ATR Profit Targets ( Auto Chart TP Levels )This indicator is designed for precise, manual trade planning without chart clutter. Unlike standard indicators that draw lines across the entire history or repaint based on live price action, this tool projects strictly forward from the current candle.
It features a unique "Connector Mode" that creates a clean visual link between the current price action and your future profit targets/stop loss, keeping your historical chart completely clean.
Key Features:
Ticker Lock : You can now lock your plan to a specific symbol (e.g., "UEC"). If you switch charts, the lines automatically hide to prevent confusion, then reappear instantly when you return to the correct ticker.
Forward Projection: Lines start exactly at the current candle and extend to the labels—no more lines cluttering the past.
Manual Precision: You input the exact "Price Paid" and "ATR Value" to match your specific trade plan.
Extended Targets (R1-R10): Choose to show anywhere from 1 to 10 profit targets based on your risk appetite.
Dynamic Stop Loss: Select from standard ATR multiples (1x, 1.25x, 1.5x, 2x) for your stop.
How to Use:
Price Paid: Open settings and input your exact entry price.
ATR Value: Input the volatility number (from your chart's ATR indicator) or your desired "step" size (e.g., 0.05 for 5 cent increments).
Lock to Ticker (Optional): Type the stock symbol in the bottom setting field to ensure these lines only appear on this specific chart.
Settings:
Position Type: Long or Short.
Price Paid: Your specific entry price.
ATR Value: The "ruler" used to calculate target distances.
Stop Loss: Choose your risk width (e.g., 1.5x ATR).
Targets to Show: Select how many R-multiple levels (1 through 10) you want visible.
Lock to Ticker: Enter a symbol to restrict drawings to that chart only.
볼래틸리티
[codapro] Projection Bands Description
Projection Bands is a visual forecasting tool designed to help traders anticipate potential breakouts and breakdowns before they occur.
Unlike traditional lagging overlays, this indicator uses forward slope estimation, pressure-adjusted volatility, and band expansion models to project likely price zones over time.
Whether you're momentum trading or watching for reversion signals, this system provides a powerful forward-looking edge.
Key Features
Forward Slope Logic using price regression and return-based momentum
Pressure Modeling Input (0–100) to simulate contrarian or trending environments
Volatility-Based Band Expansion using both return sigma and ATR
Live Re-Anchoring every 30 minutes for fresh projection pivots
Customizable Band Width Scaling (Square Root of Time vs Linear)
Optional Band Trail for historical projection reference
Buy/Sell Signals with directional logic, not reversals
Buy/Sell Signals
Sell: Price closes below the lower projection band
Buy: Price closes above the upper projection band
Signals trigger only on confirmed candle closes beyond the outer boundaries.
Default Settings (Optimized)
Setting Value
Projection Horizon 180 minutes
Bars Ahead (Forecast Span) 20 bars
Re-Anchor Interval 30 minutes
Projection Mode Momentum
Contrarian Weight 0.5
Momentum Weight 0.5
Band Width Scaling Linear
Return Volatility Multiplier 0.25
ATR Volatility Multiplier 1.0
Pressure Influence Multiplier 0.5
ATR Multiplier (Step Size) 1.0
Return Multiplier (Step Size) 1.0
Dummy Pressure 50
How It Works
This system blends multiple components into a forward projection engine:
Forward Slope Logic
The projected band centerline is based on:
A weighted regression of return-based momentum, and
A contrarian pressure adjustment using ATR or log-return volatility.
This hybrid model allows the bands to lean into or away from trend direction, unlike standard overlays that lag behind price.
Pressure Modeling
The Pressure input (0–100) modifies the projection behavior:
Low pressure (0–30): favors trend continuation
High pressure (70–100): favors contrarian pullback logic
Mid-range (around 50): balanced projection
Pressure affects both the forecast slope and volatility expansion.
Volatility Width Scaling
Band width expands over time using a combination of:
Return volatility (standard deviation of log returns)
ATR volatility for smoother baseline context
The band expansion can follow either:
Square Root of Time (for options-style risk scaling), or
Linear Growth (more aggressive for trending environments)
As volatility rises , the projected bands widen, reflecting an expanding range of possible future price movement.
How to Use It
Use for breakout anticipation or volatility modeling.
Watch for price closes outside the band boundaries as a signal for potential movement continuation.
Adjust pressure to simulate market regime: trend vs mean-reversion.
Customize bars ahead and re-anchor interval to match your timeframe.
Use alongside structure or volume tools for greater confluence.
Disclaimer
This tool was created using the CodaPro Pine Script indicator design engine — an architecture system for building visual signal overlays and automated alerts.
It is provided for educational and informational purposes only and does not constitute financial advice. Always test thoroughly before applying to live market conditions.
Indicator: Sniper + 6 Stage + MACD + P/L (Trend Hold Mode)Indicator: Sniper Trend + 6 Market Stages Dashboard
This is a comprehensive Trend-Following System designed to help traders catch big moves while filtering out market noise. Unlike standard scalping indicators, this script operates in "Trend Hold Mode," meaning it aims to keep you in a position as long as the major trend remains valid, ignoring minor pullbacks or choppy price action.
It combines a "Sniper" entry logic (HMA + Supertrend) with a 6-Stage Market Analysis (EMA relationships) and a detailed Real-time Dashboard.
Key Features
1. Sniper Entry Engine:
- Uses Hull Moving Average (HMA) for speed and smoothness.
- Uses Supertrend to determine the directional bias.
- Confluence Signal: A trade is only triggered when HMA, Supertrend, and enabled filters all align.
2.Trend Hold Mechanism:
- No Premature Exits: The script does not exit when the HMA turns gray (choppy). It holds the position until the Supertrend actually flips direction.
- This allows you to ride the trend longer and maximize P/L per trade.
3. Triple Filter System (Optional):
- EMA 200 Trend Filter: Only Long above EMA 200, only Short below EMA 200.
- RSI Filter: Prevents buying at Overbought (>70) or selling at Oversold (<30) levels.
- Volume Filter: Requires volume to be higher than the 20-period average to confirm momentum.
4. 6-Stage Market Analysis:
- Analyzes the relationship between Price, Fast EMA (50), and Slow EMA (200).
- Identifies the market cycle: Recovery, Accumulation, Bull, Warning, Distribution, Bear.
5. Live Dashboard:
- Displays current P/L (Paper Trading Tracker).
- Current Market Stage & Duration.
- Supertrend Stop-Loss Level.
- MACD Status & Momentum.
🚀 How to Use (Trading Rules)
1. Entry Strategy
LONG (Buy):
- Wait for the Green Triangle below the bar.
- Condition: HMA rises, Supertrend is Bullish, Price > EMA 200, RSI < 70, and Volume is High.
- Background turns Green.
SHORT (Sell):
- Wait for the Red Triangle above the bar.
- Condition: HMA falls, Supertrend is Bearish, Price < EMA 200, RSI > 30, and Volume is High.
- Background turns Red.
2. Exit Strategy (Take Profit / Stop Loss)
- The Exit Rule: The indicator is designed to HOLD the trend.
- Close Position When: The Supertrend Line flips color (Green to Red for Longs, Red to Green for Shorts).
Note: Do not panic if the HMA turns Gray (Choppy). As long as the Supertrend line holds, the trade is active.
Hard Stop Loss: You can manually use the "Supertrend SL" price shown on the dashboard as your trailing stop.
⚙️ Settings & Customization
Sniper Settings:
- HMA Length: Adjust sensitivity of the trend line (Default: 50).
- ATR Multiplier: Controls the Supertrend width. Higher = Wider Stop Loss, stays in trend longer.
Filters (Toggle On/Off):
- Use EMA 200 Filter: Recommended ON for trend following. Turn OFF for counter-trend or ranging markets.
- Use RSI Filter: Prevents entering at bad prices.
- Use Volume Filter: Ensures there is enough participation in the move.
Visuals:
- You can move the Dashboard table to any corner of the chart or resize it.
⚠️ Best Practices & Warnings
- Best Assets: High volatility and trending assets (Crypto: BTC/ETH, Forex: Major Pairs, Tech Stocks).
- Worst Conditions: Sideways/Ranging markets. In a flat market, you may get whipsawed. Solution: Look at the "Market Stage" on the dashboard. If it flips rapidly between "Warning" and "Recovery," stay out.
- Timeframes: Recommended for 4H, D, W. Lower timeframes (1H, 15m) may produce too many false signals due to noise.
- Repainting: This script uses barstate.islast for the dashboard, which updates in real-time. The signals (Triangles) are confirmed once the candle closes. Always wait for Candle Close before entering.
EMA Trend Reversal (Regime Change)
EMA Trend Reversal (Regime Change)
This indicator highlights EMA slope reversals that often coincide with trend or regime shifts, using a simple two-stage visual system.
It is especially effective on higher timeframes (Daily / Weekly) for swing trading and trend-bias awareness.
Detailed User Guide
What the signals mean
Unconfirmed signals (triangles)
Yellow triangle below price
- EMA is turning up intrabar (not yet confirmed)
Yellow triangle above price
- EMA is turning down intrabar (not yet confirmed)
Unconfirmed signals may repeat at a set interval until confirmation.
Confirmed signals (dots)
Green dot below price
- EMA slope has confirmed upward (bullish regime shift)
Red dot above price
- EMA slope has confirmed downward (bearish regime shift)
Confirmed dots only appear after the candle closes.
Alerts
This script provides two alerts only:
EMA Reversal UP
EMA Reversal DOWN
Each alert can fire on:
Initial unconfirmed reversal
Reminder interval while unconfirmed
Final confirmed reversal
Alerts will NOT fire unless this indicator is active on at least one chart.
It may be kept on a chart you do not actively trade.
Settings
EMA Length (default: 21)
Reminder interval (minutes)
Show / hide unconfirmed triangles
Show / hide confirmed dots
Dot transparency
Colors (locked to preserve signal meaning)
Best use cases
Identifying trend or regime changes
Weekly swing trade entries and exits
Holding-period guidance during trends
Alert-based monitoring without watching charts
This is not a scalp or oscillator signal.
It works best when combined with structure, support/resistance, or higher-timeframe context.
Disclaimer
This indicator is provided for educational and informational purposes only.
It does not constitute financial, investment, or trading advice.
All trading involves risk. Use at your own discretion.
EMA Trend Reversal (Regime Change)EMA Trend Reversal (Regime Change)
This indicator highlights EMA slope reversals that often coincide with trend or regime shifts, using a simple two-stage visual system.
It is especially effective on higher timeframes (Daily / Weekly) for swing trading and trend-bias awareness.
Detailed User Guide
What the signals mean
Confirmed signals (dots)
Green dot below price
- EMA slope has confirmed upward (bullish regime shift)
Red dot above price
- EMA slope has confirmed downward (bearish regime shift)
Confirmed dots only appear after the candle closes.
Unconfirmed signals (triangles)
Yellow triangle below price
- EMA is turning up intrabar (not yet confirmed)
Yellow triangle above price
- EMA is turning down intrabar (not yet confirmed)
Unconfirmed signals may repeat at a set interval until confirmation.
Alerts
This script provides two alerts:
EMA Reversal UP
EMA Reversal DOWN
Each alert can fire on:
Initial unconfirmed reversal
Reminder interval while unconfirmed
Final confirmed reversal
Alerts will NOT fire unless this indicator is active on at least one chart.
It may be kept on a chart you do not actively trade.
Settings
EMA Length (default: 21)
Reminder interval (minutes)
Show / hide unconfirmed triangles
Show / hide confirmed dots
Dot transparency
Colors (locked to preserve signal meaning)
Best use cases
Identifying trend or regime changes
Weekly swing trade entries and exits
Holding-period guidance during trends
Alert-based monitoring without watching charts
This is not a scalp or oscillator signal.
It works best when combined with structure, support/resistance, or higher-timeframe context.
Disclaimer
This indicator is provided for educational and informational purposes only.
It does not constitute financial, investment, or trading advice.
All trading involves risk. Use at your own discretion.
VDUB Bands - MTF WMA+ATR Volatility Lanes (6 Alerts)VDUB Bands draws volatility-scaled “trend lanes” around a Weighted Moving Average (WMA) using ATR (or a WMA of True Range). It can display up to four tiers (L1–L4), with higher tiers sourced from higher timeframes to show local structure → higher-timeframe structure on a single chart.
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1. What it does (plain English)
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Think of each tier as a lane system around the trend:
• Inner rails = “normal volatility lane” around the WMA
• Outer rails = “extension / extreme zone” for that tier
• Higher tiers (L3/L4) show bigger structure
• Lower tiers (L1/L2) show active lane behavior
Typical interpretation:
• Price inside inner rails → normal variance around the trend lane
• Between inner and outer → stretched, but not extreme
• Outside outer rails → extended vs that tier’s volatility band
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2) Why it’s useful (and why it’s not a mashup)
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This is not a bundle of unrelated indicators. Everything serves one cohesive purpose:
• Visualize trend + volatility lanes across multiple time horizons
• Keep rails consistent and readable (levels, fills, outlines)
• Optional multi-timeframe aggregation for structure context
• A compact 6-alert set to catch key transitions without alert spam
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3) What you see on the chart
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For each level (L1–L4), you can show:
• Upper/Lower Inner rails
• Upper/Lower Outer rails
• Optional center fill (between outer rails) = operating range
• Optional MA line per tier (off by default to reduce clutter)
• Base WMA line (L1 MA) if enabled
Suggested workflow:
• Start with L1 + L2 only
• Add L3/L4 once you like the structure view
• Use Dynamic Opacity if the chart feels crowded
────────────────────────────────────────
4) How it works (transparent formula)
────────────────────────────────────────
For each tier:
• MA = WMA(source, baseLen × levelMultiplier)
• ATR_like = Wilder ATR (default)
OR WMA(TrueRange, atrLen × levelMultiplier)
Inner rails:
• upperInner = MA + ATR_like × innerMult
• lowerInner = MA - ATR_like × innerMult
Outer rails:
• upperOuter = MA + ATR_like × outerMult
• lowerOuter = MA - ATR_like × outerMult
Tier behavior:
• L1 uses the chart timeframe
• L2–L4 can use user-selected HTFs (defaults: 4H / D / W)
or optional auto-selection
────────────────────────────────────────
5) Multi-timeframe behavior + interpolation
────────────────────────────────────────
• L2–L4 use request.security() with lookahead OFF (no future data).
• HTF bands naturally “step” when the HTF candle confirms.
• Interpolate HTF Bands (optional): visually blends from the prior confirmed HTF value to the current confirmed HTF value to reduce stepping. This is display smoothing, not prediction.
Repaint note:
• If Live Interp (Repaints) is enabled, the HTF lines can update intrabar and may repaint. Keep it OFF for strict non-repainting behavior.
────────────────────────────────────────
6) Auto-select L2/L3/L4 (optional)
────────────────────────────────────────
Two modes:
A) Ladder (deterministic)
• Picks “bigger” timeframes relative to the chart (simple and fast).
B) Score (data-driven)
• Tests candidate timeframes and scores them using:
• Coverage: % of closes inside the OUTER band over Score Lookback
• Width: average outer-band width as a fraction of MA
• Targets: Target Coverage + Target Width
• Weights: Coverage Weight + Width Weight
Performance notes:
• Score mode is heavier (many candidates).
• “Lock auto-select after first pick” is recommended to reduce load and avoid platform limits.
────────────────────────────────────────
7) Alerts (6 total, aggregated across L1–L4)
────────────────────────────────────────
Alerts trigger if ANY tier meets the condition:
• Cross ABOVE an OUTER band
• Cross BELOW an OUTER band
• Cross ABOVE an INNER band
• Cross BELOW an INNER band
• Price is OUTSIDE ABOVE an OUTER band
• Price is OUTSIDE BELOW an OUTER band
These are intentionally aggregated to keep the alert count small while catching meaningful transitions.
────────────────────────────────────────
8) Limitations & transparency
────────────────────────────────────────
• Indicator only (not a strategy). No performance claims.
• MTF values update when the higher timeframe candle confirms.
• Interpolation is visual smoothing; it does not forecast.
• Non-standard chart types (Heikin Ashi/Renko/etc) may behave differently from standard candles.
• If you enable repainting options, signals/levels may change intrabar.
────────────────────────────────────────
9) Credits/reuse disclosure
────────────────────────────────────────
• Conceptual inspiration: VDUB and the community “VDUB_BINARY_PRO_3_V2” idea of WMA ± TR/ATR × multipliers.
• This version is a reimplementation + extension, adding:
o Multi-tier architecture (L1–L4)
o Higher-timeframe sourcing + optional interpolation
o Optional scoring-based timeframe selection
o Dynamic opacity + streamlined plotting
o Aggregated 6-alert set
No code was copied directly from the older script; this is a rewritten implementation with additional features and different structure.
www.tradingview.com
Statistical Map [Pro]+ | Algo Matrix |StatMap + Dynamic Volatility
StatMap + is an advanced statistical engine designed to map the "heartbeat" of price action. Unlike standard indicators that lag, StatMap projects statistical distributions (Mean, Deviation, and Extremes) based on historical data, giving you a roadmap for the current session.
This version introduces Dynamic Volatility Injection. The indicator creates a composite volatility heatmap that "travels" with live price action, lighting up the specific zone (M1, M2, or D) where the price is currently trading.
🧩 Key Features
1. The Statistical Zones ( The Map ) Price is divided into three predictive distinct zones based on the Opening price:
M1 (The Heart): The baseline statistical average. This is the "Fair Value" area.
M2 (The Expansion): The standard deviation zone. When price breaks M1, it typically seeks M2.
D (The Distribution): The statistical extreme. These are high-probability reversal or exhaustion points.
2. Dynamic Volatility Injection ( The Fuel ) This is the core innovation. The indicator calculates time-based volatility buckets (historical activity for specific times of day).
Live Adaptation: The heatmap colors don't just sit on one line.
If price is consolidating near Open, M1 glows with the volatility colors.
If price breaks M1 (Trend/Expansion), the volatility colors jump to M2.
If price hits an extreme, the colors jump to D.
Heatmap Colors:
🔵 Blue: Low expected volatility (Consolidation/Wait).
🟠 Orange: Normal volatility (Active trading).
🔴 Red: High volatility (Impact news/Major moves).
3. Future Projection The indicator projects the currently active zone forward into the future. This allows you to anticipate when high volatility is coming before the candle even prints.
4. Time Sectors Vertical dividers split your session into trading blocks (e.g., every 4 hours or 6 hours), helping you visualize session changes and time-based reversals.
ULTIMATE SMC FUSION HIGHER TIME FRAMES🔥 ULTIMATE SMC FUSION ADAPTED FOR HIGH TIME FRAMES
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
The high-performance, refined edition of the v4.1 Fusion suite. This Core version brings the signature "Balanced Entry" logic to your charts with enhanced HTF optimization and a zero-latency interface.
🚀 KEY FEATURES:
• BALANCED SIGNAL ENGINE: A proven mix of structure breaks and momentum-based institutional entries.
• HTF TURN DETECTION: Enhanced logic for Higher Timeframes to find major swing reversal opportunities.
• ON-CHART PERFORMANCE PANEL: Live tracking for win rates and growth stats to keep you in the flow.
• DYNAMIC ATR TARGETS: Take Profit and Stop Loss levels that adapt automatically to market volatility.
• OPTIMIZED SMC OVERLAYS: Clean, professional structure lines and order block visualizers.
• PURE LOCAL PROCESSING: No external API overhead—maximum responsiveness for fast decision making.
BEST FOR: Forex Scalp/Swing, Professional Charting, and Multi-Asset Analysis.
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Feel free to adjust the settings to your own needs.
Make your own decisions when you trade, do not put all confidence into a script, it may fail also.
WSMR v4.0 - WhaleSplash to Mean ReversalWSMR v4.0 — WhaleSplash → Mean Reversal
WSMR (WhaleSplash → Mean Reversal) is a discretionary trading indicator designed to highlight institutional-style impulse moves followed by structured mean-reversion opportunities — without clutter, repainting, or over-signalling.
Version 4.0 introduces a cleaner session architecture, improved clarity in the status panel, and fully global WhaleSplash detection.
🔹 Core Concepts
🐋 WhaleSplash (WS) — Impulse Detection
WhaleSplash identifies abnormal, high-energy price events that often signal:
Liquidity grabs
Stop runs
Institutional positioning
A WhaleSplash requires a confluence of:
Expanded candle range vs ATR
Meaningful displacement from VWAP
Elevated volume
Extreme VWAP Z-Score
RSI weakness (for shorts)
➡️ WhaleSplash is GLOBAL — it can trigger in any session.
🔄 Mean Reversal (MR) — Structured Response
Mean Reversal setups look for controlled reversals after price reaches statistically stretched conditions.
MR requires:
VWAP Z-Score reset from extremes
Bullish RSI divergence (pivot-based)
SMA20 reclaim with positive slope
Higher-low structure confirmation
➡️ Mean Reversion can be restricted to the Asia session (UTC) via settings — ideal for lower-volatility conditions.
🔔 Signal Confirmation Logic
WSMR uses bar-close-only logic — no repainting.
Optional confirmation alerts:
MR: first green candle after MR signal
WS: first red candle after WS signal
Each signal uses:
Cooldown protection
A configurable confirmation window (TTL)
📊 Status Panel (v4.0)
The on-chart panel displays:
Current mode:
WS = GLOBAL | MR = ASIA
or WS = GLOBAL | MR = GLOBAL
Timeframe + confirmation TTL
Rolling WhaleSplash frequency
Live volatility regime (Normal / Wicky / Spiky / Extreme)
Panel position is toggleable (Top Right / Bottom Left).
🌪 Volatility Monitor
Built-in volatility diagnostics help you avoid poor conditions:
ATR expansion vs baseline
Wick-dominant price action
Range Z-Score extremes
This is informational only — it does not block signals.
🧠 How to Use
WSMR is best used as a context and timing tool, not a mechanical system.
Typical workflow:
Use WhaleSplash to identify abnormal moves
Assess structure and volatility
Wait for Mean Reversal confirmation
Manage risk manually (this indicator does not set stops or targets)
Works best on futures and indices (ES, NQ, MNQ, MES, etc.)
Optimised for 5-minute charts, but adaptable to others.
⚠️ Important Notes
This is not financial advice
Designed for experienced discretionary traders
No repainting
No automatic trade execution
🆕 Version 4.0 Highlights
WhaleSplash now fully global
Mean Reversion optionally Asia-session-only
Clearer status panel messaging
Improved session logic clarity
Internal cleanup & publish-grade structure
ATR Table (Top Right) - Multi Rangejust your friendly atr table to multiple ranges and for the sense of what is brewing
COMBO: LuxAlgo SFP + EXTREMOS + VWAP 3rd Band + LG (15m)This is the best indicator 1h chart
High and low points daily
OptionWriter Tool KitOption Writer Tool Kit is a clean and practical indicator designed for NIFTY, BANKNIFTY, and index option sellers.
It brings all important market levels and trend filters into one simple chart.
What This Indicator Shows
🔹 Central Pivot Range (CPR)
Previous day CPR levels (Pivot, TC, BC)
Identifies:
Narrow CPR → Possible big move
Wide CPR → Range-bound market
Ascending / Descending CPR → Market bias
🔹 VWAP
Shows intraday VWAP
Helps understand:
Price above VWAP → Bullish bias
Price below VWAP → Bearish bias
🔹 Super trend
Shows trend direction
Optional Buy/Sell labels
Used as a trend filter, not for frequent entries
🔹 Daily / Weekly / Monthly High–Low
Important support and resistance levels
Useful for:
Option selling zones
Rejection and breakout areas
How to Use (Simple)
Check CPR type
See price position vs VWAP
Confirm trend with Super trend
Respect Daily / Weekly / Monthly levels
Decide: Sell options or stay out
Best For
Index option sellers
Intraday traders
Traders who want clean and simple charts
Important
This is a decision-support tool, not an auto-trading system.
Always use proper risk management.
OutsiderEdge - Open Range Breakout Profile EngineOverview — What is the Open Range Breakout Profile Engine?
The OutsiderEdge Open Range Breakout Profile Engine is a session-based breakout and context indicator designed to identify high-quality open-range breakouts driven by real market acceptance, while filtering early-session noise and false breaks.
Instead of relying on a fixed opening time window, this engine dynamically locks the Open Range based on volatility behavior (ATR compression). Only after volatility peaks and contracts is the range finalized. Breakout signals are then validated using strict candle structure, VWAP context, and one-shot logic.
The objective is not more trades, but fewer, structurally valid trades.
This tool is especially suited for index opens, cash sessions, and instruments where early session structure defines the intraday regime.
🔹CORE CONCEPT
Most traditional open-range systems assume:
A fixed time defines the range
Every break of that range is actionable
This engine rejects both assumptions.
Instead, it asks:
Has volatility expanded and then compressed enough for the market to define its true opening structure?
Only after that condition is met will breakout signals be allowed.
🔹FEATURES
Dynamic Open Range (ATR-Locked)
The Open Range builds while session volatility expands
ATR is tracked from session start
When ATR drops by a user-defined percentage from its session peak, the Open Range locks
After lock, OR High and OR Low no longer expand
This prevents premature ranges and breakouts that occur during unstable volatility.
Strict Breakout Validation (Acceptance-Based)
Breakouts require full candle acceptance beyond the Open Range.
Long breakout
Open above OR High
Close above OR High
Low above OR High
Short breakout
Open below OR Low
Close below OR Low
High below OR Low
Wick breaks and marginal closes are intentionally ignored.
One-Shot Signal Control
Only one signal per direction is allowed
A new signal can only occur after price fully re-enters the Open Range
This avoids signal spam, overtrading, and chasing continuation noise.
Session VWAP + Profile Gradient
Once the Open Range is locked:
A session-based VWAP is calculated
A horizontal gradient profile is drawn between VWAP and OR High / OR Low
This provides a visual distribution map showing price extension, balance, and re-anchoring behavior.
Volume Context
A volume moving average provides participation context
Helps assess whether breakouts occur with real market activity
Designed as a confirmation layer, not a hard filter
Clean, Automation-Ready Alerts
Long breakout alert
Short breakout alert
Overall breakout alert (either direction)
All alerts:
Fire on candle close
Respect OR lock logic
Respect one-shot rules
Do not repaint
🔹USAGE
Trend Days
Expect one dominant breakout
Use OR High / OR Low as structural invalidation
Use the VWAP gradient for management and scaling
Range or Failed Trend Days
Failed breakouts that re-enter the range provide regime information
Re-entry resets signal state by design
Execution Layer
Use as a primary breakout trigger
Or as confirmation on top of your own bias, structure, or HTF levels
🔹NAVIGATING MARKET CONDITIONS
Trending Sessions
ATR locks earlier
One-shot logic enforces discipline
VWAP gradient assists with trailing and scaling
Choppy or News-Driven Opens
OR may take longer to lock
Early breaks are filtered out
Patience is enforced by design
Regime Shifts
Observe acceptance relative to VWAP after OR lock
Sustained acceptance above or below VWAP often signals an intraday regime change
🔹SETTINGS SUMMARY
Session — Active trading window
ATR Length — Volatility measurement base
ATR Drop % — Determines when the Open Range locks
Volume MA Length — Participation context
Require OR Lock — Enforce structure before signals
Gradient Steps — Profile visual density
VWAP / Profile Toggle — Visual enable or disable
🔹BEST PRACTICES
Treat signals as contextual confirmations, not mechanical entries
Combine with higher-timeframe bias, session levels, and structure
Let structure define risk, not expectation
Defaults are intentionally conservative.
Fewer signals usually means higher quality.
Trading involves substantial risk.
This tool is for educational purposes only and is not financial advice.
Past performance does not guarantee future results.
You are solely responsible for your trading decisions and risk management.
EDUVEST QQE Grade System - S/A/B/C Signal ClassificationEDUVEST QQE Grade System - S/A/B/C Signal Classification
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█ ORIGINALITY
This indicator introduces a unique grading system (S/A/B/C) for QQE signals, combining traditional QQE analysis with SMC (Smart Money Concepts) price zones and trading session filters. Unlike standard QQE indicators that show all signals equally, this version classifies signals by quality to help traders focus on the highest probability setups.
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█ WHAT IT DOES
- Generates BUY/SELL signals with S/A/B/C grade classification
- Automatically detects asset type and applies optimized QQE factors
- Integrates SMC price zones (support/resistance) for grade enhancement
- Filters signals by trading session time
- Displays real-time session and market status
Grade Hierarchy:
- S (Gold/Orange): Signal near SMC zone + active trading hours - Highest quality
- A (Green/Red): Score 70+ during trading hours - High quality
- B (Darker): Score 50-69 during trading hours - Medium quality
- C (Gray, small): Outside trading hours or weak signal - Low quality
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█ HOW IT WORKS
【QQE Core Calculation】
The QQE (Quantitative Qualitative Estimation) is calculated as:
1. RSI with configurable period (default: 14)
2. EMA smoothing of RSI (Smoothing Factor: 5)
3. Dynamic bands using Wilder's smoothing: RSI ± (ATR of RSI × QQE Factor)
QQE Factor is auto-adjusted per asset:
- USD/JPY: 4.238
- EUR/USD: 3.8
- Gold (XAU/USD): 8.0
- NASDAQ/US100: 9.0
【Signal Generation】
- BUY: QQE line crosses above its trailing stop (QQExlong == 1)
- SELL: QQE line crosses below its trailing stop (QQExshort == 1)
【Internal Scoring System】
Score components (0-100):
- Signal Base: +25 points when signal occurs
- QQE Strength: +10 to +20 based on RSI distance from 50
- Volatility: +15 (optimal ATR ratio 1.1-2.0), -10 (low volatility)
- Volume Confirmation: +10 (high volume), -5 (low volume)
- Session Bonus: +5 during London/NY sessions
- Base: +20 points
【Grade Assignment】
- Grade S: Signal near user-defined SMC price zone (within tolerance %) AND during trading hours
- Grade A: Internal score >= 70 AND during trading hours
- Grade B: Internal score >= 50 AND during trading hours
- Grade C: Outside trading hours OR score < 50
【SMC Price Zone Integration】
Users can set support/resistance levels for each asset. When price is within the tolerance percentage of these levels, signals are upgraded to S-grade, indicating confluence with institutional price levels.
【Trading Session Filter】
Configurable active trading hours (JST timezone):
- Default: 15:00 - 01:00 JST (London + NY overlap)
- Signals outside this window receive C-grade
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█ HOW TO USE
【Recommended Settings】
- Timeframe: 15M, 1H, 4H
- Best on: USD/JPY, EUR/USD, Gold, NASDAQ
- Focus on: S and A grade signals
【Trading Strategy】
- S-Grade (Gold/Orange): Highest conviction - consider larger position
- A-Grade (Green/Red): Strong signal - standard position
- B-Grade: Valid but use additional confirmation
- C-Grade: Avoid or use minimal size
【Setting Up SMC Zones】
1. Identify key support/resistance on higher timeframe
2. Input prices in SMC Price Settings
3. Adjust tolerance % (default: 0.15%)
4. S-grade appears when signal occurs near these levels
【Info Panel】
Top-right panel shows:
- Asset name and detection mode (Auto/Manual)
- Current session (Tokyo/London/NY)
- Trading hours status
- SMC zone proximity
【Alert Setup】
1. Enable alerts in settings
2. Create alert with "Any alert() function call"
3. Alerts include grade, price, and session info
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█ SETTINGS
Basic Settings:
- Enable Alerts: Turn on/off notifications
- Time Filter: Activate trading hour filter
- Start/End Hour: Define active trading window (JST)
QQE Settings:
- RSI Period: RSI calculation period
- RSI Smoothing: EMA smoothing factor
- Auto QQE Factor: Auto-detect optimal factor per asset
- Manual QQE Factor: Override when auto is disabled
SMC Price Settings:
- Support/Resistance levels for each asset
- Tolerance %: How close to SMC line for S-grade
Display Settings:
- Grade Only: Hide QQE lines, show only signals
- Show SMC Lines: Display support/resistance on chart
- Show Debug: Display asset detection info
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█ CREDITS
QQE concept originally developed by John Ehlers.
SMC (Smart Money Concepts) integration and grading system by EduVest.
License: Mozilla Public License 2.0
EDUVEST QQE Signal v3.0 - Multi-Timeframe Scoring SystemEDUVEST QQE Signal v3.0 - Multi-Timeframe Scoring System
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█ ORIGINALITY
This indicator combines QQE (Quantitative Qualitative Estimation) with HMA (Hull Moving Average) and introduces a unique AI-based scoring system that rates signal quality from 0-100. Unlike traditional QQE indicators that show simple buy/sell signals, this version categorizes signals into four strength levels: BIG CHANCE, SUPER, POWER, and STRONG.
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█ WHAT IT DOES
- Generates scored BUY/SELL signals with quality ratings (60-100 points)
- Categorizes signals into 4 strength levels for easy decision making
- Supports Multi-Timeframe (MTF) analysis
- Auto-detects asset type and applies optimized QQE factors
- Provides customizable alerts based on score thresholds
Signal Hierarchy:
- 💰 BIG CHANCE (90-100): Highest probability setups
- ⚡ SUPER (80-89): Very strong signals
- 🚀 POWER (70-79): Strong signals with HMA confluence
- 💪 STRONG (60-69): Standard quality signals
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█ HOW IT WORKS
【QQE Calculation】
QQE is based on a smoothed RSI with dynamic bands:
1. Calculate RSI with specified period (default: 14)
2. Apply EMA smoothing to RSI (Smoothing Factor, default: 5)
3. Calculate ATR of the smoothed RSI
4. Create dynamic bands: RSI ± (ATR × QQE Factor)
The QQE Factor is automatically adjusted per asset:
- Forex (USDJPY, EURUSD): 3.8 - 4.238
- Gold (XAUUSD): 8.0
- Crypto (BTC): 12.0, (ETH): 10.0
- Indices (NASDAQ): 4.238
【HMA Calculation】
Hull Moving Average for trend confirmation:
HMA = WMA(2 × WMA(price, n/2) - WMA(price, n), √n)
【Signal Generation】
- BUY: QQE crosses above its band (QQExlong == 1)
- SELL: QQE crosses below its band (QQExshort == 1)
【AI Scoring System】
The score is calculated from multiple factors:
Signal Base (0-35 points):
- QQE + HMA confluence: +35
- QQE or HMA alone: +25
QQE Strength (10-25 points):
- RSI distance from 50 (momentum strength)
- >30 distance: +25, >20: +20, >10: +15, else: +10
Volatility Score (-10 to +15 points):
- ATR ratio 1.1-2.0: +15 (optimal volatility)
- ATR ratio <0.8: -10 (low volatility warning)
Volume Confirmation (-5 to +15 points):
- Volume > 120% of average: +15
- Volume < 80% of average: -5
Base Points: +15
Final Score = Clamped(0, 100, sum of all factors)
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█ HOW TO USE
【Recommended Settings】
- Timeframe: 5M, 15M, 1H, 4H
- Best on: Forex, Gold, NASDAQ, BTC/ETH
- Minimum Score: 60 (adjustable)
【Reading Signals】
- BIG CHANCE (Gold label, 90+): Highest conviction - consider larger position
- SUPER (Yellow label, 80-89): Very strong - standard position
- POWER (Cyan/Magenta label, 70-79): Strong with trend confirmation
- STRONG (Green/Red label, 60-69): Valid but use additional confirmation
【MTF Feature】
Enable MTF to analyze signals from a higher timeframe while viewing lower timeframe charts. The indicator auto-selects 5-minute as the analysis timeframe, or you can set it manually.
【Alert Setup】
1. Enable alerts in settings
2. Set minimum score threshold (default: 60)
3. Create alert with "Any alert() function call"
【Important Notes】
- Signals are confirmed at bar close (no repainting)
- Higher scores = higher probability, not guaranteed profits
- Always use proper risk management
- Consider market context and support/resistance levels
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█ SETTINGS
⏱️ MTF Settings
- MTF Use: Enable multi-timeframe analysis
- Manual Timeframe: Override auto-detection
- Show Panel: Display info panel (default: OFF)
🎨 Design
- Neon Colors: Vibrant color scheme
- Show HMA Line: Display HMA on chart
- Minimum Score: Filter weak signals
- Label Transparency: Adjust label opacity
- Large Labels: Mobile-friendly sizing
🔧 QQE Settings
- RSI Period: RSI calculation period
- Smoothing: EMA smoothing factor
- AI Score: Enable scoring system
🔔 Alerts
- Enable Alerts: Turn on/off notifications
- Minimum Score: Alert threshold
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█ CREDITS
QQE concept originally developed by John Ehlers.
HMA (Hull Moving Average) by Alan Hull.
Enhanced with scoring system and MTF support by EduVest.
License: Mozilla Public License 2.0
EDUVEST UTBOT ADJ - Adaptive ATR Trailing StopEDUVEST UTBOT ADJ - Adaptive ATR Trailing Stop with Session-Based Sensitivity
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█ ORIGINALITY
This indicator is an enhanced version of the classic UT Bot concept, featuring automatic session-based ATR sensitivity adjustment. Unlike the original UT Bot which uses a fixed sensitivity value, this version dynamically adapts to different trading sessions (Tokyo, London, New York) and automatically detects asset characteristics to optimize signal generation.
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█ WHAT IT DOES
- Generates BUY and SELL signals based on ATR trailing stop crossovers with a moving average
- Automatically adjusts sensitivity based on current trading session (Tokyo/London/NY)
- Auto-detects asset type and applies optimized parameters for each instrument
- Displays real-time session information and volatility status
- Provides alert functionality with customizable cooldown periods
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█ HOW IT WORKS
【Core Logic: ATR Trailing Stop】
The indicator calculates an ATR-based trailing stop using the formula:
Trailing Stop = Price ± (Sensitivity × ATR)
When price is above the trailing stop and rising, the stop trails below price.
When price is below the trailing stop and falling, the stop trails above price.
【Signal Generation】
- BUY Signal: Price crosses above the trailing stop AND Moving Average crosses above the trailing stop
- SELL Signal: Price crosses below the trailing stop AND Moving Average crosses below the trailing stop
【Session-Based Sensitivity Adjustment】
The indicator adjusts ATR sensitivity based on trading session (JST timezone):
- Tokyo (08:00-15:00): Lower sensitivity (reduced by adjustment value) - typically quieter markets
- London (15:00-23:00): Base sensitivity - moderate volatility
- New York (23:00-08:00): Higher sensitivity (increased by adjustment value) - higher volatility
【Dynamic ATR Adjustment】
When enabled, the indicator compares current ATR to its smoothed average:
- ATR Ratio = Current ATR / SMA(ATR, smoothing period)
- Volatility Multiplier = 1.0 + (Sensitivity × (2.0 - ATR Ratio))
This reduces sensitivity during high volatility (fewer false signals) and increases sensitivity during low volatility (faster response).
【Auto Asset Detection】
The indicator automatically detects the traded instrument and applies optimized parameters:
- Stable pairs (USDJPY, EURUSD, USDCHF): Base sensitivity 1.5-1.8
- Moderate pairs (AUDUSD, USDCAD, EURJPY): Base sensitivity 2.0-2.3
- Volatile pairs (GBPUSD): Base sensitivity 2.8
- Commodities (GOLD/XAUUSD): Base sensitivity 3.5
- Indices (NASDAQ/NAS100): Base sensitivity 4.0
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█ HOW TO USE
【Recommended Settings】
- Timeframe: 15 minutes or higher (15M, 1H, 4H recommended)
- Best performance on: Forex majors, Gold, NASDAQ
- Enable "Auto Asset Detection" for optimized parameters
【Entry Rules】
- BUY: Enter long when green BUY label appears
- SELL: Enter short when pink SELL label appears
【Session Panel】
The top-right panel displays:
- Current trading session (Tokyo/London/NY)
- Volatility status (High Chance/Medium Chance/Caution)
- Mode (AUTO/MANUAL)
【Alert Setup】
1. Enable "Viewer Alert Display" in settings
2. Set cooldown period (default: 15 minutes) to avoid signal spam
3. Create alert with "Any alert() function call" condition
【Important Notes】
- This indicator does not repaint - signals are confirmed at bar close
- Lower timeframes (1M, 5M) may generate excessive signals
- Always use proper risk management and confirm with other analysis
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█ SETTINGS OVERVIEW
🎯 Alert Settings
- Viewer Alert Display: Enable/disable alert labels
- Cooldown Function: Prevent rapid consecutive signals
- Cooldown Time: Minutes between alerts (5-60)
🔧 Dynamic ATR Settings
- Enable Dynamic ATR: Auto-adjust based on volatility
- ATR Period: Calculation period (default: 14)
- ATR Smoothing: Smoothing period for ratio calculation
- Volatility Sensitivity: How much to adjust (0.1-1.0)
🕐 Session ATR Adjustment
- Enable Time Adjustment: Session-based sensitivity
- Show Session Info: Display session panel
📊 Asset Settings
- Auto Asset Detection: Automatically optimize for instrument
- Manual settings available when auto-detection is disabled
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█ CREDITS
Based on the original UT Bot concept by QuantNomad.
Enhanced with session-based adaptation and auto-asset detection by EduVest.
License: Mozilla Public License 2.0
Step Channel█ OVERVIEW
"Step Channel" is a technical analysis indicator that builds a dynamic price channel based on market volatility (ATR) and a step-like logic for updating levels. It is ideal for traders using market structure analysis, price action, as well as trend-following, range-bound, and breakout strategies.
Thanks to the adjustable channel width, the indicator can be easily adapted to various instruments, timeframes, and trading styles – from scalping to swing trading.
█ CONCEPTS
The indicator is a universal trading tool that supports trend detection, trading in consolidation, and breakout-based strategies.
The key feature is the step-like update of the baseline (MID). Unlike classic moving averages:
- the MID line does not react to every candle
- it updates only after breaking a volatility-based level
- each breakout creates a new "step" in the market structure
This keeps the market structure clear, with regime changes being distinct and objective.
█ FEATURES
ATR-based dynamic channel
The channel width automatically adjusts to current volatility – widening during high-activity periods and narrowing in consolidations, ensuring constant adaptation to market conditions.
Structural MID line
Central, adaptive trend line updated in steps after a breakout.
Inner levels (IN)
The zone of typical price movement within the structure. These levels change only after a sustained breakout confirmed by candle close – this exact breakout generates the structural signals (Step UP/DOWN).
Outer levels (OUT)
An orientational zone indicating the potential reach of a strong, single price move beyond the current structure. Price never stays in this zone (levels shift immediately after breaking IN). Primarily used as:
- main take-profit levels
- dynamic SL in aggressive strategies
Structural signals
Generated exclusively at the moment of a real structure change:
- Step UP – upside breakout
- Step DOWN – downside breakout
Signals appear only on the breakout candle.
Built-in alerts
Instant notifications for:
- Step UP
- Step DOWN
█ HOW TO USE
Adding to the chart
Search in the TradingView indicators library: "Step Channel" or paste the code in Pine Editor.
Key parameter configuration:
- ATR Length – longer value = more stable structure (fewer signals)
- Inner Multiplier – sensitivity of inner levels (lower = narrower operational channel)
- Outer Multiplier – reach of outer extremes (higher = further TP)
- Price position interpretation:
- near MID → market equilibrium, potential consolidation
- in IN zone → healthy, controlled trend move
- in OUT zone → only an orientational target for extreme move (price does not stay in this zone)
█ APPLICATIONS
- Trend strategies – entries after Step UP/DOWN signal in the direction of the new trend, re-entry at MID, trailing stop along MID; generally positions only in line with the current structure direction
- Range trading – buying at lower IN/OUT and selling at upper IN/OUT in the absence of structure change
- Breakout strategies – entries on breakout candle close with volume or HTF confirmation
- Position management – SL behind MID or opposite IN, TP at OUT (full) or IN (partial)
- Scalping on low timeframes – quick trades inside the IN channel with tight SL
- Swing trading – trend filtering on HTF and precise entries on LTF after structural signal
█ NOTES
- works on all markets and timeframes
- requires individual adjustment of multipliers to the instrument and trading style
- recommended to use with additional indicators, e.g. RSI, Fibonacci, pivots
Smart RSI Trend RSI Văn Nam — Smart RSI Trend + Divergence Toolkit
RSI Văn Nam is a clean, high-clarity RSI system built to help traders spot trend shifts, momentum confirmation, and high-probability divergence setups—without clutter.
It combines a classic RSI(14) core with two powerful smoothing tools (EMA(9) and WMA(45) of RSI) to make momentum structure easier to read and trade with confidence.
1) Trend Read Made Simple (EMA9 vs WMA45 on RSI)
Instead of guessing momentum, RSI Văn Nam highlights trend direction using a simple but effective rule:
Bullish momentum bias when EMA9(RSI) > WMA45(RSI)
Bearish momentum bias when EMA9(RSI) < WMA45(RSI)
A soft trend fill visually marks the current RSI momentum regime, making it easy to stay aligned with the dominant flow.
2) Clear Cross Signals (Momentum Turning Points)
The indicator plots clean markers when momentum changes:
Triangle Up when EMA9(RSI) crosses above WMA45(RSI)
Triangle Down when EMA9(RSI) crosses below WMA45(RSI)
Optional cross marker for any crossover/crossunder event
These crosses are great for:
early trend confirmation
pullback continuation timing
avoiding late entries when momentum is already fading
3) Professional Divergence Engine (Pivot-Based, “Original Logic”)
RSI Văn Nam includes a strict divergence detector using pivot highs/lows on RSI with fixed settings matching the original method:
Pivot Left = 5
Pivot Right = 5
Divergence range filter (Min/Max lookback) to reduce noise
Supported divergence types:
Regular Bullish Divergence (price lower low + RSI higher low)
Regular Bearish Divergence (price higher high + RSI lower high)
Optional: Hidden Bullish / Hidden Bearish Divergence
Each divergence prints clean labels directly on the RSI panel for fast recognition.
4) Built-In Alerts (Ready for Automation)
You get ready-to-use alerts for:
Regular Bullish / Bearish Divergence
Hidden Bullish / Hidden Bearish Divergence
EMA9(RSI) crossover / crossunder WMA45(RSI)
Perfect for traders who want notifications or semi-automation.
Why Traders Like It
✅ Cleaner RSI trend structure (less “RSI noise”)
✅ Momentum shifts are obvious (cross markers + fill)
✅ Divergence signals are strict and filtered by range
✅ Works on any market/timeframe (especially useful for XAUUSD & indices)
If you want, I can also write a shorter version for a TradingView publish description (2–4 lines), and a strong sales headline (English) that fits your branding.
Auto Fibo Pivot [Ultimate MTF]Stocks: Locks lines during market hours (09:00-15:30) and switches to "Preview Mode" (Next Day) after market close.
Forex/Crypto: Always Fixed Mode (24h).
Multi-Timeframe (MTF): Select between Auto Daily, Weekly, Monthly, or Yearly pivots.
Fully Customizable: Easily change Fibonacci ratios and colors in the settings.
No Repaint: Stable lines on 1-minute charts.
自動判別・マルチタイムフレーム対応のフィボナッチピボット
株・為替を自動判別し、最適なモードで動作する実戦向けインジケーターです。
主な機能:
自動判別機能:
日本株: ザラ場中はラインを完全固定。15:30以降は自動で「明日の予習モード」に切り替わります。
為替・仮想通貨: 24時間常時固定モードで動作します。
Volatility Trend Score [BackQuant]Volatility Trend Score
Overview
Volatility Trend Score is a trend-strength and regime-evaluation indicator built to measure directional persistence, not just direction. Most trend tools answer “up or down” using slope, crossovers, or a single condition. This indicator answers a more useful question for real trading: “How consistently is trend structure holding up once volatility is accounted for?”
It does this by building a volatility-scaled trailing structure (ATR-based) and then scoring how that structure evolves over a configurable lookback range. The output is a continuous score that rises when trend is persistent and decays when price action becomes noisy, mean-reverting, or unstable.
What it is measuring (the real goal)
This indicator is not trying to predict reversals. It is trying to quantify whether the market is behaving like a trend market or a chop market. It focuses on:
Persistence: does structure keep pushing in one direction bar after bar?
Stability: are pullbacks being absorbed without breaking the trailing structure?
Regime: is the market trending strongly enough to justify directional bias?
If you already have entries from other systems, this becomes a high-quality trend filter and trade management layer.
Core idea
At its foundation, the indicator combines two parts:
A volatility-adjusted trailing level derived from ATR and a user-defined factor.
A rolling persistence score that compares the current trail to prior trail values over a configurable loop window.
The trailing structure adapts to volatility and enforces one-sided movement, while the scoring logic converts that behavior into a numeric measure of trend quality.
Inputs and what they actually control
Average True Range Period (calc_p)
Defines the ATR window used to estimate volatility. A higher value smooths the volatility estimate and makes the trailing structure less reactive.
Factor (atr_factor)
Scales the ATR band size. Higher values widen the trailing band, filtering more noise, reducing flip frequency, and generally producing slower but more stable regimes.
For Loop Start/End (start/end)
Defines the comparison window used to build the score. It effectively sets how many historical trail values the current trail is compared against.
Shorter ranges produce a faster, more responsive score.
Longer ranges produce a slower, more “confidence-based” score that only climbs when trend persistence is sustained.
Long/Short Thresholds (thresL/thresS)
Convert a continuous score into regime thresholds.
Long threshold is a “trend quality requirement” for bullish bias.
Short threshold is used as a deterioration / breakdown trigger via crossunder logic.
Volatility-adjusted trailing structure
The trailing line is built from ATR bands around price:
up = close + ATR * factor
dn = close - ATR * factor
Then a trailing value is maintained with one-sided ratcheting behavior:
If dn rises above the previous trail, the trail steps up (ratchets upward).
If up drops below the previous trail, the trail steps down (ratchets downward).
This “ratchet” behavior is important. It prevents the trail from oscillating with small countertrend moves, forcing the trail to represent meaningful structure rather than micro-noise. On-chart, this trail often behaves like dynamic support/resistance in trends.
Why the trail is a better base than raw price
Price itself is noisy, and volatility changes the meaning of “big move” vs “small move.” By anchoring structure to ATR:
A move is interpreted relative to current volatility, not in absolute points.
High-volatility chop is less likely to be misread as a trend.
Trend structure is normalized across assets and timeframes more reliably.
This is why the score remains usable even when switching from low-vol assets to high-vol crypto pairs.
Trend scoring logic
The score is built by repeatedly comparing the current trailing value to trailing values from prior bars across a loop window:
If current trail > trail , add +1
If current trail < trail , add -1
This is a persistence test, not a momentum calculation. In a strong trend, the trail should generally keep stepping in the trend direction, so current values will be greater than many past values (bullish) or lower than many past values (bearish). In chop, the trail fails to progress meaningfully, so the score compresses, oscillates, or bleeds out.
How to interpret the score
Think of the score as a “trend conviction meter”:
High positive values: bullish persistence, structure is advancing consistently.
Low positive values: bullish bias may exist, but trend quality is weak or unstable.
Near zero: indecision, range behavior, or frequent structure challenges.
Negative values: bearish dominance or sustained deterioration in structure.
The speed of score change matters too:
Fast expansion suggests a fresh regime gaining traction.
Slow grind suggests mature trend continuation.
Rapid compression often signals consolidation, exhaustion, or a transition phase.
Signals and regime transitions
This script uses two different styles of conditions (important detail):
Long condition: score > long threshold (state-based, persistent while true).
Short condition: crossunder(score, short threshold) (event-based trigger).
That means:
Long bias can remain active as long as score stays above the long threshold.
Short regime flips are triggered at the moment the score breaks down through the short threshold.
On the chart, long/short shapes are only plotted when the regime flips (first bar of the change), not on every bar, using:
Long shape when signal becomes 1 and previous signal was -1
Short shape when signal becomes -1 and previous signal was 1
This keeps signals clean and avoids spam, making it usable for alerts and regime tagging.
Visual presentation
The indicator is designed to work both as a panel oscillator and as an on-chart overlay:
Score plot (oscillator): color reflects active regime state.
Optional trail on price: volatility-scaled structure line on chart.
Optional threshold reference lines: clear regime boundaries.
Optional candle coloring: makes regime obvious without reading the panel.
Optional background shading: useful for quick scanning and backtesting visually.
You can use only the score, only the trail, or both together depending on your workflow.
Practical use cases
1) Trend filter for systems
Use the score as a regime gate:
Allow long entries only when score is above the long threshold.
Avoid longs when score compresses toward zero or loses the threshold.
Treat the short threshold break as “trend is no longer healthy.”
This often improves system expectancy by reducing exposure during low-conviction conditions.
2) Trend quality grading
Instead of treating all uptrends as equal:
Higher score = higher persistence, better continuation odds.
Score plateau = trend losing pressure, continuation becomes less reliable.
Score decay while price rises = trend is getting weaker under the hood.
This is useful for position sizing or deciding whether to add to winners.
3) Trade management and exits
Two complementary tools exist here:
Trail line can act as a dynamic stop reference or structure invalidation level.
Score behavior can be used to scale out when persistence fades (before a full flip).
Many traders use the trail for “hard structure” and the score for “soft deterioration.”
4) Breakout confirmation vs fakeouts
A breakout that immediately fails to build score is often low quality.
Healthy breakouts usually come with score expansion as structure advances.
Fakeouts often revert quickly, score fails to climb, and regime stays unstable.
Tuning guidelines
These are general behaviors you can expect when adjusting settings:
Higher ATR period and factor: slower regimes, fewer flips, cleaner structure.
Lower ATR period and factor: faster reaction, more sensitivity, more noise risk.
Longer loop range: score becomes more “confidence-based,” slower to change.
Shorter loop range: score becomes more “tactical,” faster but more jittery.
A good way to tune is to pick the trail behavior first (ATR period and factor), then tune the score window (loop) to match how quickly you want “trend conviction” to build.
Market behavior focus
Volatility Trend Score is most valuable in markets where volatility shifts frequently and fake trends are common, especially crypto. It is designed to:
Stay out of low-quality chop where most indicators whipsaw.
Quantify when volatility is being expressed directionally (constructive trend).
Provide a clean regime framework for filtering, alignment, and management.
Summary
Volatility Trend Score converts volatility-adjusted structure into a quantified measure of trend persistence. By combining an ATR-based trailing mechanism with a rolling comparison score, it provides a more reliable read on trend quality than single-condition indicators. It is best used as a regime filter, a trend strength gauge, and a trade management layer, helping you stay aligned with strong directional phases while avoiding low-conviction envir
Zero-Lag ATR Trend [BackQuant]Zero-Lag ATR Trend
Overview
Zero-Lag ATR Trend is a volatility-adaptive trend-following overlay designed to identify directional market regimes with minimal delay while preserving structural clarity. The indicator combines a zero-lag moving average framework with a zero-lag volatility model to produce a trailing trend line that reacts quickly to meaningful price changes without becoming unstable or overly sensitive.
Unlike conventional ATR-based trend tools that rely on lagging averages and delayed volatility estimates, this indicator applies zero-lag logic to both the trend centerline and the volatility calculation. The result is a trend structure that aligns more closely with real-time price action while still maintaining the discipline required for trend continuation trading.
Core design philosophy
The core idea behind Zero-Lag ATR Trend is simple:
Reduce signal delay without sacrificing trend integrity.
Adapt dynamically to changing volatility regimes.
Provide a single, clean structure that defines trend direction, continuation, and invalidation.
Instead of stacking multiple indicators, the script builds a complete trend framework from two tightly integrated components: a zero-lag trend spine and a zero-lag ATR trailing mechanism.
Zero-lag trend spine
The trend spine is constructed using a zero-lag moving average (ZLMA). This is achieved by applying a corrective step to a traditional moving average, effectively compensating for smoothing delay.
Conceptually, the process works as follows:
A base moving average is calculated from the selected price source.
That moving average is then passed through a zero-lag correction.
The correction pulls the line closer to current price without introducing noise.
This produces a trend line that reacts faster than standard EMA, SMA, or HMA signals, particularly during early trend acceleration phases. Multiple moving-average types can be used inside the zero-lag framework, allowing traders to fine-tune responsiveness based on asset behavior and timeframe.
Zero-lag volatility model
Volatility is measured using True Range, but instead of applying classic ATR smoothing, the indicator uses a zero-lag smoothing pass on the True Range itself.
This approach offers several advantages:
Volatility expands more quickly during impulse moves.
Volatility contracts faster during consolidations.
Band width adjusts in near real-time to changing conditions.
The smoothed zero-lag ATR is multiplied by a user-defined factor to create adaptive upper and lower boundaries around the trend spine. These boundaries define how much counter-movement price is allowed before the trend structure is invalidated.
Volatility-aware trailing structure
The trailing output is the defining feature of the indicator. It behaves as a one-directional trailing structure:
In bullish conditions, the trailing line can only move upward.
In bearish conditions, the trailing line can only move downward.
Minor pullbacks inside the volatility envelope do not flip the trend.
This logic prevents the indicator from reacting to shallow retracements and focuses instead on structural trend changes. Because the trailing behavior is volatility-scaled, the indicator remains stable during high volatility while still responding promptly during regime shifts.
Trend flips and regime transitions
Trend direction is determined by changes in the trailing structure itself rather than raw price crosses. A trend flip occurs only when price movement is strong enough, relative to current volatility, to force the trailing line to reverse direction.
This means:
Bullish flips represent genuine transitions into upward regimes.
Bearish flips represent genuine transitions into downward regimes.
Sideways noise is largely filtered out.
As a result, the indicator is well suited for identifying medium-to-long trend phases rather than short-term oscillations.
Visual structure and chart clarity
The visual design is intentionally minimal and functional:
The main trailing line is color-coded by trend direction.
An optional ribbon or cloud reinforces directional bias.
Optional candle coloring aligns price bars with the active trend.
These elements allow traders to assess trend state instantly without interpreting multiple signals or overlays.
How to use for trend following
Trend bias
Maintain a bullish bias while price holds above the trailing line.
Maintain a bearish bias while price holds below the trailing line.
Entries
Trend flips can be used as initial directional entries.
Pullbacks toward the trailing line often act as continuation opportunities.
Momentum confirmation can be layered on top for additional confluence.
Trend management
The trailing line naturally functions as a dynamic stop reference.
As long as price respects the trailing structure, the trend remains valid.
A flip in direction signals a full regime transition rather than a minor correction.
Why zero-lag matters for trend trading
Traditional trend indicators often react late, especially during fast expansions, resulting in delayed entries and early exits. By reducing lag in both the trend calculation and the volatility model, Zero-Lag ATR Trend aims to capture a larger portion of directional moves while maintaining consistency and discipline.
This makes it particularly effective for momentum-based trend following, breakout continuation strategies, and traders who prioritize staying aligned with dominant market structure rather than predicting reversals.
Summary
Zero-Lag ATR Trend is a complete trend-following framework built around responsiveness, adaptability, and clarity. Its zero-lag architecture allows it to respond earlier to meaningful price changes, while its volatility-aware trailing logic ensures that trends are only invalidated when structure truly breaks. The result is a clean, intuitive tool that supports disciplined trend participation across assets and timeframes.
