Breakout Structure SignalsBreakout Structure Signals
Trend-following Donchian breakouts with optional retests, HTF trend filter, volume & ADX gates, and one-signal-per-direction control.
What it does
Prints LONG / SHORT when price breaks the prior Donchian High/Low and/or makes a qualified retest of that level.
Works with trend via EMAs on the chart TF; optional HTF EMA filter confirms higher-timeframe bias.
Optional Volume and ADX filters, plus soft candle-quality checks.
Signals confirm on bar close (no intrabar repaint on your chart TF). Duplicate signals can be suppressed until direction flips.
Core logic
Breakout Long: close > DonchianHigh AND EMAfast > EMAslow AND close > EMAslow .
Breakout Short: close < DonchianLow AND EMAfast < EMAslow AND close < EMAslow .
Retest (optional): after breakout, wait up to maxBarsWait for a pullback within ATR × retestTolATR around the breakout level; price must also align with the fast EMA (above for longs, below for shorts).
Filters (optional): Volume > SMA20 × volMult , ADX > 20 , candle-quality: close position within range ≥ closePosMin and body/range ≥ impulseBodyMin .
HTF trend (optional): Longs require HTF EMAfast > HTF EMAslow ; shorts require the opposite (via request.security on htf_tf ).
Inputs (key)
lengthRange — Donchian N (high/low lookback).
emaFastLen , emaSlowLen — chart-TF trend filter.
useVolumeFilt , volMult — volume gate (turn OFF where volume is unreliable).
useRetest , retestTolATR , maxBarsWait — retest behavior & tolerance.
useADX , adxLen — trend-strength filter.
useHTF , htf_tf , htfEmaFastLen , htfEmaSlowLen — higher-TF confirmation.
useCandleQual , closePosMin , impulseBodyMin — soft candle-quality checks.
confirmOnClose — confirm signals on close.
suppressSameSide — block repeats until reversal.
showBg — background highlight on signal bars.
Visuals
Plots: EMA Fast , EMA Slow , Donchian High/Low .
Markers: triangle LONG below bars, triangle SHORT above bars.
Optional background tint on signal bars.
Alerts
LONG signal — breakout or qualified retest (long).
SHORT signal — breakout or qualified retest (short).
How to use
Start with Donchian 20 , EMA 20/50 ; for LTF trading, consider HTF = 60m/240m.
Retests: try 0.3–0.6 ATR tolerance and 8–12 bars wait for cleaner fills.
Stops: beyond breakout/retest by 1–1.5 ATR or beyond fast EMA; manage with partials and a trailing exit.
Turn Volume filter OFF where volume isn’t informative.
This indicator provides signals only; always combine with risk management.
Forecasting
ATM LEIW23C° Pivot SD Zones Conclusion
I hope you find an use to it, i really like this indicator.
Thanks for reading
Gann_RSGann_RS — Precision Gann Level Indicator (RightSpade Edition)
Gann_RS (RightSpade Edition) is a professional-grade indicator that applies Gann’s square-root progression technique to identify dynamic support and resistance levels around a key reference point (price X).
✅ Key Features
• Auto-detects base level using daily close or daily low.
• Plots symmetrical Gann levels above / below initial X using √X + Step logic.
• Adjustable step size and number of levels.
• Distinct color coding for alternate bands.
⚙️ Usage Tips
• Works on any symbol and timeframe.
• Use smaller Step values (1-2) for tighter intraday analysis, larger values (2-4) for swing setups.
• Combine with trend-based confirmation indicators for maximum accuracy.
🧭 Developed & maintained by
RightSpade Capital Advisors Pvt. Ltd. — SEBI Reg. INH000018799
📌 Disclaimer
This script is for educational & research purposes only and does not constitute investment advice or a buy/sell recommendation. Market participation involves risk; please consult your financial advisor before making trading decisions.
© 2025 RightSpade Capital Advisors Pvt. Ltd. All Rights Reserved.
噪音套利器简单粗暴的套利器。
红色代表看涨，白色代表看跌。
黄色线意味着短期情绪波动值。
最佳的开单机会往往是在，黄线距离红/白最远的位置。
如：在红色看涨状态，黄色线突然下破，则是很好的做多机会。
大周期如果为红色，小周期的策略应该是做多为主（关注白变红的拐点、黄线突然下破）
A Simple, No-Nonsense Arbitrage Tool
Red indicates a bullish signal, while White indicates a bearish signal.
The Yellow Line represents short-term sentiment volatility.
The best entry opportunities often occur when the Yellow Line is at its maximum distance from the Red or White line.
For example: In a bullish state (indicated by Red), a sudden sharp drop in the Yellow Line presents an excellent opportunity to go long.
Furthermore: If the higher timeframe is bullish (Red), the strategy on the lower timeframe should primarily focus on going long. Key signals to watch for are the turning point where White flips to Red, and the sudden drop of the Yellow Line.
Blavk Terminal By Blavk Core Capitals- Open📘 Blavk Terminal
Multi-Indicator Trend & Momentum Detection System
Overview:
The Blavk Terminal indicator helps traders identify breakout and breakdown zones, market trend direction, and volatility conditions. It combines multiple well-known analytical concepts to generate reliable visual and alert-based trading signals.
🔍 Core Concepts
Trend Analysis: Uses layered moving averages (short to long-term) to identify price direction and trend strength.
Momentum Detection: Applies RSI-based logic to highlight potential breakout (bullish) and breakdown (bearish) areas.
Volatility Filter: Integrates ATR-based dynamic ranges to show stop-loss, target, and volatility status, helping traders manage positions more efficiently.
Volume Tracking: Displays both current candle volume and daily cumulative volume to assess participation strength.
⚙️ How to Use
On 15-minute charts, it can assist with swing trading and short-term momentum entries.
On daily, it helps with position or long-term holdings by confirming broader trend direction.
Traders can monitor green breakout/breakdown labels, confirm trend bias using moving averages, and use the displayed ATR levels for risk management.
💡 Conceptual Summary
Blavk Terminal integrates trend-following (moving averages), momentum confirmation (RSI), and volatility control (ATR) into a single tool.
This combination helps identify high-probability opportunities and supports decision-making across both short-term swing trades and long-term positional holds.
⚠️ Disclaimer
This indicator is for educational and analytical purposes only. It does not provide financial advice or guaranteed outcomes. Always backtest and apply risk management before live trading.
@blavkcorecapitals
IRONBULL FX AMD📌 Power Of 3 ICT 01 – AMD ICT & SMC Accumulations
Overview:
The Power Of 3 ICT 01 indicator by TradingFinder is designed to visually map out the classic Accumulation–Manipulation–Distribution (AMD) phases of price behavior, based on ICT (Inner Circle Trader) and Smart Money Concepts (SMC) principles. It helps traders recognize the underlying structure of the trading day using session-based detection aligned to the New York timezone.
🔍 Core Logic:
This script divides each trading day into three logical phases:
Accumulation (19:00–01:00 EST)
The period when institutions quietly build positions within a tight range.
Manipulation (01:00–07:00 EST)
False moves designed to induce retail participation in the wrong direction.
Distribution (07:00–13:00 EST)
The actual directional move after trapping liquidity.
These zones are visually marked on the chart using colored transparent boxes, with labels for clear identification.
🛠️ Key Features:
Session-Based Detection:
Uses Pine Script’s time() function to identify when the chart time falls within each of the defined AMD sessions.
Automatic High/Low Range Detection:
For each phase, the indicator tracks the highest high and lowest low within the session window to draw a price range box.
Visual Markers:
Distinct labels and shaded boxes are plotted for each zone:
🔹 Accumulation → Blue
🔸 Manipulation → Orange
🟢 Distribution → Cyan
Fully Customizable Settings:
Each phase’s visibility, session time, and color can be adjusted from the input panel.
📈 Ideal Use Case:
For traders following ICT/SMC methodology
For intraday structure mapping
To combine with other tools like Order Blocks, FVGs, or session breakouts
⚙️ Customization Options:
✅ Toggle visibility for each phase independently
🕒 Modify session start/end times
🎨 Choose custom colors for phase boxes and labels
⚠️ Note: Best used on intraday timeframes (60 min or lower). The indicator is optimized for charts set to the America/New_York timezone.
IRONBULL FX Venom [TradeFinder] SMC NY Session 2025Setup📌 IRONBULL FX VENOM TRADER
Overview:
The IRONBULL FX VENOM TRADER is a premium Smart Money Concepts (SMC)-based indicator built for institutional-style trading in the New York session. Powered by advanced order block refinement, fair value gap (FVG) detection, and session-based logic, this tool helps traders identify high-probability trading zones and mitigate market noise.
🔧 Key Features:
Order Block Refinement Engine
Integrates with advanced refining logic to filter institutional demand/supply zones, with both Defensive and Aggressive refinement modes.
Fair Value Gap (FVG) Filtering
Detects and highlights FVGs with dynamic filtering options, from Very Aggressive to Very Defensive levels.
Mitigation Levels Control
Allows users to select Proximal, 50%, or Distal levels for precise reaction zones within both OBs and FVGs.
CISD Detection
Captures key short-term displacement shifts, showing potential reversal or continuation signals with optional visual cues.
NY Session Logic
Includes built-in logic to align trades with the New York Opening Range (08:00–09:30 EST) and NY Trading Hours (09:30–17:00 EST). Key session highs/lows are tracked and labeled automatically.
Visual Clarity
Fully customizable color schemes for demand/supply OBs, FVGs, and CISD levels, with lightweight rendering for real-time performance.
🧠 Ideal For:
SMC/ICT-based traders
New York session scalpers and intraday traders
Traders seeking clean institutional zone mapping
Anyone needing visual confirmation of OB + FVG confluence
⚙️ How to Use:
Enable the indicator on a chart (preferably with NY session timezone).
Adjust refinement, FVG filters, and display settings based on your strategy.
Use the OB and FVG zones as key confluence areas for entries/exits.
Watch for CISD labels and session breakouts for high-confidence setups.
Disclaimer: This tool is for educational purposes and not financial advice. Always test in a demo environment before live trading.
Liquidity Regime OscillatorThe Liquidity Signal Line is a macro-driven confirmation tool designed to capture the underlying global liquidity regime in a single, smoothed oscillator. It measures the combined directional flow of monetary and financial conditions using high-impact macro data: Federal Reserve assets (WALCL), Treasury General Account (TGA), and the Overnight Reverse Repo facility (RRP) – adjusted by key market proxies such as the U.S. Dollar Index, credit spreads (HYG/LQD), and equity risk appetite (SPHB/SPHQ). These components are normalized, weighted, and then double-smoothed into a stable signal that translates complex liquidity dynamics into a simple 0–100 scale.
Liquidity expansion provides fuel for risk assets, while contraction drains leverage and risk appetite. The Signal Line acts as a confirmation overlay for trend and allocation strategies, showing whether systemic liquidity is broadly supportive or restrictive. Readings above 50 indicate an expansionary environment (risk-on bias), below 50 a contractionary one (risk-off bias). Because the calculation uses higher-timeframe macro data, it can be displayed on any chart to give traders a consistent, regime-aware signal that bridges macro policy and technical execution.
Geometric Price-Time Triangle Calculator═══════════════════════════════════════════════════
GEOMETRIC PRICE-TIME TRIANGLE CALCULATOR
═══════════════════════════════════════════════════
Calculates Point C of a geometric triangle using different rotation angles from any selected price swing. Based on Bradley F. Cowan's Price-Time Vector (PTV) methods from "Four-Dimensional Stock Market Structures and Cycles."
📐 WHAT IT DOES
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Select two points (A and B) on any swing, choose an angle, and the indicator calculates where Point C would be mathematically. It's just vector rotation applied to price charts.
This shows you where Point C lands in both price AND time based on pure geometry - not a prediction, just a calculation.
🎯 FEATURES
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✓ 10 Different Angles
• Gann ratios: 18.435° (1x3), 26.565° (1x2), 45° (1x1), 63.435° (2x1), 71.565° (3x1)
• Other angles: 30°, 60°, 90°, 120°, 150°
✓ Visual Triangle
• Adjustable colors and opacity for points A, B, C
• Line styles: Solid, Dashed, Dotted
• Extend lines: None, Left, Right, Both
✓ Crosshair at Point C
• Shows where Point C is located
• Vertical line = bar position
• Horizontal line = price level
✓ Data Table
• Shows all calculations
• Price-to-Bar ratio
• Point C location (price and bars from A/B)
• Toggle on/off
🔧 HOW TO USE
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1. Pick your swing start date (Point A)
2. Pick your swing end date (Point B) - make sure these dates capture the actual high/low of your swing
3. Choose an angle from the dropdown
4. Look at Point C - that's where the geometry puts it
Different angles = different Point C locations. Whether price actually goes there is up to the market.
📊 THE ANGLES
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- 18.435° (1x3) - Shallow rotation
- 26.565° (1x2) - Moderate rotation
- 45° (1x1) - Gann's balanced ratio
- 60° - Equilateral triangle (default)
- 63.435° (2x1) - Steeper rotation
- 71.565° (3x1) - Very steep rotation
- 90° - Right angle
- 120°-150° - Obtuse angles
💡 PRACTICAL USE
────────────────────────────────────────────────────
→ See where geometric patterns would complete
→ Test if your market respects certain angles
→ Find where multiple angles converge
→ Compare projected Point C to actual price action
→ Use 90° to see symmetrical price/time relationships
→ Backtest historical swings to see what worked
⚙️ HOW IT WORKS
────────────────────────────────────────────────────
1. Takes your AB swing
2. Calculates the BA vector (reverse direction)
3. Normalizes price and time using Price-to-Bar ratio
4. Rotates the vector by your selected angle
5. Converts back to chart coordinates
Basic trigonometry. That's all it is.
📚 BACKGROUND
────────────────────────────────────────────────────
Based on Bradley F. Cowan's Price-Time Vector (PTV) concept from "Four-Dimensional Stock Market Structures and Cycles" and W.D. Gann's geometric angle analysis. Cowan observed that markets sometimes complete geometric patterns. This tool calculates where those patterns would complete mathematically. Whether price actually respects these geometric relationships is something you need to test yourself.
⚠️ IMPORTANT
────────────────────────────────────────────────────
- This is geometric calculation, not prediction
- Point C shows where the math puts it, not where price will go
- Some angles might work for your market, some won't
- Test it yourself on historical data
- Price-to-Bar Ratio stays constant regardless of angle
- Don't trade based on this alone
- Works on all timeframes and assets
🎨 CUSTOMIZATION
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- Show/hide triangle
- Individual colors for A, B, C points
- Adjust opacity (0-100)
- Line styles for each triangle side
- Extend lines left/right/both/none
- Show/hide data table
- Crosshair color and width
- Customizable table colors
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Local Hurst Slope [Dynamic Regime]1. HOW THE INDICATOR WORKS (Math → Market Edge)Step
Math
Market Intuition
1. Log-Returns
r_t = log(P_t / P_{t-1})
Removes scale, makes series stationary
2. R/S per τ
R = max(cum_dev) - min(cum_dev)
S = stdev(segment)
Measures memory strength over window τ
3. H(τ) = log(R/S) / log(τ)
Di Matteo (2007)
H > 0.5 → Trend memory
H < 0.5 → Mean-reversion
4. Slope = dH/d(log τ)
Linear regression of H vs log(τ)
Slope > 0.12 → Trend accelerating
Slope < -0.08 → Reversion emerging
LEADING EDGE: The slope changes 3–20 bars BEFORE price confirms
→ You enter before the crowd, exit before the trap
Slope > +0.12 + Strong Trend = Bullish = Long
Slope +0.05 to +0.12 = Weak Trend = Cautious = Hold/Trail
Slope -0.05 to +0.05 = Random = No Edge
Slope-0.08 to -0.05 = Weak Reversion = Bearish setup = Prepare Short
Slope < -0.08 = Strong Reversion = Bearish= Short
PRO TIPS
Only trade in direction of 200-day SMA
Filters false signals
Avoid trading 3 days before/after earnings
Volatility kills edge
Use on ETFs (SPY, QQQ)
Cleaner than single stocks
Combine with RSI(14)
RSI < 30 + Hurst short = nuclear reversal
Low and Preceding High (Breakout + Bullis fgv + Extending Fib)🚀 Last Low & Preceding High: Bullish Reversal Strategy
This indicator identifies high-probability long setups by confirming a Bullish Market Structure Shift (BMS) coupled with a strong momentum filter.
🧠 Indicator Logic (How It Works)
The core function of this tool is to automatically locate the key structural points that lead to a bullish bias:
Structure Identification: It first defines a Range between the two most recent Pivot Lows. Within this range, it finds the Preceding High (the highest close before the current low) and the true Low Anchor (the lowest low/tail of the pivot low).
Breakout and Momentum Filter: A valid signal requires two conditions to be met on the current bar:
Bullish Breakout: The price must close above the Preceding High.
Marubozu Confirmation: A strong Bullish Marubozu candle (minimal wicks) must be present in the impulse move from the low, filtering for institutional strength.
Fibonacci Discount Zones: Upon confirmation, the indicator calculates and plots the discount zones (0.50, 0.618, 0.786) using the true extremes (tail-to-tail anchors). These zones start extending from the breakout candle and represent high-value areas for potential entries.
🎯 Entry and Risk Management
The strategy provides clear rules for execution once the logic is confirmed:
Entry Execution:
Wait for Retracement: Enter a Long position when the price retraces back into the colored Discount Zones (0.50 to 0.786).
Risk Control:
🛑 Stop Loss (SL): Placed below the Low Line (the swing low that initiated the move).
✅ Take Profit (TP): Placed above the High Line (the high that was broken).
Final note
"Special thanks to Mr. Mazen (@dr0chart) for developing this strategy."
GMS Session Rays – (Sydney/Asia/London/NY)GMS Session Rays – (Sydney/Asia/London/NY)
A lightweight Pine v6 indicator that plots the previous completed session’s High and Low for the four major sessions—Sydney, Asia, London, New York—so you always see the most actionable structure levels without chart clutter. Lines auto update at the end of each session and extend right as horizontal rays. Labels are clean, stack automatically to avoid overlap, and can be placed on the left or right side of the chart.
What it shows
Previous session High/Low for each enabled session (not the current live session).
Right extended rays at those prices, updated when the session closes.
Optional labels per session (e.g., “Sydney high”, “London low”), with auto stacking to prevent overlaps.
Simulated Fear & Greed (CNN-calibrated v2)🧭 Fear & Greed Index — TradingView Version (Simulated CNN Model)
🔍 Purpose
The Fear & Greed Index is a sentiment indicator that quantifies market emotion on a scale from 0 to 100, where:
0 represents Extreme Fear (capitulation, oversold conditions), and
100 represents Extreme Greed (euphoria, overbought conditions).
It helps traders assess whether the market is driven by fear (risk aversion) or greed (risk appetite) — giving a high-level view of potential turning points in market sentiment.
⚙️ How It Works in TradingView
Because TradingView cannot directly access CNN’s or alternative external sentiment feeds, this indicator simulates the Fear & Greed Index by analyzing in-chart technical data that reflect investor psychology.
It uses a multi-factor model, converting price and volume signals into a composite sentiment score.
🧩 Components Used (Simulated Metrics)
Category Metric Emotional Interpretation
Volatility ATR (Average True Range) High ATR = Fear, Low ATR = Greed
Momentum RSI + MACD Histogram Rising momentum = Greed, Falling = Fear
Volume Activity Volume Z-Score High positive deviation = Greed, Low = Fear
Trend Context SMA Regime Bias (50/200) Downtrend adds Fear penalty, Uptrend supports Greed
These elements are normalized into a 0–100 scale using percentile ranks (like statistical scoring) and then combined using user-adjustable weights.
⚖️ CNN-Style Calibration
The script follows CNN’s five sentiment bands for clarity:
Range Zone Colour Description
0–25 Extreme Fear 🔴 Red Panic, forced selling, capitulation risk
25–45 Fear 🟠 Orange Uncertainty, hesitation, early accumulation phase
45–55 Neutral ⚪ Gray Balanced sentiment, indecision
55–75 Greed 🟢 Light Green Optimism, trend continuation
75–100 Extreme Greed 💚 Bright Green Euphoria, risk of reversal
This structure aligns visually with CNN’s public gauge, making it easy to interpret.
M5 Predictor by AbdullayevXAUUSD M5 Predictive System
A multi-layer scoring system that predicts the next 5-minute candle direction for Gold.
📊 THE LOGIC:
This indicator combines 4 key factors to predict where the next candle will go:
1. Higher Timeframe Context - checks if M15 and H1 trends align
2. Current Candle Strength - analyzes body size, volume, and close position
3. Market Position - measures distance from VWAP and key levels
4. Price Patterns - detects engulfings, traps, and trend structures
Each factor gives a score. Total score ≥ +3 = BUY signal, ≤ -3 = SELL signal.
🎯 HOW TO USE:
- Green arrow + "BUY X%" = Go long at candle open
- Red arrow + "SELL X%" = Go short at candle open
- Higher % = stronger confidence
- Dashed lines show Stop Loss and Take Profit levels
- No signal = market is choppy or weak setup
⚙️ FEATURES:
✓ Automatic Stop/Take levels based on ATR
✓ Time-of-day filter (stronger signals during London/NY sessions)
✓ Chop filter (no signals when market ranges)
✓ Confidence scoring (50-100%)
✓ Built-in alerts
💡 BEST FOR:
Gold (XAUUSD) scalpers on 5-minute timeframe who want clear entry/exit levels with probability-based signals.
⚠️ Not financial advice. Use proper risk management.
Earnings CountdownAdd to a chart to show a text box with how long to next earnings.
Being updated to add functionality from original open source Pine script
Rolling Compound ReturnRolling Compound Return Indicator - Summary
This indicator calculates and displays the compounded return over rolling time periods, showing how an investment would have performed if held for the specified lookback length.
How it works:
1. Rolling calculation - For each bar, looks back N periods and compounds all the returns together using the formula: (1 + return₁) × (1 + return₂) × ... × (1 + returnₙ) - 1
2. Multiple timeframes - Allows comparison of up to 3 different rolling periods simultaneously:
* Period 1 (default 20 bars): Blue line
* Period 2 (default 50 bars): Orange line
* Period 3 (default 100 bars): Purple line
3. Visual elements:
* Lines plotted as percentage returns on dedicated Y-axis
* Zero reference line to distinguish gains from losses
* Optional green/red fill showing positive/negative zones
* Info table displaying current values for each period
4. Key insight - Unlike simple moving averages of returns, this shows the actual cumulative effect of holding through all the ups and downs over the rolling window.
Use case: Helps identify whether recent price action (over your chosen lookback period) has resulted in net gains or losses, and how different time horizons compare. For example, you might see the 20-period showing +5% while the 50-period shows -2%, indicating recent strength after a longer decline.
The indicator updates on every bar to show the "rolling N-period return" at each point in time.
Volumatic VIDYA – Pro+1. Professional & Clear (recommended for TradingView)
Volumatic VIDYA Pro+ combines a dynamic VIDYA trend filter, Delta Volume pressure, and automatic pattern recognition (Double/Triple Tops & Bottoms, Head & Shoulders).
A complete technical tool for detecting momentum shifts, trend reversals, and trade entries across multiple timeframes.
2. Short & Catchy
Adaptive VIDYA trendline + Delta Volume + Pattern detection in one tool.
Instantly visualize market bias, structure, and momentum strength.
3. Educational / Analytical
Analyze market dynamics with VIDYA-based trend filtering, volume delta analysis, and automated pattern recognition.
Ideal for traders who combine price action with quantitative confirmation.
[KF] Multi-Duration Rate Expectations IndicatorAfter last fed cut in Oct then following jump in rates, I was frustrated at not having access to good rate expectations vs actual because the market usually prices in prior to fed action. This indicator was developed to make futures market rate expectations accessible and interpretable without requiring professional bond analytics systems.
Summary
This Pine Script indicator reveals what the futures market expects for interest rates across three key durations: Fed Funds (overnight), 2-Year, and 10-Year Treasury yields. By comparing futures-implied rates against current spot yields, it provides a clear visual signal of whether the market expects rates to rise, fall, or remain steady.
Understanding Rate Futures
Fed Funds futures (ZQ1!) use a simple design where the expected rate equals 100 minus the futures price. If ZQ1! trades at 96.12, the market expects a 3.88% Fed Funds rate. Treasury futures work differently - they trade as bond prices (typically 102-115) that move inversely to yields. Converting Treasury futures to implied yields requires complex bond mathematics involving duration and conversion factors.
This indicator solves the Treasury futures complexity by implementing a self-calibrating sensitivity model. It observes the historical relationship between futures prices and yields, then uses this to project rate expectations. The model also compares front-month to next-month contracts to detect expected rate direction, automatically adapting as market conditions change.
How to Use
Add the indicator to any chart and select your desired duration in the settings. The display shows the futures-implied rate, current yield, and the difference between them. Green indicates the market expects higher rates, red means lower expectations, and gray shows expectations in line with current rates.
The indicator excels at identifying divergences between market expectations and current rates, which often precede rate movements or futures repricing. Comparing expectations across different durations reveals insights about yield curve positioning and Fed policy anticipation.
Technical Note
While Fed Funds futures provide exact rate expectations, Treasury futures conversions are sophisticated approximations that provide reliable directional signals and reasonable magnitude estimates sufficient for most trading applications.
High and low statisticsHigh/Low Pattern Analyzer (All Timeframes)
Ever wonder if there's a hidden pattern in the market?
Does the high of the week usually happen on a Tuesday?
Does the low of the month always form in the first week?
Which 15-minute candle really sets the high for the entire day?
This indicator is a powerful statistical tool designed to answer these questions by analyzing historical price action to find patterns in when the high and low of a period are formed.
The Core Idea: Daily High & Low of the Week
The simplest and most popular feature of this indicator is the "Daily high and low of the week" analysis.
What it does:
It looks back over your chosen number of weeks (e.g., the last 100) and finds out which day of the week (Monday, Tuesday, Wednesday, etc.) made the final high and which day made the final low for each of those weeks.
How to use it:
Go to the script settings.
Enable the "Daily High/Low of the Week" module.
Set your chart to the 1D (Daily) timeframe.
A table will appear on your chart (bottom-right by default) showing the exact count and percentage for each day. This lets you see at a glance if there's a strong tendency for the market you're watching.
Advanced Analysis: Other Timeframes
This script goes far beyond just the daily chart. It includes four other independent analysis modules:
1. 4-Hour High/Low of the Week
What it does: For intraday and swing traders. This module finds which 4-hour candle session (e.g., the 08:00 candle, the 16:00 candle) tends to form the high or low of the entire week.
Key Feature (DST Aware): This table is "season-aware." It knows that the 08:00 "summertime" (DST) candle is the same trading session as the 07:00 "wintertime" (STD) candle. It groups them together so your data is never split or messy.
2. Weekly High/Low of the Month
What it does: For a monthly perspective. This module finds which week of the month (Week 1, 2, 3, 4, or 5) is most likely to form the monthly high or low.
How to use: Enable it and set your chart to the 1W (Weekly) timeframe.
3. Monthly High/Low of the Year
What it does: The ultimate "big picture" view. This module finds which month (Jan, Feb, Mar, etc.) most frequently forms the high or low for the entire year.
How to use: Enable it and set your chart to the 1M (Monthly) timeframe.
The Power User Module: Custom Timeframe Analysis
This is the most powerful feature. It lets you analyze any timeframe combination you want.
What it does: It finds out which "Lower Timeframe" (LTF) candle made the high or low of any "Higher Timeframe" (HTF) you choose.
Example: Do you want to know which 15-minute candle makes the Daily high?
Set your chart to the 15M timeframe.
Go to the "Custom Timeframe Analysis" settings.
Set the "Higher Timeframe" to "1D".
The script will draw a "season-aware" table (just like the 4H module) showing you the exact 15-minute candles (09:15, 09:30, etc.) that are statistically most likely to form the day's high or low.
Other Features
Show Labels: Each module has an option to "Show labels," which will draw a label (e.g., "Daily High of the Week") directly on the chart at the exact bar that made the high or low.
Custom Dividers: Each module has its own optional, color-customizable divider (e.g., weekly, monthly) that you can toggle on to see the periods more clearly.
Clean Settings: All modules are disabled by default (except for "Daily") to keep your chart clean. You only need to enable the specific analysis you want to see.
This tool was built to turn your curiosity about market patterns into actionable, statistical data. Enjoy!
VIX/VVIX Spike RiskVIX/VVIX Spike Risk Analyzer
The VIX/VVIX Spike Risk Analyzer analyzes historical VIX behavior under similar market conditions to forecast future VIX spike risk.
By combining current VIX and VVIX levels as dual filters, it identifies historical precedents and calculates the probability and magnitude of VIX spikes over the next 1, 5, and 10 trading days.
IMPORTANT: This indicator must be applied to the VIX chart (CBOE:VIX) to function correctly.
Methodology
1. Dual-Filter Pattern Matching
The indicator uses both VIX and VVIX as simultaneous filters to identify historically analogous market conditions:
By requiring BOTH metrics to match historical levels, the indicator creates more precise market condition filters than using VIX alone. This dual-filter approach significantly improves predictive accuracy because:
VIX alone might be at 15, but VVIX can tell us if that 15 is stable (low VVIX) or explosive (high VVIX)
High VVIX + Low VIX often precedes major spikes
Low VVIX + Low VIX suggests sustained calm
2. Tolerance Settings
VIX Matching (Default: ±10% Relative)
Uses relative percentage matching for consistency across different VIX regimes
Example: VIX at 15 matches 13.5-16.5 (±10%)
Can switch to absolute tolerance (±5 points) if preferred
VVIX Matching (Default: ±10 Points Absolute)
Uses absolute point matching as VVIX scales differently
Example: VVIX at 100 matches 90-110
Can switch to relative percentage if preferred
3. Historical Analysis Window
The indicator scans up to 500 bars backward (limited by VVIX data availability) to find all historical periods where both VIX and VVIX were at similar levels. Each match becomes a "sample" for statistical analysis.
4. Forward-Looking Spike Analysis
For each historical match, the indicator measures VIX behavior over the next 1, 5, and 10 days
Display Metrics Explained
Average Highest Spike
Shows the average of the maximum VIX spikes observed.
Highest Single Spike
Shows the single largest spike ever recorded
Probability No 10% Spike
Shows what percentage of historical cases stayed BELOW a 10% spike:
Probability No 20% Spike
Shows what percentage of historical cases stayed BELOW a 20% spike:
Note : You'll see many more shaded bars than the sample count because each match creates up to 5 consecutive shaded bars (bars 1-5 after the match all "look back" and see it).
Short Volatility Strategies:
Enter when there's a LOW probability of big vol spikes based on today's metrics
Long Volatility Strategies
Enter when there's a HIGH probability of big vol spikes based on today's metrics
