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SuperTrend Logistic Regression | Flux ChartsGENERAL OVERVIEW The SuperTrend Logistic Regression indicator combines the classic SuperTrend trend-following tool with a self-training logistic regression model that assigns a probability percentage to every SuperTrend flip. Each time the SuperTrend changes direction, the indicator evaluates the market conditions at the flip across 14 features spanning candle structure, trend context, and technical indicators, then outputs a probability score between 0% and 100% representing how similar the current setup is to past flips that resolved profitably on the same chart. The model trains itself in real time using past SuperTrend signals as labeled examples. Each historical flip becomes a training example: the features captured at the flip are paired with the outcome at the next opposite flip, producing a continuously growing dataset that the model uses to refine its weights. The probability displayed on each new flip reflects what the model has learned about this specific instrument and timeframe, not a universal assumption about what makes a good signal. screenshot: Full chart showing SuperTrend line with multiple flips and probability labels 🔹What is the purpose of the indicator? The indicator addresses a common problem with SuperTrend: not every flip leads to a sustained trend. Many flips occur during choppy or transitional conditions and reverse quickly, producing losing signals. By scoring each flip with a probability, traders get a quantitative sense of how much confidence the model has in that specific signal based on similar past setups. The indicator does not change the SuperTrend calculation itself, so every flip is still detected and visualized. The probability score adds a filtering layer that helps traders separate high-confidence flips from low-confidence ones. 🔹What is the theory behind the indicator? The indicator is built on the idea that market behavior around trend reversals is not random. Certain combinations of candle structure, volatility conditions, volume patterns, and prior trend context tend to precede trends that follow through, while different combinations tend to precede trends that reverse quickly. Logistic regression is a statistical method well-suited to learning these relationships. Given a set of input features and historical outcomes, it produces a set of weights that map feature combinations to probability estimates. In this indicator, each SuperTrend flip becomes a data point. The features at the flip are recorded, and the outcome is determined at the next opposite flip. If price moved in the signal's direction (higher for bull, lower for bear), the signal is labeled as a win. Otherwise, it is labeled as a loss. The model continuously retrains on this growing dataset, adjusting weights so that feature patterns historically associated with wins produce higher probabilities, and feature patterns associated with losses produce lower probabilities. SUPERTREND LOGISTIC REGRESSION FEATURES SuperTrend Core Logistic Regression Model Candle Features Trend Context Features Technical Features Separate Bull and Bear Models Exponential Decay Weighting Minimum Sample Gating Probability Labels and Filtering Gradient-Colored SuperTrend Visualization Optional Momentum Dots Alerts SUPERTREND CORE The SuperTrend is the foundation of every signal. All detection, training, and prediction is tied to SuperTrend flips. The core SuperTrend calculation in this indicator is standard: ATR multiplied by a user-defined factor produces the trailing line, and a flip occurs when price crosses through the line, changing the direction state. 🔹How SuperTrend is calculated The SuperTrend is derived from Average True Range (ATR) with a user-configurable period and factor. When the calculated line is below price, the indicator is in an uptrend state and the line acts as dynamic support. When the line is above price, the indicator is in a downtrend state and the line acts as dynamic resistance. A flip occurs at the exact bar where price crosses through the line, changing the direction from bullish to bearish or vice versa. 🔹Why SuperTrend was chosen SuperTrend is one of the most widely used trend-following tools on TradingView. It produces clean, deterministic signals with well-understood behavior. Rather than reinventing or modifying the underlying calculation, this indicator treats SuperTrend as a signal source and adds a separate statistical layer on top. This keeps the core behavior familiar to traders already using SuperTrend and ensures that every flip is still detected, regardless of the probability score. 🔹SuperTrend Inputs Two inputs control the SuperTrend calculation: Factor (the ATR multiplier, default 3.0) and ATR Period (the number of bars in the ATR calculation, default 10). These correspond to the standard SuperTrend parameters. Changing these values affects where flips occur, which in turn affects what signals the model trains on. LOGISTIC REGRESSION MODEL Logistic regression is a statistical model that predicts binary outcomes from a set of input features. It takes each feature, multiplies it by a learned weight, sums the results, adds a bias term, and passes the total through a sigmoid function that maps the output to a probability between 0 and 1. The model learns the weights by comparing its predictions against actual outcomes and adjusting through gradient descent. 🔹What is Logistic Regression? Logistic regression works by finding the set of weights that best separates winning signals from losing signals in feature space. A large positive weight on a feature means that higher values of that feature are associated with winning outcomes. A large negative weight means higher values are associated with losing outcomes. A weight near zero means the feature does not discriminate between winners and losers on this chart. The sigmoid function is what turns the weighted sum into a probability. It outputs values near 0 when the weighted sum is very negative, values near 1 when the weighted sum is very positive, and values near 0.5 when the weighted sum is near zero. This gives the output a natural probability interpretation. 🔹How the model is trained Training happens every time a new SuperTrend flip occurs. The indicator looks at all past resolved signals (signals that have already seen their next opposite flip and therefore have a known outcome) and runs gradient descent over them. Gradient descent calculates how much each weight should change to reduce the model's prediction error, then applies those changes iteratively. The indicator runs multiple training epochs on each update to ensure the weights converge reasonably well to the current data. L2 regularization is applied to prevent any single weight from becoming extreme. Weight clipping further constrains weights to a reasonable range, avoiding instability when training data is thin or features are noisy. Together, these make the model more robust on small sample sizes. 🔹Outcome evaluation For training to work, every historical signal needs a win/loss label. The indicator uses flip-to-flip evaluation: a bull signal is considered a win if the close at the next bear flip is higher than the close at the bull flip. A bear signal is considered a win if the close at the next bull flip is lower than the close at the bear flip. This matches the natural lifecycle of a SuperTrend trade, where entry and exit are both on flips. 🔹A Winning Signal Example A winning bull signal forms when a bull flip occurs and, by the time the next bear flip occurs, the close at the bear flip is higher than the close at the bull flip. The probability label on the bull flip reflects the model's confidence at entry, while the outcome is confirmed at the next flip. 🔹A Losing Signal Example A losing signal forms when price fails to move in the signal's direction by the next opposite flip. For example, a bull flip where price immediately reverses and ends lower than entry when the next bear flip occurs. CANDLE FEATURES Candle features describe the shape and volume of the flip candle itself, compared against recent averages. These are the most direct, local features the model uses. All candle features are toggleable in the "Candle Features" input group and are normalized to a range centered at zero, where zero means the feature value matches the recent average. 🔹Body Body measures the size of the flip candle's body (the absolute distance from open to close) relative to the average body size over the recent lookback window. A value above zero means the flip candle had a larger body than recent candles, suggesting stronger conviction. A value below zero means the body was smaller than usual, suggesting indecision. The model learns whether strong-bodied flips tend to produce winning trends on this chart. 🔹Upper Wick Upper Wick measures the length of the upper wick (the distance from the body top to the high) relative to recent average upper wicks. Long upper wicks can indicate rejection at highs, while short upper wicks suggest price accepted the top of the candle cleanly. The model learns how upper wick behavior at flips correlates with outcomes. 🔹Lower Wick Lower Wick measures the length of the lower wick (the distance from the body bottom to the low) relative to recent average lower wicks. Long lower wicks can indicate rejection at lows, while short lower wicks suggest clean acceptance. This feature is disabled by default because it historically showed the weakest predictive signal across tested instruments. 🔹Range Range measures the total high-to-low range of the flip candle relative to the recent average range. A wide-range flip candle indicates volatility expansion, while a tight-range candle suggests contraction. The model learns whether flips during volatility expansion tend to perform differently from flips during contraction. 🔹Volume Volume compares the flip candle's volume to the average volume over the recent lookback window. Higher than average volume at a flip generally indicates stronger participation, while lower than average volume suggests weak conviction. The model learns how volume conviction at flips relates to trend outcomes. 🔹Delta Volume Delta Volume estimates the net buying versus selling pressure within the flip candle by sampling 1-minute lower timeframe bars. The indicator distributes each 1-minute bar's volume to either the bullish or bearish side based on whether that bar closed up or down, then outputs the net direction as a feature value from fully bearish to fully bullish. This gives the model a finer-grained view of what happened inside the flip candle beyond the aggregate close. TREND CONTEXT FEATURES Trend context features describe the market conditions leading into the flip, not just the flip candle itself. These are calculated from the lookback window before the flip. All trend context features are toggleable in the "Trend Features" input group. 🔹Momentum Momentum counts consecutive candle direction leading into the flip. Each bullish candle increments the streak in the positive direction, and each bearish candle increments it in the negative direction. The value is capped so very long streaks do not dominate. A strongly positive momentum value before a bull flip indicates buying was already building; a strongly negative value before a bull flip indicates a sharp reversal from recent selling. The model learns which regime tends to produce better bull outcomes. 🔹Pre-Flip Trend Pre-Flip Trend averages the signed candle bodies (close minus open) over the recent lookback window, normalized by the average range. This gives a broader picture of whether the market was drifting up, drifting down, or chopping sideways before the flip. Unlike momentum, which only counts direction, pre-flip trend captures the magnitude of the directional bias. 🔹ATR Slope ATR Slope compares the current ATR value to the ATR value from the lookback period ago. A positive slope means volatility is expanding into the flip, often associated with stronger follow-through. A negative slope means volatility is contracting, often associated with weaker signals. The model learns whether volatility expansion at the flip is a positive or negative factor for the specific instrument. 🔹Volume Trend Volume Trend compares the average volume of recent bars to the average volume of bars further back. A positive value means participation is increasing; a negative value means it is fading. This feature is disabled by default because it historically showed weak signal across tested instruments. 🔹ST Distance ST Distance measures how far price was from the SuperTrend line before the flip, normalized by ATR. A value near zero means the flip was a tight cross; a larger absolute value means price was well above or below the line and had to travel significantly to trigger the flip. The model learns whether tight crosses or aggressive breaks produce better outcomes. 🔹Trend Duration Trend Duration measures how many bars the previous trend lasted before flipping. Short previous trends might indicate choppy conditions where flips come and go quickly. Longer previous trends might signal genuine exhaustion at reversal. The model learns how previous trend length relates to the success of the current flip. TECHNICAL FEATURES Technical features bring in classic technical indicator readings at the flip point. These are toggleable in the "Technical Features" input group. 🔹RSI RSI (Relative Strength Index) is calculated with the same lookback as the other features and then centered around the 50 level. Values near the oversold end push the feature toward -1, values near the overbought end push it toward +1, and values near 50 are near zero. The model learns whether overbought or oversold RSI readings at flips correlate with different outcomes on the specific chart. On some instruments, flips at extreme RSI readings perform well; on others, they perform poorly. The model discovers this from the data. 🔹BB Position BB Position measures where price sits within Bollinger Bands at the flip. Price at the lower band gives a value of -1, price at the basis gives 0, and price at the upper band gives +1. The Bollinger Bands are calculated with the same lookback as the other features. This feature captures mean-reversion versus breakout context: a flip near the lower band is different from a flip near the upper band, and the model learns which band positions tend to precede successful trends. SEPARATE BULL AND BEAR MODELS The indicator maintains completely independent models for bull signals and bear signals. Each has its own set of weights, its own training dataset, and its own prediction logic. 🔹Why separate models? A single model that assumes features mean opposite things for opposite directions would be an oversimplification. For example, a long lower wick on a bull flip might indicate strong buyer defense, while a long lower wick on a bear flip might indicate weak sellers. These are different setups with different implications, and forcing them into one model with flipped signs would blur the signal. By training separate bull and bear models, the indicator gives each direction room to learn its own relationships. A feature that strongly predicts bull wins might be irrelevant or even negatively correlated for bear wins, and the separate models can capture this without interference. 🔹Implementation Each direction has its own array of signals and its own weights array. When a bull flip occurs, the bull signals array is updated and the bull model is retrained. When a bear flip occurs, the bear signals array and bear model are updated separately. The two models never share state, and their predictions are based only on their own training data. EXPONENTIAL DECAY WEIGHTING Not all training examples are equally relevant. Recent signals reflect current market conditions, while older signals may reflect regimes that no longer apply. The indicator addresses this with exponential decay weighting during training. 🔹How decay works Each resolved signal is assigned a weight based on its age. The newest resolved signal gets the highest weight (1.0 after normalization), and older signals get progressively smaller weights based on a decay factor. A decay factor close to 1 means old and new signals are weighted roughly equally. A decay factor close to 0 means recent signals dominate and old signals are effectively ignored. 🔹Why decay is important Markets change. A feature that strongly predicted wins six months ago might have weak or reversed predictive power now. Without decay weighting, the model would be slow to adapt to new conditions because old data would dilute the influence of recent outcomes. With decay weighting, the model naturally updates its weights to reflect the most recent dynamics while still using historical data to maintain stability. PROBABILITY LABELS AND FILTERING When a new flip passes the minimum sample gate, the indicator calculates the probability from the current feature values and the trained weights. This is displayed as a colored triangle label at the flip bar. 🔹Label Appearance Bull flip labels appear below the bar as upward-pointing green triangles with the probability percentage inside. Bear flip labels appear above the bar as downward-pointing red triangles with the probability percentage inside. The colors are partially transparent so the labels do not obscure price action. 🔹High Probability Example A high probability label means the model found the current flip's features similar to past flips that resolved as wins. For example, a bull flip with strong pre-flip momentum, expanding volatility, positive delta volume, and price well above the SuperTrend line might receive a probability above 65% if those conditions have historically preceded successful bull trends. 🔹Low Probability Example A low probability label means the model found the current flip's features similar to past flips that resolved as losses. Low probability signals might share characteristics with flips that occurred during choppy conditions or weak momentum regimes. 🔹Min Probability Filter A Min Probability input lets users hide labels below a confidence threshold. Setting it to 0 shows every signal. Setting it to 60 only shows labels where the model estimates at least 60% probability of a profitable outcome. This filter only affects visual display and alerts. The SuperTrend line and color change still appear on every flip, and the model still trains on every signal regardless of the filter. 🔹Interpreting the probability The probability represents the model's estimate that the current flip will resolve profitably by the next opposite flip, based on how similar past flips performed. A 70% label does not guarantee a win; it means the model finds this flip's conditions more similar to past winners than past losers. Probabilities should be interpreted relative to the base rate (the overall percentage of past flips that won) rather than as absolute guarantees. VISUAL CUSTOMIZATION The indicator includes several visual elements that help traders see the SuperTrend state and the probability labels clearly. 🔹Gradient-Colored SuperTrend The SuperTrend line is plotted with a color gradient based on how far current price has moved from the line since the most recent flip. The color intensifies as price extends further in the trend direction, giving a visual indication of how developed the trend is at any point. Fills between the body midpoint and the SuperTrend line reinforce this gradient effect. 🔹Momentum Dots An optional momentum dots display overlays circles on the SuperTrend line with colors that shift between yellow and the trend color (green or red) based on price position. This provides a secondary visual cue for trend strength. The Enable Momentum Dots input toggles this display on or off. INPUTS 🔹SuperTrend Factor: ATR multiplier used in the SuperTrend calculation. Default is 3.0. Increasing this value makes the SuperTrend less sensitive and produces fewer, wider flips. Decreasing it makes the SuperTrend more sensitive and produces more frequent flips. ATR Period: Number of bars used in the ATR calculation. Default is 10. Larger periods smooth the ATR, while smaller periods make it more reactive. 🔹Display Enable Momentum Dots: Toggles the momentum dots overlay on the SuperTrend line. Default is on. 🔹Filters Min Probability %: Minimum probability required for a signal label to appear on the chart. Default is 0 (show all signals). Setting this to a higher value hides lower-confidence signals. 🔹Candle Features Body: Enable body size feature. Default is on. Upper Wick: Enable upper wick feature. Default is on. Lower Wick: Enable lower wick feature. Default is off. Range: Enable candle range feature. Default is on. Volume: Enable volume feature. Default is on. Delta Vol: Enable delta volume feature using 1-minute LTF data. Default is on. 🔹Trend Features Momentum: Enable consecutive candle direction feature. Default is on. Pre-Flip Trend: Enable average directional body feature. Default is on. ATR Slope: Enable volatility expansion feature. Default is on. Volume Trend: Enable volume building feature. Default is off. ST Distance: Enable distance from SuperTrend line feature. Default is on. Trend Duration: Enable previous trend length feature. Default is on. 🔹Technical Features RSI: Enable RSI feature. Default is on. BB Position: Enable Bollinger Band position feature. Default is on. ALERTS The indicator includes alert conditions for the following events: Bull Flip: Fires on a confirmed bullish SuperTrend flip that passes the Min Probability filter. Bear Flip: Fires on a confirmed bearish SuperTrend flip that passes the Min Probability filter. Users can configure alerts from the TradingView alerts menu and choose which condition to subscribe to. IMPORTANT NOTES 🔹Non-Repainting Behavior Signals are detected and probability labels are calculated on the bar where the SuperTrend flip confirms. The probability value is based only on feature values at the time of the flip and the model weights as of that bar. The outcome label used for training is only recorded after the next opposite flip has occurred, so the current bar's prediction never uses future data. 🔹Probability Interpretation The probability represents the model's learned estimate from past data on the current chart. It is not a guaranteed win rate. Markets can shift in ways the model has not yet seen, and sample size is always a limitation. Probabilities should be used as one input among many in a trading decision, not as a standalone signal. UNIQUENESS The SuperTrend Logistic Regression indicator takes a distinct approach to SuperTrend enhancement. Rather than altering the SuperTrend calculation itself, it preserves the classic SuperTrend behavior and adds a statistical layer on top that scores each flip independently. Every flip is still detected, so users never miss signals; the probability only determines what gets visually emphasized. The logistic regression implementation uses proper gradient descent with L2 regularization, weight clipping, and exponential decay weighting, making the training process stable and adaptive. Weights persist across bars and are refined with each new resolved signal rather than being recalculated from scratch. Separate bull and bear models learn direction-specific feature relationships independently, avoiding the oversimplification of assuming features have opposite meanings for opposite directions. All 14 features are toggleable, spanning candle structure, trend context, and technical indicators, so users can customize which market characteristics feed into the model. The probability is backed by a concrete, testable definition: the likelihood that the current flip will resolve profitably by the time the next opposite flip occurs, based on how similar past flips performed. This matches how SuperTrend is naturally traded on flip-to-flip cycles. Minimum sample gating ensures that probability labels only appear once the model has enough training data to make meaningful predictions, preventing misleading early signals. Together, these choices make the indicator a disciplined, data-driven extension of SuperTrend that adapts to each instrument and timeframe it runs on, rather than applying a one-size-fits-all scoring system.
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FVG Quality Scorer | Flux ChartsGENERAL OVERVIEW: FVG Quality Scorer is a Fair Value Gap analysis tool designed to extend beyond basic gap detection. Instead of treating every gap equally, this indicator evaluates each FVG across four independent scoring axes and assigns a letter grade (A through D) based on configurable thresholds. This creates a structured view of the chart where gaps are organized by their relative characteristics. Every FVG is scored once at the moment of creation across Displacement Strength, Volume Delta, Contextual Location, and Structural Alignment. Each axis is scored from 0 to 25, producing a weighted composite score out of 100. Scores are fixed at creation, ensuring the evaluation reflects the conditions present at the time of formation and does not change retroactively. In contrast, each FVG’s lifecycle state (Fresh, Tested, Partially Filled, Mitigated) updates in real time as price interacts with the zone, providing a current view of how price is interacting with each gap. A companion dashboard tracks grade distribution, active counts, total formations, and average fill times across the visible chart history. Score labels at the edge of each FVG box provide a quick reference to the assigned grade, with optional tooltips displaying the full scoring breakdown and current lifecycle state. FEATURES: ◇ Four-axis scoring system: Displacement Strength, Volume Delta, Contextual Location, and Structural Alignment, each scored from 0 to 25 for a maximum composite score of 100 ◇ Letter grade assignment (A, B, C, D) using per-axis threshold gates with configurable minimum scores and required axes per grade ◇ Lower timeframe volume delta analysis using intrabar data to estimate directional volume distribution within the displacement candle ◇ Higher timeframe FVG nesting detection to identify when current timeframe gaps are positioned within higher timeframe imbalances ◇ Session timing reference covering Asian, London, New York AM, and New York PM sessions based on New York time ◇ Premium and Discount zone scoring using a proportional gradient based on the FVG’s position within a defined price range ◇ Market structure classification using swing high and swing low sequences to label conditions as bullish, bearish, or mixed ◇ Break of Structure (BOS) tracking using crossover logic to identify recent structural breaks relative to the FVG direction ◇ Post-sweep proximity detection identifying FVGs that form after a liquidity sweep of a swing level ◇ Lifecycle state tracking: Fresh → Tested → Partially Filled → Mitigated, with corresponding visual updates on the chart ◇ Score labels with optional tooltips displaying axis scores and current lifecycle state ◇ Dashboard displaying active counts, total formations, and average bars to mitigation per grade, along with nearest A-grade distance tracking ◇ Configurable axis weights for adjusting the influence of each scoring dimension in the composite score ◇ Alerts for newly formed A-grade and B-grade FVGs based on defined grading criteria WHAT IS A FAIR VALUE GAP? A Fair Value Gap is a three-candle price formation that highlights an imbalance in price movement. It occurs when the third candle’s wick does not overlap with the first candle’s wick, leaving a visible gap created by the middle candle. This middle candle is often referred to as the “displacement” candle, as it reflects a relatively strong move in price over a short period. In a bullish FVG, the low of the third candle is positioned above the high of the first candle. In a bearish FVG, the high of the third candle is positioned below the low of the first candle. The space between these two wicks defines the FVG zone. Within ICT and Smart Money Concepts frameworks, these gaps are interpreted as areas where price moved quickly, leaving limited trading activity at certain levels. As a result, these zones are often monitored as areas of interest if price revisits them in the future. However, not all FVGs share the same characteristics, and variations in formation context are what this indicator evaluates using its scoring system. WHAT IS THE THEORY BEHIND THIS INDICATOR? The core premise behind FVG Quality Scorer is that gap detection alone does not capture the full context of how Fair Value Gaps form. On any given trading day, multiple FVGs can appear across timeframes, each with different characteristics depending on the surrounding price action. This indicator evaluates those characteristics using a structured scoring approach. Not all FVGs form under the same conditions. For example, a gap created by a relatively small candle during low volume periods in a ranging market will differ in structure from one formed during a strong displacement move with increased volume, aligned with broader market structure and session timing. These differences are often considered when analyzing FVGs, but evaluating them manually across multiple factors and timeframes can be time intensive and subjective. FVG Quality Scorer standardizes this process by quantifying these characteristics into a consistent framework. The indicator’s four-axis model reflects commonly used analytical considerations within ICT and Smart Money Concepts methodologies. These include measuring displacement strength, assessing volume characteristics, evaluating contextual positioning within a range or session, and identifying alignment with market structure. By organizing these factors into a rule-based system, the indicator provides a consistent method for comparing FVG formations based on their underlying attributes. Axis 1: Displacement Strength (0 to 25 points) The displacement candle is the middle candle of the three-bar FVG formation and is the candle responsible for creating the gap. This axis evaluates the characteristics of that candle based on its size, structure, and relation to surrounding price action. Candles with larger bodies relative to their total range, higher relative size compared to recent volatility, and alignment with neighboring candles are scored differently than candles with smaller bodies or more pronounced wicks. The indicator evaluates three sub-metrics within this axis. Body-to-range ratio (0 to 10 points) measures how much of the candle’s total range is composed of the body versus the wicks. A ratio of 0.85 or higher receives 10 points, ratios between 0.70 and 0.85 receive 7 points, ratios between 0.55 and 0.70 receive 4 points, and anything below 0.55 receives zero. ATR multiple (0 to 10 points) compares the displacement candle’s total range to the 14-period Average True Range. A range equal to or greater than 2 times the ATR receives 10 points, 1.5x to 2x receives 7 points, 1x to 1.5x receives 4 points, and values below 1x receive zero. Consecutive displacement (0 to 5 points) evaluates whether the candles immediately before and after the displacement candle close in the same direction as the FVG. If both surrounding candles align, the FVG receives 5 points. If one aligns, it receives 2 points. If neither aligns, it receives zero. This metric reflects the consistency of direction across the three-candle formation. Axis 2: Volume Delta (0 to 25 points) Volume reflects how much activity occurred, while volume delta separates that activity into directional components based on price movement. By analyzing lower timeframe data, volume can be divided into buying and selling activity within the displacement candle, providing additional context on how volume was distributed during the move. The indicator uses lower timeframe intrabar data (configurable, default 1 minute) to estimate this distribution. Each lower timeframe candle within the displacement bar is classified as bullish volume (close above open) or bearish volume (close at or below open), and these values are aggregated to form a directional breakdown. This axis evaluates three sub-metrics. LTF dominance (0 to 12 points) measures the percentage of total volume on the displacement candle that aligns with the FVG direction. Values above 75% receive 12 points, 60% to 75% receive 8 points, 50% to 60% receive 4 points, and values below 50% receive zero. Relative volume (0 to 8 points) compares the displacement candle’s volume to the 20-period volume average. Volume equal to or greater than 2 times the average receives 8 points, 1.5x to 2x receives 5 points, 1x to 1.5x receives 2 points, and values below the average receive zero. Volume rising (0 to 5 points) evaluates whether volume increases across the three candles of the formation, where volume on the displacement candle exceeds the prior candle, and the prior candle exceeds the one before it. This metric captures the progression of volume across the formation. Screenshot: Zoomed view showing the Delta volume panel below with visible volume spike on the displacement candle] Axis 3: Contextual Location (0 to 25 points) The location of an FVG within the recent price range provides additional context for how it formed. In ICT methodology, the range is often divided into two halves using the equilibrium (50%) level. The lower half is referred to as the “discount zone,” while the upper half is referred to as the “premium zone.” A bullish FVG forming in the lower portion of the range is positioned within the discount zone, while a bearish FVG forming in the upper portion is positioned within the premium zone. FVGs that form closer to the midpoint or on the opposite side of the range can be described as having different contextual positioning relative to the defined range. This indicator incorporates that positioning into its scoring by evaluating where the FVG forms within the selected lookback range, using a proportional approach rather than a fixed cutoff at the midpoint. In addition to premium and discount positioning, other contextual factors can be used to describe how an FVG forms within the broader price environment. These include whether the FVG appears after a liquidity sweep, whether it is positioned within a higher timeframe FVG, and whether it forms during specific session windows. These elements provide additional structure for evaluating the formation context. This axis evaluates four sub-metrics. Premium and Discount scoring (0 to 8 points) uses a proportional gradient across the recent price range defined by the Range Lookback setting. For bullish FVGs, gaps forming in the lower half of the range (below equilibrium) receive the full 8 points. Gaps forming above equilibrium receive a reduced score that decreases progressively as the FVG approaches the top of the range. The same logic is applied in reverse for bearish FVGs. HTF FVG nesting (0 to 8 points) evaluates whether the current FVG is fully contained within a higher timeframe FVG of the same direction. The indicator retrieves higher timeframe data using the configurable HTF input and checks for this containment condition. Post-sweep proximity (0 to 5 points) evaluates whether a swing level was exceeded shortly before the FVG formed. A sweep is defined as price moving beyond a swing high or swing low and then returning back within the prior range. This metric checks for that condition within a configurable lookback window. Killzone timing (0 to 4 points) evaluates whether the FVG forms during predefined session windows. The indicator converts bar time to New York time and checks against four intervals: Asian session (20:00 to 00:00), London session (02:00 to 05:00), New York AM (09:30 to 11:00), and New York PM (13:30 to 16:00). Axis 4: Structural Alignment (0 to 25 points) Market structure provides a framework for describing how price is evolving over time. This axis evaluates how the direction of an FVG relates to the current structure defined by swing highs and swing lows. The indicator identifies swing highs and swing lows using pivot detection with a configurable swing length and evaluates three sub-metrics. Market structure classification (0 to 10 points) compares the most recent swing highs and swing lows to determine whether price is forming higher highs and higher lows, lower highs and lower lows, or a mixed sequence. These conditions are labeled as bullish, bearish, or mixed. Scoring is then assigned based on the relationship between the FVG direction and the identified structure. EMA alignment (0 to 8 points) evaluates the position of price relative to a configurable Exponential Moving Average (default 50 period). For bullish FVGs, higher scores are assigned when price is positioned above the EMA, while for bearish FVGs, higher scores are assigned when price is positioned below the EMA. Scores are reduced when price is positioned on the opposite side relative to the FVG direction. Recent BOS detection (0 to 7 points) evaluates whether a Break of Structure (BOS) has occurred within a configurable lookback window (default 20 bars). A BOS is defined as price closing beyond a recent swing high or swing low. The indicator uses crossover logic to identify these events and ensures each structural break is only counted once. Scoring is based on whether a recent BOS aligns with, differs from, or is absent relative to the FVG direction. Screenshot: Showing BoS and HH Grade Assignment System Instead of using a single composite score cutoff, FVG Quality Scorer applies a per-axis threshold system for grade assignment. For each grade level (A, B, C), you can define which axes are required and the minimum score each must meet. An FVG must satisfy all required axis thresholds to be assigned a given grade. This structure ensures that each selected dimension is evaluated independently rather than relying on a single averaged value. For example, with default settings, an A grade requires all four axes to meet a minimum score of 12 out of 25. A B grade requires only the Displacement and Volume axes to meet a minimum of 12, while a C grade requires those same axes to meet a minimum of 8. Any FVG that does not meet the criteria for A, B, or C is assigned a D grade. These thresholds and required axes can be fully customized for each grade level. A weighted composite score (0 to 100) is also calculated and displayed in the score label tooltip for reference, but it does not determine the assigned grade. This allows the grading system to operate independently of the composite value. The composite score uses configurable axis weights (default 25 per axis), which can be adjusted to modify how each dimension contributes to the total score. Lifecycle State Machine Each FVG is tracked through a series of lifecycle states as price interacts with the zone, and these transitions occur automatically regardless of grade. The lifecycle begins at Fresh when the FVG forms and no candle has interacted with the zone boundary. When price first wicks into the boundary (detected using crossover logic that excludes the formation candle), the state transitions to Tested. If price closes within the zone, the state changes to Partially Filled, and the visual appearance of the box is adjusted to reflect this state. If price later closes back outside the zone, the state returns to Tested rather than Fresh, as the zone has already been interacted with. When price fully crosses through the zone, the FVG is marked as Mitigated. The definition of mitigation can be configured to require either a wick crossing or a full candle close beyond the zone. Mitigated FVGs can either be removed from the chart or remain visible as dimmed boxes using the Show Historic setting. When mitigation occurs, the right edge of the box is fixed at the candle where the event took place. The current lifecycle state is displayed in the tooltip alongside the scoring breakdown when hovering over the score label. 🔹 Dashboard The dashboard provides a statistical summary of FVG activity across the visible chart history. It is structured as a table with one row per grade (A through D) and three data columns. The Active column displays the number of unmitigated FVGs currently present on the chart for each grade. The Total column shows the total number of FVGs formed for each grade across the chart history. The Avg Fill Time column displays the average number of bars between formation and mitigation for FVGs of that grade that have been fully mitigated. This calculation includes only completed (mitigated) FVGs. A bottom row in the dashboard tracks the nearest active A-grade FVG relative to the current price. It displays the distance from the current close to the nearest boundary of the zone (the lower boundary if the FVG is above price, or the upper boundary if below), along with a directional indicator. If price is currently within an A-grade zone, the dashboard displays “Inside zone.” If no A-grade FVGs are active, it displays “None active.” The dashboard position and text size can be configured. Screenshot: Close up of the dashboard table showing all four grade rows with Active, Total, and Avg Fill Time populated. Include the Nearest A row showing a directional arrow with distance. 🔹 Score Labels and Tooltips Each FVG box displays its grade letter (A, B, C, or D) centered inside the zone. At the right edge of the box, a small label shows the composite quality score out of 100. Hovering over this label reveals a detailed tooltip with the complete scoring breakdown: the total score, the grade, individual scores for all four axes (each out of 25), and the current lifecycle state. This gives you instant access to why a particular FVG earned its grade without needing to open any settings. Score labels can be toggled off using the Show Score Labels setting if you prefer a cleaner chart. INPUTS: 🔹 Settings ◇ Swing Length: Lookback period for pivot high and pivot low detection used in market structure analysis, BOS tracking, and sweep detection. Higher values produce fewer, more significant swing points. Default 5. ◇ ATR Length: Period for the Average True Range calculation used in displacement scoring. Default 14. ◇ LTF for Volume Delta: Lower timeframe used to calculate intrabar volume delta on the displacement candle. Default 1 minute. Must be lower than the chart timeframe for accurate results. ◇ HTF for FVG Nesting: Higher timeframe checked for FVG nesting confluence. Default 60 minutes (1 hour). Should be higher than the chart timeframe. ◇ Range Lookback: Number of bars used to calculate the premium and discount range for contextual scoring. Default 50. ◇ Sweep Proximity Window: Number of bars to look back for recent liquidity sweeps when scoring post sweep proximity. Default 5. ◇ BOS/CHoCH Lookback: Maximum number of bars a Break of Structure can be from the current bar and still be considered "recent" for structural scoring. Default 20. ◇ EMA Length: Period for the Exponential Moving Average used in structural alignment scoring. Default 50. ◇ Mitigation Method: Determines how FVG invalidation is measured. Wick mode triggers mitigation when a wick crosses through the zone. Close mode requires a candle close beyond the zone. Default Wick. Screenshot of the Settings input group in TradingView showing all the configurable parameters: Swing Length, ATR Length, LTF, HTF, Range Lookback, Sweep Window, BOS Lookback, EMA Length, and Mitigation Method. 🔹 Axis Weights ◇ Displacement Weight: Relative weight applied to the Displacement Strength axis when calculating the composite score displayed in the tooltip. Higher weight increases this axis's influence on the total score. Default 25. ◇ Volume Delta Weight: Relative weight for the Volume Delta axis. Default 25. ◇ Contextual Weight: Relative weight for the Contextual Location axis. Default 25. ◇ Structural Weight: Relative weight for the Structural Alignment axis. Default 25. 🔹 Display ◇ Minimum Display Grade: Hides FVGs below this grade threshold from the chart. Set to D to show all grades, or A to show only the highest quality gaps. Default C. ◇ Show Historic (Mitigated): When enabled, mitigated FVGs remain visible as grayed out boxes instead of being removed from the chart. Useful for studying how different grade levels performed historically. Default off. ◇ Show Score Labels: Toggles the score labels at the right edge of each FVG box. Hover over the label to see the full axis breakdown tooltip. Default on. ◇ Grade Colors (A → D): Four color pickers on a single row controlling the color for each grade tier. Defaults are green (A), teal (B), amber (C), and gray (D). 🔹 Dashboard ◇ Show Dashboard: Toggles the statistics dashboard on or off. Default on. ◇ Dashboard Position: Choose from all nine screen positions (top, middle, bottom combined with left, center, right). Default Top Right. ◇ Dashboard Size: Controls the text size of the dashboard. Options are Tiny, Small, Normal, and Large. Default Small. 🔹 A Grade / B Grade / C Grade ◇ Each grade tier has its own settings group with four minimum score thresholds (one per axis, 0 to 25) and four toggle switches to select which axes are required for that grade. An FVG must meet or exceed the minimum score on every required axis to earn the grade. Grades are checked top down: A first, then B, then C. Any FVG that fails all three checks receives a D grade. Unchecking a required axis means that axis is ignored for that grade's evaluation, allowing you to create grade profiles that focus on specific quality dimensions. Screenshot of the settings panel showing the A Grade, and B Grade input groups with their min score thresholds and require toggles visible. ALERTS: ◇ New A Grade FVG: Fires when a new Fair Value Gap is detected that meets all A grade requirements. Use this to get notified of the highest quality setups without watching the chart continuously. ◇ New B Grade FVG: Fires when a new Fair Value Gap is detected that meets B grade requirements but does not qualify for A grade. UNIQUENESS: Many FVG indicators on TradingView focus on detecting gaps and may include basic filtering based on size or direction. FVG Quality Scorer extends this approach by evaluating each gap across multiple dimensions, including lower timeframe volume distribution, higher timeframe positioning, market structure classification, and session-based context. These factors are combined into a structured scoring framework. The axis-based grading system provides an alternative to single-threshold scoring methods. Instead of relying on a single composite cutoff, each grade level is determined by minimum requirements across selected axes. This ensures that each specified dimension meets defined criteria rather than being offset by higher values in other areas. The lifecycle state system tracks how each FVG evolves as price interacts with the zone, while the dashboard aggregates metrics such as counts and average bars to mitigation across grade levels. These features provide a structured way to review how FVGs have behaved over the selected chart history and to adjust grading configurations accordingly.
Pine Script®指標
由fluxchart提供
6
Daily Bias | Flux ChartsGENERAL OVERVIEW Daily Bias is a session-based bias tool built to help traders understand whether the current session is more likely to be bullish, bearish, or neutral. It tracks the key liquidity levels from the Asia, London, and New York sessions, along with important higher-timeframe levels like the previous 1-hour, 4-hour, and daily highs and lows. It then watches for sweeps of those levels, checks whether price rejects them or keeps moving, reads what the previous session likely did, and uses a simple lower-timeframe structure to confirm direction. All of that is combined into one clear dashboard, so instead of only showing a bullish or bearish bias, the indicator also shows why that bias is being given. [SCREENSHOT: Chart showing session zones, HTF liquidity lines, and the Daily Bias dashboard WHAT IS THE THEORY BEHIND THIS INDICATOR? The main idea behind this indicator is that one session often sets up the next one. Price will often run above a known high or below a known low to take liquidity first. After that, the important question is whether the price keeps going, or rejects that move and turns back. That reaction gives a clue about the likely direction of the next session. For example, if the previous session trades above a key high but then falls back below it, that shows rejection from the highs and can suggest bearish pressure for the current session. If the previous session trades below a key low but then climbs back above it, that shows rejection from the lows and can suggest bullish pressure for the current session. This indicator reads that behavior automatically by looking at what the previous session did around important liquidity levels. It also keeps an eye on major intraday reference points like the previous 1-hour high and low, 4-hour high and low, and previous day high and low, because price often reacts around those areas. Then it checks whether the market is starting to confirm that idea on lower timeframes. After that, everything is brought together into one final bias: bullish, bearish, or neutral. The dashboard does not just show the bias — it also shows the reasoning behind it, so traders can quickly understand why the indicator is leaning in a certain direction. SCREENSHOT: Example showing a liquidity sweep followed by a reversal. DAILY BIAS FEATURES The Daily Bias indicator includes 9 main features: Sessions Liquidity (Asia, London, NY) Higher Timeframe Liquidity (1H, 4H, Previous Day) Liquidity Level Labels Sweep Markers Historical Levels Session Profile Classification Lower Timeframe Structure Confirmation Final Bias Engine Daily Bias Dashboard Each component operates independently while sharing the same underlying liquidity logic. All features feed into a unified dashboard that displays the current state of the bias decision, along with detailed tooltips on every cell. SESSIONS LIQUIDITY 🔹 What Is a Session? A session is a fixed time window within the trading day during which a major financial center is most active. The Asia session corresponds to the Tokyo trading window, London corresponds to the European morning, and NY corresponds to the US morning. Each session tends to deliver a characteristic style of price action, and the highs and lows formed inside them often act as draws on liquidity for the next session. 🔹 How the Indicator Tracks Sessions The Daily Bias indicator tracks three key trading sessions and maps out each one directly on the chart with its own colored range, session high and low, and session label. By default, the sessions are based on the New York time zone: Asia: 20:00 – 22:00 London: 02:00 – 04:00 New York: 10:00 – 12:00 As soon as a session begins, the indicator starts building that session’s range in real time. It expands the zone as price moves and keeps updating the session high and session low until the session closes. Once the session is complete, the final high, low, open, and close of that session are saved and used later by the bias logic. This matters because the completed session range becomes an important liquidity reference for the sessions that follow. In other words, the indicator is not just drawing session boxes for visuals, it is using those completed session highs and lows as part of the read on where price may want to trade next. These session drawings only appear on intraday charts and are automatically hidden on daily and higher timeframes. SCREENSHOT: Asia, London, and NY session boxes plotted across an intraday chart 🔹 Session Titles and Extension Lines When enabled, each session displays a title label above its box. Once a session ends, its high and low are extended forward as horizontal lines until replaced by the next instance of that same session. Each session has independent color controls for its high line and low line. Default colors are teal/maroon for Asia, blue/orange for London, and purple/green for NY. SCREENSHOT: session extension lines with titles active after the session closes 🔹 Customization Options Show / Hide toggle per session Session zone color and opacity per session High and low line colors per session Session titles toggle and label size (Tiny, Small, Normal, Large, Huge) Line style (Solid, Dashed, Dotted) and line width (1-5) HIGHER TIMEFRAME LIQUIDITY 🔹 What Is Higher Timeframe Liquidity? A higher-timeframe high or low is the extreme price reached during the most recently completed candle on a higher timeframe. These levels are visible on every higher timeframe chart, which makes them natural locations for stop-loss orders and pending breakout orders to accumulate. 🔹 How the Indicator Tracks HTF Liquidity The indicator tracks three higher-timeframe liquidity sources: the previous 1-Hour high and low, the previous 4-Hour high and low, and the previous Day high and low. When a new higher-timeframe candle begins, the previous candle's final high and low are archived and drawn as horizontal lines on the chart. These levels remain visible until replaced by the next completed candle and are also used by the bias engine to classify session profiles. SCREENSHOT: 1H, 4H, and Previous Day high and low extension lines on 5m chart 🔹 Extend Levels When Extend Levels is enabled, all HTF liquidity lines extend forward by a user-defined number of bars beyond the current bar, making them easier to see as future targets. The extension distance is shared across all three HTF sources. 🔹 Customization Options Show / Hide toggle per source (1H, 4H, Previous Day) High and low line colors per source Extend Levels toggle and bar count (0-100) Line style (Solid, Dashed, Dotted) and line width (1-5) LIQUIDITY LEVEL LABELS The Daily Bias indicator displays labels next to each tracked liquidity level on the right edge of the chart. When two or more sources fall on the exact same price, the text is automatically merged with an ampersand (for example, "1H & 4H High") so the label shows at a glance how many sources align there. SCREENSHOT: merged liquidity labels showing combined sources 🔹 Customization Options Show Labels toggle Label color (global) Label size (Tiny, Small, Normal, Large, Huge) SWEEP MARKERS A liquidity sweep occurs when the price trades beyond a previously established high or low, triggering resting stop orders at that level. When Sweep Markers is enabled, a small red diamond appears above any candle that sweeps a high-side liquidity level, and a small green diamond appears below any candle that sweeps a low-side level. SCREENSHOT: chart with sweep markers active, showing both high and low sweep diamonds The same sweep events also feed the Current Status section of the dashboard and the bias engine, regardless of whether the markers are visually enabled. 🔹 Customization Options Show / Hide toggle (off by default) HISTORICAL LEVELS By default, the Daily Bias indicator shows only the most recent set of sessions and HTF liquidity lines. When Historical Levels is enabled, older lines from previous sessions and previous higher-timeframe candles remain visible on the chart, anchored at their original times. Up to 60 historical lines per side per source are kept on the chart at once. When the limit is exceeded, the oldest line is automatically deleted. SCREENSHOT: chart with Historical Levels enabled showing older session and HTF lines 🔹 Customization Options Show / Hide toggle (off by default) SESSION PROFILE CLASSIFICATION 🔹 The Four Profiles Once a session ends, the indicator examines how the session interacted with all tracked liquidity sources and assigns one of four profiles: ◇ Consolidation: the session did not clearly sweep any tracked liquidity level ◇ Manipulation (Sweep Only): the session swept one side of liquidity but did not close back through it ◇ Reversal: the session swept one side of liquidity and closed back through it in the opposite direction ◇ Complex: the session swept both high-side and low-side liquidity, making direction unreliable SCREENSHOT: example of a Bullish Reversal session that swept a low and closed back above it SCREENSHOT: example of a Complex session that swept both highs and lows 🔹 How the Indicator Classifies Sessions At the close of each session, the indicator checks whether the session high exceeded any tracked high-side liquidity level and whether the session low exceeded any tracked low-side level. If both sides were swept, the profile is Complex. If neither side was swept, the profile is Consolidation. If only one side was swept, the indicator then checks whether the session close ended back inside the range — if yes, the profile is Reversal; if no, the profile is Manipulation. 🔹 Profile Direction and Color Coding Each profile carries an associated direction and color in the dashboard: ◇ Consolidation: Neutral (gray) ◇ Manipulation: Neutral, leaning bullish or bearish (orange) ◇ Bullish Reversal: Bullish (lime) ◇ Bearish Reversal: Bearish (red) ◇ Complex: Neutral (yellow) LOWER TIMEFRAME STRUCTURE CONFIRMATION 🔹 What Is Structure Confirmation? Structure confirmation is a check against the previous 5-minute and 15-minute highs and lows. The current bar's close must trade above one of those previous highs to qualify as bullish-confirmed, or below one of those previous lows to qualify as bearish-confirmed. 🔹 How the Indicator Uses Structure Confirmation When Use 5m/15m Confirmation is enabled (default on), the bias engine requires the structure check to agree with the expected direction before assigning Bullish or Bearish to the Final Bias. If structure is not yet confirmed, the bias remains Neutral and the dashboard reason explains that the engine is waiting for confirmation. When disabled, the bias engine assigns direction purely from the session profile and current liquidity events. The dashboard 5m/15m Structure cell displays one of four states: Bullish, Bearish, Not Confirmed, or Off. FINAL BIAS ENGINE 🔹 How the Engine Decides Direction The Final Bias is the indicator's primary output. It combines the previous session's profile, the current session's live liquidity activity, and (optionally) the lower-timeframe structure confirmation into a single directional decision. The decision logic is rule-based and depends on the previous session's profile. ◇ If the previous session was Consolidation: the engine waits for the current session to perform its own manipulation and reversal. If the Current Status shows a remembered Bullish Reversal and structure agrees, the Final Bias becomes Bullish. The bearish case is symmetric. ◇ If the previous session was Manipulation (Sweep Only): the engine waits for the current session to confirm the reversal the previous session left incomplete. ◇ If the previous session was Reversal: the engine expects continuation in the same direction. ◇ If the previous session was Complex: the engine refuses to assign a directional bias. The Final Bias is Neutral. ◇ If no session is currently active: the Final Bias is Neutral with reason "No active session." 🔹 Final Bias Output The Final Bias is displayed in the dashboard as Bullish (lime), Bearish (red), or Neutral (gray). Every bias decision is paired with a Reason line that explains the exact rule that produced the current value. SCREENSHOT: dashboard Final Bias showing Bullish with corresponding Reason line DAILY BIAS DASHBOARD The Daily Bias indicator includes a built-in dashboard that displays the current state of every component used in the bias decision. The dashboard is divided into four sections: a header, Session Context, Bias Engine, and Reason. Every cell that contains a value also includes a tooltip that explains what the value means and why it currently shows what it does. 🔹 Session Context Current Session: the session price is trading in right now (Asia, London, NY, or None) Previous Session: the session that immediately preceded the current one Current Status: the most recent remembered liquidity event from any tracked source, updated every time a sweep or reversal occurs, and remembered until a newer same-source event replaces it 🔹 Bias Engine Previous Profile: the classification of the previous session (Consolidation, Manipulation, Reversal, or Complex) Previous Direction: the directional takeaway from the previous session profile Expected Now: what the engine expects from the current session based on the previous session's profile 5m/15m Structure: the current structural state from the lower-timeframe confirmation system Final Bias: the engine's current directional decision 🔹 Reason The bottom row displays the exact reason behind the current Final Bias in plain English. This text changes dynamically as the engine state changes. 🔹 Tooltips Every cell has its own tooltip that explains both what the field means in general and why the current value is what it is. For example, hovering over Previous Profile when the value is Bullish Reversal reveals: "Previous Profile means the profile of the previous session, which is NY. It is Bullish Reversal because that session swept low-side liquidity at PD Low and then closed back above it." This makes the dashboard fully self-documenting. 🔹 Customization Options Show / Hide Dashboard toggle Text size (Tiny, Small, Normal, Large) IMPORTANT NOTES The Daily Bias indicator is designed to run on intraday timeframes. Session tracking is automatically disabled on Daily, Weekly, and Monthly charts. The indicator uses the America/New_York time zone for all session calculations. The 5m/15m structure confirmation reads only closed previous candles and produces no future-looking data. The bias engine is intentionally session-anchored — outside of the three tracked sessions, the Final Bias remains Neutral with reason "No active session." UNIQUENESS The Daily Bias indicator focuses on session-anchored directional bias by combining session profile classification, live liquidity event tracking, and lower-timeframe structure confirmation into a single transparent system. Unlike indicators that only display levels or only show signals, every decision the engine makes is exposed on the dashboard along with a plain-English Reason line and detailed tooltips on every cell. The session profile system classifies each completed session into one of four distinct states by examining how it interacted with three higher-timeframe liquidity sources and two cross-session sources at once. The Current Status system remembers the most recent valid liquidity event across all six tracked sources. The bias engine combines profile, expected behavior, current status, and structure into a single directional decision that is fully traceable from cell to cell.
Pine Script®指標
由fluxchart提供
1
ICT Suspension Blocks | Flux ChartsGENERAL OVERVIEW: ICT Suspension Blocks is built around the idea that one candle can become important when it is suspended between two volume imbalances - one above it and one below it. In ICT theory, that suspended area can behave like a compact inefficiency zone and may later act as a reaction point when price revisits it. The indicator automates that idea by scanning for bullish and bearish three-candle formations, identifying the suspended price area between the two imbalances, plotting the zone directly on the chart, and then managing its lifecycle through retest and invalidation logic. The goal of the indicator is not just to mark a pattern, but to keep the structure practical for chart use: active zones can be prioritized by proximity, invalidated zones can optionally remain visible for reference, retests can be marked, and overlapping zones can be merged when the user wants a cleaner display. (Screenshot: Full chart view showing bullish and bearish Suspension Block zones) (Screenshot: Example of a Suspension Block forming between two body-to-body imbalances) WHAT IS THE THEORY BEHIND THE INDICATOR?: This indicator is based on the ICT idea that a single candle can become meaningful when it is suspended between two volume imbalances. The logic starts with understanding what a volume imbalance is, then how two of those imbalances can frame a single candle and turn that area into a Suspension Block. What IS A VOLUME IMBALANCE? A volume imbalance, in this context, is a body-to-body inefficiency between two consecutive candles. It appears when the open of the newer candle gaps away from the close of the previous candle, showing that price moved so aggressively that the candle bodies did not match smoothly from one bar to the next. Bullish volume imbalance: the newer candle opens above the previous candle’s close. Bearish volume imbalance: the newer candle opens below the previous candle’s close. Wick overlap is allowed. What matters is the body separation, not whether the wicks overlap. These imbalances matter because they show inefficient price delivery. In ICT theory, the market often revisits inefficient areas later, which is why traders treat them as important reference zones. Step by step: 1. Look at the close of one candle. 2. Compare it to the open of the next candle. 2a. If the next candle opens clearly above that close, it creates a bullish body-to-body imbalance. 2b. If the next candle opens clearly below that close, it creates a bearish body-to-body imbalance. 3. That body gap is the imbalance the indicator uses as part of the Suspension Block structure. (Screenshot: Bullish volume imbalance example) (Screenshot: Bearish volume imbalance example) WHAT IS A SUSPENSION BLOCK?: A Suspension Block is the price area created when one candle is framed by a volume imbalance on one side and another volume imbalance on the other side. In simple terms, the candle is “suspended” between two body-to-body inefficiencies, which is why the pattern gets its name. In the theory referenced for this indicator, the suspended candle behaves similarly to a compact inefficiency zone or PD Array. That means the market may revisit the area later and react from it as support or resistance, depending on whether the structure is bullish or bearish. Step by step: 1. Start with a three-candle sequence. 2. Check whether there is a valid body-to-body imbalance between candle 3 and candle 2. Then check whether there is another valid body-to-body imbalance between candle 2 and candle 1. 3. If both imbalances exist in the same direction, the middle part of that structure becomes the Suspension Block setup. For a bullish Suspension Block, the sequence is bullish and the two imbalances are upward. For a bearish Suspension Block, the sequence is bearish and the two imbalances are downward. The indicator then draws the zone from the close of candle 3 to the open of candle 1, which defines the suspended price area. (Screenshot: Bullish suspension Block area highlighted between two volume imbalances) (Screenshot: Bearish suspension Block area highlighted between two volume imbalances) HOW THE INDICATOR SHOWCASES THAT THEORY: Once the structure is confirmed, the indicator turns the concept into a practical chart tool. It plots the Suspension Block zone, extends active zones to the current bar, tracks valid retests, and stops the zone when invalidation happens. Bullish and bearish zones are displayed with separate colors for fast recognition. The zone is anchored to the suspended price area. Retests are stored and can be marked with triangle labels. Invalidated zones can be hidden or kept as historical reference. Nearby zones can be prioritized with Show Nearest, and overlapping same-side zones can be merged with Combine Overlapping Zones. This makes the indicator useful not only for learning the ICT concept, but also for applying it directly on live charts in a structured way. (Screenshot: Indicator showcase with active bullish and bearish Suspension Blocks) (Screenshot: Indicator showcase with retest markers and invalidation) (Screenshot: Indicator showcase with combined overlapping zones) FEATURES: 🔷Bullish Sets the fill color used for bullish Suspension Block zones. This controls how active and historical bullish zones appear on the chart. (Screenshot: Bullish Suspension Block color styling) 🔷Bearish Sets the fill color used for bearish Suspension Block zones. This gives bearish zones their own visual identity and helps separate them from bullish zones at a glance. (Screenshot: Bearish Suspension Block color styling) 🔷Invalidation Method Controls how a Suspension Block becomes invalid. Wick mode invalidates a zone as soon as price trades through the far side with the wick. Close mode invalidates a zone only when price closes through the far side. (Screenshot: Wick invalidation) (Screenshot: Close invalidation) 🔷Midline Turns the midpoint line inside each zone on or off. When enabled, the indicator draws a center line halfway between the top and bottom of the Suspension Block. (Screenshot: Midline drawn through the center of a Suspension Block) 🔷Midline Style Controls whether the midpoint line is solid, dashed, or dotted. This is a visual preference setting that changes how prominent the midline appears. 🔷Zone Labels Turns the SB+ and SB- labels on or off. The labels are placed inside the zone at the right-center area so the zone remains clearly identified without extending the label beyond the box. (Screenshot: SB+ and SB- labels positioned inside the right side of each zone) 🔷Retest Labels Turns retest triangle markers on or off. When enabled, the indicator stores retest times and displays a triangle marker for each valid retest that belongs to a visible zone. (Screenshot: Green and red retest triangles displayed on valid zone retests) 🔷Combine Overlapping Zones When enabled, overlapping Suspension Block zones of the same side are merged into one wider combined zone. The combined zone keeps the earliest left boundary, expands to the full overlapping price range, and merges the retest history from the older zones into the new one. (Screenshot: Multiple overlapping zones merged into one zone) 🔷Hide Invalidated Zones Controls whether mitigated or invalidated zones remain visible. When turned on, invalidated zones are removed from the chart. When turned off, invalidated zones are stored separately and can still be displayed as historical reference without being used again in active-zone logic such as nearest-zone selection or future retest checks. (Screenshot: Invalidated zones hidden) (Screenshot: Invalidated zones displayed for historical reference) 🔷Show Nearest Limits how many bullish and bearish active zones remain visible at the same time. The indicator ranks active zones by distance from current price and shows only the nearest ones for each side. (Screenshot: Only the nearest active bullish and bearish zones displayed) 🔷Minimum Size Filters out very small Suspension Blocks by requiring the zone size to be at least a selected fraction of ATR. A value of 0 disables the size filter. Higher values make the indicator more selective and remove weaker or very small formations. 🔷Alerts Users can enable alerts with this indicator via AnyAlert() functionality. The following alerts are available: ◇ New Bullish SB Alerts for newly detected bullish Suspension Blocks. ◇ New Bearish SB Alerts for newly detected bearish Suspension Blocks. ◇ Bullish SB Retest Alerts for bullish Suspension Block retests. ◇ Bearish SB Retest Alerts for bearish Suspension Block retests. UNIQUENESS: ICT Suspension Blocks is unique because it turns a relatively niche ICT concept into a structured chart tool that not only detects the pattern, but also manages its full lifecycle - from creation, to retest tracking, to invalidation, to optional historical display - while keeping the chart readable. The zone is drawn from candle 3 close to candle 1 open, so it reflects the actual suspended price space between the two imbalances rather than defaulting to the body of the middle candle. Daily and weekly opening gaps are filtered out from the imbalance checks, which helps avoid false detections caused by session-opening jumps. Retest logic is stricter than a simple touch: the indicator checks whether price approached from the correct side, touched the zone with the wick, and still closed back on the original side. Invalidated zones can be displayed as history without being recycled into active-zone logic, which keeps historical context available without contaminating nearest-zone selection or future retest processing. Overlapping same-side zones can be merged into one combined structure, making the indicator more practical on charts where multiple nearby Suspension Blocks form in the same area. (Screenshot: Example comparing separate overlapping zones vs combined zone mode)
Pine Script®指標
由fluxchart提供
4
Breakout Volume Delta | Flux ChartsGENERAL OVERVIEW: Breakout Volume Delta is an indicator that measures breakout strength using lower-timeframe volume delta. It estimates buyer vs. seller participation within the breakout candle by summing bullish and bearish sub-candle volumes, then visualizes that dominance by splitting the candle body into bullish and bearish segments. ​​https://www.tradingview.com/x/UuFy5eif/ What is the theory behind the indicator?: Breakouts often look strong on price alone, but their quality depends on participation. A breakout candle that is driven by dominant buying or selling pressure is generally more meaningful than a breakout candle that forms with mixed or weak participation. This indicator gauges participation using lower timeframe volume delta. It breaks the current candle into lower timeframe sub-candles, sums volume on bullish sub-candles as bullish volume, and sums volume on bearish sub-candles as bearish volume. Those totals are converted into dominance percentages. The breakout candle is then visualized using a split-body overlay: the portion sized by the dominant side is shown in the breakout color, and the remaining portion is shown as the opposite side. This makes it easy to judge whether the breakout candle was supported by real directional participation or if the opposite side was active inside the same candle. Bullish dominant breakout candle: Bearish dominant breakout candle: FEATURES: 🔹Swing Left and Right Controls how many swing-timeframe candles are required on the left and right side to confirm a swing point before a level is drawn. Higher values reduce noise by requiring stronger confirmation. Higher values increase confirmation delay because more candles are needed to validate the pivot. 🔹Swing Timeframe Selects the timeframe used to detect swing levels. Default setting uses the chart timeframe. Creates each swing timeframe candle by combining the smaller candles inside it, then tracks the highest high and lowest low made during that period. Saves the exact time when those highs and lows happened so levels can be placed accurately on lower timeframes. Swing levels detected on a higher timeframe and shown on a lower timeframe chart: 🔹Volume Delta LTF Selects the lower timeframe used to estimate buy vs sell participation inside each breakout candle. Bull volume sums volume from sub-candles where close is above open. Bear volume sums volume from sub-candles where close is below open. Converts those totals into bullish and bearish dominance percentages. Volume delta label showing bullish and bearish dominance: 🔹Breakout by Controls how a swing level is considered broken. Wick mode confirms a break when the wick crosses the level. Close mode confirms a break only when the candle closes beyond the level. Close breakout: Wick breakout: 🔹Show Nearest Limits how many of the most recent swing levels remain visible on the chart. Deletes older levels once the stored level count exceeds the chosen number. Only the most recent swing levels shown on the chart: 🔹Breakout Volume Filter Optional filter that only validates a breakout if the breakout candle shows enough dominance from the breakout side. Bullish breakouts require bullish dominance to exceed the threshold. Bearish breakouts require bearish dominance to exceed the threshold. If the filter fails, the affected level is removed instead of being marked as broken. Bullish breakout with Breakout Volume Filter activated: Bearish breakout with Breakout Volume Filter activated: 🔹Unmitigated Levels Controls how live (unmitigated) swing levels are drawn. Users can customize the Line style, thickness, and colors for live levels. Live levels shown with unmitigated styling: 🔹Broken Levels Controls how a level looks after it breaks and locks it to the breakout bar. Switches the level to broken style, width, and color, and stops extending and ends at the breakout candle time. 🔹Volume Delta Controls the colors used for bullish and bearish dominance on the split-body overlay. 🔹Extend Levels Controls how far levels extend forward when Extend Right is disabled. 🔹Extend Right When enabled, levels extend all the way to the right instead of stopping at a fixed future point. 🔹Volume Delta Labels Optional volume delta labels that print bullish and bearish volume with dominance percentages on breakout bars. Shows bull and bear volumes plus percentages. Places label above bullish breakouts and below bearish breakouts. UNIQUENESS: Breakout Volume Delta is unique because it visualizes breakout strength directly on the breakout candle using lower timeframe buy vs sell dominance, instead of relying on price action alone. Breakout strength is shown inside the breakout candle by splitting the body into bullish and bearish participation segments. Lower timeframe activity is mapped onto the higher timeframe candle so dominance is visible exactly where the breakout happened. Swing levels provide breakout context, while the split-body overlay explains how much real participation supported the move. Chart-clean design keeps the display readable by limiting how many levels remain on screen.
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Market Structure Dashboard | Flux ChartsGENERAL OVERVIEW Market Structure Dashboard is a multi-timeframe market structure analysis indicator. It combines EMA trend detection, swing high/low tracking, market structure labels, Order Block detection, Fair Value Gap detection, liquidity sweep detection, volume analysis, volatility analysis, trading sessions, ICT killzones, a weighted trend bias system, and HTF levels into one unified dashboard. Each component is calculated independently across up to 7 configurable timeframes and displayed together in a single organized view. (Screenshot: Full dashboard overview - all sections visible) (Screenshot: Dashboard on a busy chart showing OB/FVG boxes, swing labels, HTF lines) WHAT IS THE THEORY BEHIND THIS INDICATOR? The core idea is that a trade setup becomes more reliable when multiple timeframes agree on direction. A bullish signal on a 5-minute chart carries more weight when the 15-minute, 1-hour, and daily timeframes also show bullish conditions. Analyzing each timeframe separately is both time-consuming and prone to error. The Market Structure Dashboard automates this process by calculating key metrics across all enabled timeframes and presenting them side by side. The indicator draws from two established trading methodologies. Smart Money Concepts (SMC) focuses on identifying institutional footprints in price action through patterns like Order Blocks, Fair Value Gaps, and liquidity sweeps. Inner Circle Trader (ICT) methodology emphasizes time-based analysis through specific trading windows called killzones and the importance of previous day, week, and month highs and lows. Rather than treating these concepts in isolation, the dashboard organizes them into a layered framework. Structure shows where the market has been. Zones show where it may react. Sessions and killzones show when activity tends to increase. The trend bias system combines all factors into a single weighted score, giving traders a quick read on overall market sentiment across timeframes. The purpose of the Market Structure Dashboard is to present the current market activity across multiple timeframes and how these conditions relate to earlier market structure, volume, and timing. (Screenshot: Multi-timeframe confluence example - all TFs showing bearish alignment) (Screenshot: Multi-timeframe disagreement example - mixed signals across TFs) MARKET STRUCTURE DASHBOARD FEATURES The Market Structure Dashboard indicator includes 14 main features: EMA Trend Detection Swing High/Low Tracking Market Structure Labels (HH/HL/LH/LL) Order Block Detection Fair Value Gap Detection Liquidity Sweep & Reclaim Detection Volume Analysis Volatility Analysis Trading Sessions ICT Killzones Trend Bias System HTF Levels (PDH/L, PWH/L, PMH/L) Visual Overlays Dashboard Customization Each component operates independently while sharing the same underlying market structure logic. All features are calculated across up to 7 user-configurable timeframes and displayed in a unified dashboard. Detailed explanations for each component are provided in the sections that follow. EMA TREND DETECTION 🔹 What is an EMA? An Exponential Moving Average (EMA) is a type of moving average that gives more weight to recent price data. Unlike a Simple Moving Average that weights all prices equally, the EMA responds faster to recent price changes while still considering historical data. Traders use EMAs to identify trend direction and dynamic support/resistance levels. When price trades above the EMA, the short-term trend is considered bullish. When price trades below the EMA, the short-term trend is considered bearish. The distance between price and EMA can indicate trend strength, with larger distances suggesting stronger momentum. 🔹 How the Indicator Uses EMA The dashboard calculates a 9-period EMA (configurable) for each enabled timeframe. The EMA Trend column displays both direction and distance. ◇ Direction is shown with an up arrow (↑) when price is above EMA, or a down arrow (↓) when price is below EMA. ◇ Distance is displayed as percentage, price, or pips based on the Distance Display setting. For example, "+0.45% ↑" means price is 0.45% above the EMA on that timeframe. ◇ Color coding shows green when price is above EMA (bullish) and red when price is below EMA (bearish). The EMA can optionally be plotted as a visual overlay on the chart. It can also be included as a factor in the Trend Bias calculation, where each timeframe's EMA direction contributes to the overall bias score. (Screenshot: EMA column showing bearish readings - red, ↓) SWING HIGH/LOW TRACKING 🔹 What are Swing Highs and Lows? A swing high is a price peak where a candle's high is higher than the highs of surrounding candles. A swing low is a price trough where a candle's low is lower than the lows of surrounding candles. These points represent short-term reversals and define the boundaries of price movement. Swing points are foundational to market structure analysis. Breaking a swing high suggests bullish momentum. Breaking a swing low suggests bearish momentum. The sequence of swing points creates market structure patterns that reveal trend direction. 🔹 How the Indicator Tracks Swing Highs/Lows? The indicator detects swing points using a configurable Swing Length parameter (default: 5). A swing high is confirmed when a candle's high is higher than the specified number of candles on both sides. A swing low is confirmed when a candle's low is lower than the specified number of candles on both sides. This confirmation requirement means swing points are identified with a delay, ensuring they are valid pivots rather than temporary spikes. This same Swing Length setting is also used by Order Block detection and Market Structure labels, so adjusting it affects all three features. ◇ The Swing H/L column displays a visual position indicator showing where price sits within the current swing range. A dot moves along a bar between L (swing low) and H (swing high) to show exact position. ◇ When price breaks outside the range, arrows indicate the direction. An up arrow (↑) appears when price breaks above the swing high. A swing high break indicates that buyers have pushed price beyond the previous peak, suggesting bullish momentum and a potential continuation higher. (Screenshot: Price above Swing High) A down arrow (↓) appears when price breaks below the swing low. A swing low break indicates that sellers have pushed price beyond the previous trough, suggesting bearish momentum and a potential continuation lower (Screenshot: Price breaks Swing Low) When a liquidity sweep occurs (price breaks a level then reclaims it), special arrows appear: ⤴ for a swept and reclaimed low, ⤵ for a swept and reclaimed high. A swept and reclaimed swing means price broke beyond the level, likely triggering stop-loss orders resting beyond it, but then reversed back inside the range. This suggests the breakout was a false move and the opposite direction may follow. Liquidity sweeps are explained in detail in the Liquidity Sweep & Reclaim Detection section below. ◇ Color coding shows green when price is in the lower half of the range or breaks above the swing high, and red when price is in the upper half or breaks below the swing low. (Screenshot) ◇ Tooltips provide additional context when hovering over any Swing H/L cell, such as "Price is nearing swing low on 15M" or "Price above swing high on 1H - swing high broken." MARKET STRUCTURE LABELS (HH/HL/LH/LL) 🔹 What is Market Structure? Market structure refers to the pattern of swing highs and swing lows that price creates over time. By comparing consecutive swing points, each new swing can be classified into one of four types. ◇ HH (Higher High): A swing high that is higher than the previous swing high, indicating bullish momentum. ◇ HL (Higher Low): A swing low that is higher than the previous swing low, indicating bullish momentum. ◇ LH (Lower High): A swing high that is lower than the previous swing high, indicating bearish momentum. ◇ LL (Lower Low): A swing low that is lower than the previous swing low, indicating bearish momentum. (Screenshot: Bullish and Bearish Swing Points) Bullish structure consists of HH and HL patterns, where price makes higher highs and higher lows. Bearish structure consists of LH and LL patterns, where price makes lower highs and lower lows. Mixed structure contains conflicting patterns and indicates consolidation or potential trend change. 🔹 How the Indicator Displays Market Structure The Structure column shows the last three structure labels in sequence along with an overall bias arrow. ◇ "LL-LH-HL →" indicates mixed structure with no clear direction. ◇ "HH-HL-HH ↑" indicates bullish structure with higher highs and higher lows. ◇ "LH-LL-LH ↓" indicates bearish structure with lower highs and lower lows. (Screenshot: Dashboard showing neutral, bearish and bullish indication across different timeframes) The indicator tracks each new swing point as it forms, compares it to the previous swing of the same type, and assigns the appropriate label. Market Structure labels use the same Swing Length setting as Swing High/Low tracking, so both features stay synchronized. Structure bias is determined by the most recent high type and low type combined. If the last swing high was HH and the last swing low was HL, bias is bullish. If the last swing high was LH and the last swing low was LL, bias is bearish. Any other combination shows neutral. Color coding shows green for bullish structure, red for bearish structure, and gray for mixed or neutral structure. ORDER BLOCK DETECTION 🔹 What is an Order Block? An Order Block is a concept from Smart Money analysis representing a candle or consolidation area where institutional orders may have been placed. In SMC methodology, Order Blocks are identified as the last opposing candle before a significant price move that breaks market structure. ◇ A Bullish Order Block is the last bearish candle before a rally that breaks a swing high. When price returns to this zone, it may find support. ◇ A Bearish Order Block is the last bullish candle before a drop that breaks a swing low. When price returns to this zone, it may find resistance. Order Blocks are considered "mitigated" when price trades completely through them, suggesting the institutional orders have been filled. 🔹 How the Indicator Detects Order Blocks The detection algorithm follows a specific sequence to identify valid Order Blocks. ◇ Step 1: The indicator tracks swing highs and swing lows using the configured Swing Length setting (shared with Swing High/Low tracking and Market Structure labels). ◇ Step 2: When price breaks above a swing high, the indicator identifies a bullish breakout. When price breaks below a swing low, it identifies a bearish breakout. ◇ Step 3: For a bullish Order Block, the indicator finds the candle with the lowest low between the broken swing high and the current bar. For a bearish Order Block, it finds the candle with the highest high between the broken swing low and the current bar. ◇ Step 4: The Order Block zone is created spanning from that candle's low to its high. ◇ Step 5: Mitigation is applied when price closes through the Order Block. Bullish OBs are mitigated when price closes below the zone. Bearish OBs are mitigated when price closes above the zone. The Order Block column shows the nearest unmitigated Order Block for each timeframe. "IN BULL OB ↑" means price is currently inside a bullish Order Block. "BULL OB (5.4%) ↑" means the nearest OB is bullish and 5.5% away. "NONE" means no unmitigated Order Blocks exist on that timeframe. (Screenshot: Nearest order block is Bull OB) (Screenshot: Price in Bear OB) FAIR VALUE GAP DETECTION 🔹What is a Fair Value Gap? A Fair Value Gap (FVG), also called an imbalance, is a three-candle pattern where a gap exists between the first and third candle that the middle candle did not fill. This gap represents an area where price moved quickly, creating an imbalance in the market. ◇ A Bullish FVG forms when the first candle's high is lower than the third candle's low, creating an upward gap. When price returns to this gap, it may find support. ◇ A Bearish FVG forms when the first candle's low is higher than the third candle's high, creating a downward gap. When price returns to this gap, it may find resistance. FVGs are considered mitigated when price wicks into the gap, filling the inefficiency. 🔹 How the Indicator Detects FVGs The detection logic checks for the three-candle gap pattern with specific conditions. ◇ For a Bullish FVG, the current candle's low must be above the candle from three bars ago's high (gap exists), and the middle candle must be bullish (displacement candle). ◇ For a Bearish FVG, the current candle's high must be below the candle from three bars ago's low (gap exists), and the middle candle must be bearish (displacement candle). ◇ The FVG zone spans from the gap's bottom to its top. ◇ Mitigation occurs when price wicks below the gap bottom for bullish FVGs, or above the gap top for bearish FVGs. Note that FVG mitigation is more sensitive than Order Block mitigation. FVGs only need a wick to touch them, while Order Blocks require a close through them. The FVG column displays similarly to Order Blocks. "IN BULL FVG ↑" means price is inside a bullish Fair Value Gap. "BULL FVG (0.2%) ↑" means the nearest FVG is bullish and 0.2% away. "NONE" means no unmitigated FVGs exist on that timeframe. (Screenshot: Price in Bull FVG) (Screenshot: Bear FVG +3.4% away) LIQUIDITY SWEEP & RECLAIM DETECTION 🔹 What is a Liquidity Sweep? Liquidity refers to resting orders in the market, particularly stop-loss orders. Traders commonly place stops just beyond swing highs and swing lows, creating pools of liquidity at these levels. A liquidity sweep occurs when price breaks beyond a swing point, potentially triggering stops, but then reverses and closes back inside the range. ◇ A Bullish Liquidity Sweep occurs when price breaks below a swing low, then reverses and closes back above it. This pattern suggests potential buying interest after weak hands have been stopped out. ◇ A Bearish Liquidity Sweep occurs when price breaks above a swing high, then reverses and closes back below it. This pattern suggests potential selling interest after weak hands have been stopped out. 🔹 How the Indicator Detects Liquidity Sweeps The indicator tracks whether each swing level has been broken and then reclaimed. ◇ A swing low is marked as broken when price trades below it. A swing high is marked as broken when price trades above it. ◇ A reclaim is detected when price closes back above a broken swing low (bullish) or back below a broken swing high (bearish). ◇ The break and reclaim flags reset when a new swing point forms, ensuring fresh detection for each level. When a liquidity sweep is detected, the Swing H/L column displays special indicators. The ⤴ symbol indicates a bullish liquidity sweep where price swept the low and reclaimed. The ⤵ symbol indicates a bearish liquidity sweep where price swept the high and reclaimed. Tooltips provide additional context such as "Liquidity sweep - price swept swing low and reclaimed on 15M." (Screenshot: Swing High Swept) (Screenshot: Previous Month Low Swept) VOLUME ANALYSIS 🔹 What is Volume Analysis? Volume represents the number of shares, contracts, or units traded during a given period. High volume suggests strong interest and participation behind a price move. Low volume suggests weak interest and moves may lack follow-through. Comparing current volume to average volume helps identify unusual activity. 🔹 How the Indicator Analyzes Volume The dashboard calculates current volume as a percentage of its 20-period simple moving average. ◇ The Volume column displays a visual bar using filled and empty blocks to represent volume level relative to average. ◇ Volume states are classified as EXTREME (over 200% of average), HIGH (over 120%), NORMAL (over 80%), LOW (over 50%), or VERY LOW (50% or less). (Screenshot: Extreme Volume) ◇ Color coding shows yellow for extreme volume, orange for high volume, and gray for normal, low, and very low. ◇ Tooltips show the exact percentage, such as "Volume is currently at 145% of average." VOLATILITY ANALYSIS 🔹 What is Volatility? Volatility measures how much price fluctuates over a given period. High volatility means large price swings. Low volatility means small price movements. The Average True Range (ATR) is a common volatility measure that calculates the average of true ranges over a period. 🔹 How the Indicator Measures Volatility The dashboard calculates a 14-period ATR and compares it to its own 20-period average (configurable). ◇ The Volatility column displays the current state as HIGH (ATR over 130% of average), NORMAL (ATR between 70-130% of average), or LOW (ATR under 70% of average). ◇ Color coding shows red for high volatility, gray for normal, and green for low volatility. ◇ Tooltips provide context such as "Volatility is currently high" or "Volatility is currently low." Low volatility often precedes significant moves, making it a useful setup indicator when combined with price at key levels. (Screenshot: High Volatility) TRADING SESSIONS 🔹 What are Trading Sessions? Financial markets have varying activity levels throughout the day. Trading is typically divided into three major sessions based on which financial centers are open. ◇ Asian Session runs from 7:00 PM to 3:00 AM EST. It is characterized by generally lower volatility and ranging price action ◇ London Session runs from 3:00 AM to 12:00 PM EST. It is characterized by higher volatility and trending moves ◇ New York Session runs from 8:00 AM to 5:00 PM EST. It has high volatility especially during the London overlap from 8:00 AM to 12:00 PM EST, affecting USD pairs and all majors. 🔹 How the Indicator Displays Sessions The Session column shows the current session name in the first row as ASIAN, LONDON, NEW YORK, or OFF HOURS (between sessions from 5:00 PM to 7:00 PM EST). ◇ The second row shows a progress bar that fills as the session advances, with each block representing approximately one hour. ◇ Sessions are color-coded as blue for Asian, green for London, orange for New York, and gray for off hours. These colors can be customized in the settings ◇ The indicator uses New York (EST) timezone for all session calculations and includes replay mode support. (Asian Session and Killzone) ICT KILLZONES 🔹 What are Killzones? Killzones are specific time windows within each trading session when market activity tends to be higher. These windows are derived from ICT (Inner Circle Trader) methodology and represent times when significant moves are more likely to occur. ◇ Asian Killzone runs from 8:00 PM to 12:00 AM EST and often sets the initial range for the day. ◇ London Killzone runs from 2:00 AM to 5:00 AM EST and covers the London open when major moves are common. ◇ New York AM Killzone runs from 9:30 AM to 11:00 AM EST and covers the NYSE open, a high volume period. ◇ New York Lunch runs from 12:00 PM to 1:00 PM EST and typically has lower activity and consolidation. ◇ New York PM Killzone runs from 1:30 PM to 4:00 PM EST when afternoon continuation moves occur. 🔹 How the Indicator Displays Killzones The Killzone column shows the current killzone in the first row as ASIAN KZ, LONDON KZ, NY AM KZ, NY LUNCH, NY PM KZ, or NO KILLZONE when outside all killzones. ◇ When outside a killzone, the second row shows a countdown to the next killzone, such as "NY AM KZ in 2h:15m." ◇ Killzones are color-coded as blue for Asian, green for London, orange for NY AM, gray for NY Lunch, and purple for NY PM. These colors can be customized in the settings TREND BIAS SYSTEM 🔹 What is Trend Bias? The Trend Bias System aggregates multiple factors across all enabled timeframes to produce a single directional bias score. Instead of analyzing each factor and timeframe separately, this system provides a weighted summary of overall market sentiment. 🔹 How the Indicator Calculates Trend Bias The calculation involves three components working together. (Screenshot: BTC Bearish Trend) ◇ Factors determine what contributes to bias. Users can enable or disable Structure (market structure bias), Order Block (direction of nearest OB), FVG (direction of nearest FVG), EMA Trend (price position relative to EMA), and Swing Position (where price sits in the swing range). Each enabled factor contributes +1 for bullish, -1 for bearish, or 0 for neutral per timeframe. ◇ Weights determine how much each timeframe matters. Each timeframe has a configurable weight from 0 to 10. Default weights are 1 for 1M and 5M, 2 for 15M, 1H, and 4H, 3 for Daily, and 4 for Weekly. Higher weights mean that timeframe contributes more to the final score. (Screenshot: Gold Bullish Trend) ◇ Score Calculation combines factors and weights. For each active timeframe, the sum of factor scores is multiplied by the timeframe's weight. The total score is the sum of all timeframe scores. The maximum possible score is the sum of each weight multiplied by the number of enabled factors. The bias percentage equals the total score divided by the maximum possible score, multiplied by 100. ◇ Bias Labels are assigned based on percentage. Over 50% shows BULLISH ↑. Between 20% and 50% shows LEAN BULL ↑. Between -20% and 20% shows NEUTRAL →. Between -50% and -20% shows LEAN BEAR ↓. Below -50% shows BEARISH ↓. The Trend Bias column displays the bias label in the first row and the raw score in the second row, such as "+22/60" meaning 22 points out of 60 possible. HTF LEVELS (PDH/L, PWH/L, PMH/L) 🔹 What are HTF Levels? Higher Timeframe (HTF) Levels are significant price points from previous completed periods. These levels represent clear, objective reference points that many traders watch. ◇ PDH/PDL (Previous Day High/Low) are the high and low of the previous completed trading day and act as intraday support and resistance. ◇ PWH/PWL (Previous Week High/Low) are the high and low of the previous completed week and are significant levels for swing trading. ◇ PMH/PML (Previous Month High/Low) are the high and low of the previous completed month and are major levels for position trading. 🔹 How the Indicator Displays HTF Levels The HTF Levels Dashboard section (optional) shows a swing-style position bar for each enabled level, displaying where price sits within the previous day, week, or month range. ◇ The same liquidity sweep detection applies to HTF levels. If price sweeps PDL and reclaims, the ⤴ indicator appears. (Screenshot: Previous Week Low Swept) ◇ Visual overlays can plot HTF level lines on the chart with customizable colors and line styles. ◇ When multiple levels are close together, labels automatically combine. For example, "PDH/PWH" appears when both levels are at similar prices, or "PDL/PWL/PML" when all three lows align. (Screenshot: PWH/PMH labels combined when Previous Week Low and Previous Month Low align) VISUAL OVERLAYS Beyond the dashboard, the indicator offers optional visual overlays that plot directly on the price chart. 🔹 Order Block Zones When enabled, Order Blocks appear as semi-transparent rectangular boxes. Green boxes represent bullish Order Blocks and red boxes represent bearish Order Blocks. Boxes span from the OB candle's low to its high and extend forward based on the Extend setting. Optional labels show "OB ↑" or "OB ↓" inside the zones. 🔹 FVG Zones Fair Value Gaps appear as boxes with dashed borders to distinguish them from Order Blocks. Green dashed boxes represent bullish FVGs and red dashed boxes represent bearish FVGs. They share the same extend and label options as Order Blocks. (Order Blocks & Fair Value Gaps) 🔹 Swing Labels HH, HL, LH, and LL labels can be plotted directly at each swing point on the chart. Labels appear above swing highs and below swing lows. Green labels indicate bullish structure (HH, HL) and red labels indicate bearish structure (LH, LL). The Show Last setting controls how many labels appear. 🔹 Swing Lines Horizontal lines can be drawn at the current swing high and swing low. A red line appears at the swing high and a green line at the swing low. Line styles are customizable as solid, dashed, or dotted. (Swing Labels & Swing Lines) 🔹 HTF Level Lines Horizontal lines can be plotted at Previous Day, Week, and Month highs and lows. Each level has a separate enable toggle with customizable colors and line styles. Labels auto-combine when levels are close together. 🔹 EMA Line A standard EMA line can be plotted on the chart using the same EMA Length setting as the dashboard with customizable color. DASHBOARD CUSTOMIZATION: The dashboard is highly customizable to fit different trading styles and screen setups. 🔹Dashboard Position Choose from 9 dashboard positions including top left, top center, top right, middle left, middle center, middle right, bottom left, bottom center, and bottom right. 🔹Dashboard Colors Two color themes are available. Dark Mode has dark backgrounds with light text and is the default. Light Mode has light backgrounds with dark text. 🔹Column Toggles Enable or disable individual columns in each dashboard section to show only the information needed. The Market Structure Dashboard section can toggle EMA Trend, Swing H/L, Structure, Order Block, and FVG columns. The Current Timeframe Dashboard section can toggle Volume, Swing H/L, and Volatility columns. The Market Context Dashboard section can toggle Session, Killzone, and Trend Bias columns. The HTF Levels Dashboard section can toggle PDH/L, PWH/L, and PMH/L levels. 🔹Color Settings Customize colors for trend colors (bull, bear, neutral), session colors (Asian, London, NY), and killzone colors (Asian KZ, London KZ, NY AM, Lunch, PM). 🔹Distance Display Choose how distances are shown. Percent shows values like "0.45%" and is the default. Price shows raw values like "45.50". Pips shows values like "45 pips" and is useful for forex. SETTINGS: 🔹 Timeframes Configure which timeframes are analyzed in the dashboard. Enable toggles turn each of the 7 timeframes on or off. Timeframe selection sets the specific timeframe for each slot (1M, 5M, 15M, 1H, 4H, D, W, M, or custom). Trend weight controls how much each timeframe contributes to the overall bias calculation (0-10), with higher values giving that timeframe more influence. 🔹 Market Structure Dashboard Controls the main multi-timeframe dashboard section. The enable toggle turns the entire section on or off. Column toggles allow you to show or hide individual columns: EMA Trend, Swing H/L, Structure, Order Block, and FVG. Disabling columns you don't need reduces visual clutter and focuses the dashboard on the information most relevant to your trading style. 🔹 Current Timeframe Dashboard Controls the current chart timeframe section that displays volume, swing position, and volatility data. The enable toggle turns the entire section on or off. Column toggles allow you to show or hide individual columns: Volume, Swing H/L, and Volatility. 🔹 Market Context Dashboard Controls the market context section that displays session, killzone, and trend bias information. The enable toggle turns the entire section on or off. Column toggles allow you to show or hide individual columns: Session, Killzone, and Trend Bias. 🔹 HTF Levels Dashboard Controls the higher timeframe levels section that displays previous day, week, and month high/low data. The enable toggle turns the entire section on or off. Level toggles allow you to show or hide individual levels: PDH/L, PWH/L, and PMH/L. 🔹 Trend Bias Settings Controls which factors contribute to the trend bias calculation. Factor toggles allow you to include or exclude Structure, Order Block, FVG, EMA Trend, and Swing H/L from the bias score. Disabling factors you don't find relevant customizes how the overall bias is determined. 🔹 Visual Overlays Controls what is plotted directly on the price chart. Order Blocks and FVGs each have an enable toggle, bull/bear colors, show last count (how many zones to display), extend bars (how far zones project forward), and labels toggle. Swing Labels have an enable toggle, bull/bear colors, and show last count. Swing Lines have an enable toggle, high/low colors, line style (solid, dashed, dotted), and extend bars. HTF Level Lines for Previous Day, Week, and Month highs/lows each have an enable toggle, colors, and line style, with a shared extend setting for all HTF lines. EMA has an enable toggle and color setting. 🔹 General Settings Core indicator parameters. EMA Length sets the period for EMA calculation (default 9). Swing Length sets how many bars are required to confirm a pivot and is used for Swing Point detection, Order Block detection, and Market Structure labels (default 5). Volatility Lookback sets the period for ATR averaging (default 20). Distance Display controls how distances are shown: Percent, Price, or Pips. Dashboard Position sets where the dashboard appears on the chart (9 options). Dashboard Theme switches between Dark Mode and Light Mode. Color settings allow customization of trend colors (bull, bear, neutral), session colors (Asian, London, NY), and killzone colors (Asian KZ, London KZ, NY AM, Lunch, PM). (Full Dashboard) (Customized Display) UNIQUENESS: The Market Structure Dashboard focuses on multi-timeframe confluence by calculating and displaying the same analytical components across up to 7 timeframes simultaneously. Unlike indicators that show one timeframe at a time, each row in the dashboard represents a complete analysis of that timeframe's structure, zones, and trend state. This allows traders to observe alignment, disagreement, and transitions across timeframes within a single view. The weighted Trend Bias System combines structure, zones, EMA, and swing position into a single score that accounts for timeframe importance. Higher timeframes can be weighted more heavily, reflecting their greater significance in establishing overall market direction. The dashboard also integrates time-based context through session and killzone tracking, helping traders identify when market conditions align with historically active trading windows. All components coexist without overriding each other, providing a comprehensive framework for multi-timeframe market structure analysis.
Pine Script®指標
由fluxchart提供
39
Consolidation Zones Volume Delta | Flux ChartsGENERAL OVERVIEW: The Consolidation Zones Volume Delta | Flux Charts indicator is designed to identify and visualize consolidation zones on the chart. Rather than only outlining areas of sideways price movement, the indicator analyzes volume activity occurring inside each consolidation zone. This is done by aggregating lower-timeframe volume data into the higher-timeframe consolidation range, allowing users to see how buying and selling activity evolves while price remains in a range. What is the theory behind the indicator?: The indicator is built around three core analytical concepts that guide how consolidation zones are detected and evaluated. 1. Consolidation as a structural phase Periods of consolidation are characterized by reduced directional movement and compressed price ranges. During these phases, price action often alternates within a defined high–low boundary, creating a structure that can be objectively measured and tracked over time. 2. Volume behavior inside consolidation While price may appear balanced within a consolidation range, volume activity inside that range can vary. The indicator evaluates volume contributions occurring within the vertical boundaries of the consolidation zone by using lower-timeframe data and weighting each candle’s volume based on its overlap with the zone. This produces an internal volume delta profile that reflects how buying and selling volume accumulates throughout the consolidation. Delta behavior inside a zone may show: Persistent dominance of buying or selling volume Alternating shifts between buyers and sellers Periods of relatively balanced participation 3. Markets consolidate in multiple ways, one detection method is not enough Markets do not consolidate in a single, uniform way. To account for this, the indicator includes three distinct consolidation detection methods. Each method is calculated objectively, does not repaint, and targets a different type of sideways or low-expansion price behavior: Candle Compression ADX Low Trend Strength Visual Range Boundaries CONSOLIDATION ZONES VOLUME DELTA FEATURES: The Consolidation Zones Volume Delta indicator includes 4 main features: Consolidation Zones Volume Delta Standard Deviation Bands Alerts CONSOLIDATION ZONES: 🔹What is a Consolidation Zone? A consolidation zone is a defined price range where market movement becomes compressed and price remains contained within clear upper and lower boundaries for a sustained period of time. During this phase, price does not establish a strong directional trend and instead oscillates within a relatively narrow range. 🔹Consolidation Zone Detection The indicator automatically detects consolidation zones using three independent, rule-based methods. Each method evaluates a different market condition and can be selected individually depending on how you want consolidation to be defined. Regardless of the method used, all zones are calculated objectively and finalized once confirmed. ◇ Candles (Candle Compression) The Candles method identifies consolidation by detecting periods of candle compression and reduced range expansion. A candle is considered part of a consolidation sequence when: The candle body is small relative to its total range The candle’s high–low range is smaller than the short-term Average True Range (ATR) ATR is calculated using a 4-period average true range and is used as a volatility reference. If consecutive candles continue to meet these compression conditions, the indicator increments an internal count. Under the Consolidation Candles section in the settings, you’ll find two controls. Min. Consolidation Candles setting This defines how many consecutive compressed candles are required before a consolidation zone is confirmed. Candle compression is determined using candle structure and short-term ATR, ensuring that only periods of reduced range expansion are counted. Once the minimum threshold is reached, the indicator creates a consolidation zone using the highest high and lowest low formed during the compressed sequence. Mark Consolidation Candles When enabled, the indicator highlights candles that meet the compression criteria, making it easy to visually identify which candles contributed to the formation of the consolidation zone. ◇ ADX (Low Trend Strength) The ADX method identifies consolidation based on weak or declining trend strength rather than candle structure. This method uses the Average Directional Index (ADX) to determine when directional movement is reduced. ADX is calculated using directional movement values that are smoothed over time. When ADX remains below a user-defined threshold, price is treated as being in a low-trend market. While this condition persists, the indicator tracks the highest high and lowest low formed during the low-trend period. Under the ADX Settings section in the settings, you’ll find the following controls. ADX Length Defines the lookback period used to calculate directional movement for ADX. ADX Smoothing Controls the smoothing applied to the ADX calculation. ADX Threshold Sets the level below which ADX must remain for the market to be considered consolidating. Consolidation Strength Defines how many consecutive candles’ ADX must stay below the threshold before a consolidation zone is confirmed. Once this requirement is met, the indicator creates a consolidation zone using the accumulated high and low from the low-trend window. Mark Candles Below Threshold When enabled, the indicator highlights candles where ADX remains below the threshold. ◇ Visual Range The Visual Range method identifies consolidation by detecting clearly defined horizontal price ranges where price remains contained for a sustained period of time. The indicator continuously tracks the rolling highest high and lowest low across recent candles. When price remains inside the same high–low boundaries without breaking above or below the range, an internal counter advances. Under the Visual Range section in the settings, you’ll find the following control. Min. Candles in Range Defines how many consecutive candles must remain fully contained within the same high–low range before a consolidation zone is confirmed. Once this requirement is met, the indicator creates a consolidation zone using the established range boundaries. 🔹Consolidation Zone Settings ◇ Invalidation Method Users can choose how Consolidation Zones are invalidated, selecting between Close Break or Wick Break. Close Break: A Consolidation Zone is invalidated when a candle closes above/below the zone. Wick Break: A Consolidation Zone is invalidated when a candle’s wick goes above/below the zone. ◇ Merge Overlapping Zones When enabled, overlapping Consolidation Zones are automatically combined into one unified zone. ◇ Show Last This setting determines how many Consolidation Zones are displayed on your chart. For example, setting this to 5 will display the 5 most recent zones. VOLUME DELTA: Delta Volume visualizes how buying and selling volume accumulates inside each consolidation zone. Instead of using the full candle volume, the indicator isolates only the volume that occurs within the vertical boundaries of the zone. This allows you to see whether bullish or bearish volume is dominating while price remains range-bound. The visualization updates in real time while the zone is active and reflects cumulative participation rather than individual candles. 🔹How Volume Delta is Calculated Delta Volume is calculated using lower-timeframe data and applied to the higher-timeframe consolidation zone. Each candle’s volume is split into bullish or bearish volume based on candle direction. Lower-timeframe candles are pulled using the selected delta timeframe. For each lower-timeframe candle, only the portion of volume that vertically overlaps the consolidation zone is counted. Volume is weighted by the amount of overlap between the candle’s range and the zone’s range. Bullish and bearish volume are accumulated over time to form a running, cumulative delta profile for the zone. 🔹Volume Delta Settings ◇ Enable Turns the Delta Volume visualization on or off. Consolidation zones continue to plot when disabled. ◇ Show Delta % Displays the percentage breakdown of bullish versus bearish volume inside the consolidation zone. Percentages are derived from cumulative volume totals. ◇ 3D Visual When enabled, the delta blocks are extended diagonally using a depth offset derived from the instrument’s daily ATR. This creates visible side faces and top faces for the delta blocks, simulating depth without altering any calculations. The 3D effect is purely visual. It does not change how volume is calculated, weighted, or accumulated. Users can control the intensity of the 3D effect choosing a value between 1 and 5. Increasing this value increases: The horizontal offset of the delta blocks The vertical depth projection applied to the volume faces Higher values produce a more pronounced 3D appearance by pushing the delta visualization further away from the consolidation box. Lower values keep the visualization flatter and closer to the box boundaries. The depth scaling is normalized using ATR, so the effect adapts proportionally to the instrument’s volatility. ◇ Volume Delta Display Style Controls how bullish and bearish volume are displayed inside the Consolidation Zone: Horizontal: Volume is split top-to-bottom within the zone Vertical: Volume is split left-to-right across the zone ◇ Timeframe Defines the lower timeframe used for Volume Delta calculations. When a timeframe is selected, the indicator pulls lower-timeframe price and volume data and maps it into the higher-timeframe consolidation zone. Each lower-timeframe candle is evaluated individually. Only the portion of its volume that vertically overlaps the consolidation zone is included, and that volume is weighted based on the candle’s overlap with the zone’s price range. If the Timeframe field is left empty, the indicator defaults to using the chart’s current timeframe for delta calculations. Using a lower timeframe increases the granularity of the delta calculation, allowing volume changes inside the zone to be measured more precisely. Using a higher timeframe produces a smoother, less granular delta profile. Please Note: Delta rendering is automatically limited to available lower-timeframe data to prevent incomplete or distorted visuals when historical lower-timeframe volume is unavailable due to TradingView data limits. STANDARD DEVIATION BANDS: Standard Deviation Bands project measured price distance away from a confirmed consolidation zone using the size of that zone as the reference unit. Rather than calculating volatility from historical price dispersion, the bands are derived directly from the height of the consolidation range itself. Each band represents a fixed multiple of the consolidation zone’s height and is plotted symmetrically above and below the zone. 🔹How the bands are calculated Once a consolidation zone is finalized, the indicator calculates the zone height as: Zone Height = Zone High − Zone Low This value becomes the base measurement for all deviation calculations. For each enabled band: Upper bands are placed above the consolidation zone’s high Lower bands are placed below the consolidation zone’s low The distance of each band from the zone is calculated by multiplying the zone height by the selected band multiplier. These band levels are fixed relative to the consolidation zone and do not recalculate based on future price movement. 🔹Standard Deviation Band Settings ◇ Band 1 Enables the first deviation band above and below the consolidation zone. The Band 1 multiplier defines how far the band is placed from the zone in terms of zone height. For example, a multiplier of 1 plots the band one full zone height above and below the consolidation range. ◇ Band 2 Enables a second deviation band at a greater distance from the consolidation zone. Band 2 uses its own multiplier and is calculated independently of Band 1, allowing multiple expansion levels to be displayed simultaneously. ◇ Fill Bands When enabled, the area between the consolidation zone and each deviation band is filled with a semi-transparent color. Upper fills apply to bands above the zone, and lower fills apply to bands below the zone. Fills are static and tied directly to the consolidation zone boundaries. ◇ Color Customization Each deviation band has independent color controls for: Upper band lines and fills Lower band lines and fills This allows users to visually distinguish between bullish and bearish extensions as well as between multiple deviation levels. ALERTS: Users can create alerts for the following: New Consolidation Zone Formed Consolidation Zone Break UNIQUENESS: This indicator combines multiple consolidation detection methods with lower-timeframe volume delta analysis inside each consolidation zone. It visualizes bullish and bearish volume using weighted overlap logic and optional 3D rendering for improved clarity. Users can choose how volume is displayed, apply structure-based deviation bands, and enable alerts for new zones and zone breaks. All features are rule-based, configurable, and designed to work together within a single framework.
Pine Script®指標
由fluxchart提供
11
Support and Resistance Logistic Regression | Flux Charts💎 GENERAL OVERVIEW Introducing our new Logistic Regression Support / Resistance indicator! This tool leverages advanced statistical modeling "Logistic Regressions" to identify and project key price levels where the market is likely to find support or resistance. For more information about the process, please check the "HOW DOES IT WORK ?" section. Logistic Regression Support / Resistance Features : Intelligent S/R Identification : The indicator uses a logistic regression model to intelligently identify and plot significant support and resistance levels. Predictive Probability : Each identified level comes with a calculated probability, indicating how likely it is to act as a true support or resistance based on historical data. Retest & Break Labels : The indicator clearly marks on your chart when a detected support or resistance level is retested (price touches and respects the level) or broken (price decisively crosses through the level). Alerts : Real-time alerts for support retests, resistance retests, support breaks, and resistance breaks. Customizable : You can change support & resistance line style, width and colors. 🚩 UNIQUENESS What makes this indicator truly unique is its application of logistic regression to the concept of support and resistance. Instead of merely identifying historical highs and lows, our indicator uses a statistical model to predict the future efficacy of these levels. It analyzes underlying market conditions (like RSI and body size at pivot formation) to assign a probability to each potential S/R zone. This predictive insight, combined with dynamic, real-time labeling of retests and breaks, provides a more robust and adaptive understanding of market structure than traditional, purely historical methods. 📌HOW DOES IT WORK ? The Logistic Regression Support / Resistance indicator operates in several key steps: First, it identifies significant pivot highs and lows on the chart based on a user-defined "Pivot Length." These pivots are potential areas of support or resistance. For each detected pivot, the indicator extracts relevant market data at that specific point, including the RSI (Relative Strength Index) and the Body Size (the absolute difference between the open and close price of the candle). These serve as input features for the model. The core of the indicator lies in its logistic regression model. This model is continuously trained on past pivot data and their subsequent behavior (i.e., whether they were "respected" as support/resistance multiple times). It learns the relationship between the extracted features (RSI, Body Size) and the likelihood of a pivot becoming a significant S/R level. When a new pivot is identified, the model uses its learned insights to calculate a prediction value—a probability (from 0 to 1) that this specific pivot will act as a strong support or resistance. If the calculated probability exceeds a user-defined "Probability Threshold," the pivot is designated a "Regression Pivot" and drawn on the chart as a support or resistance line. The indicator then actively tracks how price interacts with these levels, displaying "R" labels for retests when the price bounces off the level and "B" labels for breaks when the price closes beyond it. ⚙️ SETTINGS 1. General Configuration Pivot Length: This setting defines the number of bars used to determine a significant high or low for pivot detection. Target Respects: This input specifies how many times a level must be "respected" by price action for it to be considered a strong support or resistance level by the underlying model. Probability Threshold: This is the minimum probability output from the logistic regression model for a detected pivot to be considered a valid support or resistance level and be plotted on the chart. 2. Style Show Prediction Labels: Enable or disable labels that display the calculated probability of a newly identified regression S/R level. Show Retests: Toggle the visibility of "R" labels on the chart, which mark instances where price has retested a support or resistance level. Show Breaks: Toggle the visibility of "B" labels on the chart, which mark instances where price has broken through a support or resistance level.
Pine Script®指標
由fluxchart提供
24
Impulse Zones | Flux Charts💎 GENERAL OVERVIEW Introducing our new Impulse Zones indicator, a powerful tool designed to identify significant price movements accompanied by strong volume, highlighting potential areas of support and resistance. These Impulse Zones can offer valuable insights into market momentum and potential reversal or continuation points. For more information about the process, please check the "HOW DOES IT WORK ?" section. Impulse Zones Features : Dynamic Zone Creation : Automatically identifies and plots potential supply and demand zones based on significant price impulses and volume spikes. Customizable Settings : Allows you to adjust the sensitivity of zone detection based on your trading style and market conditions. Retests and Breakouts : Clearly marks instances where price retests or breaks through established Impulse Zones, providing potential entry or exit signals. Alerts : You can set alerts for Bullish & Bearish Impulse Zone detection and their retests. 🚩 UNIQUENESS Our Impulse Zones indicator stands out by combining both price action (impulsive moves) and volume confirmation to define significant zones. Unlike simple support and resistance indicators, it emphasizes the strength behind price movements, potentially filtering out less significant levels. The inclusion of retest and breakout visuals directly on the chart provides immediate context for potential trading opportunities. The user can also set up alerts for freshly detected Impulse Zones & the retests of them. 📌 HOW DOES IT WORK ? The indicator identifies bars where the price range (high - low) is significantly larger than the average true range (ATR), indicating a strong price movement. The Size Sensitivity input allows you to control how large this impulse needs to be relative to the ATR. Simultaneously, it checks if the volume on the impulse bar is significantly higher than the average volume. The Volume Sensitivity input governs this threshold. When both the price impulse and volume confirmation criteria are met, an Impulse Zone is created in the corresponding direction. The high and low of the impulse bar define the initial boundaries of the zone. Zones are extended forward in time to remain relevant. The indicator manages the number of active zones to maintain chart clarity and can remove zones that haven't been touched for a specified period. The indicator monitors price action within and around established zones. A retest is identified when the price touches a zone and then moves away. A break occurs when the price closes beyond the invalidation point of a zone. Keep in mind that if "Show Historic Zones" setting is disabled, you will not see break labels as their zones will be removed from the chart. The detection of Impulse Zones are immediate signs of significant buying or selling pressure entering the market. These zones represent areas where a strong imbalance between buyers and sellers has led to a rapid price movement accompanied by high volume. Bullish Impulse Zones act as a possible future support zone, and Bearish Impulse Zones act as a possible future resistance zone. Retests of the zones suggest a strong potential movement in the corresponding direction. ⚙️ SETTINGS 1. General Configuration Show Historic Zones: If enabled, invalidated or expired Impulse Zones will remain visible on the chart. 2. Impulse Zones Invalidation Method: Determines which part of the candle (Wick or Close) is used to invalidate a zone break. Size Sensitivity: Controls the required size of the impulse bar relative to the ATR for a zone to be detected. Higher values may identify fewer, larger zones. Lower values may detect more, smaller zones. Volume Sensitivity: Controls the required volume of the impulse bar relative to the average volume for a zone to be detected. Higher values require more significant volume. Labels: Toggles the display of "IZ" labels on the identified zones. Retests: Enables the visual highlighting of retests on the zones. Breaks: Enables the visual highlighting of zone breaks.
Pine Script®指標
由fluxchart提供
2
Balanced Price Range | Flux Charts💎 GENERAL OVERVIEW Introducing our new Balanced Price Range (BPR) indicator! A Balanced Price Range is a trading concept used by price action traders. It is detected by finding overlapping area between two contrary Fair Value Gaps (FVGs). These areas can be used as entry points during market pullbacks. For more information about the process, please check the "HOW DOES IT WORK ?" section. Balanced Price Range Features : Balanced Price Range Detection : Identifies areas where bullish and bearish FVGs overlap, suggesting a zone of price equilibrium. Customizable FVG & BPR Detection : You can fine-tune FVG detection and sensitivity for BPR detection to your liking. Retest Labels : Bullish & Bearish retest labels will be rendered for BPRs. Alerts : You can set alerts for Bullish & Bearish BPR detection and their retests. 🚩 UNIQUENESS This indicator doesn't just detect standard FVGs but specifically looks for areas where bullish and bearish IFVGs (Invalidated Fair Value Gaps) overlap, defining a Balanced Price Range. It also actively manages and updates identified BPR zones, removing them when they are invalidated or remain untouched for a specified period. It highlights and alerts users to retests of established BPR zones, signaling potential trading opportunities. Users can tailor the appearance of the BPR zones and retest markers, as well as configure specific alerts for new BPR formations and retests. 📌 HOW DOES IT WORK ? A Fair Value Gap generally occur when there is an imbalance in the market. They can be detected by specific formations within the chart. The indicator first detects bullish & bearish FVG zones according to their formations on chart. Then, they are dynamically tracked and flagged as invalidated if the price crosses them, turning them into IFVGs. When a FVG & IFVG of the same type overlaps, the indicator combines them into a single BPR of corresponding type. The detected BPR is updated as new data comes in, and renders retests labels as they occur. A bullish BPR can be used to find long trade entry opportunities, while a bearish BPR can be used to find short trade entry opportunities. Retests can also indicate potential movements in the corresponding direction of the BPR. Users can set-up alerts for BPR detection & BPR retests and will get notified as they occur. ⚙️ SETTINGS Show Historic Zones: If enabled, invalidated or expired BPR zones will remain visible on the chart. Balanced Price Range: FVG Detection Method: Determines the criteria for the bar types forming the initial FVG. Same: All three bars forming the FVG must be of the same type (all bullish or all bearish). Mixed: The bar types must vary (a mix of bullish and bearish bars). All: Bar types can vary or be the same. FVG Invalidation Method: Determines which part of the candle (wick or close) invalidates the initial FVG. BPR Invalidation Method: Determines which part of the candle (wick or close) invalidates the Balanced Price Range. Sensitivity: Adjusts the sensitivity of FVG detection. Higher values may identify fewer, larger BPRs, while lower values may detect more, smaller BPRs. Labels: Toggles the display of text labels on the identified zones. Retests: Enables or disables the detection and visualization of BPR retests.
Pine Script®指標
由fluxchart提供
12
Bollinger Bands MTF & Kalman Filter | Flux Charts📈 Multi-Timeframe Kalman Filtered Bollinger Bands Indicator Introducing our MTF Kalman Filtered Bollinger Bands – a powerful multi-timeframe Bollinger Bands (BB) indicator enhanced with Kalman filtering for superior smoothing and trend analysis. This indicator dynamically adapts Bollinger Bands across multiple timeframes while incorporating volume-based gradient transparency to highlight significant price movements. This indicator is better optimized for lower timeframes. ❓ How to Interpret the Bands & Volume Gradient: Our indicator combines Lower Timeframe (LTF) and Higher Timeframe (HTF) Bollinger Bands to provide a comprehensive trend analysis. It applies Kalman filtering to the LTF bands, ensuring smoother, noise-reduced signals. The color gradient and relative volume-based transparency offer deeper insights into price strength. 🔹 LTF Bollinger Bands: Shorter-period bands filtered with a Kalman smoothing algorithm, reducing lag and noise. 🔹 HTF Bollinger Bands: Traditional Bollinger Bands plotted on a higher timeframe, offering macro trend analysis. 🔹 Volume Gradient Transparency: The bands adjust their opacity based on relative buy/sell volume, allowing traders to assess momentum strength. 📌 How Does It Work? 1️⃣ Multi-Timeframe Bollinger Bands Calculation The LTF BB uses Kalman filtering for a smoother price representation, helping to reduce false signals. The HTF BB is EMA-smoothed for improved trend clarity. 2️⃣ Adaptive Gradient Transparency The opacity of the fill color between the bands is determined by relative buy/sell volume. Higher buy volume = stronger bullish signal (greener bands). Higher sell volume = stronger bearish signal (redder bands). 3️⃣ Dynamic Trend Signals & Breakouts Buy Signal: When price breaks below the HTF lower band and LTF bands start rising. Sell Signal: When price breaks above the HTF upper band and LTF bands start falling. ⚙️ Settings & Customization: 🛠 LTF and HTF Bollinger Bands Settings: Multiplier: The multiplier applied to the BB to determine the upper and lower bands Length: Define the number of bars determines the BB calculations. Custom Timeframe Selection: Choose from predefined options (e.g., 5m, 15m, 1H, 4H, etc). 🎨 Gradient & Transparency Settings: Bullish/Bearish Color Options: Customize colors for uptrend and downtrend conditions. Max & Min Opacity: Adjust the transparency levels based on volume intensity. Solid vs. Gradient Mode: Choose between a gradient fill or a solid color mode for clarity. 📌 Recommended Settings for Optimal Use: 1️⃣ Timeframe Selection (LTF -> HTF): 1 min -> 5 min 2 min -> 5 min 3 min -> 15 min 5 min -> 15 min 15 min -> 1 hr 1 hr -> 4 hr 4 hr -> 1 day 2️⃣ Multiplier: Use 2.0 for LTF and 2.25 for HTF 3️⃣Length: Use a length of 20 - 30 bars 🚀 Why Use This Indicator? ✅ Multi-Timeframe Bollinger Bands with Kalman Filtering – Ideal for traders looking for reduced lag and clearer trend signals. ✅ Volume-Based Transparency – See momentum shifts instantly with adaptive opacity. ✅ Dynamic Buy & Sell Signals – Alerts based on price action + volume trends. ✅ Customizable for Any Strategy – Adjust colors, timeframes, and filtering options for personalized trading.
Pine Script®指標
由fluxchart提供
15
SuperTrend + Relative Volume (Kernel Optimized)Introducing our new KDE Optimized Supertrend + Relative Volume Indicator! This innovative indicator combines the power of the Supertrend indicator along with Relative Volume. It utilizes the Kernel Density Estimation (KDE) to estimate the probability of a candlestick marking a significant trend break or reversal. ❓How to Interpret the KDE %: The KDE % is a crucial metric that reflects the likelihood that the current candlestick represents a true break in the SuperTrend line, supported by an increase in relative volume. It estimates the probability of a trend shift or continuation based on historical SuperTrend breaks and volume patterns: Low KDE %: A lower probability that the current break is significant. Price action is less likely to reverse, and the trend may continue. Moderate KDE - High KDE %: An increased possibility that a trend reversal or consolidation could occur. Traders should start watching for confirmation signals. 📌How Does It Work? The SuperTrend indicator uses the Average True Range (ATR) to determine the direction of the trend and identifies when the price crosses the SuperTrend line, signaling a potential trend reversal. Here's how the KDE Optimized SuperTrend Indicator works: SuperTrend Calculation: The SuperTrend indicator is calculated, and when the price breaks above (bullish) or below (bearish) the SuperTrend line, it is logged as a significant event. Relative Volume: For each break in the SuperTrend line, we calculate the relative volume (current volume vs. the average volume over a defined period). High relative volume can suggest stronger confirmation of the trend break. KDE Array Calculation: KDE is applied to the break points and relative volume data: Define the KDE options: Bandwidth, Number of Steps, and Array Range (Array Max - Array Min). Create a density range array using the defined number of steps, corresponding to potential break points. Apply a Gaussian kernel function to the break points and volume data to estimate the likelihood of the trend break being significant. KDE Value and Signal Generation: The KDE array is updated as each break occurs. The KDE % is calculated for the breakout candlestick, representing the likelihood of the trend break being significant. If the KDE value exceeds the defined activation threshold, a darker bullish or bearish arrow is plotted after bar confirmation. If the KDE value falls below the threshold, a more transparent arrow is drawn, indicating a possible but lower probability break. ⚙️Settings: SuperTrend Settings: ATR Length: The period over which the Average True Range (ATR) is calculated. Multiplier: The multiplier applied to the ATR to determine the SuperTrend threshold. KDE Settings: Bandwidth: Determines the smoothness of the KDE function and the width of the influence of each break point. Number of Bins (Steps): Defines the precision of the KDE algorithm, with higher values offering more detailed calculations. KDE Threshold %: The level at which relative volume is considered significant for confirming a break. Relative Volume Length: The number of historic candles used in calculating KDE %
Pine Script®指標
由fluxchart提供
21
Inversion Fair Value Gap Oscillator | Flux Charts💎 GENERAL OVERVIEW Introducing the new Inversion Fair Value Gap Oscillator (IFVG Oscillator) indicator! This unique indicator identifies and tracks Inversion Fair Value Gaps (IFVGs) in price action, presenting them in an oscillator format to reveal market momentum based on IFVG strength. It highlights bullish and bearish IFVGs while enabling traders to adjust detection sensitivity and apply volume and ATR-based filters for more precise setups. For more information about the process, check the "📌 HOW DOES IT WORK" section. Features of the new IFVG Oscillator: Fully Customizable FVG & IFVG Detection An Oscillator Approach To IFVGs Divergence Markers For Potential Reversals Alerts For Divergence Labels Customizable Styling 📌 HOW DOES IT WORK? Fair Value Gaps are price gaps within bars that indicate inefficiencies, often filled as the market retraces. An Inversion Fair Value Gap is created in the opposite direction once a FVG gets invalidated. The IFVG Oscillator scans historical bars to identify these gaps, then filters them based on ATR or volume. Each IFVG is marked as bullish or bearish according to the opposite direction of the original FVG that got invalidated. An oscillator is calculated using recent IFVGs with this formula : 1. The Oscillator starts as 0. 2. When a new IFVG Appears, it contributes (IFVG Width / ATR) to the oscillator of the corresponding type. 3. Each confirmed bar, the oscillator is recalculated as OSC = OSC * (1 - Decay Coefficient) The oscillator aggregates and decays past IFVGs, allowing recent IFVG activity to dominate the signal. This approach emphasizes current market momentum, with oscillations moving bullish or bearish based on IFVG intensity. Divergences are marked where IFVG oscillations suggest potential reversals. Bullish Divergence conditions are as follows : 1. The current candlestick low must be the lowest of last 25 bars. 2. Net Oscillator (Shown in gray line by default) must be > 0. 3. The current Bullish IFVG Oscillator value should be no more than 0.1 below the highest value from the last 25 bars. Traders can use divergence signals to get an idea of potential reversals, and use the Net IFVG Oscillator as a trend following marker. 🚩 UNIQUENESS The Inversion Fair Value Gap Oscillator stands out by converting IFVG activity into an oscillator format, providing a momentum-based visualization of IFVGs that reveals market sentiment dynamically. Unlike traditional indicators that statically mark IFVG zones, the oscillator decays older IFVGs over time, showing only the most recent, relevant activity. This approach allows for real-time insight into market conditions and potential reversals based on oscillating IFVG strength, making it both intuitive and powerful for momentum trading. Another unique feature is the combination of customizable ATR and volume filters, letting traders adapt the indicator to match their strategy and market type. You can also set-up alerts for bullish & bearish divergences. ⚙️ SETTINGS 1. General Configuration Decay Coefficient -> The decay coefficient for oscillators. Increasing this setting will result in oscillators giving the weight to recent IFVGs, while decreasing it will distribute the weight equally to the past and recent IFVGs. 2. Fair Value Gaps Zone Invalidation -> Select between Wick & Close price for FVG Zone Invalidation. Zone Filtering -> With "Average Range" selected, algorithm will find FVG zones in comparison with average range of last bars in the chart. With the "Volume Threshold" option, you may select a Volume Threshold % to spot FVGs with a larger total volume than average. FVG Detection -> With the "Same Type" option, all 3 bars that formed the FVG should be the same type. (Bullish / Bearish). If the "All" option is selected, bar types may vary between Bullish / Bearish. Detection Sensitivity -> You may select between Low, Normal or High FVG detection sensitivity. This will essentially determine the size of the spotted FVGs, with lower sensitivies resulting in spotting bigger FVGs, and higher sensitivies resulting in spotting all sizes of FVGs. 3. Inversion Fair Value Gaps Zone Invalidation -> Select between Wick & Close price for IFVG Zone Invalidation. 4. Style Divergence Labels On -> You can switch divergence labels to show up on the chart or the oscillator plot.
Pine Script®指標
由fluxchart提供
Fair Value Gap Oscillator | Flux Charts💎 GENERAL OVERVIEW Introducing the new Fair Value Gap Oscillator (FVG Oscillator) indicator! This unique indicator identifies and tracks Fair Value Gaps (FVGs) in price action, presenting them in an oscillator format to reveal market momentum based on FVG strength. It highlights bullish and bearish FVGs while enabling traders to adjust detection sensitivity and apply volume and ATR-based filters for more precise setups. For more information about the process, check the "📌 HOW DOES IT WORK" section. Features of the new FVG Oscillator: Fully Customizable FVG Detection An Oscillator Approach To FVGs Divergence Markers For Potential Reversals Alerts For Divergence Labels Customizable Styling 📌 HOW DOES IT WORK? Fair Value Gaps are price gaps within bars that indicate inefficiencies, often filled as the market retraces. The FVG Oscillator scans historical bars to identify these gaps, then filters them based on ATR or volume. Each FVG is marked as bullish or bearish according to the trend direction that preceded its formation. An oscillator is calculated using recent FVGs with this formula : 1. The Oscillator starts as 0. 2. When a new FVG Appears, it contributes (FVG Width / ATR) to the oscillator of the corresponding type. 3. Each confirmed bar, the oscillator is recalculated as OSC = OSC * (1 - Decay Coefficient) The oscillator aggregates and decays past FVGs, allowing recent FVG activity to dominate the signal. This approach emphasizes current market momentum, with oscillations moving bullish or bearish based on FVG intensity. Divergences are marked where FVG oscillations suggest potential reversals. Bullish Divergence conditions are as follows : 1. The current candlestick low must be the lowest of last 25 bars. 2. Net Oscillator (Shown in gray line by default) must be > 0. 3. The current Bullish FVG Oscillator value should be no more than 0.1 below the highest value from the last 25 bars. Traders can use divergence signals to get an idea of potential reversals, and use the Net FVG Oscillator as a trend following marker. 🚩 UNIQUENESS The Fair Value Gap Oscillator stands out by converting FVG activity into an oscillator format, providing a momentum-based visualization of FVGs that reveals market sentiment dynamically. Unlike traditional indicators that statically mark FVG zones, the oscillator decays older FVGs over time, showing only the most recent, relevant activity. This approach allows for real-time insight into market conditions and potential reversals based on oscillating FVG strength, making it both intuitive and powerful for momentum trading. Another unique feature is the combination of customizable ATR and volume filters, letting traders adapt the indicator to match their strategy and market type. You can also set-up alerts for bullish & bearish divergences. ⚙️ SETTINGS 1. General Configuration Decay Coefficient -> The decay coefficient for oscillators. Increasing this setting will result in oscillators giving the weight to recent FVGs, while decreasing it will distribute the weight equally to the past and recent FVGs. 2. Fair Value Gaps Zone Invalidation -> Select between Wick & Close price for FVG Zone Invalidation. Zone Filtering -> With "Average Range" selected, algorithm will find FVG zones in comparison with average range of last bars in the chart. With the "Volume Threshold" option, you may select a Volume Threshold % to spot FVGs with a larger total volume than average. FVG Detection -> With the "Same Type" option, all 3 bars that formed the FVG should be the same type. (Bullish / Bearish). If the "All" option is selected, bar types may vary between Bullish / Bearish. Detection Sensitivity -> You may select between Low, Normal or High FVG detection sensitivity. This will essentially determine the size of the spotted FVGs, with lower sensitivies resulting in spotting bigger FVGs, and higher sensitivies resulting in spotting all sizes of FVGs. 3. Style Divergence Labels On -> You can switch divergence labels to show up on the chart or the oscillator plot.
Pine Script®指標
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2
Rolling ATR Bands | Flux Charts💎 GENERAL OVERVIEW Introducing the Rolling ATR Bands indicator! This indicator overlays adaptive bands around the price, using the Average True Range (ATR) to define dynamic support and resistance levels. The Rolling ATR Bands are color-coded to visually indicate potential trend strength, shifting between bearish, neutral, and bullish colors. This tool can help traders interpret price volatility, as well as identify probable trend changes, continuations, or reversals. For more information about the process, check the "HOW DOES IT WORK ?" section. Features of the new Rolling ATR Bands: ATR Bands With Customizable ATR Length & Multiplier Smooth Trend Strength With Adjustable Smoothing Options Color-coded bands Representing Bearish, Neutral, or Bullish Trends Alerts for Retests & Breaks Customizable Visuals 📌 HOW DOES IT WORK? The Rolling ATR Bands indicator calculates the ATR based on the specified length and multiplier to form upper and lower bands around the price. These bands adapt with market volatility, widening during high volatility and contracting during lower volatility periods. In addition, the indicator calculates a "trend strength" score by combining an interpolated RSI, Supertrend, and EMA crossover. This score is smoothed with a customizable length, and a color gradient is applied to visually denote the strength of bearish, neutral, or bullish conditions. Here's how to interpret the bands: Upper Band: Acts as dynamic resistance; when price approaches or touches it, this often suggests potential overbought conditions. Lower Band: Acts as dynamic support; touching or nearing this band might indicate potential oversold conditions. Color Shifts: Color changes indicate shifts in trend direction. For example, a green color suggests a bullish trend, while red hints at bearish tendencies. 🚩 UNIQUENESS What sets the Rolling ATR Bands apart is the combined use of interpolated RSI, Supertrend, and EMA cross values, creating a weighted trend strength score. This integration allows for nuanced, color-coded visual cues that respond quickly to trend changes without excessive noise, offering traders an intuitive view of both trend direction and potential momentum. You can also set up alerts for retest & alerts for upper and lower bands to get informed of potential movements. ⚙️ SETTINGS 1. General Configuration ATR Length : Controls the ATR calculation length for the bands. Smoothing: Adjusts the trend strength smoothing to control sensitivity to trend changes. ATR Multiplier : Sets the width of the bands by multiplying the ATR value. Trend Smoothing : Higher settings will result in longer periods of time required for trend to change direction from bullish to bearish and vice versa.
Pine Script®指標
由fluxchart提供
6
Cumulative Volume Delta Strategy | Flux Charts💎 GENERAL OVERVIEW Introducing the Cumulative Volume Delta Strategy (CVDS) Indicator, an advanced tool designed to enhance trading strategies by identifying potential trend reversals through volume dynamics. This script features integrated order block detection, Fair Value Gaps (FVGs), and a dynamic take-profit (TP) and stop-loss (SL) system. For an in-depth understanding of the strategy, refer to the "HOW DOES IT WORK?" section below. Features of the new Cumulative Volume Delta Strategy (CVDS) Indicator : Cumulative Volume Delta-based Strategy Order Block and Fair Value Gap (FVG) Entry Methods Dynamic TP/SL System Customizable Risk Management Settings Alerts for Buy, Sell, TP, and SL Signals 📌 HOW DOES IT WORK ? The CVDS indicator operates by tracking the net volume difference between buyers and sellers to identify divergences that could indicate potential trend reversals. A cumulative volume delta (CVD) calculation is employed to measure the intensity of these divergences in relation to price movements. The net volume sum is reset every trading day (can be changed from the settings using the anchor period option), and divergences are detected when the cumulative volume crosses the 0-line over or under. Once a significant divergence is detected, the indicator identifies breakout points, confirmed by either Fair Value Gaps (FVGs) or Order Blocks (OBs). Depending on your chosen entry mode, the indicator will trigger a buy or sell entry when the confirmation signal aligns with the breakout direction. Alerts for Buy, Sell, Take-Profit, and Stop-Loss are available. Note that the indicator cannot run on 1-minute and 1-second charts, as it needs to get data from a lower timeframe. 1-minutes & 1-second timeframes are the minimum timeframes in their ranges respectively. 🚩 UNIQUENESS What sets this indicator apart is the combination of volume divergence analysis with advanced price action tools like Fair Value Gaps (FVGs) and Order Blocks (OBs). The ability to choose between these methods, along with a dynamic TP/SL system that adapts based on volatility, provides flexibility for traders in any market condition. The backtesting dashboard provides metrics about the performance of the indicator. You can use it to tune the settings for best use in the current ticker. The CVD-based strategy ensures that trades are initiated only when meaningful divergences between volume and price occur, filtering out noise and increasing the likelihood of profitable trades. ⚙️ SETTINGS 1. General Configuration Anchor Period: Time anchor period used in CVD calculation. This is essentially the period that the volume delta sum will be reset. Lower timeframes may result in more entries at the cost of less reliable results. Entry Mode: Choose between FVGs or OBs to trigger your entries based on the confirmation signals. Retracement Requirement: Enable to confirm the entry after a retracement toward the FVG or OB. 2. Fair Value Gaps FVG Sensitivity: Modify the sensitivity of FVG detection, allowing for more or fewer gaps to be considered valid. 3. Order Blocks (OB) Swing Length: Define the swing length to identify OB formations. Shorter lengths find smaller OBs, while longer lengths detect larger structures. 4. TP / SL TP / SL Method: a) Dynamic: The TP / SL zones will be auto-determined by the algorithm based on the Average True Range (ATR) of the current ticker. b) Fixed : You can adjust the exact TP / SL ratios from the settings below. Dynamic Risk: The risk you're willing to take if "Dynamic" TP / SL Method is selected. Higher risk usually means a better winrate at the cost of losing more if the strategy fails. This setting is has a crucial effect on the performance of the indicator, as different tickers may have different volatility so the indicator may have increased performance when this setting is correctly adjusted.
Pine Script®指標
由fluxchart提供
7
Candle Range Theory | Flux Charts💎 GENERAL OVERVIEW Introducing our new Candle Range Theory Indicator! This powerful tool offers a strategy built around the Candle Range Theory, which analyzes market movements through the relative size and structure of price candles. For more information about the process, check the "HOW DOES IT WORK" section. Features of the new Candle Range Theory Indicator : Implementation of the Candle Range Theory FVG & Order Block Entry Methods 2 Different TP / SL Methods Customizable Execution Settings Customizable Backtesting Dashboard Alerts for Buy, Sell, TP & SL Signals 📌 HOW DOES IT WORK ? The Candle Range Theory (CRT) indicator operates by identifying significant price movements through the relative size and structure of candlesticks. A key part of the strategy is determining large candles based on their range compared to the Average True Range (ATR) in a higher timeframe. Once identified, a breakout of either the high wick or the low wick of the large candle is required. This breakout is considered a liquidity grab. After that, the indicator waits for confirmation through Fair Value Gaps (FVGs) or Order Blocks (OBs). The confirmation structure must be the opposite direction of the breakout, for example if the high wick is broken, a bearish FVG is required for the short entry. After a confirmation signal is received, the indicator will trigger entry points based on your chosen entry method (FVG or OB), and exit points will be calculated using either a dynamic ATR-based TP/SL method or fixed percentages. Alerts for Buy, Sell, Take-Proft, and Stop-Loss are available. 🚩 UNIQUENESS This indicator stands out because it combines two highly effective entry methods: Fair Value Gaps (FVGs) and Order Blocks (OBs). You can choose between these strategies depending on market conditions. Additionally, the dynamic TP/SL system uses the ticker's volatility to automatically calculate stop-loss and take-profit targets. The backtesting dashboard provides metrics about the performance of the indicator. You can use it to tune the settings for best use in the current tiker. The Candle Range Theory approach offers more flexibility compared to traditional indicators, allowing for better customization and control based on your risk tolerance. ⚙️ SETTINGS 1. General Configuration Higher Timeframe: Customize the higher timeframe for analysis. Recommended combinations include M15 -> H4, H4 -> Daily, Daily -> Weekly, and Weekly -> Monthly. HTF Candle Size: Define the size of the higher timeframe candles as Big, Normal, or Small to filter valid setups based on their range relative to ATR. Entry Mode: Choose between FVGs and Order Blocks for your entry triggers. Require Retracement: Enable this option if you want a retracement to the FVG or OB for entry confirmation. Show HTF Candle Lines: Toggle to display the higher timeframe candle lines for better visual clarity. 2. Fair Value Gaps FVG Sensitivity: You may select between Low, Normal, High or Extreme FVG detection sensitivity. This will essentially determine the size of the spotted FVGs, with lower sensitivities resulting in spotting bigger FVGs, and higher sensitivities resulting in spotting all sizes of FVGs. 3. Order Blocks Swing Length: Swing length is used when finding order block formations. Smaller values will result in finding smaller order blocks. 4. TP / SL TP / SL Method: a) Dynamic: The TP / SL zones will be auto-determined by the algorithm based on the Average True Range (ATR) of the current ticker. b) Fixed : You can adjust the exact TP / SL ratios from the settings below. Dynamic Risk: The risk you're willing to take if "Dynamic" TP / SL Method is selected. Higher risk usually means a better winrate at the cost of losing more if the strategy fails. This setting is has a crucial effect on the performance of the indicator, as different tickers may have different volatility so the indicator may have increased performance when this setting is correctly adjusted.
Pine Script®指標
由fluxchart提供
19
ICT Judas Swing | Flux Charts💎 GENERAL OVERVIEW Introducing our new ICT Judas Swing Indicator! This indicator is built around the ICT's "Judas Swing" strategy. The strategy looks for a liquidity grab around NY 9:30 session and a Fair Value Gap for entry confirmation. For more information about the process, check the "HOW DOES IT WORK" section. Features of the new ICT Judas Swing : Implementation of ICT's Judas Swing Strategy 2 Different TP / SL Methods Customizable Execution Settings Customizable Backtesting Dashboard Alerts for Buy, Sell, TP & SL Signals 📌 HOW DOES IT WORK ? The strategy begins by identifying the New York session from 9:30 to 9:45 and marking recent liquidity zones. These liquidity zones are determined by locating high and low pivot points: buyside liquidity zones are identified using high pivots that haven't been invalidated, while sellside liquidity zones are found using low pivots. A break of either buyside or sellside liquidity must occur during the 9:30-9:45 session, which is interpreted as a liquidity grab by smart money. The strategy assumes that after this liquidity grab, the price will reverse and move in the opposite direction. For entry confirmation, a fair value gap (FVG) in the opposite direction of the liquidity grab is required. A buyside liquidity grab calls for a bearish FVG, while a sellside grab requires a bullish FVG. Based on the type of FVG—bullish for buys and bearish for sells—the indicator will then generate a Buy or Sell signal. After the Buy or Sell signal, the indicator immediately draws the take-profit (TP) and stop-loss (SL) targets. The indicator has three different TP & SL modes, explained in the "Settings" section of this write-up. You can set up alerts for entry and TP & SL signals, and also check the current performance of the indicator and adjust the settings accordingly to the current ticker using the backtesting dashboard. 🚩 UNIQUENESS This indicator is an all-in-one suit for the ICT's Judas Swing concept. It's capable of plotting the strategy, giving signals, a backtesting dashboard and alerts feature. Different and customizable algorithm modes will help the trader fine-tune the indicator for the asset they are currently trading. Three different TP / SL modes are available to suit your needs. The backtesting dashboard allows you to see how your settings perform in the current ticker. You can also set up alerts to get informed when the strategy is executable for different tickers. ⚙️ SETTINGS 1. General Configuration Swing Length -> The swing length for pivot detection. Higher settings will result in FVG Detection Sensitivity -> You may select between Low, Normal, High or Extreme FVG detection sensitivity. This will essentially determine the size of the spotted FVGs, with lower sensitivies resulting in spotting bigger FVGs, and higher sensitivies resulting in spotting all sizes of FVGs. 2. TP / SL TP / SL Method -> a) Dynamic: The TP / SL zones will be auto-determined by the algorithm based on the Average True Range (ATR) of the current ticker. b) Fixed : You can adjust the exact TP / SL ratios from the settings below. Dynamic Risk -> The risk you're willing to take if "Dynamic" TP / SL Method is selected. Higher risk usually means a better winrate at the cost of losing more if the strategy fails. This setting is has a crucial effect on the performance of the indicator, as different tickers may have different volatility so the indicator may have increased performance when this setting is correctly adjusted.
Pine Script®指標
由fluxchart提供
18
HTF Inversion Fair Value Gap | Flux Charts💎 GENERAL OVERVIEW Introducing our new Higher Timeframe Inversion Fair Value Gaps (IFVG) indicator! Inversion Fair Value Gaps occur when a Fair Value Gap becomes invalidated. They reverse the role of the original Fair Value Gap, making a bullish zone bearish and vice versa. This indicator finds the latest IFVG in a higher timeframe and renders it in the current chart with it's divergence. For more information about the process, read the "HOW DOES IT WORK" section of the description. Features of the new Higher Timeframe IFVG Indicator : Renders The Higher Timeframe IFVG Invalidation Borders Variety Of Zone Detection / Sensitivity / Filtering / Invalidation Settings High Customizability 🚩 UNIQUENESS This indicator lets you take a look at the bigger picture by rendering the latest IFVG in a higher timeframe. You can see the current IFVG divergence to see how is the price action acting around the IFVG. You also can customize the FVG Filtering method, FVG & IFVG Zone Invalidation, Detection Sensitivity etc. according to your needs to get the best performance from the indicator. 📌 HOW DOES IT WORK ? A Fair Value Gap generally occur when there is an imbalance in the market. They can be detected by specific formations within the chart. An Inversion Fair Value Gap is when a FVG becomes invalidated, thus reversing the direction of the FVG. This indicator then renders the IFVG in a higher timeframe in your chart like this : The opaque dashed lines at the top and the bottom of the IFVG indicate the bars that formed the original FVG. The middle dashed line that is semi-transparent shows the candlestick that invalidated the original FVG, thus created the current IFVG. The vertical solid top & bottom wicks indicate the current divergence of the highest & lowest points to the current IFVG. The IFVGs can act as strong support & resistance points, depending on their creation volume and invalidation volume. Traders can use them for confirmation signals to their positions. ⚙️ SETTINGS 1. General Configuration Higher Timeframe -> The higher timeframe to detect latest IFVG from. Keep in mind that his setting must be higher than the current timeframe. IFVG Zone Invalidation -> Select between Wick & Close price for IFVG Zone Invalidation. 2. Fair Value Gaps FVG Zone Invalidation -> Select between Wick & Close price for FVG Zone Invalidation. Zone Filtering -> With "Average Range" selected, algorithm will find FVG zones in comparison with average range of last bars in the chart. With the "Volume Threshold" option, you may select a Volume Threshold % to spot FVGs with a larger total volume than average. FVG Detection -> With the "Same Type" option, all 3 bars that formed the FVG should be the same type. (Bullish / Bearish). If the "All" option is selected, bar types may vary between Bullish / Bearish. Detection Sensitivity -> You may select between Low, Normal or High FVG detection sensitivity. This will essentially determine the size of the spotted FVGs, with lower sensitivities resulting in spotting bigger FVGs, and higher sensitivities resulting in spotting all sizes of FVGs. 3. Dasboard You can enable / disable the mitigation dashboard and customize it here. 4. Customization Offset -> The number of candlesticks the IFVG will be rendered to the right of the latest bar. Width -> The width of the rendered IFVG in candlesticks.
Pine Script®指標
由fluxchart提供
5
RSI (Kernel Optimized) | Flux Charts💎 GENERAL OVERVIEW Introducing our new KDE Optimized RSI Indicator! This indicator adds a new aspect to the well-known RSI indicator, with the help of the KDE (Kernel Density Estimation) algorithm, estimates the probability of a candlestick will be a pivot or not. For more information about the process, please check the "HOW DOES IT WORK ?" section. Features of the new KDE Optimized RSI Indicator : A New Approach To Pivot Detection Customizable KDE Algorithm Realtime RSI & KDE Dashboard Alerts For Possible Pivots Customizable Visuals ❓ HOW TO INTERPRET THE KDE % The KDE % is a critical metric that reflects how closely the current RSI aligns with the KDE (Kernel Density Estimation) array. In simple terms, it represents the likelihood that the current candlestick is forming a pivot point based on historical data patterns. a low percentage suggests a lower probability of the current candlestick being a pivot point. In these cases, price action is less likely to reverse, and existing trends may continue. At moderate levels, the possibility of a pivot increases, indicating potential trend shifts or consolidations.Traders should start monitoring closely for confirmation signals. An even higher KDE % suggests a strong likelihood that the current candlestick could form a pivot point, which could lead to a reversal or significant price movement. These points often align with overbought or oversold conditions in traditional RSI analysis, making them key moments for potential trade entry or exit. 📌 HOW DOES IT WORK ? The RSI (Relative Strength Index) is a widely used oscillator among traders. It outputs a value between 0 - 100 and gives a glimpse about the current momentum of the price action. This indicator then calculates the RSI for each candlesticks, and saves them into an array if the candlestick is a pivot. The low & high pivot RSIs' are inserted into two different arrays. Then the a KDE array is calculated for both of the low & high pivot RSI arrays. Explaining the KDE might be too much for this write-up, but for a brief explanation, here are the steps : 1. Define the necessary options for the KDE function. These are : Bandwidth & Nº Steps, Array Range (Array Max - Array Min) 2. After that, create a density range array. The array has (steps * 2 - 1) elements and they are calculated by (arrMin + i * stepCount), i being the index. 3. Then, define a kernel function. This indicator has 3 different kernel distribution modes : Uniform, Gaussian and Sigmoid 4. Then, define a temporary value for the current element of KDE array. 5. For each element E in the pivot RSI array, add "kernel(densityRange.get(i) - E, 1.0 / bandwidth)" to the temporary value. 6. Add 1.0 / arrSize * to the KDE array. Then the prefix sum array of the KDE array is calculated. For each candlestick, the index closest to it's RSI value in the KDE array is found using binary search. Then for the low pivot KDE calculation, the sum of KDE values from found index to max index is calculated. For the high pivot KDE, the sum of 0 to found index is used. Then if high or low KDE value is greater than the activation threshold determined in the settings, a bearish or bullish arrow is plotted after bar confirmation respectively. The arrows are drawn as long as the KDE value of current candlestick is greater than the threshold. When the KDE value is out of the threshold, a less transparent arrow is drawn, indicating a possible pivot point. 🚩 UNIQUENESS This indicator combines RSI & KDE Algorithm to get a foresight of possible pivot points. Pivot points are important entry, confirmation and exit points for traders. But to their nature, they can be only detected after more candlesticks are rendered after them. The purpose of this indicator is to alert the traders of possible pivot points using KDE algorithm right away when they are confirmed. The indicator also has a dashboard for realtime view of the current RSI & Bullish or Bearish KDE value. You can fully customize the KDE algorithm and set up alerts for pivot detection. ⚙️ SETTINGS 1. RSI Settings RSI Length -> The amount of bars taken into account for RSI calculation. Source -> The source value for RSI calculation. 2. Pivots Pivot Lengths -> Pivot lengths for both high & low pivots. For example, if this value is set to 21; 21 bars before AND 21 bars after a candlestick must be higher for a candlestick to be a low pivot. 3. KDE Activation Threshold -> This setting determines the amount of arrows shown. Higher options will result in more arrows being rendered. Kernel -> The kernel function as explained in the upper section. Bandwidth -> The bandwidth variable as explained in the upper section. The smoothness of the KDE function is tied to this setting. Nº Bins -> The Nº Steps variable as explained in the upper section. It determines the precision of the KDE algorithm.
Pine Script®指標
由fluxchart提供
31
ICT Unicorn | Flux Charts💎 GENERAL OVERVIEW Introducing our new ICT Unicorn Indicator! This indicator is built around the ICT's "Unicorn" strategy. The strategy uses Breaker Blocks and Fair Value Gaps for entry confirmation. For more information about the process, check the "HOW DOES IT WORK" section. Features of the new ICT Unicorn Indicator : Implementation of ICT's Unicorn Strategy Toggleable Retracement Entry Method 3 Different TP / SL Methods Customizable Execution Settings Customizable Backtesting Dashboard Alerts for Buy, Sell, TP & SL Signals 📌 HOW DOES IT WORK ? The ICT Unicorn entry model merges the concepts of Breaker Blocks and Fair Value Gaps (FVGs), offering a distinct method for identifying trade opportunities. By integrating these two elements, we can have a position entry with stop-loss and take-profit targets on the potential support & resistance zones. This model is particularly reliable for trade entry, as it combines two powerful entry techniques. An ICT Unicorn Model consists of a FVG which is overlapping with a Breaker Block of the same type. Here is an example : When a FVG overlaps with a Breaker Block of the same type, the indicator gives a Buy or Sell signal depending on the FVG type (Bullish & Bearish). If the "Require Retracement" option is enabled in the settings, the signals are not given immediately. Instead, the current price of the ticker will need to touch the FVG once more before the signals are given. After the Buy or Sell signal, the indicator immediately draws the take-profit (TP) and stop-loss (SL) targets. The indicator has three different TP & SL modes, explained in the "Settings" section of this write-up. You can set up alerts for entry and TP & SL signals, and also check the current performance of the indicator and adjust the settings accordingly to the current ticker using the backtesting dashboard. 🚩 UNIQUENESS This indicator is an all-in-one suit for the ICT's Unicorn concept. It's capable of plotting the strategy, giving signals, a backtesting dashboard and alerts feature. Different and customizable algorithm modes will help the trader fine-tune the indicator for the asset they are currently trading. Three different TP / SL modes are available to suit your needs. The backtesting dashboard allows you to see how your settings perform in the current ticker. You can also set up alerts to get informed when the strategy is executable for different tickers. ⚙️ SETTINGS 1. General Configuration FVG Detection Sensitivity -> You may select between Low, Normal, High or Extreme FVG detection sensitivity. This will essentially determine the size of the spotted FVGs, with lower sensitivies resulting in spotting bigger FVGs, and higher sensitivies resulting in spotting all sizes of FVGs. Swing Length -> Swing length is used when finding order block formations. Smaller values will result in finding smaller order & breaker blocks. Require Retracement -> a) Disabled : The entry signal is given immediately once a FVG overlaps with a Breaker Block of the same type. b) Enabled : The current price of the ticker will need to touch the FVG once more before the entry signal is given. 2. TP / SL TP / SL Method -> a) Unicorn : This is the default option. The SL will be set to the lowest low of the last 100 bars with an extra offset in a Buy signal. For Sell signals, the SL will be set to the highest high of the last 100 bars with an extra offset. The TP is then set to a value using the SL value and maintaining a risk-reward ratio. b) Dynamic: The TP / SL zones will be auto-determined by the algorithm based on the Average True Range (ATR) of the current ticker. c) Fixed : You can adjust the exact TP / SL ratios from the settings below. Dynamic Risk -> The risk you're willing to take if "Dynamic" TP / SL Method is selected. Higher risk usually means a better winrate at the cost of losing more if the strategy fails. This setting is has a crucial effect on the performance of the indicator, as different tickers may have different volatility so the indicator may have increased performance when this setting is correctly adjusted.
Pine Script®指標
由fluxchart提供
21
Theta Shield | Flux Charts💎 GENERAL OVERVIEW Introducing our new Theta Shield indicator! Theta is the options risk factor concerning how fast there is a decline in the value of an option over time. This indicator aims to help the trader avoid sideways market phases in the current ticker, to minimize the risk of theta decay. For more information, please check the "How Does It Work" section. Features of the new Theta Shield Indicator : Foresight Of Accumulation Zones Decrease Risk Of Theta Decay Clear "Valid" & "Non-Valid" Signals Validness Trail Alerts 📌 HOW DOES IT WORK ? In options trading, theta is defined as the rate of decline in the value of an option due to the passage of time. Traders want to avoid this kind of decay in the value of an option. One of the best ways to avoid it is not holding an option contract when the market is going sideways. This indicator uses a stochastic oscillator to try to get a foresight of sideways markets, warning the trader to not hold an option contract while the price is in a range. The indicator starts by calculating the stochastic value using close, high & low prices of the candlesticks. Then a stoch threshold & a theta length are determined depending on the option contract type defined by the user in the settings of the indicator. Each candlestick that falls above or below the stoch threshold value is counted, and a "theta valid strength" is calculated using the counted candlesticks, which has a value between -100 & 100. Here is the formula of the "theta valid strength" value : f_lin_interpolate(float x0, float x1, float y0, float y1, float x) => y0 + (x - x0) * (y1 - y0) / (x1 - x0) thetaValid = Total Candlesticks That Fall Above & Below The Threshold In Last "Theta Length" bars. thetaValidStrength = f_lin_interpolate(0, thetaLength, -100, 100, thetaValid) Then a trail is rendered, and "Valid" & "Non-Valid" signals are given using this freshly calculated strength value. Valid means that the indicator currently thinks that no accumulation will happen in the near future, so the option positions in the current ticker are protected from the theta decay. Non-Valid means that the indicator thinks the ticker has entered the accumulation phase, so holding any option position is not recommended, as they may be affected by the theta decay. 🚩 UNIQUENESS This indicator offers a unique way to avoid theta decay in options trading. It uses a stochastic oscillator and thresholds to calculate a "theta strength" value, which is used for rendering validness signals and a trail. Traders can follow the valid & non-valid signals when deciding to hold their options position or not. The indicator also has an alerts feature, so you can get notified when a ticker is about to enter a range, or when it's about to get out of it. ⚙️ SETTINGS 1. General Configuration Contract Type -> You can set the option contract type here. The indicator will adjust itself to get a better foresight depending on the contract length. 2. Style Fill Validness -> Will render a trail based on "theta strength" value.
Pine Script®指標
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MACD Trail | Flux Charts💎 GENERAL OVERVIEW Introducing our new MACD Trail indicator! Moving average convergence/divergence (MACD) is a well-known indicator among traders. It's a trend-following indicator that uses the relationship between two exponential moving averages (EMAs). This indicator aims to use MACD to generate a trail that follows the current price of the ticker, which can act as a support / resistance zone. More info about the process in the "How Does It Work" section. Features of the new MACD Trail Indicator : A Trail Generated Using MACD Calculation Customizable Algorithm Customizable Styling 📌 HOW DOES IT WORK ? First of all, this indicator calculates the current MACD of the ticker using the user's input as settings. Let X = MACD Length setting ; MACD ~= X Period EMA - (X * 2) Period EMA Then, two MACD Trails are generated, one being bullish and other being bearish. Let ATR = 30 period ATR (Average True Range) Bullish MACD Trail = Current Price + MACD - (ATR * 1.75) Bearish MACD Trail = Current Price + MACD + (ATR * 1.75) The indicator starts by rendering only the Bullish MACD Trail. Then if it's invalidated (candlestick closes below the trail) it switches to Bearish MACD Trail. The MACD trail switches between bullish & bearish as they get invalidated. The trail type may give a hint about the current trend of the price action. The trail itself also can act as a support / resistance zone, here is an example : 🚩 UNIQUENESS While MACD is one of the most used indicators among traders, this indicator aims to add another functionality to it by rendering a trail based on it. This trail may act as a support / resistance zone as described above, and gives a glimpse about the current trend. The indicator also has custom MACD Length and smoothing options, as well as various style options. ⚙️ SETTINGS 1. General Configuration MACD Length -> This setting adjusts the EMA periods used in MACD calculation. Increasing this setting will make MACD more responseive to longer trends, while decreasing it may help with detection of shorter trends. Smoothing -> The smoothing of the MACD Trail. Increasing this setting will help smoothen out the MACD Trail line, but it can also make it less responsive to the latest changes.
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