HVM

11 小時前

do not delete. it will ashow to buy and sell triggere option. thank you

2 分鐘前

發行說明

HVM – Hybrid Volatility & Market Structure

Session-based Opening Range + ATR Volatility Framework

Concept
HVM (Hybrid Volatility Model) is a session-aware trading indicator that merges Opening Range market structure with a continuous ATR-based volatility trend engine.
The script is designed to identify high-probability breakout, reclaim, and reversal scenarios by requiring confirmation from both session extremes and volatility behavior.

This is not a simple Opening Range Breakout or SuperTrend clone.
The originality lies in how volatility reversals are used to lock session extremes and later validate price acceptance beyond them.

How It Works

[]Session Structure Layer
Tracks the Opening Range (first bar of the session), previous session High/Low, and live session Peak/Valley.
[]Volatility Layer
Uses an ATR-based SuperTrend that runs continuously across sessions without daily resets.
Strategy Layer
Executes three distinct strategies that represent different market behaviors.


Opening Range Definition

[]Opening Range High, Low, and Open are captured from the first bar of the trading session.
[]These values are locked and used as structural reference points for the entire day.
This avoids repainting and creates a fixed session anchor.


Volatility Engine (ATR SuperTrend)

[]ATR = Average True Range over the selected volatility period.
[]Price Center = (High + Low) / 2
[]Upper Band = Price Center + (ATR × Multiplier)
[]Lower Band = Price Center − (ATR × Multiplier)


With the default multiplier of 1.0, the bands remain tight and responsive.
Trend reversals are used as confirmation events, not standalone trade signals.

Trading Strategies

Strategy 1 – Opening Range Breakout (Continuation)

[]Long: Opening Range High > Yesterday’s High AND price closes above Opening Range High.
[]Short: Opening Range Low < Yesterday’s Low AND price closes below Opening Range Low.


Represents strong directional continuation.

Strategy 2 – False Breakout Reclaim

[]Price breaks the Opening Range.
[]The script locks the highest (or lowest) price reached before the break.
Signal triggers only when price reclaims and closes beyond that locked level.


Represents liquidity sweeps and failed breakouts.

Strategy 3 – Volatility-Confirmed Reversal Continuation

[]Price breaks the Opening Range, forming a session extreme.
[]ATR trend flips in the opposite direction (pullback).
[]ATR trend flips back in the original direction.
[]Signal triggers when price closes beyond the locked session extreme.


Represents trend pullback followed by continuation.

Risk Management Logic

[]Long Trades:
If price sweeps yesterday’s low → Stop = Session Valley
Otherwise → Stop = Yesterday’s Low
[]Short Trades:
If price sweeps yesterday’s high → Stop = Session Peak
Otherwise → Stop = Yesterday’s High


Stops are based on market structure invalidation, not arbitrary distances.

Why This Is Not a Simple Mashup

[]Opening Range provides structural context.
[]ATR provides volatility regime awareness.
[]Session extremes are locked at volatility events.
[]Signals require price acceptance beyond frozen levels.


This interaction filters false signals better than using Opening Range or ATR alone.

Settings

[]Volatility Period – ATR calculation length.
[]Volatility Multiplier – Trend sensitivity.
[]Trading Direction – Long / Short / Both.
[]Display Options – Toggle session levels, range, and trend.
Custom Buy/Sell Levels – Optional discretionary triggers.


Usage Notes

[]Designed for intraday trading.
[]Signals trigger once per session per strategy.
Best used on liquid instruments with clear session structure.