Statistics
Custom WatermarkThis script allows you to display a watermark text on your TradingView chart that:
Stays fixed on the screen (doesn’t move with candles).
Can be turned on/off manually.
Lets you type your own text directly from settings.
Can be placed in different corners or center of the chart.
Supports changing color, size, and visibility easily.
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Kairos AR EdgeEN
Kairos AR Edge is a closed-source (invite-only) Forex indicator providing statistical analysis of Asian session box breakouts and relative currency strength across 28 major pairs. Unlike standard breakout or trend-following tools, it consolidates breakout behavior into a single overview, helping traders quickly identify directional bias and strong/weak currencies. This aggregation provides unique insight not easily obtained from separate pair analysis.
Important Clarification:
Reversal and Continuation percentages are calculated for the pair on which the indicator is applied , showing how often a breakout returns (Reversal) or continues (Continuation) within the selected session window.
The Currency Strength Table is independent of these percentages. It scores each currency from -7 to +7 based on participation in Asian box breakouts across all 28 pairs, providing a relative strength overview regardless of the active pair.
The -7/+7 scale is derived from historical breakout occurrences and provides a quick reference for currency strength ranking
Indicator operates on two levels:
Session Bias Statistics: Builds an Asian session box for the active pair and analyzes breakout behavior. Users can select:
Reversal Mode : Percentage of breakouts that return to the opposite side within the selected timeframe
Continuation Mode : Percentage of breakouts that continue in the same direction within the timeframe
Currency Strength Table: Aggregates breakout behavior across all 28 pairs to provide a relative currency strength score (-7 to +7)
Visual Tools: Optional pivot-based bullish/bearish triggers and automatic session box visualization provide additional informational support.
Main Features:
Customizable Asian session box (start/end times and timezone)
Reversal or Continuation statistical mode
Automatic update of high/low levels
Currency Strength Table (-7 to +7)
Statistical table with historical breakout percentages
Optional visual triggers (pivot-based patterns)
Light/Dark theme support
Originality and Value:
Consolidates 28 pairs into a single view for immediate identification of market bias
Provides statistical insight into breakout behavior, not just trend-following or generic breakout alerts
Offers a quick-reference Currency Strength Table to identify strong/weak currencies without tracking multiple pairs individually
Important Notes:
Statistics are based on historical data only – no guarantee of future results
Educational and informational purposes only; not financial or trading advice
Closed-source indicator with invite-only access. Access requests can be made by contacting the author or following the link in the Author’s Instructions field
IT
Kairos AR Edge è un indicatore closed-source (invite-only) che fornisce analisi statistica sulle rotture del box della sessione asiatica e forza relativa delle valute su 28 coppie principali. A differenza dei normali strumenti di breakout o trend-following, consolida il comportamento dei breakout in un’unica panoramica, aiutando i trader a identificare rapidamente bias direzionali e valute forti/deboli. Questa aggregazione offre insight unici non facilmente ottenibili analizzando coppie singole.
Chiarimento importante:
Le percentuali di Reversal e Continuation si riferiscono solo alla coppia su cui l’indicatore è applicato , calcolando quante volte una rottura ritorna (Reversal) o continua (Continuation) entro la finestra di sessione selezionata.
La Tabella di Forza Valute è indipendente da queste percentuali. Assegna a ciascuna valuta un punteggio da -7 a +7 in base alla partecipazione ai breakout del box asiatico su tutte le 28 coppie, fornendo un quadro della forza relativa indipendentemente dalla coppia attiva.
Il punteggio -7/+7 deriva dai breakout storici e fornisce un riferimento rapido per la forza delle valute.
Lo script opera su due livelli:
Statistiche Bias di Sessione: Costruisce il box della sessione asiatica per la coppia attiva e analizza i breakout. Modalità selezionabili:
Reversal : Percentuale di breakout che tornano verso il lato opposto entro la finestra temporale
Continuation : Percentuale di breakout che proseguono nella stessa direzione entro la finestra
Tabella di Forza Valute: Aggrega il comportamento dei breakout su tutte le 28 coppie, assegnando un punteggio da -7 a +7 per ciascuna valuta in base alla sua forza relativa
Strumenti Visivi: Box della sessione asiatica aggiornato automaticamente e trigger opzionali basati su pattern pivot, fornendo supporto informativo aggiuntivo.
Funzionalità principali:
Box della sessione asiatica personalizzabile (orari e timezone)
Modalità statistica: Reversal o Continuation
Aggiornamento automatico dei livelli high/low
Tabella di Forza Valute (-7 a +7)
Tabella statistica con percentuali di rottura storiche
Trigger visivi opzionali (pattern pivot)
Supporto tema chiaro/scuro
Originalità e Valore:
Consolida 28 coppie in un’unica panoramica per identificare immediatamente bias di mercato
Fornisce insight statistico sui breakout, non solo trend-following o alert generici
Tabella di Forza Valute rapida per identificare valute forti/deboli senza controllare molteplici coppie
Nota importante:
Le statistiche si basano solo su dati storici – nessuna garanzia di risultati futuri
Strumento educativo e informativo; non costituisce consiglio finanziario o di trading
Indicatore closed-source con accesso su invito. Le richieste di accesso possono essere fatte contattando l’autore o seguendo il link nelle istruzioni dell’autore
JST & MT5 hourly + Sessions shade (subpanel, v6)このインジケーターは、TradingViewのタイムゾーンをNY時間に設定している際に、日本国内居住者が東京時間（JST）とMetaTraderのサーバー時間（MSK/MT5）を把握しやすくするためのツールです。
チャート下部にJSTとMT5の時間メモリを表示し、取引時間の対応関係を直感的に確認できます。
セッションごとの背景シェード（東京・ロンドン・NY）にも対応しており、時間認識を補助します。
This indicator helps traders based in Japan easily keep track of Tokyo time (JST) and MetaTrader server time (MSK/MT5) when using TradingView with the timezone set to New York (a common choice worldwide).
It displays JST and MT5 time markers along the bottom of the chart, making the relation between trading sessions more intuitive.
Background shading for Tokyo, London, and New York sessions is also included to assist time awareness.
Linear Regression Trend Navigator [QuantAlgo]🟢 Overview
The Linear Regression Trend Navigator is a trend-following indicator that combines statistical regression analysis with adaptive volatility bands to identify and track dominant market trends. It employs linear regression mathematics to establish the underlying trend direction, while dynamically adjusting trend boundaries based on standard deviation calculations to filter market noise and maintain trend continuity. The result is a straightforward visual system where green indicates bullish conditions favoring buy/long positions, and red signals bearish conditions supporting sell/short trades.
🟢 How It Works
The indicator operates through a three-phase computational process that transforms raw price data into adaptive trend signals. In the first phase, it calculates a linear regression line over the specified period, establishing the mathematical best-fit line through recent price action to determine the underlying directional bias. This regression line serves as the foundation for trend analysis by smoothing out short-term price variations while preserving the essential directional characteristics.
The second phase constructs dynamic volatility boundaries by calculating the standard deviation of price movements over the defined period and applying a user-adjustable multiplier. These upper and lower bounds create a volatility-adjusted channel around the regression line, with wider bands during volatile periods and tighter bands during stable conditions. This adaptive boundary system operates entirely behind the scenes, ensuring the trend signal remains relevant across different market volatility regimes without cluttering the visual display.
In the final phase, the system generates a simple trend line that dynamically positions itself within the volatility boundaries. When price action pushes the regression line above the upper bound, the trend line adjusts to the upper boundary level. Conversely, when the regression line falls below the lower bound, the trend line moves to the lower boundary. The result is a single colored line that transitions between green (rising trend line = buy/long) and red (declining trend line = sell/short).
🟢 How to Use
Green Trend Line: Upward momentum indicating favorable conditions for long positions, buy signals, and bullish strategies
Red Trend Line: Downward momentum signaling optimal timing for short positions, sell signals, and bearish approaches
Rising Green Line: Accelerating bullish momentum with steepening angles indicating strengthening upward pressure and potential for trend continuation
Declining Red Line: Intensifying bearish momentum with increasing negative slopes suggesting persistent downward pressure and shorting opportunities
Flattening Trend Lines: Gradual reduction in slope regardless of color may indicate approaching consolidation or momentum exhaustion requiring position review
🟢 Pro Tips for Trading and Investing
→ Entry/Exit Timing: Trade exclusively on band color transitions rather than price patterns, as each color change represents a statistically-confirmed shift that has passed through volatility filtering, providing higher probability setups than traditional technical analysis.
→ Parameter Optimization for Asset Classes: Customize the linear regression period based on your trading style. For example, use 5-10 bars for day trading to capture short-term statistical shifts, 14-20 for swing trading to balance responsiveness with stability, and 25-50 for position trading to filter out medium-term noise.
→ Volatility Calibration Strategy: Adjust the standard deviation multiplier according to market volatility. For instance, increase to 2.0+ during high-volatility periods like earnings or news events to reduce false signals, decrease to 1.0-1.5 during stable market conditions to maintain sensitivity to genuine trends.
→ Cross-Timeframe Statistical Validation: Apply the indicator across multiple timeframes simultaneously, using higher timeframes for directional bias and lower timeframes for entry timing.
→ Alert-Based Systematic Trading: Use built-in alerts to eliminate discretionary decision-making and ensure you capture every statistically-significant trend change, particularly effective for traders who cannot monitor charts continuously.
→ Risk Allocation Based on Signal Strength: Increase position sizes during periods of strong directional movement while reducing exposure during frequent band color changes that indicate statistical uncertainty or ranging conditions.
LCS DynamicUses adaptive calculations to generate signals each signal has different rules to trade which will be updated shortly
Z-Score Volume with CVD TrendZ-Score Volume & CVD Trend with Exhaustion Signals
This powerful, all-in-one indicator combines statistical volume analysis, Cumulative Volume Delta (CVD), and a custom clustering algorithm to provide a clear and dynamic view of market sentiment. It is designed to help traders identify the prevailing trend and spot potential reversals or trend exhaustion before they happen.
Important Note: This indicator is specifically designed and optimized for use during the Regular Trading Hours (RTH) New York session, which is typically characterized by high volume and volatility. Its signals may be less reliable in low-volume or overnight sessions.
Core Concepts
1. Volume Z-Score
The script first calculates a Z-score for volume, which measures how many standard deviations a bar's volume is from a moving average. This helps to identify statistically significant volume spikes that may signal institutional activity or a major shift in sentiment.
2. Cumulative Volume Delta (CVD)
CVD plots the net difference between buying and selling volume over time. A rising CVD indicates a surplus of buying pressure, while a falling CVD shows a surplus of selling pressure. This provides a clear look at the direction of momentum.
3. Custom Clustering
By combining the Volume Z-score and CVD delta, the script classifies each bar into one of six distinct "clusters." The purpose is to simplify complex data into actionable signals.
High Conviction Bullish: High Z-score volume with strong CVD buying.
High Conviction Bearish: High Z-score volume with strong CVD selling.
Effort vs. Result: High Z-score volume with no clear CVD bias, indicating indecision or a struggle between buyers and sellers.
Quiet Accumulation: Low volume with subtle CVD buying, suggesting passive accumulation.
Quiet Distribution: Low volume with subtle CVD selling, suggesting passive distribution.
Low Conviction/Noise: Low volume and low CVD, representing general market noise.
Trend and Exhaustion Logic
Trend Establishment: The indicator determines the overall trend (Bullish, Bearish, or Neutral) by analyzing the majority of recent clusters over a configurable lookback period.
A Bullish Trend is confirmed when a majority of recent bars are either "High Conviction Bullish" or "Quiet Accumulation."
A Bearish Trend is confirmed when a majority of recent bars are either "High Conviction Bearish" or "Quiet Distribution."
Trend Exhaustion: This is a key feature for identifying potential reversals. The script looks for a divergence between price action and CVD within a confirmed trend.
Bullish Exhaustion Signal: Occurs during a confirmed "Bullish Trend" when you see a bearish divergence (price makes a higher high, but CVD shows negative delta and a close lower than the open). This is a strong sign the uptrend may be running out of steam.
Bearish Exhaustion Signal: Occurs during a confirmed "Bearish Trend" when you see a bullish divergence (price makes a lower low, but CVD shows positive delta and a close higher than the open). This indicates the downtrend may be exhausted.
How to Interpret the Visuals
Volume Bars: Colored to match the cluster they belong to.
Background Color: Shows the overall trend (light green for bullish, light red for bearish).
Circle Markers (bottom): Green circles indicate a bullish trend, and red circles indicate a bearish trend.
Triangles and Circles (top): Represent the specific cluster of each bar.
Trend Exhaustion Markers: Triangles above/below the bar signal potential trend exhaustion.
Info Table: An optional table provides a real-time summary of all key metrics for the current bar.
Settings
Volume EMA Length: Adjusts the moving average used for the Volume Z-score calculation.
Z-Score Look Back: Defines the number of bars to use for the volume and CVD percentile calculation.
Lower/Upper Cluster Percentile: Use these to adjust the sensitivity of the clustering. Tighter ranges (e.g., 25/75) capture more data, while wider ranges (e.g., 10/90) will only signal truly extreme events.
Trend Lookback Bars: Controls how many recent bars are considered when determining the trend.
This script offers a comprehensive and easy-to-read way to integrate volume, momentum, and trend analysis into your trading.
Happy Trading!
ITCRM CCL (aprox BCRA)This script calculates an approximation of the Real Multilateral Exchange Rate Index (ITCRM) with the CCL dollar, replicating the methodology of the Central Bank of Argentina (BCRA) but using the financial exchange rate (AL30C/AL30D) as a base.
Bilateral ARS/currency rates are built for Argentina’s main trading partners (Brazil, USA, Eurozone, China, etc.).
A weighted geometric average is applied according to trade shares.
The index is normalized to base 100 at the start of the series.
⚠️ This is a reference version, not official.
ITCRM CCL (aprox BCRA)This script calculates an approximation of the Real Multilateral Exchange Rate Index (ITCRM) with the CCL dollar, replicating the methodology of the Central Bank of Argentina (BCRA) but using the financial exchange rate (AL30C/AL30D) as a base.
Bilateral ARS/currency rates are built for Argentina’s main trading partners (Brazil, USA, Eurozone, China, etc.).
A weighted geometric average is applied according to trade shares.
The index is normalized to base 100 at the start of the series.
⚠️ This is a reference version, not official.
nATR*ATR Multiplication Indicator - Optimal Selection Tool forThis indicator is specifically designed as an analysis tool for investors using grid bot strategies. It displays both nATR (Normalized Average True Range) and ATR (Average True Range) values on a single chart screen, calculating the multiplication of these two critical volatility measurements.
Primary Purpose of the Indicator:
To facilitate the selection of the most optimal stock and time period for grid bot trading. The nATR*ATR multiplication provides a hybrid measurement that combines both percentage-based return potential (nATR) and absolute volatility magnitude (ATR).
Importance for Grid Bot Strategy:
High nATR: Greater percentage-based return potential
High ATR: Wider price range = Fewer grid levels = More budget allocation per grid
Formula: Price Range/ATR = Theoretical Grid Count
Usage Advantages:
Test different time periods to find the highest multiplication value
Make optimal stock and time frame selections for grid bot setup
Monitor both nATR and ATR values on a single screen
High multiplication values indicate ideal conditions for grid bots
Technical Features:
Adjustable calculation period (1-500 candles)
Visual alert system (high/low multiplication values)
Real-time value tracking table
SMA-based smoothed calculations
This serves as a reliable guide for grid bot investors in optimal timing and stock selection.
Range Stats with Sweeps + Time Analysis + BiasRange Stats with Sweeps + Time Analysis + Bias
Advanced range-based trading analysis with comprehensive sweep detection, time-based probability modeling, and intelligent bias calculation for institutional-grade market insights.
Overview
Range Stats with Sweeps + Time Analysis + Bias is a sophisticated Pine Script indicator designed for professional traders who demand precision in range-based market analysis. This comprehensive tool combines traditional range level analysis with advanced sweep detection algorithms, time-based probability modeling, and dynamic bias calculation to provide institutional-quality insights into market behavior patterns.
Core Features
Multi-Timeframe Range Analysis
Automatic or manual timeframe selection with intelligent defaults
Comprehensive range level calculation including High, Low, Open, 75%, EQ (50%), and 25% retracements
Dynamic period detection supporting both traditional timeframes and custom session-based analysis
Real-time range updates with historical data preservation
Advanced Sweep Detection System
Configurable sweep validation with customizable bar confirmation periods
Optional wick-based sweep requirements for enhanced precision
Segment-based sweep tracking dividing periods into three analytical zones
Real-time sweep markers with probability-enhanced labeling
Comprehensive Bias Calculation Framework
Intelligent range bias determination based on price action relative to range boundaries
Dynamic bias tracking with bullish, bearish, and neutral state identification
Historical bias performance statistics with hit rate analysis
Optimal Trade Entry (OTE) box generation based on current bias and displacement analysis
Time-Based Probability Analysis
Formation time tracking for high and low levels with customizable time buckets
Sweep probability calculation based on exact formation timing
Multiple time range displays including Full 24H, Extended Trading, US Market, EU Market, and Asia Market sessions
Custom session configuration with intelligent session-based level detection
Professional Visualization System
Customizable line styles, colors, and transparency settings for all range levels
Segment projection lines for period structure visualization
Comprehensive probability tables with real-time statistics
Time-enhanced labels showing formation times and sweep probabilities
Technical Implementation
Range Detection Logic
The system employs sophisticated algorithms to identify range boundaries using either traditional timeframe-based detection or custom session-based analysis. Range levels are calculated with mathematical precision, providing 75%, 50%, and 25% retracement levels based on period high-low ranges.
Sweep Analysis Framework
Advanced sweep detection monitors price action for liquidity grabs above highs and below lows, with configurable validation periods ensuring sweep authenticity. The system tracks sweep occurrences across three distinct period segments, enabling granular probability analysis.
Bias Calculation Engine
The intelligent bias system analyzes price behavior relative to range boundaries, considering factors such as wick interactions, close positioning, and directional momentum. This generates dynamic bias signals that adapt to changing market conditions.
Time-Based Modeling
Sophisticated time bucket analysis tracks formation times for range extremes, building comprehensive probability models that identify optimal trading windows based on historical performance patterns.
Configuration Options
Core Settings
Automatic or manual timeframe selection with comprehensive options
Global timezone support with major market timezone presets
Configurable label sizing and time format preferences
Advanced sweep validation parameters with wick-based options
Range Level Customization
Individual control over all range level displays and styling
Custom color schemes with transparency controls
Line style selection including solid, dashed, and dotted options
Adjustable line widths for enhanced visual hierarchy
Advanced Features
Segment projection line configuration for period structure analysis
Bias calculation toggle with OTE box generation
Sweep extreme probability tracking with period extreme analysis
Comprehensive sweep marker system with probability labeling
Time Analysis Configuration
Multiple time bucket options including 20-minute, 1-hour, 2-hour, and custom session buckets
Flexible time range displays optimized for different trading sessions
Custom session configuration with intelligent session-based level detection
Advanced table positioning and sizing options
Trading Applications
Range-Based Strategy Development
Identify key support and resistance levels within established ranges, analyze retracement probabilities for optimal entry timing, and utilize segment-based analysis for precise trade planning.
Sweep-Based Trading
Monitor liquidity grab events with high-probability retracement targets, track sweep occurrences across different period segments, and leverage time-based sweep probability for enhanced timing.
Bias-Driven Analysis
Utilize dynamic bias calculation for directional trade alignment, implement OTE box strategies for institutional-style entries, and monitor bias shifts for trend change identification.
Time-Based Optimization
Optimize trade timing using formation time probability analysis, focus on high-probability time windows for specific market behaviors, and customize analysis for preferred trading sessions.
Technical Specifications
Built on Pine Script v6 with advanced optimization techniques
Comprehensive data collection with intelligent memory management
Real-time probability calculation with historical data preservation
Multi-session support with custom timezone handling
Professional-grade visualization with institutional styling
Important Considerations
This indicator is designed for experienced traders familiar with range-based analysis and institutional trading concepts. Optimal performance requires adequate historical data for probability calculation accuracy. Users should ensure proper timeframe and session configuration alignment with their trading strategy.
Disclaimer
This indicator is provided for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or trading signals. All trading decisions should be based on your own analysis, risk tolerance, and financial situation. Past performance does not guarantee future results. Trading involves substantial risk of loss and is not suitable for all investors. The probability statistics and bias calculations are based on historical data and may not predict future market behavior. Always conduct thorough research and consider consulting with qualified financial professionals before making trading decisions.
Copyright
© 2025 OmarxQQQ. All rights reserved. This Pine Script indicator and its associated documentation are protected by copyright law. Unauthorized reproduction, distribution, or modification is prohibited. This code is subject to the terms of the Mozilla Public License 2.0.
Range Stats with Sweeps + Time Analysis + Bias - Professional range analysis with institutional-grade probability modeling.
Quantile Regression Bands [BackQuant]Quantile Regression Bands
Tail-aware trend channeling built from quantiles of real errors, not just standard deviations.
What it does
This indicator fits a simple linear trend over a rolling lookback and then measures how price has actually deviated from that trend during the window. It then places two pairs of bands at user-chosen quantiles of those deviations (inner and outer). Because bands are based on empirical quantiles rather than a symmetric standard deviation, they adapt to skewed and fat-tailed behaviour and often hug price better in trending or asymmetric markets.
Why “quantile” bands instead of Bollinger-style bands?
Bollinger Bands assume a (roughly) symmetric spread around the mean; quantiles don’t—upper and lower bands can sit at different distances if the error distribution is skewed.
Quantiles are robust to outliers; a single shock won’t inflate the bands for many bars.
You can choose tails precisely (e.g., 1%/99% or 5%/95%) to match your risk appetite.
How it works (intuitive)
Center line — a rolling linear regression approximates the local trend.
Residuals — for each bar in the lookback, the indicator looks at the gap between actual price and where the line “expected” price to be.
Quantiles — those gaps are sorted; you select which percentiles become your inner/outer offsets.
Bands — the chosen quantile offsets are added to the current end of the regression line to draw parallel support/resistance rails.
Smoothing — a light EMA can be applied to reduce jitter in the line and bands.
What you see
Center (linear regression) line (optional).
Inner quantile bands (e.g., 25th/75th) with optional translucent fill.
Outer quantile bands (e.g., 1st/99th) with a multi-step gradient to visualise “tail zones.”
Optional bar coloring: bars trend-colored by whether price is rising above or falling below the center line.
Alerts when price crosses the outer bands (upper or lower).
How to read it
Trend & drift — the slope of the center line is your local trend. Persistent closes on the same side of the center line indicate directional drift.
Pullbacks — tags of the inner band often mark routine pullbacks within trend. Reaction back to the center line can be used for continuation entries/partials.
Tails & squeezes — outer-band touches highlight statistically rare excursions for the chosen window. Frequent outer-band activity can signal regime change or volatility expansion.
Asymmetry — if the upper band sits much further from the center than the lower (or vice versa), recent behaviour has been skewed. Trade management can be adjusted accordingly (e.g., wider take-profit upslope than downslope).
A simple trend interpretation can be derived from the bar colouring
Good use-cases
Volatility-aware mean reversion — fade moves into outer bands back toward the center when trend is flat.
Trend participation — buy pullbacks to the inner band above a rising center; flip logic for shorts below a falling center.
Risk framing — set dynamic stops/targets at quantile rails so position sizing respects recent tail behaviour rather than fixed ticks.
Inputs (quick guide)
Source — price input used for the fit (default: close).
Lookback Length — bars in the regression window and residual sample. Longer = smoother, slower bands; shorter = tighter, more reactive.
Inner/Outer Quantiles (τ) — choose your “typical” vs “tail” levels (e.g., 0.25/0.75 inner, 0.01/0.99 outer).
Show toggles — independently toggle center line, inner bands, outer bands, and their fills.
Colors & transparency — customize band and fill appearance; gradient shading highlights the tail zone.
Band Smoothing Length — small EMA on lines to reduce stair-step artefacts without meaningfully changing levels.
Bar Coloring — optional trend tint from the center line’s momentum.
Practical settings
Swing trading — Length 75–150; inner τ = 0.25/0.75, outer τ = 0.05/0.95.
Intraday — Length 50–100 for liquid futures/FX; consider 0.20/0.80 inner and 0.02/0.98 outer in high-vol assets.
Crypto — Because of fat tails, try slightly wider outers (0.01/0.99) and keep smoothing at 2–4 to tame weekend jumps.
Signal ideas
Continuation — in an uptrend, look for pullback into the lower inner band with a close back above the center as a timing cue.
Exhaustion probe — in ranges, first touch of an outer band followed by a rejection candle back inside the inner band often precedes mean-reversion swings.
Regime shift — repeated closes beyond an outer band or a sharp re-tilt in the center line can mark a new trend phase; adjust tactics (stop-following along the opposite inner band).
Alerts included
“Price Crosses Upper Outer Band” — potential overextension or breakout risk.
“Price Crosses Lower Outer Band” — potential capitulation or breakdown risk.
Notes
The fit and quantiles are computed on a fixed rolling window and do not repaint; bands update as the window moves forward.
Quantiles are based on the recent distribution; if conditions change abruptly, expect band widths and skew to adapt over the next few bars.
Parameter choices directly shape behaviour: longer windows favour stability, tighter inner quantiles increase touch frequency, and extreme outer quantiles highlight only the rarest moves.
Final thought
Quantile bands answer a simple question: “How unusual is this move given the current trend and the way price has been missing it lately?” By scoring that question with real, distribution-aware limits rather than one-size-fits-all volatility you get cleaner pullback zones in trends, more honest “extreme” tags in ranges, and a framework for risk that matches the market’s recent personality.
Algorithmic Kalman Filter [CRYPTIK1]Price action is chaos. Markets are driven by high-frequency algorithms, emotional reactions, and raw speculation, creating a constant stream of noise that obscures the true underlying trend. A simple moving average is too slow, too primitive to navigate this environment effectively. It lags, it gets chopped up, and it fails when you need it most.
This script implements an Algorithmic Kalman Filter (AKF), a sophisticated signal processing algorithm adapted from aerospace and robotic guidance systems. Its purpose is singular: to strip away market noise and provide a hyper-adaptive, self-correcting estimate of an asset's true trajectory.
The Concept: An Adaptive Intelligence
Unlike a moving average that mindlessly averages past data, the Kalman Filter operates on a two-step principle: Predict and Update.
Predict: On each new bar, the filter makes a prediction of the true price based on its previous state.
Update: It then measures the error between its prediction and the actual closing price. It uses this error to intelligently correct its estimate, learning from its mistakes in real-time.
The result is a flawlessly smooth line that adapts to volatility. It remains stable during chop and reacts swiftly to new trends, giving you a crystal-clear view of the market's real intention.
How to Wield the Filter: The Core Settings
The power of the AKF lies in its two tuning parameters, which allow you to calibrate the filter's "brain" to any asset or timeframe.
Process Noise (Q) - Responsiveness: This controls how much you expect the true trend to change.
A higher Q value makes the filter more sensitive and responsive to recent price action. Use this for highly volatile assets or lower timeframes.
A lower Q value makes the filter smoother and more stable, trusting that the underlying trend is slow-moving. Use this for higher timeframes or ranging markets.
Measurement Noise (R) - Smoothness: This controls how much you trust the incoming price data.
A higher R value tells the filter that the price is extremely noisy and to be more skeptical. This results in a much smoother, slower-moving line.
A lower R value tells the filter to trust the price data more, resulting in a line that tracks price more closely.
The interaction between Q and R is what gives the filter its power. The default settings provide a solid baseline, but a true operator will fine-tune these to perfectly match the rhythm of their chosen market.
Tactical Application
The AKF is not just a line; it's a complete framework for viewing the market.
Trend Identification: The primary signal. The filter's color code provides an unambiguous definition of the trend. Teal for an uptrend, Pink for a downtrend. No more guesswork.
Dynamic Support & Resistance: The filter itself acts as a dynamic level. Watch for price to pull back and find support on a rising (Teal) filter in an uptrend, or to be rejected by a falling (Pink) filter in a downtrend.
A Higher-Order Filter: Use the AKF's trend state to filter signals from your primary strategy. For example, only take long signals when the AKF is Teal. This single rule can dramatically reduce noise and eliminate low-probability trades.
This is a professional-grade tool for traders who are serious about gaining a statistical edge. Ditch the lagging averages. Extract the signal from the noise.
Cumulative Returns by Session [BackQuant]Cumulative Returns by Session
What this is
This tool breaks the trading day into three user-defined sessions and tracks how much each session contributes to return, volatility, and volume. It then aggregates results over a rolling window so you can see which session has been pulling its weight, how streaky each session has been, and how sessions relate to one another through a compact correlation heatmap.
We’ve also given the functionality for the user to use a simplified table, just by switching off all settings they are not interested in.
How it works
1) Session segmentation
You define APAC, EU, and US sessions with explicit hours and time zones. The script detects when each session starts and ends on every intraday bar and records its open, intraday high and low, close, and summed volume.
2) Per-session math
At each session end the script computes:
Return — either Percent: (Close−Open)÷Open×100(Close − Open) ÷ Open × 100(Close−Open)÷Open×100 or Points: (Close−Open)(Close − Open)(Close−Open), based on your selection.
Volatility — either Range: (High−Low)÷Open×100(High − Low) ÷ Open × 100(High−Low)÷Open×100 or ATR scaled by price: ATR÷Open×100ATR ÷ Open × 100ATR÷Open×100.
Volume — total volume transacted during that session.
3) Storage and lookback
Each day’s three session stats are stored as a row. You choose how many recent sessions to keep in memory. The script then:
Builds cumulative returns for APAC, EU, US across the lookback.
Computes averages, win rates, and a Sharpe-like ratio avgreturn÷avgvolatilityavg return ÷ avg volatilityavgreturn÷avgvolatility per session.
Tracks streaks of positive or negative sessions to show momentum.
Tracks drawdowns on cumulative returns to show worst runs from peak.
Computes rolling means over a short window for short-term drift.
4) Correlation heatmap
Using the stored arrays of session returns, the script calculates Pearson correlations between APAC–EU, APAC–US, and EU–US, and colors the matrix by strength and sign so you can spot coupling or decoupling at a glance.
What it plots
Three lines: cumulative return for APAC, EU, US over the chosen lookback.
Zero reference line for orientation.
A statistics table with cumulative %, average %, positive session rate, and optional columns for volatility, average volume, max drawdown, current streak, return-to-vol ratio, and rolling average.
A small correlation heatmap table showing APAC, EU, US cross-session correlations.
How to use it
Pick the asset — leave Custom Instrument empty to use the chart symbol, or point to another symbol for cross-asset studies.
Set your sessions and time zones — defaults approximate APAC, EU, and US hours, but you can align them to exchange times or your workflow.
Choose calculation modes — Percent vs Points for return, Range vs ATR for volatility. Points are convenient for futures and fixed-tick assets, Percent is comparable across symbols.
Decide the lookback — more sessions smooths lines and stats; fewer sessions makes the tool more reactive.
Toggle analytics — add volatility, volume, drawdown, streaks, Sharpe-like ratio, rolling averages, and the correlation table as needed.
Why session attribution helps
Different sessions are driven by different flows. Asia often sets the overnight tone, Europe adds liquidity and direction changes, and the US session can dominate range expansion. Separating contributions by session helps you:
Identify which session has been the main driver of net trend.
Measure whether volatility or volume is concentrated in a specific window.
See if one session’s gains are consistently given back in another.
Adapt tactics: fade during a mean-reverting session, press during a trending session.
Reading the tables
Cumulative % — sum of session returns over the lookback. The sign and slope tell you who is carrying the move.
Avg Return % and Positive Sessions % — direction and hit rate. A low average but high hit rate implies many small moves; the reverse implies occasional big swings.
Avg Volatility % — typical intrabars range for that session. Compare with Avg Return to judge efficiency.
Return/Vol Ratio — return per unit of volatility. Higher is better for stability.
Max Drawdown % — worst cumulative give-back within the lookback. A quick way to spot riskiness by session.
Current Streak — consecutive up or down sessions. Useful for mean-reversion or regime awareness.
Rolling Avg % — short-window drift indicator to catch recent turnarounds.
Correlation matrix — green clusters indicate sessions tending to move together; red indicates offsetting behavior.
Settings overview
Basic
Number of Sessions — how many recent days to include.
Custom Instrument — analyze another ticker while staying on your current chart.
Session Configuration and Times
Enable or hide APAC, EU, US rows.
Set hours per session and the specific time zone for each.
Calculation Methods
Return Calculation — Percent or Points.
Volatility Calculation — Range or ATR; ATR Length when applicable.
Advanced Analytics
Correlation, Drawdown, Momentum, Sharpe-like ratio, Rolling Statistics, Rolling Period.
Display Options and Colors
Show Statistics Table and its position.
Toggle columns for Volatility and Volume.
Pick individual colors for each session line and row accents.
Common applications
Session bias mapping — find which window tends to trend in your market and plan exposure accordingly.
Strategy scheduling — allocate attention or risk to the session with the best return-to-vol ratio.
News and macro awareness — see if correlation rises around central bank cycles or major data releases.
Cross-asset monitoring — set the Custom Instrument to a driver (index future, DXY, yields) to see if your symbol reacts in a particular session.
Notes
This indicator works on intraday charts, since sessions are defined within a day. If you change session clocks or time zones, give the script a few bars to accumulate fresh rows. Percent vs Points and Range vs ATR choices affect comparability across assets, so be consistent when comparing symbols.
Session context is one of the simplest ways to explain a messy tape. By separating the day into three windows and scoring each one on return, volatility, and consistency, this tool shows not just where price ended up but when and how it got there. Use the cumulative lines to spot the steady driver, read the table to judge quality and risk, and glance at the heatmap to learn whether the sessions are amplifying or canceling one another. Adjust the hours to your market and let the data tell you which session deserves your focus.
CME FX Futures Correlation MatrixThis indicator calculates the correlation between major CME FX futures and displays it in a visual table. It shows how closely pairs like EUR/USD, GBP/USD, USD/JPY, USD/CHF, USD/CAD, AUD/USD, and NZD/USD move together or in opposite directions.
The indicator inherits the timeframe of the chart it’s applied to.
Color coding:
Red: strong correlation (absolute value > 80%), both positive and negative
Green: moderate/low correlation
How to launch it
Apply the indicator to a CME chart (e.g., EUR/USD futures).
Set Numbers of Bars Back to the desired lookback period (default 100).
The table appears in the center of the chart, showing correlation percentages between all major FX futures.
Deadband Hysteresis Supertrend [BackQuant]Deadband Hysteresis Supertrend
A two-stage trend tool that first filters price with a deadband baseline, then runs a Supertrend around that baseline with optional flip hysteresis and ATR-based adverse exits.
What this is
A hybrid of two ideas:
Deadband Hysteresis Baseline that only advances when price pulls far enough from the baseline to matter. This suppresses micro noise and gives you a stable centerline.
Supertrend bands wrapped around that baseline instead of raw price. Flips are further gated by an extra margin so side changes are more deliberate.
The goal is fewer whipsaws in chop and clearer regime identification during trends.
How it works (high level)
Deadband step — compute a per-bar “deadband” size from one of four modes: ATR, Percent of price, Ticks, or Points. If price deviates from the baseline by more than this amount, move the baseline forward by a fraction of the excess. If not, hold the line.
Centered Supertrend — build upper and lower bands around the baseline using ATR and a user factor. Track the usual trailing logic that tightens a band while price moves in its favor.
Flip hysteresis — require price to exceed the active band by an extra flip offset × ATR before switching sides. This adds stickiness at the boundary.
Adverse exit — once a side is taken, trigger an exit if price moves against the entry by K × ATR .
If you would like to check out the filter by itself:
What it plots
DBHF baseline (optional) as a smooth centerline.
DBHF Supertrend as the active trailing band.
Candle coloring by trend side for quick read.
Signal markers 𝕃 and 𝕊 at flips plus ✖ on adverse exits.
Inputs that matter
Price Source — series being filtered. Close is typical. HL2 or HLC3 can be steadier.
Deadband mode — ATR, Percent, Ticks, or Points. This defines the “it’s big enough to matter” zone.
ATR Length / Mult (DBHF) — only used when mode = ATR. Larger values widen the do-nothing zone.
Percent / Ticks / Points — alternatives to ATR; pick what fits your market’s convention.
Enter Mult — scales the deadband you must clear before the baseline moves. Increase to filter more noise.
Response — fraction of the excess applied to baseline movement. Higher responds faster; lower is smoother.
Supertrend ATR Period & Factor — traditional band size controls; higher factor widens and flips less often.
Flip Offset ATR — extra ATR buffer required to flip. Useful in choppy regimes.
Adverse Stop K·ATR — per-trade danger brake that forces an exit if price moves K×ATR against entry.
UI — toggle baseline, supertrend, signals, and bar painting; choose long and short colors.
How to read it
Green regime — candles painted long and the Supertrend running below price. Pullbacks toward the baseline that fail to breach the opposite band often resume higher.
Red regime — candles painted short and the Supertrend running above price. Rallies that cannot reclaim the band may roll over.
Frequent side swaps — reduce sensitivity by increasing Enter Mult, using ATR mode, raising the Supertrend factor, or adding Flip Offset ATR.
Use cases
Bias filter — allow entries only in the direction of the current side. Use your preferred triggers inside that bias.
Trailing logic — treat the active band as a dynamic stop. If the side flips or an adverse K·ATR exit prints, reduce or close exposure.
Regime map — on higher timeframes, the combination baseline + band produces a clean up vs down template for allocation decisions.
Tuning guidance
Fast markets — ATR deadband, modest Enter Mult (0.8–1.2), response 0.2–0.35, Supertrend factor 1.7–2.2, small Flip Offset (0.2–0.5 ATR).
Choppy ranges — widen deadband or raise Enter Mult, lower response, and add more Flip Offset so flips require stronger evidence.
Slow trends — longer ATR periods and higher Supertrend factor to keep you on side longer; use a conservative adverse K.
Included alerts
DBHF ST Long — side flips to long.
DBHF ST Short — side flips to short.
Adverse Exit Long / Short — K·ATR stop triggers against the current side.
Strengths
Deadbanded baseline reduces micro whipsaws before Supertrend logic even begins.
Flip hysteresis adds a second layer of confirmation at the boundary.
Optional adverse ATR stop provides a uniform risk cut across assets and regimes.
Clear visuals and minimal parameters to adjust for symbol behavior.
Putting it together
Think of this tool as two decisions layered into one view. The deadband baseline answers “does this move even count,” then the Supertrend wrapped around that baseline answers “if it counts, which side should I be on and where do I flip.” When both parts agree you tend to stay on the correct side of a trend for longer, and when they disagree you get an early warning that conditions are changing.
When the baseline bends and price cannot reclaim the opposite band , momentum is usually continuing. Pullbacks into the baseline that stall before the far band often resolve in trend.
When the baseline flattens and the bands compress , expect indecision. Use the Flip Offset ATR to avoid reacting to the first feint. Wait for a clean band breach with follow through.
When an adverse K·ATR exit prints while the side has not flipped , treat it as a risk event rather than a full regime change. Many users cut size, re-enter only if the side reasserts, and let the next flip confirm a new trend.
Final thoughts
Deadband Hysteresis Supertrend is best read as a regime lens. The baseline defines your tolerance for noise, the bands define your trailing structure, and the flip offset plus adverse ATR stop define how forgiving or strict you want to be at the boundary. On strong trends it helps you hold through shallow shakeouts. In choppy conditions it encourages patience until price does something meaningful. Start with settings that reflect the cadence of your market, observe how often flips occur, then nudge the deadband and flip offset until the tool spends most of its time describing the move you care about rather than the noise in between.
Fixed Range Volume Profile"Distribution of transaction volume by price group (transaction volume by price block)"
Instructions for use (Professional Manual)
1. a basic concept
By vertical axis (price), shows the cumulative trading volume traded in the segment.
The longer the block, the more transactions took place in that price range.
Colors distinguish between buying/selling strength (green = buying advantage, red = selling advantage).
2. Key components
POC (Point of Control)
→ Longest block (most traded price segment, "key selling point").
VAH / VAL (Value Area High/Low)
→ Top/bottom segments where approximately 70% of the total volume is formed.
→ Role of "Major Support/Resistance".
High Capacity Node (HVN)
→ Significantly higher trading volumes → strong support/resistance.
Low Volume Node (LVN)
→ Low volume section → areas where prices are easily passed.
3. practical application
Find Support/Resistance
The thickest block (POC) is used as a place where prices often rebound/resist.
a trading entry/liquidation strategy
Buy if the price is supported near HVN,
When breaking through the LVN, fast movement (gap movement) can be expected.
break/goal setting
Finger = Under the LVN,
Target = Next HVN.
Judgment of trends
When the block distribution is concentrated above, "Increase to Collection Section"
If you're driven below, you're "in a downtrend to a variance section."
4. Precautions
The volume distribution is "past data based" and is not an indicator of the future.
Rather than using it alone, it is more effective to combine with Fibonacci, trend lines, and candle patterns.
In particular, in the volatile market, the LVN breakthrough → may signal a surge/fall.
In summary, this block indicator is "a map showing the most market participants at any price point".
In other words, it is useful for finding support/resistance as a tool for analyzing sales and establishing the basis for trading strategies.
Crypto OI AgregatedCrypto OI Aggregated — Open Interest Aggregator for Crypto Exchanges
General Description
The indicator is designed for comprehensive analysis of Open Interest (OI) across major cryptocurrency exchanges. It consolidates data from multiple platforms, visualizes it as candlestick charts or deltas, and builds tables with breakdowns by exchange and contract type. This allows traders to quickly understand where market interest is concentrated and how the market structure is shifting.
Unlike standard tools that only show data from a single exchange, this indicator provides a full market overview and makes it easy to compare dynamics across different platforms.
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Key Features
• Aggregation of OI data from exchanges: Binance, Bybit, OKX, Bitget, Kraken, HTX, Deribit (feel free to leave a comment if you’d like me to add other exchanges that provide open interest data)
• Support for contract types: USDT.P, USD.P, USDC.P, USD.PM
• Automatic normalization of various OI data formats from different providers
• Display modes:
• OI candlestick chart (total aggregated OI)
• OI Delta (change in OI per bar)
• Full table with detailed data by exchange and contract type
• Short summary table with totals in USD and base assets
• Support for USD or COIN denomination
• Convenient formatting for large numbers
• Customizable colors
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How to Use the Indicator
1. Select Exchanges
In the settings, enable or disable specific exchanges. It is recommended to activate only the ones you need for analysis — this will make the indicator faster.
2. Choose Data Type
• OI — aggregated open interest from selected exchanges.
• OI delta — delta (change in OI compared to the previous bar).
3. Denomination
• USD — values are converted into USD equivalents.
• COIN — values are shown in the base asset (BTC, ETH, etc.).
4. Reading the Chart
• OI candlesticks show the overall OI dynamics.
• Delta histogram highlights how much OI has grown or decreased per bar.
• Colors are fully customizable.
5. Tables
• Enabled via the Show table option.
• Full Table → Rows = exchanges, Columns = contract types. Cells contain OI values in either USD or the base asset, depending on settings. Quickly shows where the main interest is concentrated.
• Short Table → Displays only the total OI values in USD and the base asset.
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Important Notes
• For better readability of large values, two custom formatting functions were implemented. They work similarly to format.volume, but with improved digit grouping and adjustable decimal precision. In the tables, the top row is formatted using format.volume, while the bottom row uses the improved formatting functions for clearer representation.
str(d, n, s) =>
str.substring(d, 0, str.length(d) - n) + '.' + str.substring(d, str.length(d) - n, str.length(d) - (n - 2)) + s
format(_r) =>
d = str.tostring(math.round(_r))
str.length(d) > 9 ? str(d, 9, " B") : str.length(d) > 6 ? str(d, 6, " M") : str.length(d) > 3 ? str(d, 3, " K") : d
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Conclusion: Crypto OI Aggregated is a convenient and powerful tool for cryptocurrency derivatives traders. It enables tracking of OI dynamics across multiple exchanges simultaneously, detecting imbalances between contracts, and identifying signals that are not visible when analyzing a single exchange.
Bullish/Bearish Trend TableMy script will give you a Table in the top right of your screen that automatically tells you the current Trend of Each Timeframe.
