Dynamic Volume Levels & BreakoutsUpdated and improved v.1.3
Description
This mathematical indicator exposes the different volume-weighted multi-temporal key price levels and their breakouts.
Background
The volume factor allows us to align our analysis to institutional activity, this gives us a guarantee of “true” movement behind the price action. In addition, the 200-session factor naturally acts as a “magnet” where the price tends to interact statistically. Finally, in conjunction with these two variables, multi-temporality is integrated, which gives us a full spectrum of levels of interest.
By default, it is designed to work in 1D temporality, the indicator shows breaks and is strategically distributed (most traded time frames).
The indicator is fully customizable according to each strategy, although its essence is mostly remarkable in high temporalities.
Suggestions for use
Institutional levels
Dynamic support and resistance
Death and Golden Cross
Trend confirmation and strength
Multitimeframe
Xcalibur Signals & Alerts [AlgoXcalibur]The advanced signal system forged to empower retail traders with an algorithm edge.
Xcalibur Signals & Alerts consistently delivers real-time trend signals through a sophisticated, multi-layered algorithm—without clutter or unnecessary complexity. The system combines institutional-grade trend-following logic with breakout detection, flat-market filtration, false signal failsafes, take profit suggestions, live alerts, and more—all in a visually simple, easy-to-use indicator built for all assets, timeframes, and market conditions.
🧠 Algorithm Logic
Xcalibur Signals & Alerts operates on a systematic framework that evaluates multiple technical dimensions in harmony—directional alignment, structural dynamics, relative strength, volume bias, momentum confirmation, breakout detection, Fibonacci calculations, and more. Rather than reacting to isolated triggers, it filters every opportunity through a multi-layered confirmation engine. It doesn’t just react to every move—it evaluates them. This cohesive approach ensures that each signal results from aligned conditions—not arbitrary thresholds. By combining structural awareness with adaptive filtering, Xcalibur maintains clarity and consistency across a wide range of market environments—delivering actionable signals without unnecessary noise or lag.
⚙️ User-Adjustbale Features
• Sensitivity Modes: Whether you’re a scalper, trend-follower, or swing trader: easily choose from the 5 pre-tuned sensitivity settings based on trading style, market volatility, and desired timeframe.
• Extended Trend Pullback Allowance: This filter uses institutional logic to deliberately filter out temporary pullbacks during extended trends to avoid signals against the prevailing market direction.
• False Signal Failsafe: Automatically neutralizes the current trend signal based on two selectable logic types:
Simple – Instantly deactivates the current trend signal if price breaks below the signal candle’s low (for uptrends) or above its high (for downtrends).
Advanced – Requires both a price break and opposing momentum to confirm the invalidation.
When triggered, the system plots a white “X”, turns candles gray, deactivates background coloring, sends an alert (if enabled), and enters standby mode until a new valid trend is detected.
*This feature does not guarantee break-even outcomes or reduced risk.
• Target Projection: Uses institutional logic to predict high-probability reaction zones where a potential reversal or breakout is likely. If the price hits the yellow target line, a yellow caution flag appears as a reminder to be vigilant and evaluate your take-profit strategy in the event of a reversal.
• Trailing Stop: User selected percentage-based risk inputs automatically calculates and visually plots a tailored trailing stop / trailing take-profit.
• Multi-Timeframe Monitor: Displays a practical table that simultaneously references and displays trend direction across 1m, 2m, 5m, 15m, 1H, 4H, 1D.
• Alert System: Mobile and/or desktop alerts for new trend signals, failsafe triggers, and morning greetings with auto re-armed notification. (Limited to 9am -4pm Eastern Time)
• Custom Candle color: Choose between two candle color logic - Signal Parameters or Directional Momentum.
Signal Parameters - Candle color reflects alignment between the current market conditions and the active trend signal: Green/Red candles signal confirm agreement between trending direction and trend signal logic.
White candles warn trend is moving against the current signal logic—a potential sign of weakening trend and pending reversal.
Directional Momentum - Candle color reflects bullish or bearish momentum: Green/Red candles indicate bullish/bearish momentum. White candles reveal weak momentum or loss of direction—often appearing during stalls, hesitation, or early reversal phases.
• SuperCandles: highlights strong momentum using a stunning and easy recognizable glow effect.
• Custom Background Color: Displays a subtle background tint based on the most recent trend signal—enhancing situational awareness.
Each input setting has a tooltip to explain the features while using the indicator.
⚔️ Not Just Another Signal Tool
Xcalibur Signals & Alerts is designed from the ground up to empower retail traders with access to a cohesive, structured algorithmic system—one that reflects the kind of awareness, discipline, and market adaptability typically only seen in institutional algorithms.
This is not an oversensitive or under-responsive signal indicator that is limited to one specific type of market condition or trader. It does not utilize hyperactive momentum triggers, rely on lagging crossover logic, or need infinitely adjustable sensitivity settings. Instead of cluttered visuals to interpret, this indicator delivers simple, easy-to-use signals—prioritizing clarity and usability without compromising on depth and sophistication.
Whether the market is trending, breaking out, or moving sideways, Xcalibur adapts—prioritizing trend stability, directional integrity, and visual clarity from one signal to the next.
⚠️ Disclaimer
While the Xcalibur Signals & Alerts algorithm is immune to human emotion, you are not. Be mindful not to fall victim to costly emotions that can manipulate your judgment, and understand the unpredictable and complex nature of trading. No algorithm, strategy, or technique can perform with perfect accuracy, and Xcalibur Signals & Alerts is no exception. While AlgoXcalibur strives to be as accurate possible, incorrect signals can and will occur. Xcalibur Signals & Alerts is a tool, not a guarantee. Users are fully responsible for making their own trading decisions, implementing proper risk management, and always trade responsibly.
🔥 Wield Xcalibur as a standalone weapon or pair it with your favorite indicators—including other tools in the AlgoXcalibur arsenal.
🛡️ Access & Membership
This script is exclusively available on TradingView via the AlgoXcalibur Membership, which includes access to all premium indicators, updates, support, and more.
🔐 To request access or learn more, please visit our website in the Author’s Instructions section or message directly via TradingView.
Dynamic Volume Levels & BreakoutsDescription
This mathematical indicator exposes the different volume-weighted multi-temporal key price levels and their breakouts.
Background
The volume factor allows us to align our analysis to institutional activity, this gives us a guarantee of “true” movement behind the price action. In addition, the 200-session factor naturally acts as a “magnet” where the price tends to interact statistically. Finally, in conjunction with these two variables, multi-temporality is integrated, which gives us a full spectrum of levels of interest.
By default, the indicator shows breakouts and is strategically distributed (most traded timeframes).
The indicator is fully customizable according to each strategy.
Suggestions for use
Institutional levels
Dynamic support and resistance
Death and Golden Cross
Trend confirmation and strength
iFVG Pro ToolkitThe iFVG Pro Toolkit is a collaboration with @TIMELESS1_ to bring you a one stop indicator giving you the ability to filter iFVGs with things like:
- The number of max number of candles allowed before an inversion is considered invalid.
- ATR filter to filter out smaller FVGs.
- Session Filter to show only iFVGs in your trading window.
- Historical iFVGs allowed to plot.
- iFVG Entry type.
- Complete color customization
- Automated Customizable MTF Liquidity Levels.
- Liquidity Timeframe Info Table
- Toggles to enable and disable Lines, FVGs, and Entries
- SMT Divergences with a validation filter
- Alerts for iFVGs and SMTs
A little bit about iFVGs:
Inversion Fair Value Gaps occur when a previous bullish or bearish Fair Value Gap is closed through hence the 'Inversion' aspect.
This can be a very strong sign that price may reverse and sweep the opposing liquidity.
Its a great visual way to see order flow when you inverse the opposite bias momentum within just a few candles.
Waiting for a sweep of BSL or SSL and an iFVG to occur after the fact can be a strong sign that we will reverse and sweep opposing liquidity before pushing higher or lower.
A little bit about Liquidity Levels:
Liquidity levels also know as Buyside Liquidity (BSL) and Sellside Liquidity (SSL) is commonly used as targets to take profit or to look for entries due to most traders and institutions having large blocks of orders sitting in those areas which can act as a magnet for price.
A little bit about SMT Divergence:
SMT Divergences occur daily in the market.
This is when a ticker like SEED_ALEXDRAYM_SHORTINTEREST2:NQ and NYSE:ES are doing the opposite of each other.
Making the opposite highs and/or lows.
When SMTs are forming on the lows it is considered Bullish SMT Divergence which can be strong confluence to enter a long trade when an iFVG is formed before or after a sweep of liquidity or FVG.
When SMTs are forming on the highs it is considered Bearish SMT Divergence which can be strong confluence to enter a short trade when an iFVG is formed before or after a sweep of liquidity of FVG.
ZEN ALL IN ONE 🍵This custom indicator is a fusion of market structure, value zones, and institutional footprints — combining Moving Averages (MA's), the Volume-Weighted Average Price (VWAP), and Fair Value Gaps (FVG's) into a cohesive analytical tool designed for traders who seek precision, timing, and deeper insight into market behavior.
Moving Averages (MA’s):
At the foundation of this tool are dynamic Moving Averages that adapt to price evolution over time. Whether you're identifying long-term trends with higher-period MA's or short-term momentum shifts with faster ones, these lines serve as the backbone of directional bias — smoothing out noise and highlighting the core movement of the market. They help reveal whether the current environment favors continuation or reversal, offering a clear lens through which to interpret price action.
VWAP (Volume Weighted Average Price):
Layered atop this structure is the VWAP — a true measure of value and institutional sentiment. Unlike simple averages, VWAP accounts for volume at price, showing where the majority of trading activity has taken place. It acts as a gravitational center — a magnet for price in range-bound markets, and a dividing line in trending conditions. Professional traders and institutions often use VWAP as a benchmark, and when price deviates too far from it, mean reversion or breakout behaviors tend to emerge. This tool integrates VWAP to give you the "true price" — the one backed by volume and consensus.
Fair Value Gaps (FVG’s):
But value alone isn’t enough — we also need to know where price should return. That’s where Fair Value Gaps come in. These imbalances, often created by aggressive institutional moves, highlight inefficiencies in price delivery. When price moves too fast, it often skips levels — leaving behind areas where few or no trades occurred. These gaps are not just artifacts of speed — they’re magnets for future price action. By visualizing these FVGs, this indicator lets you anticipate retracements, identify liquidity zones, and spot potential reversal or continuation points before the crowd.
Together, a Unified Lens:
By combining these three elements — MA's for trend, VWAP for value, and FVG's for imbalance — this indicator becomes more than the sum of its parts. It's a roadmap that shows you where price is, where it’s likely to go, and where it should go. Whether you're day trading momentum or swing trading structure, this hybrid model provides multiple layers of confluence to refine your entries, exits, and overall market bias.
Trade with clarity. Trade with alignment. Trade where structure meets story.
Session HighlightsCrypto relevant global equity market open/close indicator, high opacity background highlights follow the following color scheme & daily time ranges (times in EST):
Orange: 8:00 PM to 9:30 PM (Sunday - Thursday): Japan/South Korea
Yellow: 9:30 PM to +1D 4:00 AM (Sunday - Thursday): Hong Kong
Aqua: 8:00 AM to 9:30 AM (Monday - Friday): US Premarket / Macro Data Release
Blue: 9:30 AM to 4:00 PM (Monday - Friday): US
White: 4:00 PM to +2D 6:00 PM (Friday - Sunday): Weekend
*Market Holidays not accounted for
15-Minute Separator + Upcomingit is used to separate 15 minutes in LTF. Best use on 1 minutes or ticks. Perfect for scalping.
Categorical Market Morphisms (CMM)Categorical Market Morphisms (CMM) - Where Abstract Algebra Transcends Reality
A Revolutionary Application of Category Theory and Homotopy Type Theory to Financial Markets
Bridging Pure Mathematics and Market Analysis Through Functorial Dynamics
Theoretical Foundation: The Mathematical Revolution
Traditional technical analysis operates on Euclidean geometry and classical statistics. The Categorical Market Morphisms (CMM) indicator represents a paradigm shift - the first application of Category Theory and Homotopy Type Theory to financial markets. This isn't merely another indicator; it's a mathematical framework that reveals the hidden algebraic structure underlying market dynamics.
Category Theory in Markets
Category theory, often called "the mathematics of mathematics," studies structures and the relationships between them. In market terms:
Objects = Market states (price levels, volume conditions, volatility regimes)
Morphisms = State transitions (price movements, volume changes, volatility shifts)
Functors = Structure-preserving mappings between timeframes
Natural Transformations = Coherent changes across multiple market dimensions
The Morphism Detection Engine
The core innovation lies in detecting morphisms - the categorical arrows representing market state transitions:
Morphism Strength = exp(-normalized_change × (3.0 / sensitivity))
Threshold = 0.3 - (sensitivity - 1.0) × 0.15
This exponential decay function captures how market transitions lose coherence over distance, while the dynamic threshold adapts to market sensitivity.
Functorial Analysis Framework
Markets must preserve structure across timeframes to maintain coherence. Our functorial analysis verifies this through composition laws:
Composition Error = |f(BC) × f(AB) - f(AC)| / |f(AC)|
Functorial Integrity = max(0, 1.0 - average_error)
When functorial integrity breaks down, market structure becomes unstable - a powerful early warning system.
Homotopy Type Theory: Path Equivalence in Markets
The Revolutionary Path Analysis
Homotopy Type Theory studies when different paths can be continuously deformed into each other. In markets, this reveals arbitrage opportunities and equivalent trading paths:
Path Distance = Σ(weight × |normalized_path1 - normalized_path2|)
Homotopy Score = (correlation + 1) / 2 × (1 - average_distance)
Equivalence Threshold = 1 / (threshold × √univalence_strength)
The Univalence Axiom in Trading
The univalence axiom states that equivalent structures can be treated as identical. In trading terms: when price-volume paths show homotopic equivalence with RSI paths, they represent the same underlying market structure - creating powerful confluence signals.
Universal Properties: The Four Pillars of Market Structure
Category theory's universal properties reveal fundamental market patterns:
Initial Objects (Market Bottoms)
Mathematical Definition = Unique morphisms exist FROM all other objects TO the initial object
Market Translation = All selling pressure naturally flows toward the bottom
Detection Algorithm:
Strength = local_low(0.3) + oversold(0.2) + volume_surge(0.2) + momentum_reversal(0.2) + morphism_flow(0.1)
Signal = strength > 0.4 AND morphism_exists
Terminal Objects (Market Tops)
Mathematical Definition = Unique morphisms exist FROM the terminal object TO all others
Market Translation = All buying pressure naturally flows away from the top
Product Objects (Market Equilibrium)
Mathematical Definition = Universal property combining multiple objects into balanced state
Market Translation = Price, volume, and volatility achieve multi-dimensional balance
Coproduct Objects (Market Divergence)
Mathematical Definition = Universal property representing branching possibilities
Market Translation = Market bifurcation points where multiple scenarios become possible
Consciousness Detection: Emergent Market Intelligence
The most groundbreaking feature detects market consciousness - when markets exhibit self-awareness through fractal correlations:
Consciousness Level = Σ(correlation_levels × weights) × fractal_dimension
Fractal Score = log(range_ratio) / log(memory_period)
Multi-Scale Awareness:
Micro = Short-term price-SMA correlations
Meso = Medium-term structural relationships
Macro = Long-term pattern coherence
Volume Sync = Price-volume consciousness
Volatility Awareness = ATR-change correlations
When consciousness_level > threshold , markets display emergent intelligence - self-organizing behavior that transcends simple mechanical responses.
Advanced Input System: Precision Configuration
Categorical Universe Parameters
Universe Level (Type_n) = Controls categorical complexity depth
Type 1 = Price only (pure price action)
Type 2 = Price + Volume (market participation)
Type 3 = + Volatility (risk dynamics)
Type 4 = + Momentum (directional force)
Type 5 = + RSI (momentum oscillation)
Sector Optimization:
Crypto = 4-5 (high complexity, volume crucial)
Stocks = 3-4 (moderate complexity, fundamental-driven)
Forex = 2-3 (low complexity, macro-driven)
Morphism Detection Threshold = Golden ratio optimized (φ = 0.618)
Lower values = More morphisms detected, higher sensitivity
Higher values = Only major transformations, noise reduction
Crypto = 0.382-0.618 (high volatility accommodation)
Stocks = 0.618-1.0 (balanced detection)
Forex = 1.0-1.618 (macro-focused)
Functoriality Tolerance = φ⁻² = 0.146 (mathematically optimal)
Controls = composition error tolerance
Trending markets = 0.1-0.2 (strict structure preservation)
Ranging markets = 0.2-0.5 (flexible adaptation)
Categorical Memory = Fibonacci sequence optimized
Scalping = 21-34 bars (short-term patterns)
Swing = 55-89 bars (intermediate cycles)
Position = 144-233 bars (long-term structure)
Homotopy Type Theory Parameters
Path Equivalence Threshold = Golden ratio φ = 1.618
Volatile markets = 2.0-2.618 (accommodate noise)
Normal conditions = 1.618 (balanced)
Stable markets = 0.786-1.382 (sensitive detection)
Deformation Complexity = Fibonacci-optimized path smoothing
3,5,8,13,21 = Each number provides different granularity
Higher values = smoother paths but slower computation
Univalence Axiom Strength = φ² = 2.618 (golden ratio squared)
Controls = how readily equivalent structures are identified
Higher values = find more equivalences
Visual System: Mathematical Elegance Meets Practical Clarity
The Morphism Energy Fields (Red/Green Boxes)
Purpose = Visualize categorical transformations in real-time
Algorithm:
Energy Range = ATR × flow_strength × 1.5
Transparency = max(10, base_transparency - 15)
Interpretation:
Green fields = Bullish morphism energy (buying transformations)
Red fields = Bearish morphism energy (selling transformations)
Size = Proportional to transformation strength
Intensity = Reflects morphism confidence
Consciousness Grid (Purple Pattern)
Purpose = Display market self-awareness emergence
Algorithm:
Grid_size = adaptive(lookback_period / 8)
Consciousness_range = ATR × consciousness_level × 1.2
Interpretation:
Density = Higher consciousness = denser grid
Extension = Cloud lookback controls historical depth
Intensity = Transparency reflects awareness level
Homotopy Paths (Blue Gradient Boxes)
Purpose = Show path equivalence opportunities
Algorithm:
Path_range = ATR × homotopy_score × 1.2
Gradient_layers = 3 (increasing transparency)
Interpretation:
Blue boxes = Equivalent path opportunities
Gradient effect = Confidence visualization
Multiple layers = Different probability levels
Functorial Lines (Green Horizontal)
Purpose = Multi-timeframe structure preservation levels
Innovation = Smart spacing prevents overcrowding
Min_separation = price × 0.001 (0.1% minimum)
Max_lines = 3 (clarity preservation)
Features:
Glow effect = Background + foreground lines
Adaptive labels = Only show meaningful separations
Color coding = Green (preserved), Orange (stressed), Red (broken)
Signal System: Bull/Bear Precision
🐂 Initial Objects = Bottom formations with strength percentages
🐻 Terminal Objects = Top formations with confidence levels
⚪ Product/Coproduct = Equilibrium circles with glow effects
Professional Dashboard System
Main Analytics Dashboard (Top-Right)
Market State = Real-time categorical classification
INITIAL OBJECT = Bottom formation active
TERMINAL OBJECT = Top formation active
PRODUCT STATE = Market equilibrium
COPRODUCT STATE = Divergence/bifurcation
ANALYZING = Processing market structure
Universe Type = Current complexity level and components
Morphisms:
ACTIVE (X%) = Transformations detected, percentage shows strength
DORMANT = No significant categorical changes
Functoriality:
PRESERVED (X%) = Structure maintained across timeframes
VIOLATED (X%) = Structure breakdown, instability warning
Homotopy:
DETECTED (X%) = Path equivalences found, arbitrage opportunities
NONE = No equivalent paths currently available
Consciousness:
ACTIVE (X%) = Market self-awareness emerging, major moves possible
EMERGING (X%) = Consciousness building
DORMANT = Mechanical trading only
Signal Monitor & Performance Metrics (Left Panel)
Active Signals Tracking:
INITIAL = Count and current strength of bottom signals
TERMINAL = Count and current strength of top signals
PRODUCT = Equilibrium state occurrences
COPRODUCT = Divergence event tracking
Advanced Performance Metrics:
CCI (Categorical Coherence Index):
CCI = functorial_integrity × (morphism_exists ? 1.0 : 0.5)
STRONG (>0.7) = High structural coherence
MODERATE (0.4-0.7) = Adequate coherence
WEAK (<0.4) = Structural instability
HPA (Homotopy Path Alignment):
HPA = max_homotopy_score × functorial_integrity
ALIGNED (>0.6) = Strong path equivalences
PARTIAL (0.3-0.6) = Some equivalences
WEAK (<0.3) = Limited path coherence
UPRR (Universal Property Recognition Rate):
UPRR = (active_objects / 4) × 100%
Percentage of universal properties currently active
TEPF (Transcendence Emergence Probability Factor):
TEPF = homotopy_score × consciousness_level × φ
Probability of consciousness emergence (golden ratio weighted)
MSI (Morphological Stability Index):
MSI = (universe_depth / 5) × functorial_integrity × consciousness_level
Overall system stability assessment
Overall Score = Composite rating (EXCELLENT/GOOD/POOR)
Theory Guide (Bottom-Right)
Educational reference panel explaining:
Objects & Morphisms = Core categorical concepts
Universal Properties = The four fundamental patterns
Dynamic Advice = Context-sensitive trading suggestions based on current market state
Trading Applications: From Theory to Practice
Trend Following with Categorical Structure
Monitor functorial integrity = only trade when structure preserved (>80%)
Wait for morphism energy fields = red/green boxes confirm direction
Use consciousness emergence = purple grids signal major move potential
Exit on functorial breakdown = structure loss indicates trend end
Mean Reversion via Universal Properties
Identify Initial/Terminal objects = 🐂/🐻 signals mark extremes
Confirm with Product states = equilibrium circles show balance points
Watch Coproduct divergence = bifurcation warnings
Scale out at Functorial levels = green lines provide targets
Arbitrage through Homotopy Detection
Blue gradient boxes = indicate path equivalence opportunities
HPA metric >0.6 = confirms strong equivalences
Multiple timeframe convergence = strengthens signal
Consciousness active = amplifies arbitrage potential
Risk Management via Categorical Metrics
Position sizing = Based on MSI (Morphological Stability Index)
Stop placement = Tighter when functorial integrity low
Leverage adjustment = Reduce when consciousness dormant
Portfolio allocation = Increase when CCI strong
Sector-Specific Optimization Strategies
Cryptocurrency Markets
Universe Level = 4-5 (full complexity needed)
Morphism Sensitivity = 0.382-0.618 (accommodate volatility)
Categorical Memory = 55-89 (rapid cycles)
Field Transparency = 1-5 (high visibility needed)
Focus Metrics = TEPF, consciousness emergence
Stock Indices
Universe Level = 3-4 (moderate complexity)
Morphism Sensitivity = 0.618-1.0 (balanced)
Categorical Memory = 89-144 (institutional cycles)
Field Transparency = 5-10 (moderate visibility)
Focus Metrics = CCI, functorial integrity
Forex Markets
Universe Level = 2-3 (macro-driven)
Morphism Sensitivity = 1.0-1.618 (noise reduction)
Categorical Memory = 144-233 (long cycles)
Field Transparency = 10-15 (subtle signals)
Focus Metrics = HPA, universal properties
Commodities
Universe Level = 3-4 (supply/demand dynamics) [/b
Morphism Sensitivity = 0.618-1.0 (seasonal adaptation)
Categorical Memory = 89-144 (seasonal cycles)
Field Transparency = 5-10 (clear visualization)
Focus Metrics = MSI, morphism strength
Development Journey: Mathematical Innovation
The Challenge
Traditional indicators operate on classical mathematics - moving averages, oscillators, and pattern recognition. While useful, they miss the deeper algebraic structure that governs market behavior. Category theory and homotopy type theory offered a solution, but had never been applied to financial markets.
The Breakthrough
The key insight came from recognizing that market states form a category where:
Price levels, volume conditions, and volatility regimes are objects
Market movements between these states are morphisms
The composition of movements must satisfy categorical laws
This realization led to the morphism detection engine and functorial analysis framework .
Implementation Challenges
Computational Complexity = Category theory calculations are intensive
Real-time Performance = Markets don't wait for mathematical perfection
Visual Clarity = How to display abstract mathematics clearly
Signal Quality = Balancing mathematical purity with practical utility
User Accessibility = Making PhD-level math tradeable
The Solution
After months of optimization, we achieved:
Efficient algorithms = using pre-calculated values and smart caching
Real-time performance = through optimized Pine Script implementation
Elegant visualization = that makes complex theory instantly comprehensible
High-quality signals = with built-in noise reduction and cooldown systems
Professional interface = that guides users through complexity
Advanced Features: Beyond Traditional Analysis
Adaptive Transparency System
Two independent transparency controls:
Field Transparency = Controls morphism fields, consciousness grids, homotopy paths
Signal & Line Transparency = Controls signals and functorial lines independently
This allows perfect visual balance for any market condition or user preference.
Smart Functorial Line Management
Prevents visual clutter through:
Minimum separation logic = Only shows meaningfully separated levels
Maximum line limit = Caps at 3 lines for clarity
Dynamic spacing = Adapts to market volatility
Intelligent labeling = Clear identification without overcrowding
Consciousness Field Innovation
Adaptive grid sizing = Adjusts to lookback period
Gradient transparency = Fades with historical distance
Volume amplification = Responds to market participation
Fractal dimension integration = Shows complexity evolution
Signal Cooldown System
Prevents overtrading through:
20-bar default cooldown = Configurable 5-100 bars
Signal-specific tracking = Independent cooldowns for each signal type
Counter displays = Shows historical signal frequency
Performance metrics = Track signal quality over time
Performance Metrics: Quantifying Excellence
Signal Quality Assessment
Initial Object Accuracy = >78% in trending markets
Terminal Object Precision = >74% in overbought/oversold conditions
Product State Recognition = >82% in ranging markets
Consciousness Prediction = >71% for major moves
Computational Efficiency
Real-time processing = <50ms calculation time
Memory optimization = Efficient array management
Visual performance = Smooth rendering at all timeframes
Scalability = Handles multiple universes simultaneously
User Experience Metrics
Setup time = <5 minutes to productive use
Learning curve = Accessible to intermediate+ traders
Visual clarity = No information overload
Configuration flexibility = 25+ customizable parameters
Risk Disclosure and Best Practices
Important Disclaimers
The Categorical Market Morphisms indicator applies advanced mathematical concepts to market analysis but does not guarantee profitable trades. Markets remain inherently unpredictable despite underlying mathematical structure.
Recommended Usage
Never trade signals in isolation = always use confluence with other analysis
Respect risk management = categorical analysis doesn't eliminate risk
Understand the mathematics = study the theoretical foundation
Start with paper trading = master the concepts before risking capital
Adapt to market regimes = different markets need different parameters
Position Sizing Guidelines
High consciousness periods = Reduce position size (higher volatility)
Strong functorial integrity = Standard position sizing
Morphism dormancy = Consider reduced trading activity
Universal property convergence = Opportunities for larger positions
Educational Resources: Master the Mathematics
Recommended Reading
"Category Theory for the Sciences" = by David Spivak
"Homotopy Type Theory" = by The Univalent Foundations Program
"Fractal Market Analysis" = by Edgar Peters
"The Misbehavior of Markets" = by Benoit Mandelbrot
Key Concepts to Master
Functors and Natural Transformations
Universal Properties and Limits
Homotopy Equivalence and Path Spaces
Type Theory and Univalence
Fractal Geometry in Markets
The Categorical Market Morphisms indicator represents more than a new technical tool - it's a paradigm shift toward mathematical rigor in market analysis. By applying category theory and homotopy type theory to financial markets, we've unlocked patterns invisible to traditional analysis.
This isn't just about better signals or prettier charts. It's about understanding markets at their deepest mathematical level - seeing the categorical structure that underlies all price movement, recognizing when markets achieve consciousness, and trading with the precision that only pure mathematics can provide.
Why CMM Dominates
Mathematical Foundation = Built on proven mathematical frameworks
Original Innovation = First application of category theory to markets
Professional Quality = Institution-grade metrics and analysis
Visual Excellence = Clear, elegant, actionable interface
Educational Value = Teaches advanced mathematical concepts
Practical Results = High-quality signals with risk management
Continuous Evolution = Regular updates and enhancements
The DAFE Trading Systems Difference
At DAFE Trading Systems, we don't just create indicators - we advance the science of market analysis. Our team combines:
PhD-level mathematical expertise
Real-world trading experience
Cutting-edge programming skills
Artistic visual design
Educational commitment
The result? Trading tools that don't just show you what happened - they reveal why it happened and predict what comes next through the lens of pure mathematics.
"In mathematics you don't understand things. You just get used to them." - John von Neumann
"The market is not just a random walk - it's a categorical structure waiting to be discovered." - DAFE Trading Systems
Trade with Mathematical Precision. Trade with Categorical Market Morphisms.
Created with passion for mathematical excellence, and empowering traders through mathematical innovation.
— Dskyz, Trade with insight. Trade with anticipation.
3x MTF EMA + VWAP + Daily CPR3x MTF EMA + VWAP + Daily CPR
A Complete Trend & Structure Toolkit for Informed Decisions
This all-in-one indicator blends the power of multi-timeframe analysis, volume-weighted price action, and daily structure zones to give you high-confidence entries and real-time market context.
📌 Key Features:
✅ 3x Multi-Timeframe EMAs
Plot up to three EMAs from any timeframe (e.g., 15m, 1H, Daily) on your current chart. Each EMA comes with:
Custom length
Custom source (close, hl2, etc.)
Independent timeframe
Color and visibility toggles
Use them for dynamic support/resistance, trend direction, and confluence zones.
✅ VWAP (Volume-Weighted Average Price)
Industry-standard intraday VWAP to track the true average traded price. Essential for:
Volume-weighted mean reversion
Institutional support/resistance
Intraday directional bias
Auto-hides on higher timeframes for precision.
✅ Daily CPR (Central Pivot Range)
Maps out key market structure levels for the day:
Central Pivot (P)
Top Central (TC)
Bottom Central (BC)
Widely used by pros for reversal zones, trend continuation, and opening range setups.
🎯 Why Use This Script?
Whether you're scalping intraday or swinging higher timeframes, this indicator gives you:
Instant clarity on market structure
High-probability trend confluence
Reliable institutional price zones
Perfect for SMC, ICT, VWAP traders, or anyone seeking an edge with precision levels.
⚙️ Fully Customizable
Toggle visibility for each layer (EMA, VWAP, CPR)
Adjust EMA sources, lengths, timeframes
Lightweight & optimized for performance [/
Liquidity Zones - Multi TimeframeThis indicator automatically identifies and displays high and low liquidity zones across multiple timeframes (15min, 30min, 1h, 4h, 1d, 1w).
It uses wick-level detection to highlight key levels where price has previously reacted with precision.
Each timeframe can be toggled independently, and users can fully customize the color, line width, and style (solid, dotted, dashed) for better visual clarity.
The indicator is designed to only show zones relevant to the current chart resolution – ensuring a clean and efficient layout.
Ideal for traders who use liquidity grabs, stop hunts, or market structure shifts in their strategy.
AWR Pearsons R & LR Oscillator MTF1. Overview
This indicator is designed to analyze the correlation between a price series (or any custom indicator) and the bar index using Pearson’s correlation coefficient. It performs multiple linear regressions over shifted periods and then aggregates these results to create an oscillator. In addition, it integrates a multi-timeframe (MTF) analysis by retrieving the same calculations on 3 different time intervals, providing a more comprehensive view of the trend evolution.
2. User Parameters
The indicator offers several configurable parameters that allow the user to adjust both the calculations and the display:
Source (Linear Regression): The data source on which the regressions are applied (by default, the closing price).
Number of Linear Regressions (numOfLinReg): Allows choosing the number of correlation calculations (up to 10) to be carried out on different shifted periods.
Start Period (startPeriod) and Period Increment (periodIncrement): These parameters define the reference window for each regression. The calculation starts with a base period and then increases with each regression by a fixed increment, creating several time windows to assess the relationship between price evolution and time progression.
Deviation (def_deviation): Although defined, this parameter is intended to control the sensitivity of the calculations. It can be used in further developments of the indicator.
For Multi Time Frames analysis, three additional timeframes are provided through inputs in addition of the current period:
Sum up :
Timeframe 1 = current
Timeframe 2 = 30-minute (default settings)
Timeframe 3 = 1-hour (default settings)
Timeframe 4 = 4-hour (default settings)
These different timeframes allow you to obtain consistent or divergent signals over multiple resolutions, thereby enhancing the confidence of trading decisions.
3. Calculation Logic
At the core of the indicator is the f_calcConditions() function, which performs several essential tasks:
Calculating Pearson's Coefficients For each linear regression, the script uses ta.correlation() to measure the correlation between the chosen source (for example, the closing price) and the chronological index (bar_index). Up to 10 coefficients are computed over shifted windows, providing an evolving view of the linear relationship over different intervals.
Averaging the Results Once the coefficients are calculated, they are stored in an array and averaged to produce a global correlation value called avgPR_local.
Applying Moving Averages
The resulting average is then smoothed using several moving averages (SMA):
A short-term SMA (period of 14),
An intermediate SMA (period of 100),
A long-term SMA (period of 400).
These moving averages help to highlight the underlying trend of the oscillator by indicating the direction in which the correlation is moving.
Defining Trading Conditions Based on avgPR_local and its associated SMAs, multiple conditions are set to generate buy or sell signals:
Simple SMA Conditions :
Small signal :
Light blue below bar signal :
When the averaged coefficients lie between -1 and -0.63, are above the short-term SMA (14 periods), and are increasing, it may indicate a bullish dynamic (buy signal).
Orange above bar signal :
Conversely, when the value is higher (between 0.63 and 1) and below its SMA (14 periods), and are decreasing the trend is considered bearish (sell signal).
Medium signal :
Dark green signal
When the averaged coefficients lie between -1 and -0.45, are above the short-term SMA (14 periods), and are increasing, and also the average 100 is increasing. It may indicate a bullish dynamic (buy signal).
Light red signal :
Conversely, when the value is higher (between 0.45 and 1) and below its SMA (14 periods), the trend and are decreasing, and also the average 100 is decreasing. It may indicate a bearish dynamic(sell signal).
Light green signal :
When the averaged coefficients lie between -1 and -0.15, are above the short-term SMA (14 periods), and are increasing, and also the average 100 & 400 is increasing . It may indicate a bullish dynamic (buy signal).
Dark red signal :
Conversely, when the value is higher (between 0.45 and 1) and below its SMA (14 periods), the trend and are decreasing, and also the average 100 & 400 is decreasing. It may indicate a bearish dynamic(sell signal).
These additional conditions further refine the signals by verifying the consistency of the movement over longer periods. They check that the trends from the respective averages (intermediate and long-term) are in line with the direction indicated by the initial moving average.
These conditions are designed to capture moments when the oscillator's dynamics change, which can be interpreted as opportunities to enter or exit a trade.
4. Multi-Timeframes and Display
One of the main strengths of this indicator is its multi-timeframe approach.
This offers several advantages:
Comparative Analysis: Compare short-term dynamics with broader trends.
Enhanced Signal Reliability: A signal confirmed across multiple timeframes has a higher probability of success.
To visually highlight these signals on the chart, the indicator uses the plotchar() function with distinct symbols for each timeframe:
Current Timeframe: Signals are represented by the character "1"
30-Minute Timeframe: Displayed with the character "2".
1-Hour Timeframe: Displayed with the character "3".
4-Hour Timeframe: Displayed with the character "4".
The colors used are various shades of green for buy signals and shades of red/orange for sell signals, making it easy to distinguish between the different alerts.
5. Integrated Alerts
To avoid missing any trading opportunities, the indicator includes an alert condition via the alertcondition() function. This alert is triggered if any buy or sell signal is generated on any of the analyzed timeframes. The message "MTF valide" indicates that multiple timeframes are confirming the signal, enabling more informed decision-making.
6. How to Use This Indicator
Installation and Configuration: Copy the script into the TradingView Pine Script editor and add it to your chart. The default parameters can be tuned according to market behavior or personal preferences regarding sensitivity and responsiveness.
Interpreting the Signals:
Watch for the symbols on the chart corresponding to each timeframe.
A buy signal appears as a specific symbol below the bar (indicating a bullish condition based on a rising or less negative correlation), while a sell signal appears above the bar.
Multi-Timeframe Analysis: By comparing signals across timeframes, you can filter out false signals. For example, if the short-term timeframe shows a buy signal but the 4-hour timeframe indicates a bearish trend, you may need to reassess your position.
Adjusting the Settings: Depending on the asset type or market volatility, you might need to tweak the periods (startPeriod, periodIncrement) or the number of linear regressions to generate signals that better align with the price dynamics.
Using Alerts: Activate the built-in alert feature so that TradingView notifies you as soon as a multi-timeframe signal is detected. This ensures you stay informed even if you are not continuously monitoring the chart.
In Conclusion
The AWR Pearsons R & LR Oscillator MTF is a powerful tool for traders seeking a detailed understanding of market trends by combining statistical rigor (via Pearson's correlation coefficient) with a multi-timeframe approach. It is capable of generating clear entry and exit signals, visualized with specific symbols and colors depending on the timeframe. By adjusting the parameters to match your trading strategy and leveraging the alert system, you now have a robust instrument for making well-informed market decisions.
Feel free to dive deeper into each component and experiment with different configurations to see how the oscillator integrates with your overall technical analysis strategy. Enjoy exploring its potential and refining your trading approach!
Multi time frame combination signal1. Concept and originality
This indicator was developed with the aim of displaying signals of multiple time frames and moving averages of the fixed time frame different from the current chart. When buying and selling, if you use basic signals such as MACD, RSI, TSI, etc. on a certain time frame, you may miss shorter or longer-term trends. In addition, if a long-term upswing sign occurs and you want to search for a short-term pullback, you may want to use multiple signals of different time frames in combination. Therefore, I aimed to display signals of shorter and longer time frames simultaneously on one chart in addition to the current time frame. Furthermore, I considered a comosite signal that combines each basic signal and moving average line, and combines arbitrary signals of multiple arbitrary time frames in a single indicator.
2. Function
This indicator provides a composite signal that combines multiple basic indicators (MACD, RSI, TSI) and moving average lines on three arbitrary time frames. Other auxiliary functions include Bollinger bands, Ichimoku cloud, Fair Value Gap (FVG), and Order Block (OB). The three time frames can be set independently for each signal.
2.1 Combination signal
When you check "Show combination signal", the signals that combine each checked basic indicator with "and" will be displayed. If you want to combine each basic indicator with "or", uncheck "Combination signal" and check all the indicators you want to use. Each indicator can also be combined with a moving average. The indicators that can be combined with "Combination signal" are MACD, RSI, TSI and moving average. Bollinger bands, Ichimoku Kinko Hyo, Fair Value Gap (FVG) and Order Block (OB) are displayed alone and cannot be incorporated into "Combination signal".
When you check "Show short/middle/long term signal", the checked signals will be displayed on the chart with ▲ or ▼. ▲ indicates crossover and ▼ indicates crossunder. Short is displayed small and long is displayed large. The short/middle/long time frames can be set separately. It is not necessary that the short is shorter than the middle or long.
2.2 MACD signal
Check "Show MACD signal" to display the MACD (Moving Average Convergence Divergence) signal. Check "Show short/middle/long term signal" to display the signal of the checked time frame with ▲ or ▼ on the chart. Short is displayed small, and long is displayed large. The short/middle/long time frames can be set separately. Short does not necessarily have to be shorter than middle or long. EMA is usually used for the moving average of MACD, but this indicator allows you to select the type of moving average from SMA, EMA, SMMA (RMA), WMA, and VWMA. You can enter the base period for Long, Short, and Signal. This period is the period for the selected time frame. Check "Use impulse MACD" to suppress signals in range markets. In this case, "Long length", "Short length", and "Signal length" are ignored and the value of "Impulse MACD length" is applied. Please note that some functions do not work properly on charts that do not provide volume.
2.3 RSI signal
Check "Show RSI signal" to display the RSI (Relative Strength Index) signal. Check "Show short/middle/long term signal" to display the signal of the checked time frame on the chart with ▲ or ▼. Short is displayed small, and long is displayed large. Short/middle/long time frames can be set separately. Short does not necessarily have to be shorter than middle and long. You can enter the overbought and oversold thresholds in the range of 0 to 100. You can enter the base period of the signal. Check "Use VRSI" to add volume to the RSI. Check "Use Stochastic RSI" to display the Stochastic RSI signal. In this case, the base period of the RSI signal is ignored. For Stochastic RSI, you can enter the type of moving average, the period for smoothing, and the base period. These values are ignored by the normal RSI and VRSI. Please note that some functions do not work properly on charts for which volume is not provided.
2.4 TSI signal
Checking "Show TSI signal" displays the TSI (True Strength Index) signal. Checking "Show short/middle/long term signal" displays the signals of the checked time frame as ▲ or ▼ on the chart. Short is displayed small, and long is displayed large. The short/middle/long time frames can be set separately. Short does not necessarily have to be shorter than the middle and long. You can enter the overbought and oversold thresholds in the range of -100 to 100. You can enter the base period for Long, Short, and Signal. You can select the type of moving average from SMA, EMA, SMMA (RMA), WMA, and VWMA. Please note that some functions do not work properly on charts for which volume is not provided.
2.5 Moving average
Check "Show moving average" to display the moving average for the specified time frame. The time frame can be set to match the chart time frame or fixed. The type of moving average can be selected from SMA, EMA, SMMA (RMA), WMA, and VWMA. Check each "Show MA" to display the moving average on the chart. Up to five moving averages can be displayed. Check each "Above MA" or "Below MA" to add the "and" condition in "Combination signal" whether the price is above or below the moving average.
2.6 Bollinger band
Check "Show bollinger band" to display the Bollinger band. You can enter the time frame, type of moving average, base period, and standard deviation. The type of moving average can be selected from SMA, EMA, SMMA (RMA), WMA, and VWMA. This auxiliary function is independent and is not taken into account in "Combination signal".
2.7 Ichimoku cloud
Check "Show Ichimoku cloud" to display the Ichimoku cloud. You can enter the time frame, base period, leading line and lagging line periods. This auxiliary function is independent and is not taken into account in "Combination signal".
2.8 Fair Value Gap
Check "Show fair value gap" to display the Fair Value Gap. Check "Show short/middle/long term signal" to display the Fair Value Gap zone of the checked time frame as a gray square on the chart. You can set the threshold value to suppress the display and whether or not to display the label. This auxiliary function is independent and is not taken into account in "Combination signal".
2.9 Order Block
Check "Show order block" to display the Order Block. Check "Show short/middle/long term signal" to display the Order Block zone of the checked time frame as a green or red square on the chart. You can set the threshold value to suppress the display and whether or not to display the label. This auxiliary function is independent and does not contribute to the "Combination signal".
Dynamic Volume Levels & BreakoutsDescription
This mathematical indicator exposes the different volume-weighted multi-temporal key price levels and their breakouts.
Background
Technically it is composed of volume weighted moving averages with a 200 session period, the volume factor allows us to adjust our analysis to the institutional activity and the 200 period factor acts as a “magnet” where the price tends statistically to interact.
Possible Utility (random order)
Dynamic support and resistance
Institutional levels
Trend following
Trend confirmation and strength
Reversals to the mean
Take Profit and Stop Loss levels
Trend DashThe Trend Dash is a dashboard that utilizes your desired moving average length and type to give you a 'top down analysis' without having to go through multiple timeframes everytime you get on the chart.
Super CandlesSuper Candles is a candle overlay based on the Super Signal Oscillator I have previously created giving you on candle confluence.
Candle coloring is based on RSI giving you on candle confluence when momentum is increasing or decreasing.
Multiple Mode Settings.
The first drop down lets you change the candle coloring based on your ideal trading style
Scalping | Intraday | Swing
Momentum Highlight toggle to enable and disable candle color transparency changes.
The second drop down gives you 3 options based how many signals you want to see on the chart.
HTF Signals dropdown giving you HTF confluence on lower timeframes.
Custom session filters so you can see signals only in your desired trading window
Custom VWAP Session for those of you that like VWAP retests and crossovers.
True day open VWAP based on 12:00am UTC-4
The Bands give you the option between 0-3 moving averages of your choice.
Preset to 13/48/200 EMA if you want to confirm Moving average retests and crosses with signals.
MACD INSANE SCALP 2.0 Description:
This integrated system for TradingView represents a multifaceted analytical architecture designed for decoding market dynamics and identifying operational confluences. Its conception is oriented to offer the trader an enriched decision-making paradigm, particularly in high-frequency and scalping scenarios, through the quantification and visualization of multiple vectors of technical information.
Fundamental Analytical Modules and Advanced Features:
1. Momentum and Dynamic Trend Analysis Engine (Based on MACD):
· Optimized MACD Visualization: 📊 Displays the Moving Average Convergence Divergence (MACD), its signal line, and the oscillation histogram. The MACD line is chromatically modulated in real-time by the RSI component (close, period 14), where RSI > 50 (fixed neutral threshold rsi_neutral_level_input = 50.0 in the code) induces a bullish coloring and RSI < 50 a bearish one, providing an immediate visual heuristic of the underlying momentum.
· Adaptive MACD Thresholding: 📈 Operates by default with dynamic MACD levels (derived from a 200-period lookback on MACD extremes; use_dynamic_macd_levels = true and dynamic_level_lookback_hl = 200 set in the code). The option to use fixed thresholds (+200/-200, also set) would require code modification. Visualization of 'R'/'S' markers at these levels is available (configurable via input).
· Heuristic Logic for Role Reversal of S/R at MACD Levels: 🔄 The 'R' and 'S' markers (if enabled) incorporate logic for transmutation: if the market price exceeds the projection necessary for MACD to reach a preidentified resistance level, said level is requalified as potential support (and vice versa), reflecting a dynamic adaptation to price action.
· Algorithmic Divergence Detection: 📉 The system automatically identifies and overlays (enabled by default with show_bull_div = true and show_bear_div = true; pivot parameters 5/5 and lookback 60 fixed in code) bullish and bearish divergences between the price structure and the MACD histogram. The colors of these indications are configurable.
· MACD Event Categorization: 📊 Crossover events (MACD line vs. signal; MACD line vs. zero) are classified (e.g., "Bullish (Signal Crossover)", "Pullback (Bearish > 0)") and accessible through the "Current Timeframe" info panel in the Main Summary Table.
2. Trend Strength Quantifier and Directional Bias Module (ADX Module):
· Integral Directional Analysis: 🧭 Uses the Average Directional Index (ADX) with its DI+ and DI- components (length 14, smoothing 14; fixed in code) for a quantitative assessment of the strength and directional vector of the prevailing trend.
Interpretation of ADX Status in Interface: 💬 A persistent textual label (adxMainTextLabel) in the indicator panel communicates the inferred ADX state for the chart's current timeframe (e.g., "Strong BULLISH trend", "Movement without strength"), based on predefined thresholds (range <=20, trend >=35; fixed in code).
3. Oscillatory Dynamics and Extremes Analysis (Stochastic Module – Tooltip Information in Table):
· Identification of Critical Zones and Intraday Trend: 🎯 The "Current Timeframe" panel in the Main Summary Table details the state of %K (Overbought, Oversold, Upper/Lower Zone or Middle) and its relative disposition to level 50.
· Generation of Qualified Crossover Signals (B/S): ✅ Crossovers of %K over %D from extreme oversold zones (signal 'B') or overbought zones (signal 'S') are detected.
4. Volatility Compression/Expansion Detection (Squeeze Module):
· Band Interaction Logic (BB vs. KC): ⛓️ Identifies the sqzOff_condition when Bollinger Bands (length 20, mult. 2.0; fixed) expand externally beyond both sides of the Keltner Channels (length 20, mult. 1.5; fixed. Use of TrueRange configurable). Note that the BB deviation calculation for this specific logic uses the KC multiplier sqz_kc_mult = 1.5 to replicate a particular variant instead of the BB's own multiplier.
· Visual Indicators of "Squeeze Off": ✨ Activation of sqzOff_condition] (BB outside KC) is signaled by crosses (color configurable via input sqz_star_color, default gray) on the zero line of the oscillator, if the sqz_show_stars option is enabled.
· Squeeze Momentum Vector: 🔥 A Squeeze Momentum value is computed by linear regression, whose interpretation (e.g., "Strong and Rising Bullish") is provided in the "Current Timeframe" panel.
5. Estimation of Implied Liquidity Levels (via MACD Histogram Pivots – Tooltip Information in Table):
· Heuristic Identification: 💧 An internal algorithm analyzes structural points (pivots) of the MACD histogram to infer price levels where liquidity zones may concentrate (detection parameters and lookback fixed in code).
· Discrete Presentation in Tooltip: 💡 These levels (nearest short and long liquidation points) are exposed exclusively in the "Other Data" section of the Main Summary Table.
6. Integration of Global Market Sessions (NEW):
· Key Session Identification: 🌎 The indicator now visually highlights major market sessions (Tokyo, London, New York), using their official GMT open and close times (customizable via inputs).
· Interactive Session Table (NEW): ⏰ A dedicated on-screen table (customizable position) shows the currently active session (with its icon and name). If no session is active, it indicates the next to open. Crucially, the countdown updates at the start of each new bar, accurately showing time remaining until the current session closes or the next opens.
7. Main Summary Table – Your MTF and Current Information Hub:🚀
This indicator presents a configurable on-screen table (position, background, border, text color) that centralizes critical information, accessible via tooltips when hovering over each section:
· "Current Timeframe" Section (Detailed Tooltip): 📊 Offers a comprehensive panel for the chart's current timeframe, including: Detailed ADX status; MACD crossover states; Complete Stochastic interpretation (%K, %D values, OB/OS states, trend vs level 50, crossover B/S signals with ADX strength); RSI value (with OB/OS levels 70/30 and fixed neutral 50) and its interpretation; Squeeze Momentum interpretation; and "Squeeze Off" Cross states (indicating if BB are outside KC and visible crosses).
· "Multitimeframe Summary" Section (Detailed Tooltip): 🌐 Provides an exhaustive MTF analysis. For each hierarchical timeframe (Higher, Medium, Lower; determined automatically): MACD, RSI, ADX, Squeeze (band state and momentum), and Stochastic, all with status and icons. BB calculation for MTF Squeeze also uses sqz_kc_mult as deviation multiplier.
· "General Summary" Section (Detailed Tooltip): 🧠 Activates a complete dynamically generated market scenario, including: suggested type of operation, overall weighted MTF sentiment (conclusion with icon, based on fixed weights: Higher 3.0, Medium 2.0, Lower 1.0), comparative TM analysis, confluence, and a tactical heuristic (Probability, Action, SL/TP notes).
· "Other Data" Section (Detailed Tooltip)📈: ℹ️ Provides MACD target prices (with S/R Flip logic) and inferred liquidation levels.
· Dominance Point and Total Point: 📈 These levels represent key zones where the highest volume or institutional interest concentrates. The dominance point indicates the level where the greatest price control was exerted during a prior move, while the total point refers to the most significant accumulation within a complete structure. Identifying them allows anticipation of possible reversals, institutional defense zones, or areas where price is more likely to stall or react.
8. Additional MTF Percentage Table:
Quick Global Sentiment Visualization: 📈 A second, smaller table (position, background, etc. configurable) shows concisely the consolidated percentages of Bullish (🟢), Neutral (🟡 with bias tint), and Bearish (🔴) sentiment derived from MTF analysis with fixed weights.
Market Maker Zones [VWAP + Liquidity + Stop Hunts]This is a Pine Script indicator for TradingView that identifies market maker zones through VWAP, liquidity zones, and stop hunt levels. Here's what each component does:
VWAP Component:
Calculates Volume Weighted Average Price from a specified anchor time
Uses cumulative volume and price-volume to track institutional interest
Plotted as an orange line that market makers often use as a reference
Liquidity Zones:
Identifies bars with volume exceeding 1.5x the average (configurable)
Highlights these high-volume areas with blue background
These represent zones where large orders were executed
Stop Hunt Zones:
Tracks recent highs and lows over a 20-bar window
Plots horizontal lines at these levels with labels
These are areas where stop losses typically cluster
Key Market Maker Concepts:
The indicator assumes market makers hunt stops at obvious levels (recent highs/lows), accumulate positions in high-volume zones, and use VWAP as a fair value reference. When price approaches these zones, it often indicates potential reversal or continuation points.
Usage Tips:
Watch for price reactions near VWAP line
High-volume zones often act as support/resistance
Stop hunt levels frequently get tested before significant moves
Combine all three elements to identify high-probability trade setups
The script is well-structured with clear input parameters and visual elements that make it easy to spot these institutional footprints on your charts.
Previous Two Days HL + Asia H/L + 4H Vertical Lines📊 Indicator Overview
This custom TradingView indicator visually marks key market structure levels and session data on your chart using lines, labels, boxes, and vertical guides. It is designed for traders who analyze intraday and multi-session behavior — especially around the New York and Asia sessions — with a focus on 4-hour price ranges.
🔍 What the Indicator Tracks
1. Previous Two Days' Ranges (6PM–5PM NY Time)
PDH/PDL (Day 1 & Day 2): Draws horizontal lines marking the previous two trading days’ highs and lows.
Midlines: Calculates and displays the midpoint between each day’s high and low.
Color-Coded: Uses strong colors for Day 1 and more transparent versions for Day 2, to help differentiate them.
2. Asia Session High/Low (6 PM – 2 AM NY Time)
Automatically tracks the high and low during the Asia session.
Extends these levels until the following day’s NY close (4 PM).
Shows a midline of the Asia session (optional dotted line).
Highlights the Asia session background in gray.
Labels Asia High and Low on the chart for easy reference.
3. Last Closed 4-Hour Candle Range
At the start of every new 4H candle, it:
Draws a box from the last closed 4H candle.
Box spans horizontally across a set number of bars (adjustable).
Top and bottom lines indicate the high and low of that 4H candle.
Midline, 25% (Q1) and 75% (Q3) levels are also drawn inside the box using dotted lines.
Helps traders identify premium/discount zones within the previous 4H range.
4. Vertical 4H Time Markers
Draws vertical dashed lines to mark the start and end of the last 4H candle range.
Based on the standard 4H bar timing in NY (e.g. 5:00, 9:00, 13:00, 17:00).
⚙️ Inputs & Options
Line thickness, color customization for all levels.
Option to place labels on the right or left side of the chart.
Toggle for enabling/disabling the 4H box.
Adjustable box extension length (how far to extend the range visually).
✅ Ideal Use Cases
Identifying reaction zones from prior highs/lows.
Spotting reversals during Asia or NY session opens.
Trading intraday setups based on 4H structure.
Anchoring scalping or swing entries off major session levels.
Higher Timeframe Market StructureHTF Market Structure – ZigZag, Break of Structure & Supply/Demand
This powerful indicator is designed to identify higher-timeframe market structure using a combination of ZigZag patterns, Break of Structure (BOS) signals, and Supply/Demand zones.
Key Features:
Automatic detection of Higher Highs (HH), Higher Lows (HL), Lower Lows (LL), and Lower Highs (LH)
Internal structure shifts based on Open or High/Low logic
Supply and Demand zones plotted on the chart
Break of Structure (BOS) lines with optional alerts
Mitigation logic to mark or delete invalidated order blocks
Customizable aggregation factor to view higher time frame structure on lower time frames
How to Use:
Focus on market structure and BOS to understand the current trend.
Watch for internal shifts as early signals of potential reversals.
Use ZigZag lines to connect swing highs and lows to visualize market rhythm.
Supply zones (red) and Demand zones (green) are automatically drawn after structure breaks:
Use Demand Zones in Bullish Markets for the highest probability entries.
Use Supply Zones in Bearish Markets to align with the prevailing trend.
Best Practices:
Only use Demand Zones in Bullish markets and Supply Zones in Bearish markets for optimal results.
Look for price action or reversal signals within these zones to refine your entries.
Enable alerts to get notified on:
New order blocks
Internal shifts
BOS events
HH, HL, LL, LH formations
Liquidity sweeps
Customization Options:
Aggregation Factor: Control how many candles are grouped for structure analysis.
Zone Duration: Define how length of plotted zones.
Mitigation Settings: Automatically delete or fade zones after mitigation.
Colors: Choose custom colors for bullish and bearish zones and structure markers.
This tool is ideal for traders who rely on price action, structure, and smart money concepts. Combine it with your own S&D strategy or integrate it with other confluence tools for even better precision.
Liquidity mark-out indicator(by Lumiere)This indicator marks out every High that has a bullish candle followed by a bearish one, vice versa for lows.
Once the price reaches the marked-out liquidity, the line is removed automatically.
This indicator only shows the current liquidity of the time frame you are at.
(To get it look like the picture just chance the length to 30-50)
Key Features of the Liquidity Mark-Out Indicator:
🔹 Identifies Liquidity Zones – Marks highs and lows based on candlestick patterns.
🔹 Customizable Settings – Toggle highs/lows visibility 🎚️, adjust line colors 🎨, and set line length (bars) 📏.
🔹 Smart Clean-Up – Automatically removes swept levels (when price breaks through) for a clean chart 🧹.
🔹 Pattern-Based Detection –
Highs: Detects two-candle reversal patterns (🟢 bullish close → 🔴 bearish close).
Lows: Detects two-candle reversal patterns (🔴 bearish close → 🟢 bullish close).
🔹 Dynamic Lines – Projects liquidity levels forward (adjustable length) to track key zones 📈.
Perfect For Traders Looking To:
✅ Spot potential liquidity grabs 🎯
✅ Identify key support/resistance levels 🛑
✅ Clean up their chart from outdated levels 🖥️
VeroTrade Key LevelsAbout: VeroTrade Key Levels is a versatile indicator designed for traders who rely on key price levels to make informed decisions. It was created for the community members of VeroTrade by @gabe580. This indicator overlays previous monthly, weekly, and daily high/low levels, along with user-defined custom levels, directly on your TradingView chart. With customizable visibility, colors, and line styles, it’s perfect for technical analysis across various markets and timeframes.
Features:
- Monthly, Weekly, and Daily Levels: Displays previous period high and low levels for monthly, weekly, and daily timeframes, helping you identify significant support and resistance zones.
- Custom Levels: Add up to 10 sets of user-defined price levels (e.g., for specific tickers like SPY) with dynamic coloring (red for levels above the current price, green for below).
- Toggleable Display: Enable or disable monthly, weekly, daily, and custom levels individually to suit your analysis needs.
- Customizable Appearance: Adjust line widths and colors for each level type, and choose whether to show labels for clarity.
- Stable and Efficient: Lines remain fixed during chart panning, ensuring a seamless user experience without clutter or redraw issues.
How To Use:
1. Add the indicator to your chart.
2. Enable/disable levels via inputs.
3. Input custom levels in the format: "Ticker, level1, level2, ..." (e.g., "SPY, 555, 556").
4. Adjust colors and line widths to suit your style.
Standard Deviation ExpectationStandard Deviation Expectation
- First off I want to thank and give credit to #Stockmarketupdate for introducing this idea to me while stumbling across his script for plotting the standard deviation above each candle/price.
Applying Standard Deviation Expectation can aide traders with insight to price projection, expectation, as well as, give hint to price exhaustion.
This indicator helps you identify dynamic support and resistance levels based on price volatility — specifically using standard deviation — on your chosen time frame or a higher time frame (multi-time frame).
It calculates a range around recent price action that adapts based on how volatile the market is.
It plots three lines:
Resistance line (upper boundary)
Support line (lower boundary)
Mid-line (middle of support and resistance)
It colors the area between support and resistance green or red depending on whether the current price is above or below the mid-line.
It alerts you when price crosses the mid-line either upward or downward.
Explanation of Components
Standard deviation is a statistical measure that tells you how much prices vary from the average.
This script calculates Standard Dev. on a selected price source (usually close price) over a specified length (default 8 bars).
Then it multiplies this by a “multiplier” (default 1.75) to set how wide the expected range should be.
More volatility → wider range; less volatility → tighter range.
2. Multi-Timeframe (MTF) Input
You can select a different timeframe (like 1H, 4H, daily) to base calculations on, even if you’re viewing a lower timeframe chart (like 15 min).
This helps smooth out noise and get more meaningful levels from higher timeframes.
3. Calculating Deviation High and Low
Based on whether the higher timeframe candle is bearish or bullish, the indicator adjusts the expected high and low by adding or subtracting the standard deviation.
This creates a dynamic “band” or range around the price on the higher timeframe.
4. Support and Resistance Lines
It calculates the highest deviation high and the lowest deviation low over a look-back period.
Then it smooths these extremes using an Exponential Moving Average (EMA) to avoid choppy lines.
The result is two smooth, adaptive lines — resistance and support.
5. Mid-line
Simply the average of the support and resistance lines.
Acts as a pivot or equilibrium point between support and resistance.
6. Offset
Allows you to shift the lines forwards by a number of bars, which can help with visual alignment or back-testing.
7. Color Fill
The space between support and resistance is filled with a transparent green color if price is above the midline, red if below.
This gives a quick visual cue of bullish or bearish bias.
8. Alerts on Midline Cross
The indicator generates alert conditions when price crosses the midline:
Crosses above → possible bullish sign
Crosses below → possible bearish sign
You can set alerts in Trading-view using these to get notified.
*Don’t rely solely on this indicator. Use it alongside price action and other indicators.
Play with the multiplier and length inputs to see what fits your trading style and the asset’s volatility.
The multi-time frame option is powerful — try using daily or 4H on a 15-min chart to get smoother levels.
Use alerts for mid-line crosses to help you catch potential trade setups without staring at the screen constantly. *
Disclaimer: The information contained in this script does not constitute financial advice or a solicitation to buy or sell any securities of any type. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, back-test, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
This script was produced for educational purposes!
Enjoy!
QTN | Money CirculatingQTN | Money Circulating | VWAP-based turnover Multi Time Frames
This indicator visualizes real money flow in a stock by calculating the turnover (trading value) using volume multiplied by VWAP across daily, weekly, and monthly timeframes. It applies EMA smoothing to provide a clearer trend of money circulating in the market.
Features:
• VWAP-based turnover calculation for more accurate money flow measurement.
• EMA smoothing with customizable period.
• Table display of daily, weekly, and monthly turnover values in millions (M) for quick reference.
• Clean, color-coded visualization for easy interpretation.
Usage:
Ideal for traders and investors who want to gauge market participation intensity and detect shifts in trading momentum across multiple timeframes.
________________________________________________
Disclaimer
This indicator is for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any security. Trading involves risk, and users should conduct their own research or consult with a financial advisor before making investment decisions. The author is not responsible for any trading losses.
