweep, the price should shift market structure downward. This movement, called the Market Structure Shift (MSS), indicates the start of a downtrend. Following MSS, areas such as FVG, found within the Premium Zone, are identified. At this stage, the trader waits for the price to retrace to these areas. Once the price revisits these zones, a short trade is executed. In this setup, the stop-loss should be placed above the liquidity high to control risk, while the take-profit target is typically set below the previous day’s low or another defined liquidity level. This approach allows traders to capitalize on the downward price movement following the liquidity sweep. 🔵 Settings Swing period : You can set the swing detection period. Max Swing Back Method : It is in two modes "All" and "Custom". If it is in "All" mode, it will check all swings, and if it is in "Custom" mode, it will check the swings to the extent you determine. Max Swing Back : You can set the number of swings that will go back for checking. FVG Length : Default is 120 Bar. MSS Length : Default is 80 Bar. FVG Filter : This refines the number of identified FVG areas based on a specified algorithm to focus on higher quality signals and reduce noise. Types of FVG filters : Very Aggressive Filter: Adds a condition where, for an upward FVG, the last candle's highest price must exceed the middle candle's highest price, and for a downward FVG, the last candle's lowest price must be lower than the middle candle's lowest price. This minimally filters out FVGs. Aggressive Filter: Builds on the Very Aggressive mode by ensuring the middle candle is not too small, filtering out more FVGs. Defensive Filter: Adds criteria regarding the size and structure of the middle candle, requiring it to have a substantial body and specific polarity conditions, filtering out a significant number of FVGs. Very Defensive Filter: Further refines filtering by ensuring the first and third candles are not small-bodied doji candles, retaining only the highest quality signals. 🔵 Conclusion The ICT 2022 model is a comprehensive and advanced trading strategy designed around key concepts such as liquidity, price imbalance, and market structure shifts (MSS). By focusing on the sweep of critical levels such as the previous day’s high/low and important trading sessions like London and New York, this strategy enables traders to predict market movements with greater precision. The use of tools like FVG in this model helps traders fine-tune their entry and exit points and take advantage of bullish and bearish trends after liquidity sweeps. Moreover, combining this strategy with precise timing during key trading sessions allows traders to minimize risk and maximize returns. In conclusion, the ICT 2022 model emphasizes the importance of time and liquidity, making it a powerful tool for both professional and novice traders. By applying the principles of this model, you can make more informed trading decisions and seize opportunities in financial markets more effectively.
Pine Script® 인디케이터
TFlab의
16
skThis Pine Script is an indicator designed to mark and highlight specific trading sessions on a TradingView chart. Here's a description of the script's functionality: 1. *Session Selection*: The script allows you to select a session time frame using the `session_input` input. The available options for session time frames are "D" (daily), "W" (weekly), "M" (monthly), "H" (hourly), "15" (15 minutes), "5" (5 minutes), and "1" (1 minute). 2. *Session Times*: You can specify the start and end times for three different trading sessions - CBDR (Central Bank Dealer Range), Asia, and London - using the corresponding input options. These times are specified in Indian Standard Time (IST). 3. *Time Calculation*: The script calculates the start and end times for each session based on the specified hours and minutes. It uses the `timestamp` function to create time objects for these sessions. 4. *Session Highlighting*: The script creates rectangles on the chart to highlight each session: - CBDR Session: A gray rectangle is drawn during the CBDR session time. - Asia Session: Another gray rectangle is drawn during the Asia session time. - London Session: A green rectangle is drawn at the top of the chart during the London session time. 5. *Transparency*: The rectangles have a transparency level of 90%, allowing you to see the price data beneath them while still marking the sessions. 6. *Overlay*: The indicator is set to overlay on the price chart, so it doesn't obstruct the price data. 7. *Customization*: You can customize the session times and appearance by adjusting the input values in the settings panel of the indicator. Overall, this script provides a visual way to identify and highlight specific trading sessions on your TradingView chart, helping traders understand price action in different market sessions.
Pine Script® 인디케이터
sanjaysk6169의
Session Highs and LowsThis indicator highlights the New York, London, and Asian trading sessions — plotting each session’s highs and lows directly on your chart to help visualize intraday ranges and liquidity levels. ⸻ ✨ Features • Session Range Visualization Automatically marks the high and low of each trading session with colored lines. This makes it easy to identify where price expanded, consolidated, or built liquidity during each market phase. • Session Background Zones (Optional) Toggle background fills to highlight active sessions for clearer visual separation of NY, London, and Asian trading hours. • Customizable Settings • Enable or disable each session independently • Adjust session times and colors • Choose whether to fill session backgrounds • Timezone Aware All sessions are aligned to New York time by default, ensuring consistent mapping across instruments. ⸻ 🎯 Use Case A perfect tool for traders who track session-based liquidity, breaks of structure, or session-to-session continuity. Quickly spot the Asian range, London expansion, and New York reversal windows — key components in intraday strategy development. ⸻ ⚙️ Inputs • Toggle sessions: NY / London / Asian • Background fill on/off • Label color customization • Adjustable session times ⸻ 📈 Why Use It Understanding where each session establishes its range high and low provides critical context for liquidity grabs, session overlaps, and structural shifts throughout the day. This simple yet powerful visual map enhances precision for ICT-style, smart money, or price action-based trading models.
Pine Script® 인디케이터
EddyPips의
Dual Session ORB S/R Lines Pro by Yendor_BShort description: Clean opening-range breakout support/resistance lines for London and US sessions with confirmed breakout labels and alert-ready signals. UTC-based, adjustable start point, customizable styling, minimal clutter. Detailed description: What it does: Captures the Opening Range (default first 15 minutes) for London and New York (US) sessions in UTC, plots the high and low as support/resistance lines, and marks confirmed breakouts when price closes beyond those levels. Lines can begin at either the range end or session start and persist for the configured session length. Key Features: ORB defined over the first N minutes after session open (configurable, default 15). Two sessions: London and US (New York) with separate start times. High/low support & resistance lines per session: Selectable start point: Range End or Session Start. Independently customizable color, width, and style (solid/dashed/dotted) for each high and low. Confirmed breakout labels: only on the first candle that closes beyond the ORB high or low after the range completes (prior close must be inside). Alerts and alertconditions for breakout long/short per session, usable in TradingView’s alert dialog. Fully UTC-based. Works on any timeframe; 1-minute or 5-minute recommended for precision. Minimal visual clutter; no persistent shaded boxes in this version. Inputs explained: ORB Duration (minutes): Length of the opening range used to calculate session high and low. Session Length (hours): How long the S/R lines remain active (typically full session). London / US Start (UTC): Session open times in UTC. Line Start Point: Choose whether the lines begin at the range end or at the session start. High/Low Styling: Independent color, thickness, and style for each session’s high and low. Breakout Labels: Toggle one-time confirmed breakout annotations. Alerts: Enable breakout alert messages. Example workflows: Monitor the first 15 minutes of the London session. After the range, wait for a candle to close beyond the high or low for a confirmed breakout. Use the label or alert to trigger entry logic (retest, continuation, etc.). Repeat for the US session; compare overlaps for higher conviction. Alert setup: Open the Alerts panel. Choose one of the built-in alertconditions: London Breakout Long, London Breakout Short, US Breakout Long, US Breakout Short. Set frequency to Once Per Bar Close. Customize notification/webhook payload if automating. Preset suggestions: Standard London ORB: 15 minute range, lines from range end, green high / lime low. Standard US ORB: 15 minute range, lines from range end, blue high / aqua low. Overlap Bias: Both sessions active, lines start from session start, differentiated styles. Tips & best practices: Combine with external volume or volatility filters to reduce false breakouts. Use on correlated pairs to observe consistent session structure. Treat broken ORB levels as flipped support/resistance on revisit. Prefer confirmed closes beyond lines rather than wick touches. Limitations / disclaimer: Provides structural visualization and breakout signaling; does not guarantee profitability. Always apply proper risk management and confirm with additional context. Backtest settings before live use. Tags: #ORB #OpeningRangeBreakout #SessionTrading #LondonSession #NewYorkSession #SupportResistance #Breakout #Intraday #Pinev6 #TradingView #Forex #TrendStructure #Alerts #USD #EURUSD #TradingSignals #UTCBased #PriceAction #MarketStructure #IntradayBreakouts
Pine Script® 인디케이터
Yendor_B의
Session Breakouts & Trend Indicator# Session Breakouts & Trend Indicator This indicator identifies high-probability trading opportunities by tracking key intraday sessions and their breakouts while aligning them with the overall market trend direction. ## What Makes This Indicator Unique Unlike standard breakout indicators that only identify when price crosses a threshold, this indicator: - Dynamically identifies and tracks important daily sessions (default: AM 09:00-10:00 and PM 15:00-16:00) - Determines trend direction using a triple EMA system (20/50/200) - Shows when breakouts align with the overall trend (higher probability setups) - Provides visual confirmation with session ranges, breakout levels, and background highlighting - Includes a comprehensive information panel showing trend/session alignment ## How It Works The indicator tracks two important daily sessions: 1. **AM Session**: Typically the first hour of trading (default: 09:00-10:00) 2. **PM Session**: Typically the last hour of trading (default: 15:00-16:00) For each session, it: - Marks the high and low range - Establishes breakout levels above/below these ranges - Detects when price breaks beyond these levels - Determines if the breakout aligns with the prevailing trend The trend is calculated using three EMAs (20, 50, 200) for reliable trend identification. ## How To Use 1. Apply the indicator to your chart (works best on 5-minute timeframes) 2. Adjust session times to match your trading schedule if needed 3. Watch for breakouts above session highs (bullish) or below session lows (bearish) 4. Check the information panel to see if the breakout aligns with the trend 5. Enter trades in the direction of trend-aligned breakouts for higher probability setups 6. Set stop losses below the opposite side of the session range ## Settings - **Session Times**: Customize AM and PM session times - **EMA Lengths**: Adjust trend determination sensitivity - **Visualization Options**: Toggle display of sessions, breakouts, and VWAP - **Alert Settings**: Configure alerts for breakouts and trend-aligned conditions This indicator is valuable for day traders and swing traders looking for objective entry points with higher probability of success.
Pine Script® 인디케이터
patrickamp의
NYCSessionLibrary "NYCSession" Library for New York trading session time functions @author abneralvarado @version 1.0 isInNYSession(sessionStart, sessionEnd)   Determines if the current bar is within New York trading session   Parameters:      sessionStart (simple int) : Starting time of NY session in 24hr format (HHMM) like 0930 for 9:30 AM ET      sessionEnd (simple int) : Ending time of NY session in 24hr format (HHMM) like 1600 for 4:00 PM ET   Returns: True if current bar is within the NY session time, false otherwise getNYSessionStartTime(lookback, sessionStart)   Gets the start time of NY session for a given bar   Parameters:      lookback (simple int) : Bar index to check (0 is current bar)      sessionStart (simple int) : Starting time of NY session in 24hr format (HHMM)   Returns: Unix timestamp for the start of NY session on the given bar's date getNYSessionEndTime(lookback, sessionEnd)   Gets the end time of NY session for a given bar   Parameters:      lookback (simple int) : Bar index to check (0 is current bar)      sessionEnd (simple int) : Ending time of NY session in 24hr format (HHMM)   Returns: Unix timestamp for the end of NY session on the given bar's date isNYSessionOpen(sessionStart)   Checks if current bar opens the NY session   Parameters:      sessionStart (simple int) : Starting time of NY session in 24hr format (HHMM)   Returns: True if current bar marks the session opening, false otherwise isNYSessionClose(sessionEnd)   Checks if current bar closes the NY session   Parameters:      sessionEnd (simple int) : Ending time of NY session in 24hr format (HHMM)   Returns: True if current bar marks the session closing, false otherwise isWeekday()   Determines if the current day is a weekday (Mon-Fri)   Returns: True if current bar is on a weekday, false otherwise getSessionBackgroundColor(sessionStart, sessionEnd, bgColor)   Gets session background color with transparency   Parameters:      sessionStart (simple int) : Starting time of NY session in 24hr format (HHMM)      sessionEnd (simple int) : Ending time of NY session in 24hr format (HHMM)      bgColor (color) : Background color for session highlighting   Returns: Color value for background or na if not in session
Pine Script® 라이브러리
abneralvarado의
ICT Session by LasinsName: ICT Session by Lasins Purpose: To visually identify and differentiate between the Asian, London, and New York trading sessions on the chart. Features: Highlights the background of the chart during each session. Includes a mini dashboard in the top-right corner to show the active session. Allows customization of time zones (exchange timezone or UTC). Displays copyright and author information. Key Components Inputs: useExchangeTimezone: A boolean input to toggle between using the exchange timezone or UTC for session times. showDashboard: A boolean input to toggle the visibility of the mini dashboard. Session Times: The script defines three trading sessions: Asian Session: 2000-0000 UTC (or adjusted for exchange timezone). London Session: 0200-0500 UTC (or adjusted for exchange timezone). New York Session: 0700-1000 UTC (or adjusted for exchange timezone). Session Detection: The is_session function checks if the current time falls within a specified session using the time function. Background Coloring: The bgcolor function is used to highlight the chart background during each session: Asian Session: Red background. London Session: Green background. New York Session: Blue background. Mini Dashboard: A table is created in the top-right corner of the chart to display the active session and its corresponding color. The dashboard includes: A header row with "Session" and "Color". Rows for each session (Asian, London, New York) with their respective colors. Copyright and Author Information: A label is added to the chart to display the copyright and author information ("© ICT Session by Lasins Raj"). How It Works The script checks the current time and compares it to the predefined session times. If the current time falls within a session, the chart background is highlighted with the corresponding color. The mini dashboard updates to reflect the active session. The copyright and author information is displayed at the bottom of the chart. Customization You can adjust the session times in the script to match your preferred timezone or trading hours. The useExchangeTimezone input allows you to switch between UTC and the exchange timezone. The showDashboard input lets you toggle the visibility of the mini dashboard. Example Use Case Traders who follow the ICT (Inner Circle Trader) methodology can use this indicator to identify key trading sessions and plan their trades accordingly. The visual representation of sessions helps traders quickly recognize when major markets are open and active.
Pine Script® 인디케이터
lasinsraj의
SAT_BACKTEST @description TODO: Regroupement of useful functionsLibrary "SAT_BACKTEST" ex_timezone(tz)   switch case return exact @timezone for timezone input   Parameters:      tz (simple string)   Returns: syminfo.timezone or tz if_in_date_range(usefromDate, fromDate, usetoDate, toDate, src_timezone, dst_timezone)   if_in_date_range : check if @time_close is range   Parameters:      usefromDate (simple bool)      fromDate (simple int)      usetoDate (simple bool)      toDate (simple int)      src_timezone (simple string)      dst_timezone (simple string)   Returns: true if @time_close is range if_in_session(useSessionStart, sessionStartHour, sessionStartMinute, useSessionEnd, sessionEndHour, sessionEndMinute, useSessionDay, mon, tue, wed, thu, fri, sat, sun, src_timezone, dst_timezone)   if_in_session : check if @time_close is range   Parameters:      useSessionStart (simple bool)      sessionStartHour (simple int)      sessionStartMinute (simple int)      useSessionEnd (simple bool)      sessionEndHour (simple int)      sessionEndMinute (simple int)      useSessionDay (simple bool)      mon (simple bool)      tue (simple bool)      wed (simple bool)      thu (simple bool)      fri (simple bool)      sat (simple bool)      sun (simple bool)      src_timezone (simple string)      dst_timezone (simple string)   Returns: true if @time_close is range
Pine Script® 라이브러리
sosso_bott의
Forex Session Volume ExplorerFigure out the best time to trade your favorite Currency Pair, Commodity, or Crypto! This indicator is an exploration of how Forex Sessions affect volume. The colored plots below represent the accumulative volume during each of the four major trading sessions: London, New York, Tokyo, and Sydney. Plots have been normalized as a percentage of total volume, i.e. London = 34.2 signifies that 34.2% of all volume occurs during the London Session. Trading the session with the highest volume will greatly benefit your Win Rate, especially when using "typical" indicators and strategies. Use in conjunction with my previous tool for a clean & customizable visual representation of Forex Sesssions: Forex Trading Sessions Cheers, EFX (@DasanC)
Pine Script® 인디케이터
DasanC의
1
Market Structure & Session Alerts### Market Structure & Session Alerts Indicator #### Overview The "Market Structure & Session Alerts" indicator is a comprehensive tool designed to assist traders in identifying key market structure levels, detecting liquidity sweeps, and receiving alerts for specific trading sessions. This indicator is particularly useful for traders who want to keep an eye on previous high and low levels and be alerted during pre-London and pre-New York sessions. #### Features 1. **Previous High/Low Levels:** - **Daily, Weekly, and Monthly Highs and Lows:** The indicator plots the previous day, week, and month high and low levels on the chart. These levels can be crucial for identifying support and resistance zones. - **Toggle Display:** Users can choose to show or hide these levels using the "Show Previous Day/Week/Month High/Low" option. 2. **Liquidity Sweep Detection:** - **Liquidity Sweep Identification:** The indicator detects liquidity sweeps when the current price closes above the previous day's high. This can signal potential reversals or continuations in the market. - **Visual Alerts:** When a liquidity sweep is detected, a green triangle is plotted below the bar. 3. **Session Alerts:** - **Session Timings:** Users can set specific start and end times for the pre-London and pre-New York sessions to match their timezone. - **Visual Background Highlight:** The background of the chart is highlighted in yellow during the defined session times to provide a visual cue. - **Alert Messages:** The indicator can generate alerts to notify traders when the market enters the pre-London or pre-New York session. 4. **Current Price Line:** - The current price is plotted as a black line, providing a clear visual reference for the current market price. #### How to Use 1. **Input Parameters:** - `Show Previous Day/Week/Month High/Low`: Enable or disable the display of previous high/low levels. - `Show Liquidity Sweep`: Enable or disable the detection and display of liquidity sweeps. - `Show Session Alerts`: Enable or disable session alerts and background highlights. 2. **Session Timing Adjustments:** - Set the `Pre-London Start`, `Pre-London End`, `Pre-New York Start`, and `Pre-New York End` times according to your timezone to ensure accurate session alerts. 3. **Alerts:** - Make sure alerts are enabled in your TradingView settings to receive notifications when the market enters the pre-London or pre-New York sessions. #### Example Use Cases - **Day Traders:** Identify potential support and resistance levels using the previous day's high and low. - **Swing Traders:** Use weekly and monthly high and low levels to determine significant market structure points. - **Scalpers:** Detect liquidity sweeps to identify potential quick trades. - **Session Traders:** Be alerted when the market enters key trading sessions to align your trading strategy with major market activities. This indicator combines multiple market analysis tools into one, providing a robust system for traders to enhance their trading decisions and market awareness.
Pine Script® 인디케이터
SniperFX-SID의
Session Volume AveragesSession Volume Averages Overview Session Volume Averages is a session-aware volume indicator that combines live volume with historical session context. It displays current volume as bars and overlays two analytical reference lines for each enabled session. Session Average — the average volume-per-bar across the last N completed sessions. Bar-Position Average — the average volume at the same bar position within the session (time-of-day average) across the last N completed sessions. Up to three independent sessions can be enabled simultaneously (default: New York, London, Tokyo), each with custom hours and colors. When no enabled session is active, the pane remains clean. --- How to Use Add the indicator Apply Session Volume Averages to any symbol and timeframe that provides volume data. Set the time zone The selected time zone is used for all session window calculations. Configure sessions Enable or disable Session 1, Session 2, and Session 3 Set custom trading hours for each session Choose a color (used for both average lines) Set the sample size Choose how many completed sessions (5–100) are used to calculate the averages. Read the chart Histogram bars show current volume (only while a session is active) Thick line shows the session-wide average volume-per-bar Thin line shows the typical volume for the current bar’s position within the session --- How to Interpret Current volume above the Bar-Position Average means volume is elevated for this specific time within the session. Current volume above the Session Average means volume is strong relative to the session’s overall baseline. The shape of the Bar-Position Average highlights where volume typically concentrates (opens, overlaps, closes). --- Optional Debug Mode When enabled, a small table displays live diagnostic values, including current session averages, bar-position averages, and the current bar index within each session.
Pine Script® 인디케이터
OneCleverGuy의
CopyPipe Trading Dashboard - Multi-Indicator Signal Panel 🚀 CopyPipe Trading Dashboard A **free, all-in-one trading dashboard** that displays key indicators and market information in a clean, easy-to-read panel on your chart. #### ✨ Features: 📊 **Signal Summary Panel** - Overall market bias (Bullish/Bearish/Neutral) - Real-time indicator readings - Current trading session display - Daily high/low levels 📈 **RSI Analysis** - Customizable period (default 14) - Overbought/Oversold detection - Color-coded status 📉 **MACD Tracking** - Standard 12/26/9 settings (customizable) - Bullish/Bearish crossover detection 📏 **Moving Averages** - Fast & Slow MA with trend detection - Choose between SMA or EMA - Visual crossover on chart 🌍 **Trading Sessions** - London, New York, Asia, Sydney - Subtle background highlighting - Know when the big players are active 📐 **Key Levels** - Previous day's high/low - Previous close - Great for support/resistance #### 🔔 Built-in Alert Templates This indicator comes with **pre-configured alert conditions** formatted for webhook automation: - MA Bullish/Bearish Cross - RSI Overbought/Oversold - Strong Confluence Signals (multiple indicators aligned) Alert messages are formatted as **JSON** - perfect for connecting to trading automation platforms. --- #### ⚡ Want to Auto-Execute These Signals? **CopyPipe** connects your TradingView alerts directly to MetaTrader 4/5. ✅ Set up alerts on this indicator ✅ Signals execute automatically in MT4/MT5 ✅ No coding required ✅ Works with any broker **Learn more:** copypipe.io --- #### 📖 How to Use 1. Add the indicator to your chart 2. Customize settings in the indicator panel 3. Position the info panel where you prefer 4. Set up alerts using the built-in conditions 5. (Optional) Connect to CopyPipe for auto-execution #### ⚙️ Settings - **Dashboard Settings:** Panel position, size, visibility - **RSI Settings:** Length, overbought/oversold levels - **MACD Settings:** Fast, slow, signal periods - **Moving Averages:** Type (SMA/EMA), lengths - **Sessions:** Toggle which sessions to highlight - **Key Levels:** Daily high/low, previous close - **Colors:** Customize bullish/bearish colors --- Made with ❤️ by the CopyPipe team copypipe.io
Pine Script® 인디케이터
cryptopicasso의
SMC Alpha Engine [PhenLabs]📊 SMC Alpha Engine Version: PineScript™ v6 📌 Description The SMC Alpha Engine is a comprehensive Smart Money Concepts indicator that automates institutional trading pattern recognition. Built for traders who understand that confluence is king, this indicator stacks multiple SMC elements together and scores them in real-time, allowing you to focus exclusively on high-probability setups. Rather than manually tracking HTF bias, market structure, liquidity levels, order blocks, and fair value gaps separately, the SMC Alpha Engine consolidates everything into a unified scoring system. When enough factors align, you get a signal. When they don’t, you wait. This systematic approach removes emotion and subjectivity from SMC trading. The indicator is designed around one core principle: only trade when the probabilities are stacked in your favor. By requiring multiple confluence factors before generating signals, it filters out the noise and keeps you focused on setups that institutional traders actually care about. 🚀 Points of Innovation Automated confluence scoring system that evaluates 6 distinct SMC factors in real-time HTF-to-LTF bias alignment ensuring trades flow with institutional direction Intelligent liquidity sweep detection using wick-ratio analysis for confirmation ATR-based FVG quality filtering that eliminates noise and shows only significant imbalances Anti-spam signal logic preventing overtrading during volatile market conditions Session-aware killzone integration timing entries with institutional activity windows 🔧 Core Components HTF Bias Engine: Analyzes higher timeframe swing structure to establish directional bias using pivot high/low comparisons Market Structure Module: Detects BOS (Break of Structure) and CHoCH (Change of Character) with real-time confirmation Premium/Discount Calculator: Dynamically maps price zones relative to recent swing range equilibrium Liquidity Tracker: Monitors swing points as liquidity targets and identifies sweep events with rejection confirmation POI Detector: Identifies valid Order Blocks with displacement requirements and Fair Value Gaps with ATR filtering Confluence Scorer: Aggregates all factors into bull/bear scores displayed on real-time dashboard 🔥 Key Features Multi-timeframe analysis combining HTF directional bias with LTF precision entries Customizable confluence threshold from 1 (low filter) to 5 (sniper mode) Three killzone sessions: London (02:00-05:00), NY AM (08:30-11:00), NY PM (13:30-16:00) Flexible mitigation options for OBs and FVGs: Wick, Close, 50%, or None Visual structure labeling for BOS and CHoCH events on chart Real-time info dashboard showing all current market conditions and scores Built-in alert conditions for BOS, liquidity sweeps, and high-confluence signals 🎨 Visualization Premium Zone: Red-tinted box above equilibrium indicating sell-side interest areas Discount Zone: Green-tinted box below equilibrium indicating buy-side interest areas Equilibrium Line: Dotted gray line marking the 50% level of current range Order Blocks: Color-coded boxes (green for bullish, red for bearish) showing institutional candles Fair Value Gaps: Teal boxes for bullish FVGs, maroon boxes for bearish FVGs Killzone Backgrounds: Blue (London), Orange (NY AM), Purple (NY PM) session highlighting Info Table: Top-right dashboard displaying HTF bias, LTF trend, zone, killzone status, and scores 📖 Usage Guidelines HTF Settings HTF Timeframe - Default: 60 - Controls higher timeframe for directional bias HTF Swing Length - Default: 10, Range: 3+ - Determines pivot sensitivity for HTF trend Market Structure Settings LTF Swing Length - Default: 3, Range: 1-10 - Controls swing detection sensitivity Show BOS/CHoCH - Default: Off - Toggles structure labels on chart Show Strong/Weak Points - Default: Off - Displays swing point classifications POI Settings Show Valid Order Blocks - Default: Off - Displays OBs that caused displacement Show Unmitigated FVGs - Default: On - Shows active fair value gaps Filter FVG by ATR - Default: On - Only shows FVGs larger than 0.5x ATR OB Mitigation Type - Options: Wick, Close, None - Determines when OBs are invalidated FVG Mitigation Type - Options: Wick, Close, 50%, None - Determines when FVGs are filled Confluence Settings Minimum Score for Signal - Default: 4, Range: 1-5 - Required confluence level for entries Show Entry Signals - Default: On - Toggles LONG/SHORT labels on chart ✅ Best Use Cases Trend continuation trades during active killzone sessions with HTF alignment Discount zone entries on bullish HTF bias with recent liquidity sweep below Premium zone shorts on bearish HTF bias after liquidity grab above recent highs Reversal identification following CHoCH with POI confluence in optimal zone Filtering existing strategy signals by requiring minimum confluence score ⚠️ Limitations HTF bias detection requires sufficient price history for accurate pivot identification Liquidity sweep detection depends on wick-ratio settings and may miss some events Order blocks require displacement confirmation which may exclude some valid zones Confluence scoring is probabilistic and does not guarantee profitable outcomes Killzone times are based on EST/EDT and require timezone adjustment for other regions Signal spam prevention may delay valid signals by up to 10 bars after previous signal 💡 What Makes This Unique Unified SMC Framework: Combines all major SMC concepts into one cohesive indicator rather than requiring multiple tools Objective Scoring System: Removes subjectivity by quantifying confluence into measurable scores Institutional Timing Integration: Built-in killzone awareness ensures signals align with high-volume sessions Quality Filtering: ATR-based FVG filtering and displacement-required OBs eliminate low-quality setups Anti-Overtrading Logic: Smart signal spacing prevents emotional trading during choppy conditions 🔬 How It Works Step 1: HTF Bias Determination Analyzes higher timeframe pivot highs and lows Compares consecutive pivots to identify HH/HL (bullish) or LH/LL (bearish) sequences Establishes directional filter that all signals must respect Step 2: LTF Structure Mapping Detects swing points on execution timeframe Identifies BOS when price closes beyond confirmed swing level Recognizes CHoCH when structure break occurs against current trend Step 3: Confluence Calculation Awards +1 for HTF bias alignment Awards +1 for active killzone timing Awards +1 for optimal zone positioning (discount for longs, premium for shorts) Awards +1 for price at unmitigated POI Awards +1 for recent liquidity sweep in trade direction Awards +1 for recent supportive structure break Step 4: Signal Generation Compares total score against user-defined minimum threshold Requires candle confirmation (bullish close for longs, bearish close for shorts) Applies 10-bar spacing filter to prevent signal clustering 💡 Note: This indicator is designed for traders already familiar with Smart Money Concepts. While it automates detection and scoring, understanding why each factor matters will significantly improve your ability to filter signals and manage trades effectively. Use the minimum confluence setting to match your risk tolerance, higher values mean fewer but higher-quality signals.
Pine Script® 인디케이터
PhenLabs의
4H Candle Curves4H Candle Curves - Detailed User Guide OVERVIEW This indicator reveals curve vs continuation behavior in NQ Futures by analyzing how price responds after breaking the first-hour range. Based on 10+ years of statistical analysis (2013-2025, 3,136+ trading days), it identifies which 4-hour sessions exhibit mean reversion (curve) behavior versus trend continuation when Q2 (second hour) breaks Q1 (first hour) extremes. ⚠️ IMPORTANT: This indicator is specifically designed for NQ FUTURES ONLY. All curve probabilities and statistics were derived from a decade-long dataset of NQ 1-minute bars. Using this on other instruments will produce inaccurate results. CORE CONCEPT: THE CURVE What is a "Curve"? A curve occurs when price breaks out of the first hour's range in Q2 (hour 2), but then reverses direction in the second half (Q3+Q4) to make a new extreme on the opposite side. Curve Example (Upside Break → Downside Reversal): Q1 (Hour 1): Price establishes range 25,000 - 25,050 Q2 (Hour 2): Price breaks ABOVE Q1 high, reaches 25,100 Q3+Q4 (Hours 3-4): Price curves back down, makes new LOW below 25,000 Result: Q2 broke high, but second half curved back to make new low below Q1 = CURVE What is "Continuation"? Continuation occurs when Q2 breaks Q1 range and the second half extends further in the same direction. Continuation Example (Upside Break → Further Upside): Q1 (Hour 1): Price establishes range 25,000 - 25,050 Q2 (Hour 2): Price breaks ABOVE Q1 high, reaches 25,100 Q3+Q4 (Hours 3-4): Price continues higher, makes new HIGH above 25,100 Result: Q2 broke high, second half made new high above Q2 = CONTINUATION THE CRITICAL DISCOVERY: 6AM IS THE CURVE SESSION Curve Probabilities by Session: When Q2 Breaks Q1 HIGH: 6AM: 60.6% curve (new low below Q1) | 38.5% continuation 2AM: 38.4% curve | 46.7% continuation (balanced) 10AM: 17.2% curve | 60.4% continuation ← STRONG continuation bias 6PM: 29.6% curve | 59.0% continuation 10PM: 27.5% curve | 55.1% continuation When Q2 Breaks Q1 LOW: 6AM: 64.4% curve (new high above Q1) | 35.0% continuation ← HIGHEST curve 2AM: 42.8% curve | 43.3% continuation (balanced) 10AM: 16.7% curve | 51.6% continuation ← STRONG continuation bias 6PM: 33.7% curve | 51.1% continuation 10PM: 33.1% curve | 48.6% continuation Key Insight: 6AM is THE ONLY SESSION with >60% curve probability in both directions. This makes it a uniquely exploitable mean reversion session. When Q2 breaks Q1 range during 6AM, expect the second half to curve back 60-64% of the time. 10AM shows the opposite: Strong continuation bias (60% when Q2 breaks high, 52% when Q2 breaks low). 10AM breakouts tend to follow through. HOW IT WORKS: THE QUARTER SYSTEM The Six 4-Hour Candles (EST): Each trading day (6pm-5pm) is divided into six 4-hour periods: 6PM (18:00-22:00) - Evening/Globex open | Blue box 10PM (22:00-02:00) - Asia session | Purple box 2AM (02:00-06:00) - Early London | Orange box 6AM (06:00-10:00) - Late London + NY Open | Green box ← THE CURVE SESSION 10AM (10:00-14:00) - NY Morning | Red box ← THE CONTINUATION SESSION 2PM (14:00-17:00) - NY Afternoon | Yellow box (3 hours only) The Four Quarters: Each 4-hour candle (except 2PM) is divided into four 1-hour quarters: Q1 (Hour 1, minutes 0-60): Establishes initial range Q2 (Hour 2, minutes 60-120): Tests Q1 range - breaks or holds? Q3 (Hour 3, minutes 120-180): Second half begins Q4 (Hour 4, minutes 180-240): Second half completes 2PM candle only has 3 hours (14:00-17:00), so quarters are adjusted accordingly. The Three-Step Analysis: STEP 1: Q1 Establishes Range The first hour sets the high and low for the session. This becomes the reference range. STEP 2: Q2 Break Detection The indicator monitors whether Q2 (hour 2) breaks above Q1 high or below Q1 low. STEP 3: Second Half Response Once Q2 breaks Q1 range, the indicator tracks what happens in Q3+Q4: Does price CURVE back to make new extreme on opposite side? Does price CONTINUE to make new extreme in same direction? Or does price stay within the established range? VISUAL ELEMENTS EXPLAINED 1. 4-Hour Candle Boxes Colored boxes display the high-to-low range of each 4H candle: Blue = 6PM (evening session start) Purple = 10PM (Asia session) Orange = 2AM (early London) Green = 6AM ← THE CURVE SESSION (watch for mean reversion) Red = 10AM ← THE CONTINUATION SESSION (trend follow-through) Yellow = 2PM (afternoon close, 3 hours only) 2. Quarter Separator Lines Vertical dotted lines mark the boundaries between quarters (1H, 2H, 3H marks). This helps you see: When Q1 ends (after 1 hour) When Q2 ends / second half begins (after 2 hours) When Q3 ends (after 3 hours) 3. Candle Name Labels At the 2-hour mark (Q2/Q3 boundary), a label shows: Candle name (e.g., "6am") Directional indicator: 🔼 = Q2 broke Q1 HIGH 🔽 = Q2 broke Q1 LOW ⚠️ = Q2 broke BOTH Q1 high and low (extended range) No symbol = Q2 stayed within Q1 range THE LIVE STATUS TABLE Located in your chosen corner (default: bottom-right), this table shows real-time analysis of the current 4H candle. Header Row: "LIVE: CANDLE" - Shows which 4H session you're currently in Quarter Row: "Quarter: Q1/Q2/Q3/Q4 (Hour X)" - Shows which quarter you're currently forming STATUS Section: The status updates dynamically based on what has happened: During Q1-Q2 (First Half): "⏳ Q1 Building..." - First hour forming, range being established "⏳ Q2 Building..." - Second hour in progress, Q2 within Q1 range so far "🔼 Q2 Broke Q1 HIGH" - Q2 has broken above Q1 high "🔽 Q2 Broke Q1 LOW" - Q2 has broken below Q1 low "⚠️ Q2 Broke BOTH Q1 Extremes" - Q2 extended range in both directions During Q3-Q4 (Second Half): "✓ CURVE CONFIRMED" - Q2 broke one direction, second half reversed to opposite side "✓ CONTINUATION CONFIRMED" - Q2 broke one direction, second half extended further same direction "⏳ 2nd Half In Progress" - Q2 broke Q1, waiting to see if curve or continuation "📊 No Q2 Break Occurred" - Q2 stayed within Q1 range (no curve/continuation setup) EXPECTATION Section: Shows the probabilities based on the current state: When Q2 breaks Q1 high in 6AM: EXPECT 2nd half: CURVE (low < Q1): 60.6% CONT (high > Q2): 38.5% This tells you there's a 60.6% chance the second half will curve back to make a new low below Q1, versus 38.5% chance it continues higher above Q2. When curve/continuation is confirmed: Q2 broke high → 2nd half made new LOW below Q1 Curve: 60.6% Shows what actually happened and the historical probability. Color Coding: Purple background = Curve confirmed (mean reversion occurred) Green background = Continuation confirmed (upside extension) Red background = Continuation confirmed (downside extension) Blue background = Second half in progress, watching Yellow background = No Q2 break (no setup) Gray background = Still in first half, building THE CURVE REFERENCE TABLE Located in your chosen corner (default: bottom-left), this table provides a quick reference for all sessions. Table Structure: TOP SECTION: "When Q2 BREAKS Q1 HIGH" BOTTOM SECTION: "When Q2 BREAKS Q1 LOW" How to Read: "Curve" column = % of time second half makes new extreme on OPPOSITE side "Cont" column = % of time second half makes new extreme in SAME direction "Winner" column = Which behavior is more likely Purple highlight = Curve is the winner (higher %) Blue highlight = Continuation is the winner 🔥 symbol = Strong edge (>60%) Quick Reference Usage: You're in 10AM session, Q2 just broke Q1 high. Look at top section, 10AM row: Curve: 17.2% Cont: 60.4% Winner: CONT Interpretation: 10AM breakouts tend to follow through. Only 17% chance of curving back. Trade with the break, not against it. PRACTICAL TRADING EXAMPLES Example 1: Perfect 6AM Curve Setup Scenario: 6AM candle in progress 7:00 AM: Q1 ends, range is 18,000 - 18,050 7:30 AM: Price breaks above 18,050, reaches 18,075 (Q2 broke Q1 high) Live table shows: "🔼 Q2 Broke Q1 HIGH" Expectation: "CURVE (low < Q1): 60.6%" Trading Decision: Even though price broke to new highs, the 60.6% curve probability suggests looking for short opportunities expecting price to curve back below 18,000 in Q3-Q4. Typical Outcome: 8:15 AM (Q3): Price starts declining 9:15 AM (Q4): Price makes new low at 17,990 Result: ✓ CURVE CONFIRMED Example 2: 10AM Continuation Signal Scenario: 10AM candle in progress 11:00 AM: Q1 ends, range is 18,100 - 18,150 11:45 AM: Price breaks above 18,150, reaches 18,180 (Q2 broke Q1 high) Live table shows: "🔼 Q2 Broke Q1 HIGH" Expectation: "CONT (high > Q2): 60.4%" Trading Decision: With 60.4% continuation probability, breakout likely to follow through. Look for long opportunities expecting extension above 18,180 in Q3-Q4. Typical Outcome: 12:30 PM (Q3): Price continues higher to 18,200 1:15 PM (Q4): Price makes new high at 18,225 Result: ✓ CONTINUATION CONFIRMED Example 3: Using Reference Table During Live Trading You see Q2 breaking Q1 low during 2AM session: Quick reference check: 2AM row, "When Q2 BREAKS Q1 LOW" section Curve: 42.8% | Cont: 43.3% | Winner: Balanced Interpretation: This is a coin flip - 2AM session is balanced when Q2 breaks low. Don't force a directional bias. Wait for second half price action confirmation or skip the setup. Example 4: No Setup Scenario Scenario: 6AM candle, Q2 ends at 8:00 AM Q2 stayed within Q1 range (no break above or below) Live table shows: "📊 No Q2 Break Occurred" Trading Decision: No curve/continuation setup exists. This analysis only applies when Q2 breaks Q1 range. Monitor for different strategies or wait for next 4H candle. UNDERSTANDING THE UNDERLYING METHODOLOGY Data Foundation: Instrument: NQ Futures (E-mini NASDAQ-100) Timeframe: 1-minute bars for precise quarter tracking Period: January 2013 - December 2025 Sample: 3,136+ complete trading days Total 4H Candles Analyzed: ~18,800+ individual sessions Analysis Process: For each 4H candle in the dataset: Calculate Q1 high and low (first hour range) Track whether Q2 breaks Q1 high, Q1 low, both, or neither When Q2 breaks Q1 range, measure second half response: Did Q3+Q4 make new low below Q1? (curve when Q2 broke high) Did Q3+Q4 make new high above Q1? (curve when Q2 broke low) Did Q3+Q4 make new high above Q2? (continuation when Q2 broke high) Did Q3+Q4 make new low below Q2? (continuation when Q2 broke low) Calculate percentages for each session Why NQ-Specific? Different futures contracts exhibit different intraday personality: NQ (NASDAQ): Tech-heavy, volatility-prone 6AM shows extreme curve behavior (60-64%) due to NY Open reversal tendency 10AM shows strong continuation (60%) as trends establish ES (S&P 500) would show different probabilities because: Lower volatility than NQ Different institutional participation patterns Different response to macro events The indicator's probabilities are calibrated specifically to NQ behavior patterns. Using it on ES, RTY, or other instruments will produce misleading signals. ORIGINALITY & INNOVATION What Makes This Indicator Unique: Quarter-Based Curve Analysis: Unlike traditional indicators that only identify breakouts, this tracks what happens after the breakout. The curve vs continuation framework is novel and provides directional edge. Session-Specific Behavior: Recognizes that 6AM behaves fundamentally differently than 10AM. Most indicators apply the same logic across all sessions. This indicator provides session-specific probabilities. Statistical Validation: Every probability shown is backed by 10+ years of data (2,900+ candles per session). Not based on theory or discretionary observation. Real-Time Quarter Tracking: Precisely identifies which quarter you're in and what stage of the pattern is forming. Provides forward-looking probabilities based on current state. The 6AM Discovery: The 60-64% curve probability in 6AM is a quantified, repeatable edge that contradicts traditional "breakout = continuation" assumptions. This session exhibits mean reversion characteristics that most traders miss. Dual-Direction Analysis: Tracks both upside breaks (Q2 > Q1 high) and downside breaks (Q2 < Q1 low) separately, as they can have different probabilities. Visual Quarter System: The combination of colored boxes, quarter separators, and real-time labels provides instant visual understanding of pattern stage and expected behavior. HOW TO USE THIS INDICATOR Step 1: Identify Current 4H Candle Check which colored box you're in and what session it represents. Step 2: Wait for Q2 to Complete The setup doesn't exist until Q2 (hour 2) breaks Q1 range. Monitor the live table. Step 3: Check Q2 Break Status Did Q2 break Q1 high? Q1 low? Both? Or neither? Step 4: Consult Reference Table Look up current session in curve reference table. What's the probability? Step 5: Apply Session-Specific Strategy For 6AM (60-64% curve): Q2 breaks high → Expect curve back for new low Q2 breaks low → Expect curve back for new high Strategy: FADE the Q2 break, look for reversal entries in Q3-Q4 For 10AM (52-60% continuation): Q2 breaks high → Expect continuation higher Q2 breaks low → Expect continuation lower Strategy: TRADE WITH the Q2 break, look for continuation entries in Q3-Q4 For 2AM (38-43% curve, 43-47% continuation): Balanced probabilities Strategy: Wait for Q3 price action to confirm direction, or skip For 6PM/10PM (50-59% continuation): Moderate continuation bias Strategy: Lean with the break but use tight stops Step 6: Monitor Live Status Watch the live table for confirmation: "✓ CURVE CONFIRMED" = Mean reversion occurred "✓ CONTINUATION CONFIRMED" = Follow-through occurred "⏳ 2nd Half In Progress" = Still developing BEST PRACTICES Focus on 6AM for curve trades - This is THE high-probability mean reversion session Focus on 10AM for continuation trades - This is THE high-probability breakout session Be cautious with 2AM - Balanced probabilities mean lower edge Use quarter separators - Enter trades early in Q3 after Q2 break, don't wait for Q4 Combine with price action - Don't blindly fade 6AM or follow 10AM; wait for confirming price structure Respect the 60% rule - 6AM curve happens 60% of time, which means 40% it doesn't. Manage risk accordingly Watch for "No Q2 Break" - If Q2 doesn't break Q1, this analysis doesn't apply Consider overnight context - If 6AM opens with huge gap, curve probability may be affected SETTINGS & CUSTOMIZATION Display Settings: Show 4H Candle Boxes - Toggle colored range boxes Box Colors - Customize color for each session Show Quarter Separators - Show/hide 1H, 2H, 3H lines Show Candle Name Labels - Show/hide session labels at 2H mark Separator Line Style - Solid/Dashed/Dotted Max Historical Candles - How many past 4H candles to display (1-50) Table Settings: Show Live Status Table - Toggle real-time analysis table Show Curve Reference Table - Toggle probability reference table Table Positions - Place tables in any corner Table Text Size - Tiny/Small/Normal LIMITATIONS & DISCLAIMERS NQ FUTURES ONLY - All probabilities are NQ-specific, do not use on other instruments Requires Q2 break - No curve/continuation setup exists if Q2 stays within Q1 range Probabilities, not certainties - 60% means it happens 6 out of 10 times, not every time Lower timeframe noise - 1-minute tracking can be choppy, consider using 5min+ for entries Gap days - Large overnight gaps may affect curve/continuation probabilities Not standalone - Use as confluence with your strategy, not as sole decision factor Historical performance - Past statistics don't guarantee future results WHY THE CURVE CONCEPT MATTERS Traditional trading wisdom says: "Breakout = Continuation" This indicator proves that's not always true. Specifically, during the 6AM session (late London + NY Open), when Q2 breaks the Q1 range, price curves back to the opposite extreme 60-64% of the time. This creates a unique exploitable edge: Most breakout traders go LONG when Q2 breaks Q1 high But in 6AM, 60.6% of the time, price curves back down for new low Shorting the breakout (counter-intuitive) is the higher-probability trade The 10AM session shows the opposite: Breakouts in 10AM tend to follow through (52-60%) Traditional "trade the breakout" strategy works better here By knowing which session you're in, you can adapt your strategy to match the session's personality. FINAL NOTES This indicator distills 10+ years of NQ intraday behavior into actionable, session-specific probabilities. The discovery that 6AM exhibits 60-64% curve behavior while 10AM exhibits 52-60% continuation behavior provides a statistical edge for mean reversion and trend-following traders respectively. The highest-probability setups: 6AM Q2 break → FADE (60-64% edge for curve) 10AM Q2 break → FOLLOW (52-60% edge for continuation) 2AM = SKIP (balanced probabilities, no clear edge) Master the 6AM curve and 10AM continuation first. These two sessions provide the clearest statistical edges. Remember: Trade with proper risk management. This tool provides probabilities based on historical behavior, not predictions of future performance.
Pine Script® 인디케이터
lucymatos의
2
Daily Candle Bias Backtesting Stats @MaxMaserati This indicator, is a powerful backtesting and probability tool designed to quantify the "follow-through" of specific candle types across different market sessions. It identifies specific price action setups and tracks whether price hits a "Target" (continuation) or an "Invalidation" (reversal) first, providing real-time win rates for your favorite sessions. The Candle Bias Stats indicator automatically categorizes every candle based on the MMM candle bias and tracks their historical success rate. It calculates how often a candle's high/low is broken before its opposite end is touched. By breaking this data down into sessions (Asian, London, NY), it identifies high-probability "time-of-day" windows where specific price action setups are most reliable. MMM CANDLE LOGIC Bullish Expansion & Breakout Signatures Bullish Body Close Plus (BuBC Plus): Represents strong bullish momentum where price closes above the previous high and near its own top, signaling that buyers are in complete control. Bullish Body Close Minus (BuBC Minus): Indicates weak bullish momentum; while the price closes above the previous high, a long top wick shows sellers pushed back, suggesting a potential retest of the previous high. Bearish Expansion & Breakout Signatures Bearish Body Close Plus (BeBC Plus): A very strong bearish signal where price closes below the previous low and near its own bottom, indicating sellers are dominant. Bearish Body Close Minus (BeBC Minus): Signifies weak bearish momentum; the price breaks the previous low but finishes with a long bottom wick as buyers push back, often leading to a retest of the old ceiling. Bullish Reversal & Trap Signatures (Affinity) Bullish Affinity Plus (BuAF Plus): A strong bullish reversal where a new low is made, but sellers hit a wall and get trapped, causing price to finish near its top with a long bottom wick. Bullish Affinity Minus (BuAF Minus): A weak bullish bounce where a new low is made and price finishes back inside the previous range, but buyers lack the energy for a significant move. Bearish Reversal & Trap Signatures (Affinity) Bearish Affinity Plus (BeAF Plus): A strong bearish reversal; buyers are trapped after making a new high, and price finishes near its bottom with a long top wick. Bearish Affinity Minus (BeAF Minus): A weak bearish drop where sellers stop the rise but lack the energy to push price significantly lower. Neutral & Volatility Signatures Close Inside Bullish (CI•BuAF): Bullish neutral state where price stays inside the previous candle’s range but finishes in the top half, indicating buyers are slightly more active. Close Inside Bearish (CI•BeAF): Bearish neutral state where price remains inside the previous box and finishes in the bottom half. Seek & Destroy Bullish (S&D•BuAF): Bullish volatility characterized by price moving above and below the previous candle before buyers win the battle and close price near the top. Seek & Destroy Bearish (S&D•BeAF): Bearish volatility where sellers win a high-chaos battle, closing price near the bottom after sweeping both sides of the previous candle. H4 CANDLE EXAMPLE Deep Dive: Analysis of the 4H Statistics The image presents a comprehensive backtest of 4,999 total candles from September 2022 to December 2025. Here is the breakdown of what the interface is telling us: 1. The Strategy: Target vs. Invalidation The indicator tracks BuBC (Bullish Body Close) and BeBC (Bearish Body Close). The Target: For a Bullish candle, the target is the High. For a Bearish candle, it is the Low. The Invalidation: The opposite end of the candle (the Low for Bullish, the High for Bearish). The Goal: To see which level is touched first in the subsequent bars. 2. Global Performance (The Top Right Table) Looking at the BuBC (1402 samples) section: Target First (67.8%): In nearly 7 out of 10 cases, once a 4H candle closes "bullish" (breaking the previous high), the price continues higher to break its own high before it ever returns to take out its own low. Both Hit (17.7%): This is a critical metric. It represents "Stop Runs" or "Wicks" where price hits the target but also hits the invalidation within the same tracking period. Efficiency (1.3 Bars): This tells us the "follow-through" is almost immediate. If the trade doesn't work within 1 or 2 candles, the statistical edge drops off significantly. 3. The Session Breakdown (The Bottom Left Table) This is where the "Edge" is found. Not all hours of the day are created equal. Asian Late (02:00-06:00) – The "Star" Performer: With a 72.9% Target rate, this is labeled "BEST." It has the lowest "Both%" (6.5%), meaning moves during these hours are incredibly "clean." If a setup forms here, price usually moves directly to the target without looking back. London Open & Overlap (06:00-14:00): These sessions maintain a high win rate (approx. 70%). This suggests that the European session provides reliable trend continuation for the S&P 500. NY Session (14:00-18:00) – The "Trap" Zone: This is labeled "WORST" for a reason. While the win rate is basically a coin flip (49.6%), the Both% spikes to 36.7%. This means that even if you are right about the direction, the market is highly likely to "sweep" your stop loss before going to the target. It is the most volatile and "fake-out" prone time for this specific setup. Summary of the Data The statistics show that the S&P 500 4H Candle Bias is a highly reliable trend-following indicator, provided you trade it at the right time. The data suggests a clear three-step logic: Directional Edge: Both Bullish and Bearish body closes have a natural ~67% probability of continuation. Timing is Everything: Trading during the Late Asian and London sessions increases your probability of success to over 70% with very low risk of a "fake-out." Risk Warning: Avoid "Body Close" breakout strategies during the NY Mid-day (14:00-18:00). The statistics prove that this window is dominated by "Seek and Destroy" price action, where price is mathematically likely to hit both your target and your stop, usually hitting the stop first.
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