Navidad SharksThis indicator is NOT a signal system.
It is not designed for blind BUY/SELL execution. If you trade it like signals, you will most likely lose consistency.
What is it then?
It is a visual execution tool built around the Sharks Value Zones methodology.
The indicator helps you:
Define a value range
Wait for a valid breakout
Visualize risk (STOP) and reward (1:1) in a structured way
The indicator does not make decisions for you — it gives structure.
The trader still decides.
⚠️ Important for new users
This is NOT an automated signal tool
It only makes sense if you learn the Sharks Value Zones system inside the Sharks community
Entering trades just because a BUY or SELL label appears is not the method
This indicator provides levels and structure, not trade instructions.
🦈 Sharks Mindset
Professional traders don’t chase signals.
They repeat clear structures, disciplined execution, and controlled risk.
This indicator exists to:
bring order to your chart
remove emotional guessing
help you execute with consistency
✅ What the indicator draws
Base range / Value Zone based on the selected market session
Breakout direction (BUY or SELL) after the range
STOP zone (risk) and 1:1 target zone (reward)
Additional markers:
80% TP → price reached 80% of the target
TP ✅ / STOP ❌ → trade resolution
🧩 Inputs explained (simple)
Market
Select the session you want to trade (NY, Europe, Crypto, etc.).
This defines when the value range is calculated.
Anchor boxes from range start (bars)
How many candles the boxes extend to the right.
Higher value = longer visual boxes.
BUY/SELL label offset
Moves the BUY/SELL label left or right (visual only).
TP/STOP label offset
Moves TP / STOP / 80% labels (visual only).
ENTRY TICKS (number of breakout ticks)
Filters weak breakouts.
0 = instant breakout (more signals, more sensitivity)
3–5 ticks recommended for Forex
Indices and crypto may require higher values depending on volatility
Use 2nd opportunity
If the first trade hits STOP, the system may allow a second structured attempt on the opposite break (if enabled).
This is part of the Sharks methodology, not revenge trading.
🧠 How to use it correctly
Learn the Sharks Value Zones system
Use the indicator as a map, not a signal
Combine structure + context + risk management
==========================================
指標和策略
Smart Trend IndicatorThis indicator is a decisive tool for identifying the trend of the script.
This trend identifies any change in trend as early as possible.
The indicator works ideally if a pivot or a prior pivot is broken, taking in consideration the EMA 21 and EMA 50 as fast and slow indicators respectively.
The indicator also uses a candle stick holding method to disregard and up and down moves created by volatility which would be a false indication on the chart.
A Combination of indicators such as ichimokou, Ema cross over, holding method and pivot methods make this indicator work as perfectly as possible.
ORB Fusion ML AdaptiveORB FUSION ML - ADAPTIVE OPENING RANGE BREAKOUT SYSTEM
INTRODUCTION
ORB Fusion ML is an advanced Opening Range Breakout (ORB) system that combines traditional ORB methodology with machine learning probability scoring and adaptive reversal trading. Unlike basic ORB indicators, this system features intelligent breakout filtering, failed breakout detection, and complete trade lifecycle management with real-time visual feedback.
This guide explains the theoretical concepts, system components, and educational examples of how the indicator operates.
WHAT IS OPENING RANGE BREAKOUT (ORB)?
Core Concept:
The Opening Range Breakout strategy is based on the observation that the first 15-60 minutes of trading often establish a range that serves as support/resistance for the remainder of the session. Breakouts beyond this range have historically indicated potential directional moves.
How It Works:
Range Formation: System identifies high and low during opening period (default 30 minutes)
Breakout Detection: Monitors price for confirmed breaks above/below range
Signal Generation: Generates signals based on breakout method and filters
Target Projection: Projects extension targets based on range size
Why ORB May Be Effective:
Opening period often represents institutional positioning
Range boundaries historically act as support/resistance
Breakouts may indicate strong directional bias
Failed breakouts may signal reversal opportunities
Note: Historical patterns do not guarantee future occurrences.
SYSTEM COMPONENTS
1. OPENING RANGE DETECTION
Primary ORB:
Default: First 30 minutes of regular trading hours (9:30-10:00 AM ET)
Configurable: 5, 15, 30, or 60-minute ranges
Precision: Optional lower timeframe (LTF) data for exact high/low detection
LTF Precision Mode:
When enabled, system uses 1-minute data to identify precise range boundaries, even on higher timeframe charts. This may improve accuracy of breakout detection.
Session ORBs (Optional):
Asian Session: Typically 00:00-01:00 UTC
London Session: Typically 08:00-09:00 UTC
NY Session: Typically 13:30-14:30 UTC
These provide additional reference levels for 24-hour markets.
2. INITIAL BALANCE (IB)
The Initial Balance concept extends ORB methodology:
Components:
A-Period: First 30 minutes (9:30-10:00)
B-Period: Second 30 minutes (10:00-10:30)
IB Range: Combined high/low of both periods
IB Extensions:
System projects multiples of IB range (0.5×, 1.0×, 1.5×, 2.0×) as potential targets and key reference levels.
Historical Context:
IB methodology was popularized by traders observing that the first hour often establishes the day's trading range. Extensions beyond IB may indicate trend day development.
3. BREAKOUT CONFIRMATION METHODS
The system offers three confirmation methods:
A. Close Beyond Range (Default):
Bullish: Close > ORB High
Bearish: Close < ORB Low
Most balanced approach - requires bar to close beyond level.
B. Wick Beyond Range:
Bullish: High > ORB High
Bearish: Low < ORB Low
Most sensitive - any touch triggers. May generate more signals but higher false breakout rate.
C. Body Beyond Range:
Bullish: Min(Open, Close) > ORB High
Bearish: Max(Open, Close) < ORB Low
Most conservative - entire candle body must be beyond range.
Volume Confirmation:
Optional requirement that breakout occurs on above-average volume (default 1.5× 20-bar average). May filter weak breakouts lacking institutional participation.
4. MACHINE LEARNING PROBABILITY SCORING
The system's key differentiator is ML-based breakout filtering using logistic regression.
How It Works:
Feature Extraction:
When breakout candidate detected, system calculates:
ORB Range / ATR (range size normalization)
Volume Ratio (current vs. average)
VWAP Distance × Direction (alignment)
Gap Size × Direction (overnight gap influence)
Bar Impulse (momentum strength)
Probability Calculation:
pContinue = Probability breakout continues
pFail = Probability breakout fails and reverses
Calculated via logistic regression:
P = 1 / (1 + e^(-z))
where z = β₀ + β₁×Feature₁ + β₂×Feature₂ + ...
Coefficient Examples (User Configurable):
pContinue Model:
Intercept: -0.20 (slight bearish bias)
ORB Range/ATR: +0.80 (larger ranges favored)
Volume Ratio: +0.60 (higher volume increases probability)
VWAP Alignment: +0.50 (aligned with VWAP helps)
pFail Model:
Intercept: -0.30 (assumes most breakouts valid)
Volume Ratio: -0.50 (low volume increases failure risk)
VWAP Alignment: -0.90 (breaking away from VWAP risky)
ML Gating:
When enabled, breakout only signaled if:
pContinue ≥ Minimum Threshold (default 55%)
pFail ≤ Maximum Threshold (default 35%)
This filtering aims to reduce false breakouts by requiring favorable probability scores.
Model Training:
Users should backtest and optimize coefficients for their specific instrument and timeframe. Default values are educational starting points, not guaranteed optimal parameters.
Educational Note: ML models assume past feature relationships continue into the future. Market conditions may change in ways not captured by historical data.
5. FAILED BREAKOUT DETECTION & REVERSAL TRADING
A unique feature is automatic detection of failed breakouts and generation of counter-trend reversal setups.
Detection Logic:
Failure Conditions:
For Bullish Breakout that fails:
- Initially broke above ORB High
- After N bars (default 3), price closes back inside range
- Must close below (ORB High - Buffer)
- Buffer = ATR × 0.1 (default)
For Bearish Breakout that fails:
- Initially broke below ORB Low
- After N bars, price closes back inside range
- Must close above (ORB Low + Buffer)
Automatic Reversal Entry:
When failure detected, system automatically:
Generates reversal entry at current close
Sets stop loss beyond recent extreme + small buffer
Projects 3 targets based on ORB range multiples
Target Calculations:
For failed bullish breakout (now SHORT):
Entry = Close (when failure confirmed)
Stop = Recent High + (ATR × 0.10)
T1 = ORB High - (ORB Range × 0.5) // 50% retracement
T2 = ORB High - (ORB Range × 1.0) // Full retracement
T3 = ORB High - (ORB Range × 1.5) // Beyond opposite boundary
Trade Lifecycle Management:
The system tracks reversal trades in real-time through multiple states:
State 0: No trade
State 1: Breakout active (monitoring for failure)
State 2: Breakout failed (not used currently)
State 3: Reversal entry taken
State 4: Target 1 hit
State 5: Target 2 hit
State 6: Target 3 hit
State 7: Stopped out
State 8: Complete
Real-Time Tracking:
MFE (Maximum Favorable Excursion): Best price achieved
MAE (Maximum Adverse Excursion): Worst price against position
Dynamic Lines & Labels: Visual updates as trade progresses
Color Coding: Green for hit targets, gray for stopped trades
Visual Feedback:
Entry line (solid when active, dotted when stopped)
Stop loss line (red dashed)
Target lines (green when hit, gray when stopped)
Labels update in real-time with status
This complete lifecycle tracking provides educational insight into trade development and risk/reward realization.
Educational Context: Failed breakouts are a recognized pattern in technical analysis. The theory is that trapped traders may need to exit, creating momentum in the opposite direction. However, not all failed breakouts result in profitable reversals.
6. EXTENSION TARGETS
System projects Fibonacci-based extension levels beyond ORB boundaries.
Bullish Extensions (Above ORB High):
1.272× (ORB High + ORB Range × 0.272)
1.5× (ORB High + ORB Range × 0.5)
1.618× (ORB High + ORB Range × 0.618)
2.0× (ORB High + ORB Range × 1.0)
2.618× (ORB High + ORB Range × 1.618)
3.0× (ORB High + ORB Range × 2.0)
Bearish Extensions (Below ORB Low):
Same multipliers applied below ORB Low
Visual Representation:
Dotted lines until reached
Solid lines after price touches level
Color coding (green for bullish, red for bearish)
These serve as potential profit targets and key reference levels.
7. DAY TYPE CLASSIFICATION
System attempts to classify trading day based on price movement relative to Initial Balance.
Classification Logic:
IB Extension = (Current Price - IB Boundary) / IB Range
Day Types:
Trend Day: Extension ≥ 1.5× IB Range
- Strong directional movement
- Price extends significantly beyond IB
Normal Day: Extension between 0.5× and 1.5×
- Moderate movement
- Some extension but not extreme
Rotation Day: Price stays within IB
- Range-bound conditions
- Limited directional conviction
Historical Context:
Day type classification comes from market profile analysis, suggesting different trading approaches for different conditions. However, classification is backward-looking and may change throughout the session.
8. VWAP INTEGRATION
Volume-Weighted Average Price included as institutional reference level.
Calculation:
VWAP = Σ(Typical Price × Volume) / Σ(Volume)
Typical Price = (High + Low + Close) / 3
Standard Deviation Bands:
Band 1: VWAP ± 1.0 σ
Band 2: VWAP ± 2.0 σ
Usage:
Alignment with VWAP may indicate institutional support
Distance from VWAP factored into ML probability scoring
Bands suggest potential overbought/oversold extremes
Note: VWAP is widely used by institutional traders as a benchmark, but this does not guarantee its predictive value.
9. GAP ANALYSIS
Tracks overnight gaps and fill statistics.
Gap Detection:
Gap Size = Open - Previous Close
Classification:
Gap Up: Gap > ATR × 0.1
Gap Down: Gap < -ATR × 0.1
No Gap: Otherwise
Gap Fill Tracking:
Monitors if price returns to previous close
Calculates fill rate over time
Displays previous close as reference level
Historical Context:
Market folklore suggests "gaps get filled," though statistical evidence varies by market and timeframe.
10. MOMENTUM CANDLE VISUALIZATION
Optional colored boxes around candles showing position relative to ORB.
Color Coding:
Blue: Inside ORB range
Green: Above ORB High (bullish momentum)
Red: Below ORB Low (bearish momentum)
Bright Green: Breakout bar
Orange: Failed breakout bar
Gray: Stopped out bar
Lime: Target hit bar
Provides quick visual context of price location and key events.
DISPLAY MODES
Three complexity levels to suit different user preferences:
SIMPLE MODE
Minimal display focusing on essentials:
✓ Primary ORB levels (High, Low, Mid)
✓ Basic breakout signals
✓ Essential dashboard metrics
✗ No session ORBs
✗ No IB analysis
✗ No extensions
Best for: Clean charts, beginners, focus on core ORB only
STANDARD MODE
Balanced feature set:
✓ Primary ORB levels
✓ Initial Balance with extensions
✓ Session ORBs (Asian, London, NY)
✓ VWAP with bands
✓ Breakout and reversal signals
✓ Gap analysis
✗ Detailed statistics
Best for: Most traders, good balance of information and clarity
ADVANCED MODE
Full feature set:
✓ All Standard features
✓ ORB extensions (1.272×, 1.5×, 1.618×, 2.0×, etc.)
✓ Complete statistics dashboard
✓ Detailed performance metrics
✓ All visual enhancements
Best for: Experienced users, research, full analysis
DASHBOARD INTERPRETATION
Main Dashboard Sections:
ORB Status:
Status: Complete / Building / Waiting
Range: Actual range size in price units
Trade State:
State: Current trade status (see 8 states above)
Vol: Volume confirmation (Confirmed / Low)
Targets (when reversal active):
T1, T2, T3: Hit / Pending / Stopped
Color: Green = hit, Gray = pending or stopped
ML Section (when enabled):
ML: ON Pass / ON Reject / OFF
pC/pF: Probability scores as percentages
Setup:
Action: LONG / SHORT / REVERSAL / FADE / WAIT
Grade: A+ to D based on confidence
Status: ACTIVE / STOPPED / T1 HIT / etc.
Conf: Confidence percentage
Context:
Bias: Overall market direction assessment
VWAP: Above / Below / At VWAP
Gap: Gap type and fill status
Statistics (Advanced Mode):
Bull WR: Bullish breakout win rate
Bear WR: Bearish breakout win rate
Rev WR: Reversal trade win rate
Rev Count: Total reversals taken
Narrative Dashboard:
Plain-language interpretation:
Phase: Building ORB / Trading Phase / Pre-market
Status: Current market state in plain English
ML: Probability scores
Setup: Trade recommendation with grade
All metrics based on historical simulation, not live trading results.
USAGE GUIDELINES - EDUCATIONAL EXAMPLES
Getting Started:
Step 1: Chart Setup
Add indicator to chart
Select appropriate timeframe (1-5 min recommended for ORB trading)
Choose display mode (start with Standard)
Step 2: Opening Range Formation
During first 30 minutes (9:30-10:00 ET default)
Watch ORB High/Low levels form
Note range size relative to ATR
Step 3: Breakout Monitoring
After ORB complete, watch for breakout candidates
Check ML scores if enabled
Verify volume confirmation
Step 4: Signal Evaluation
Consider confidence grade
Review trade state and targets
Evaluate risk/reward ratio
Interpreting ML Scores:
Example 1: High Probability Breakout
Breakout: Bullish
pContinue: 72%
pFail: 18%
ML Status: Pass
Grade: A
Interpretation:
- High continuation probability
- Low failure probability
- Passes ML filter
- May warrant consideration
Example 2: Rejected Breakout
Breakout: Bearish
pContinue: 48%
pFail: 52%
ML Status: Reject
Grade: D
Interpretation:
- Low continuation probability
- High failure probability
- ML filter blocks signal
- Small 'X' marker shows rejection
Note: ML scores are mathematical outputs based on historical data. They do not guarantee outcomes.
Reversal Trade Example:
Scenario:
9:45 AM: Bullish breakout above ORB High
9:46 AM: Price extends to +0.8× ORB range
9:48 AM: Price reverses, closes back below ORB High
9:49 AM: Failure confirmed (3 bars inside range)
System Response:
- Marks failed breakout with 'FAIL' label
- Generates SHORT reversal entry
- Sets stop above recent high
- Projects 3 targets
- Trade State → 3 (Reversal Active)
- Entry line and targets display
Potential Outcomes:
- Stop hit → State 7 (Stopped), lines gray out
- T1 hit → State 4, T1 line turns green
- T2 hit → State 5, T2 line turns green
- T3 hit → State 6, T3 line turns green
All tracked in real-time with visual updates.
Risk Management Considerations:
Position Sizing Example:
Account: $25,000
Risk per trade: 1% = $250
Stop distance: 1.5 ATR = $150 per share
Position size: $250 / $150 = 1.67 shares (round to 1)
Stop Loss Guidelines:
Breakout trades: ORB midpoint or opposite boundary
Reversal trades: System-provided stop (recent extreme + buffer)
Never widen system stops
Target Management:
Consider scaling out at T1, T2, T3
Trail stops after T1 reached
Full exit if stopped
These are educational examples, not recommendations. Users must develop their own risk management based on personal tolerance and account size.
OPTIMIZATION SUGGESTIONS
For Stock Indices (ES, NQ):
Suggested Settings:
ORB Timeframe: 30 minutes
Confirmation: Close
Volume Filter: ON (1.5×)
ML Filter: ON
Display Mode: Standard
Rationale:
30-min ORB standard for equity indices
Close confirmation balances speed and reliability
Volume important for institutional participation
ML helps filter noise
Historical Observation:
Indices often respect ORB levels during regular hours.
For Individual Stocks:
Suggested Settings:
ORB Timeframe: 5-15 minutes
Confirmation: Close or Body
Volume Filter: ON (1.8-2.0×)
RTH Only: ON
Failed Breakouts: ON
Rationale:
Shorter ORB may be appropriate for volatile stocks
Volume critical to filter low-liquidity moves
RTH avoids pre-market noise
Failed breakouts common in stocks
For Forex:
Suggested Settings:
ORB Timeframe: 60 minutes
Session ORBs: ON (Asian, London)
Volume Filter: OFF or low threshold
24-hour mode: ON
Rationale:
Forex trades 24 hours, need session awareness
Volume data less reliable in forex
Longer ORB for slower forex movement
For Crypto:
Suggested Settings:
ORB Timeframe: 30-60 minutes
Confirmation: Body (more conservative)
Volume Filter: ON (2.0×+)
Display Mode: Advanced
Rationale:
High volatility requires conservative confirmation
Volume crucial to distinguish real moves from noise
24-hour market benefits from multiple session ORBs
ML COEFFICIENT TUNING
Users can optimize ML model coefficients through backtesting.
Approach:
Data Collection: Review rejected breakouts - were they correct to reject?
Pattern Analysis: Which features correlate with success/failure?
Coefficient Adjustment: Increase weights for predictive features
Threshold Tuning: Adjust minimum pContinue and maximum pFail
Validation: Test on out-of-sample data
Example Optimization:
If finding:
High-volume breakouts consistently succeed
Low-volume breakouts often fail
Action:
Increase pCont w(Volume Ratio) from 0.60 to 0.80
Increase pFail w(Volume Ratio) magnitude (more negative)
If finding:
VWAP alignment highly predictive
Gap direction not helpful
Action:
Increase pCont w(VWAP Distance×Dir) from 0.50 to 0.70
Decrease pCont w(Gap×Dir) toward 0.0
Important: Optimization should be done on historical data and validated on out-of-sample periods. Overfitting to past data does not guarantee future performance.
STATISTICS & PERFORMANCE TRACKING
System maintains comprehensive statistics:
Breakout Statistics:
Total Days: Number of trading days analyzed
Bull Breakouts: Total bullish breakouts
Bull Wins: Breakouts that reached 2.0× extension
Bull Win Rate: Percentage that succeeded
Bear Breakouts: Total bearish breakouts
Bear Wins: Breakouts that reached 2.0× extension
Bear Win Rate: Percentage that succeeded
Reversal Statistics:
Reversals Taken: Total failed breakouts traded
T1 Hit: Number reaching first target
T2 Hit: Number reaching second target
T3 Hit: Number reaching third target
Stopped: Number stopped out
Reversal Win Rate: Percentage reaching at least T1
Day Type Statistics:
Trend Days: Days with 1.5×+ IB extension
Normal Days: Days with 0.5-1.5× extension
Rotation Days: Days staying within IB
Extension Statistics:
Average Extension: Mean extension level reached
Max Extension: Largest extension observed
Gap Statistics:
Total Gaps: Number of significant gaps
Gaps Filled: Number that filled during session
Gap Fill Rate: Percentage filled
Note: All statistics based on indicator's internal simulation logic, not actual trading results. Past statistics do not predict future outcomes.
ALERTS
Customizable alert system for key events:
Available Alerts:
Breakout Alert:
Trigger: Initial breakout above/below ORB
Message: Direction, price, volume status, ML scores, grade
Frequency: Once per bar
Failed Breakout Alert:
Trigger: Breakout failure detected
Message: Reversal setup with entry, stop, and 3 targets
Frequency: Once per bar
Extension Alert:
Trigger: Price reaches extension level
Message: Extension multiple and price level
Frequency: Once per bar per level
IB Break Alert:
Trigger: Price breaks Initial Balance
Message: Potential trend day warning
Frequency: Once per bar
Reversal Stopped Alert:
Trigger: Reversal trade hits stop loss
Message: Stop level and original entry
Frequency: Once per bar
Target Hit Alert:
Trigger: T1, T2, or T3 reached
Message: Which target and price level
Frequency: Once per bar
Users can enable/disable alerts individually based on preferences.
VISUAL CUSTOMIZATION
Extensive visual options:
Color Schemes:
All colors fully customizable:
ORB High, Low, Mid colors
Extension colors (bull/bear)
IB colors
VWAP colors
Momentum box colors
Session ORB colors
Display Options:
Line widths (1-5 pixels)
Box transparencies (50-95%)
Fill transparencies (80-98%)
Momentum box transparency
Label Behavior:
Label Modes:
All: Always show all labels
Adaptive: Fade labels far from price
Minimal: Only show labels very close to price
Label Proximity:
Adjustable threshold (1.0-5.0× ATR)
Labels beyond threshold fade or hide
Reduces clutter on wide-range charts
Gradient Fills:
Optional gradient zones between levels:
ORB High to Mid (bullish gradient)
ORB Mid to Low (bearish gradient)
Creates visual "heatmap" of tension
FREQUENTLY ASKED QUESTIONS
Q: What timeframe should I use?
A: ORB methodology is typically applied to intraday charts. Suggestions:
1-5 min: Active trading, multiple setups per day
5-15 min: Balanced view, clearer signals
15-30 min: Higher timeframe confirmation
The indicator works on any timeframe, but ORB is traditionally an intraday concept.
Q: Do I need the ML filter enabled?
A: This is a user choice:
ML Enabled:
Fewer signals
Potentially higher quality (filters low-probability)
Requires coefficient optimization
More complex
ML Disabled:
More signals
Simpler operation
Traditional ORB approach
May include lower-quality breakouts
Consider paper trading both approaches to determine preference.
Q: How should I interpret pContinue and pFail?
A: These are probability estimates from the logistic regression model:
pContinue 70% / pFail 25%: Model suggests favorable continuation odds
pContinue 45% / pFail 55%: Model suggests breakout likely to fail
pContinue 60% / pFail 35%: Borderline, depends on thresholds
Remember: These are mathematical outputs based on historical feature relationships. They are not certainties.
Q: Should I always take reversal trades?
A: Reversal trades are optional setups. Considerations:
Potential Advantages:
Trapped traders may need to exit
Clear stop loss levels
Defined targets
Potential Risks:
Counter-trend trading
Original breakout may resume
Requires quick reaction
Users should evaluate reversal setups like any other trade based on personal strategy and risk tolerance.
Q: What if ORB range is very small?
A: Small ranges may indicate:
Low volatility session opening
Potential for expansion later
Less reliable breakout levels
Considerations:
Larger ranges often more significant
Small ranges may need wider stops relative to range
ORB Range/ATR ratio helps normalize
The ML model includes this via the ORB Range/ATR feature.
Q: Can I use this on stocks, forex, crypto?
A: System is adaptable:
Stocks: Designed primarily for stock indices and equities. Use RTH mode.
Forex: Enable session ORBs. Volume filter less relevant. Adjust for 24-hour nature.
Crypto: Very volatile. Consider conservative confirmation method (Body). Higher volume thresholds.
Each market has unique characteristics. Extensive testing recommended.
Q: How do I optimize ML coefficients?
A: Systematic approach:
Collect data on 50-100+ breakouts
Note which succeeded/failed
Analyze feature values for each
Identify correlations
Adjust coefficients to emphasize predictive features
Validate on different time period
Iterate
Alternatively, use regression analysis on historical breakout data if you have programming skills.
Q: What does "Stopped Out" mean for reversals?
A: Reversal trade hit its stop loss:
Price moved against reversal position
Original breakout may have resumed
Trade closed at loss
Lines and labels gray out
Trade State → 7
This is part of normal trading - not all reversals succeed.
Q: Can I change ORB timeframe intraday?
A: ORB timeframe setting affects the next day's ORB. Current day's ORB remains fixed. To see different ORB sizes, you would need to change setting and wait for next session.
Q: Why do rejected breakouts show an 'X'?
A: When "Mark Rejected Breakout Candidates" enabled:
Small 'X' appears when ML filter rejects a breakout
Shows where system prevented a signal
Useful for model calibration
Helps evaluate if ML making good decisions
You can disable this marker if it creates clutter.
ADVANCED CONCEPTS
1. Adaptive vs. Static ORB:
Traditional ORB uses fixed time windows. This system adds adaptability through:
ML probability scoring (adapts to current conditions)
Multiple session ORBs (adapts to global markets)
Failed breakout detection (adapts when setup fails)
Real-time trade management (adapts as trade develops)
This creates a more dynamic approach than simple static levels.
2. Confluence Scoring:
System internally calculates confluence (agreement of factors):
Breakout direction
Volume confirmation
VWAP alignment
ML probability scores
Gap direction
Momentum strength
Higher confluence typically results in higher grade (A+, A, B+, etc.).
3. Trade State Machine:
The 8-state system provides complete trade lifecycle:
State 0: Waiting → No setup
State 1: Breakout → Monitoring for failure
State 2: Failed → (transition state)
State 3: Reversal Active → In counter-trend position
State 4: T1 Hit → First target reached
State 5: T2 Hit → Second target reached
State 6: T3 Hit → Third target reached (full success)
State 7: Stopped → Hit stop loss
State 8: Complete → Trade resolved
Each state has specific visual properties and logic.
4. Real-Time Performance Attribution:
MFE/MAE tracking provides insight:
Maximum Favorable Excursion (MFE):
Best price achieved during trade
Shows potential if optimal exit used
Educational metric for exit strategy analysis
Maximum Adverse Excursion (MAE):
Worst price against position
Shows drawdown during trade
Helps evaluate stop placement
These appear in Narrative Dashboard during active reversals.
THEORETICAL FOUNDATIONS
Why Opening Range Matters:
Several theories support ORB methodology:
1. Information Incorporation:
Opening period represents initial consensus on overnight news and pre-market sentiment. Range boundaries may reflect this information.
2. Order Flow:
Institutional traders often execute during opening period, establishing supply/demand zones.
3. Behavioral Finance:
Traders psychologically anchor to opening range levels. Self-fulfilling prophecy may strengthen these levels.
4. Market Microstructure:
Opening auction establishes price discovery. Breaks beyond may indicate new information or momentum.
Academic Note: While ORB is widely used, academic evidence on its effectiveness varies. Like all technical analysis, it should be evaluated empirically for each specific application.
Machine Learning in Trading:
This system uses supervised learning (logistic regression):
Advantages:
Interpretable (can see feature weights)
Fast calculation
Probabilistic output
Well-understood mathematically
Limitations:
Assumes linear relationships
Requires feature engineering
Needs periodic retraining
Not adaptive to regime changes automatically
More sophisticated ML (neural networks, ensemble methods) could potentially improve performance but at cost of interpretability and speed.
Failed Breakouts & Market Psychology:
Failed breakout trading exploits several concepts:
1. Stop Hunting:
Large players may push price to trigger stops, then reverse.
2. False Breakouts:
Insufficient conviction leads to failed breakout and quick reversal.
3. Trapped Traders:
Those who entered breakout now forced to exit, creating momentum opposite direction.
4. Mean Reversion:
After failed directional attempt, price may revert to range or beyond.
These are theoretical frameworks, not guaranteed patterns.
BEST PRACTICES - EDUCATIONAL SUGGESTIONS
1. Paper Trade Extensively:
Before live trading:
Test on historical data
Forward test in real-time (paper)
Evaluate statistics over 50+ occurrences
Understand system behavior in different conditions
2. Start with Simple Mode:
Initial learning:
Use Simple or Standard mode
Focus on primary ORB only
Master basic breakout interpretation
Add features incrementally
3. Optimize ML Coefficients:
If using ML filter:
Backtest on your specific instrument
Note which features predictive
Adjust coefficients systematically
Validate on out-of-sample data
Re-optimize periodically
4. Respect Risk Management:
Always:
Define maximum risk per trade (1-2% recommended)
Use system-provided stops
Size positions appropriately
Never override stops wider
Keep statistics of your actual trading
b]5. Understand Context:
Consider:
Is it a trending or ranging market?
What's the day type developing?
Is volume confirming moves?
Are you aligned with VWAP?
What's the overall market condition?
Context may inform which setups to emphasize.
6. Journal Results:
Track:
Which setup types work best for you
Your execution quality
Emotional responses to different scenarios
Missed opportunities and why
Losses and lessons
Systematic journaling improves over time.
FINAL EDUCATIONAL SUMMARY
ORB Fusion ML combines traditional Opening Range Breakout methodology with modern
enhancements:
✓ ML Probability Scoring: Filters breakouts using logistic regression
✓ Failed Breakout Detection: Automatic reversal trade generation
✓ Complete Trade Management: Real-time tracking with visual updates
✓ Multi-Session Support: Asian, London, NY ORBs for global markets
✓ Institutional Reference: VWAP and Initial Balance integration
✓ Comprehensive Statistics: Track performance across breakout types
✓ Full Customization: Three display modes, extensive visual options
✓ Educational Transparency: Dashboard shows all relevant metrics
This is an educational tool demonstrating advanced ORB concepts.
Critical Reminders:
The system:
✓ Identifies potential ORB breakout and reversal setups
✓ Provides ML-based probability estimates
✓ Tracks trades through complete lifecycle
✓ Offers comprehensive performance statistics
Users must understand:
✓ No system guarantees profitable results
✓ Past performance does not predict future results
✓ All indicators require proper risk management
✓ Paper trading essential before live trading
✓ Market conditions change unpredictably
✓ This is educational software, not financial advice
Success requires: Proper education, disciplined risk management, realistic expectations, personal responsibility for all trading decisions, and understanding that indicators are tools, not crystal balls.
For Educational Use Only - ORB Fusion ML Development Staff
⚠️ FINAL DISCLAIMER
This indicator and documentation are provided strictly for educational and informational purposes.
NOT FINANCIAL ADVICE: Nothing in this guide constitutes financial advice, investment advice, trading advice, or any recommendation to buy or sell any security or engage in any trading strategy.
NO GUARANTEES: No representation is made that any account will or is likely to achieve profits or losses similar to those shown. The statistics, probabilities, and examples are from historical backtesting and do not represent actual trading results.
SUBSTANTIAL RISK: Trading involves substantial risk of loss and is not suitable for every investor. The high degree of leverage can work against you as well as for you.
YOUR RESPONSIBILITY: You are solely responsible for your own trading decisions. You should conduct your own research, perform your own analysis, paper trade extensively, and consult with qualified financial advisors before making any trading decisions.
NO LIABILITY: The developers, contributors, and distributors of this indicator disclaim all liability for any losses or damages, direct or indirect, that may result from use of this indicator or reliance on any information provided.
PAPER TRADE FIRST: Users are strongly encouraged to thoroughly test this indicator in a paper trading environment before risking any real capital.
By using this indicator, you acknowledge that you have read this disclaimer, understand the substantial risks involved in trading, and agree that you are solely responsible for your own trading decisions and their outcomes.
Educational Software Only | Trade at Your Own Risk | Not Financial Advice
Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
Volume Weighted Initial Balance This indicator dynamically calculates and plots a Volume-Weighted Initial Balance (VW-IB) for U.S. equity trading sessions (Regular Trading Hours: 9:30–16:00 ET). Unlike traditional time-based Initial Balance (fixed first 30/60 minutes), this version ends the IB formation when a user-defined percentage of the 20-day Average Daily Volume (ADV) is reached – providing a more adaptive, market-activity-driven range that better reflects actual participation.
Key Concepts and Methodology:
- 20-day Average Daily Volume (ADV20) is calculated using daily volume from the security's daily timeframe.
- A customizable target volume percentage (default 25%, adjustable 10–50%) determines the threshold (e.g., 25% of ADV20).
- The Initial Balance period begins at 9:30 AM ET and accumulates intrabar volume in real time.
- The IB completes on the first bar where either:
- Cumulative volume since open reaches or exceeds the target, OR
- A safety time cap (default 30 minutes, adjustable 15–60) is hit.
- Once complete, the script locks in the high and low of the IB period and plots them as horizontal lines.
- Additionally, it maintains a rolling 20-day history of prior IB ranges and computes their average. This average range is projected as a centered band around today's 9:30 open price, giving traders a statistical expectation of "normal" early-session volatility based on recent behavior.
Visual Features:
- Solid green/red lines for today's completed IB high and low.
- Blue circled lines and lightly filled band showing the 20-day average IB projection (centered on actual 9:30 open price).
- Subtle background shading while the IB is still forming.
- A clean top-right table displaying live status: completion state, today's IB range, 20-day average range, ADV20, and volume target.
- A label appears at completion showing exact range, minutes taken, and volume reached.
Usage Ideas:
- Use the VW-IB high/low as early support/resistance or breakout levels.
- Compare today's actual IB range to the 20-day average band for expansion/contraction context (wide today = high volatility day potential).
- Ideal for day traders on stocks, ETFs, or futures with clear RTH sessions (e.g., ES, NQ, SPY, QQQ, AAPL).
- Built-in alert fires only once per day when the VW-IB completes.
This is not a simple replication of fixed-time Initial Balance indicators. The volume-weighted termination (instead of rigid clock time), combined with real-time intrabar volume accumulation, safety time cap, rolling 20-day average projection band centered on actual open, and comprehensive live table, makes it uniquely adaptive and informative.
EMA12/50 如果放空後趨勢由背景紅轉綠可以考慮常抱
抱到背景再次翻紅而比較不被雜訊洗掉
現階段指標合併在一起會出BUG
If the trend changes from red to green after shorting, consider holding for a longer period.
Hold until the background turns red again to avoid being washed out by noise.
Currently, merging them together will cause bugs.
RF True Structure Engine PROD. V1RF True Structure Engine V1 is a fractal–based market structure indicator that identifies the current active swing leg and bias in real time. It automatically tracks Strong/Weak Highs and Lows, marks MSS (Market Structure Shifts) and BOS (Breaks of Structure) using candle-close confirmation, and plots clean right-side structure levels with an optional midline for quick leg context.
It also includes an optional HTF structure overlay and a compact multi-timeframe bias table (up to 5 timeframes) so you can instantly see whether higher/lower timeframes are bullish or bearish.
Built for clarity and consistency — structure first, noise filtered out.
NY Sessions - First 15 Minutes Range (Sterling)This Indicator will box in the first 15 minutes of the NY AM, NY LN, and NY PM sessions.
Works on 15m and lower timeframes.
Minervini Scanner [MarketSmith RS] (up to 40 tickers)"Find the Leaders. Ignore the Laggards."
This dashboard is a complete Trend & Momentum Command Center designed to replicate the manual screening process of top growth traders like Mark Minervini and William O'Neil. It scans up to 40 tickers simultaneously to identify "Stage 2" super-performance candidates while filtering out broken trends and "zombie" stocks.
Core Features
1. The "Trend Template" Engine The scanner automatically checks every ticker against 7 strict trend criteria to verify a healthy Stage 2 Uptrend:
Price > 150-Day & 200-Day Moving Averages.
150-Day MA > 200-Day MA.
200-Day MA is Trending Up (at least 1 month).
50-Day MA > 150-Day & 200-Day MAs.
Price > 50-Day MA (Momentum Check).
Price > 25% above 52-Week Low.
Price within 25% of 52-Week High.
2. Institutional RS Rating (0-99) Unlike standard "Relative Strength" indicators that just compare price to SPY, this script uses the IBD/MarketSmith Methodology:
Weighted Performance: It calculates a composite score based on price performance over the last 12 months, with a heavy 40% weight on the most recent quarter.
Percentile Proxy: It maps this weighted score to a 1-99 rating scale using fixed constants derived from historical market leader data.
90-99 (Blue): Market Leaders (Top 10%).
80-89 (Green): Institutional Candidates.
< 70 (Red): Laggards.
How to Read the Dashboard
STAGE 2 (Lime Green): The "Holy Grail" signal. The stock meets 7/7 trend criteria. It is fundamentally sound and ready for a setup (like a VCP).
SETTING UP (Yellow): Score 5/7 or 6/7. The trend is developing but not perfect (e.g., 200MA might still be flat). Watch for improvements.
AVOID (Maroon): Broken trend. Moving averages are stacked downward. Do not trade long.
RS Rating: Look for the "Power Combo": A STAGE 2 trend status combined with an RS Rating of 80+. This indicates the stock is not only going up but is outperforming the vast majority of the market.
Settings & Customization
40-Ticker Watchlist: Monitor your entire focus list in one panel.
Adjustable Constants: You can fine-tune the RS Rating thresholds (p99, p90) to adapt to Bull or Bear market volatility.
MA Type: Switch between SMA (Simple) and EMA (Exponential) moving averages.
Disclaimer: This tool provides technical analysis data, not financial advice. Always manage risk.
MArketMind PROM🜁rketMind™ PRO ────────────────────
Descriptive Market Context & Risk Awareness
M🜁rketMind™ PRO is a professional-grade market context system for traders who want structured situational clarity and explicit risk awareness — without signals, confidence scoring, or forward-looking interpretation.
Rather than telling you what to trade or how confident to be, M🜁rketMind™ PRO describes what is happening in the market and where caution is warranted.
This version provides full descriptive context without conviction framing.
WHAT IT DOES ────────────────────
M🜁rketMind™ PRO evaluates market conditions across multiple dimensions — including session context, regime state, momentum direction, volatility, liquidity, and structural behavior — and presents them in a clean, human-readable HUD.
The system focuses on describing current conditions and highlighting areas of potential risk or instability, without interpreting alignment strength or projecting outcomes.
The system provides insight into:
Market context and session awareness
Basic regime states and transitions
Momentum direction (up, down, neutral)
Volatility, liquidity, and structural caution flags
Conditions that may elevate or reduce risk
The goal is to make risk visible — without telling you what to do with it.
HOW TO USE IT ────────────────────
M🜁rketMind™ PRO is not a signal generator.
It is designed to sit alongside discretionary price action, rule-based entries, or systematic strategies and help traders maintain awareness of context and risk while executing their own process.
Common questions it helps answer include:
What kind of market environment am I in?
Is momentum present — or stalling?
Are volatility or liquidity conditions elevated?
Is this environment clean — or structurally fragile?
M🜁rketMind™ PRO describes conditions as they are.
Interpretation and decision-making remain entirely with the trader.
WHY PRO IS DIFFERENT ────────────────────
M🜁rketMind™ PRO includes the full descriptive context stack without interpretive or confidence layers:
Market context, momentum, and caution layers
Volatility, liquidity, and structure awareness
Session awareness without process gating
Clean, curated HUD with a single perspective
No confidence scoring or conviction grading
No predictive or forward-looking language
Nothing is implied.
Nothing is projected.
This version shows what is happening and where risk exists — nothing more.
WHO IT'S FOR ────────────────────
M🜁rketMind™ PRO is best suited for:
Discretionary traders seeking structured context
Systematic traders who manage their own risk logic
Traders who want visibility into caution conditions
Users who prefer description over interpretation
It is not designed for:
Buy/sell alerts or execution guidance
Confidence or conviction-based frameworks
Traders seeking predictive insight
IMPORTANT NOTES ────────────────────
M🜁rketMind™ PRO does not provide financial advice
No system can predict future price behavior
This tool is designed to inform awareness, not decisions
Used correctly, M🜁rketMind™ PRO helps traders stay context-aware, risk-conscious, and disciplined
VERSION COMPARISON ────────────────────
LITE → Awareness
PRO → Context
PRO+ → Conviction
M🜁rketMind™ is available in three tiers, each designed to offer a distinct level of market awareness — without forcing a decision framework.
M🜁rketMind™ LITE — Awareness
Shows the current market state, session context, and basic momentum direction.
No risk framing, diagnostics, or interpretation.
Designed for traders who want passive orientation without influence.
M🜁rketMind™ PRO — Context
Adds descriptive context and explicit caution flags for volatility, liquidity, and structure.
Shows where risk exists without evaluating alignment or confidence.
Designed for traders who want to understand the environment while managing their own decisions.
M🜁rketMind™ PRO+ — Conviction
Introduces interpretive depth, alignment confidence, and stability awareness.
Explains how well conditions agree internally and whether the environment supports conviction or restraint.
Designed for traders who need synthesis, not just observation.
Choose the version that matches how much interpretation you want — not how much you want to be told what to do.
Trend King Wave Trading Terminator v4This script is intended for learning and communication purposes only. Please do not use it as a basis for investment. The market is risky, so operate with caution. I have made this solemn declaration: I am not responsible for any losses caused by improper operations. Please comply with local laws and regulations!
Trinity Moving Average SlopeThe Trinity Moving Average Slope indicator quantifies the steepness of a moving average's direction in a dedicated oscillator pane on TradingView. It normalizes this slope with ATR to ensure consistent readings across varying assets, volatilities, and timeframes, enabling traders to distinguish robust trends from sideways or choppy markets objectively.
Calculation Method
The process starts by calculating a primary moving average based on the selected type and length (default: 16-period HMA on ohlc4 source). It then determines the one-bar change in this MA value, divides it by the ATR (default length 10) for volatility normalization, applies the arctangent function, and converts the result to degrees. This produces a slope angle that typically oscillates between roughly -10° and +10°, with higher absolute values indicating steeper trends.
Visual Elements and Interpretation
The main slope line appears with dynamic coloring: bright green for values above the top threshold (default +2°), signifying a strong uptrend; red below the bottom threshold (default -2°), for strong downtrends; and gray in the neutral zone between them. Horizontal lines mark these thresholds, along with a dotted zero line for quick reference on trend direction changes.
Usage Guidelines
Traders primarily use this as a trend strength filter—favor long positions or continuations when the line sustains green, shorts or profit-taking in red, and stand aside during gray periods to avoid false trend signals in ranging conditions. Zero-line crosses serve as early warnings of momentum shifts, while the built-in alerts notify on strong trend activations or these crosses.
Highlight: Secondary Moving Average
An optional secondary MA (toggleable, default off) smooths the slope line itself, functioning like a signal line (default: 14-period EMA in yellow). Enabling it introduces crossover opportunities: the main slope crossing above the secondary MA suggests accelerating bullish momentum, while crossing below indicates potential bearish slowdowns or reversals. This adds confirmation and helps filter noise, especially useful in volatile markets.
Available Moving Average Types
Both the main (slope-generating) MA and the secondary MA offer the same six types, each with distinct characteristics for different trading styles:
SMA (Simple Moving Average): Equal weighting to all periods—smooth but with significant lag, ideal for identifying long-term trends.
EMA (Exponential Moving Average): Greater weight to recent prices—responsive with moderate lag, a balanced choice for most trend-following setups.
WMA (Weighted Moving Average): Linear weighting favoring newer data—faster than SMA but smoother than EMA, good for intermediate responsiveness.
HMA (Hull Moving Average): Engineered to reduce lag while maintaining smoothness—highly responsive, excellent for shorter timeframes or catching early trend changes (default in the main MA here).
RMA (Running Moving Average): Similar to EMA but with adjustable alpha—robust and less prone to overshooting in wild swings.
VWMA (Volume Weighted Moving Average): Weights by volume—useful in stock trading where volume confirms price moves, emphasizing high-activity periods.
Suggested Settings
For stocks (slower moves): Use longer main lengths like 30-50 with EMA or HMA on daily charts, or 20-34 on intraday, keeping thresholds around ±2° to ±3°.
For crypto (faster action): Opt for shorter lengths like 10-20 with HMA for responsiveness, ATR 10, and thresholds ±1.8° to ±2.5°; enable the secondary EMA for extra signal confirmation on 15-min to 4H charts. Experiment to match your risk tolerance.
Lot Size CalculatorSimple indicator that calculating how many shares you can buy based on your deposit.
Liquidity Structure Screener [Z-Score Sniper] "Stop guessing where value is. Start seeing the structure."
This indicator is an institutional-grade screener designed to visualize Liquidity Structure across up to 30 tickers simultaneously. It moves beyond standard support and resistance by using Auto-Anchored VWAPs and Volume Nodes to identify exactly where "Smart Money" is defending, trapped, or exhausted.
Core Concepts
This screener builds a dynamic "Liquidity Geometry" for every ticker on your watchlist based on the last 60 days (adjustable) of price action:
The "Whale" Level: Automatically detects the single highest-volume day in the lookback period and anchors a VWAP from that exact candle. This is the "Line in the Sand" for the market's biggest participant.
Market Structure Anchors:
Shorts (High Anchor): VWAP anchored from the highest high. Represents the average entry of short sellers (Resistance).
Longs (Low Anchor): VWAP anchored from the lowest low. Represents the average entry of buyers (Support).
Z-Score Sniper: Calculates how far price has stretched from the Short Anchor using ATR-normalized Standard Deviations. This detects extreme "rubber band" extensions for mean reversion plays.
How to Read the Signals
The screener processes this complex data into a simple SIGNAL column with actionable color-coded states:
🔵 DEFENSE LONG (The Fortress): Price is in the "Whale Zone" or "Squeeze" AND holding near the Long Anchor support (within 5% buffer). This indicates relative strength and active institutional defense.
🟢 BUY RETEST: Price has broken out above the Short Anchor (Resistance) and is dipping back to retest it. A classic "Resistance-to-Support Flip" entry.
🟠 COIL (The Pinch): Volatility is dead. Price is trapped tightly between the Whale Level and the Short Anchor (< 0.5% distance). A massive expansion move is imminent.
🟣 OVERSOLD: Price is in a breakdown but has stretched to an extreme statistical deviation (Z-Score < -3.0σ). Sellers are exhausted, signaling a potential "Dead Cat Bounce" or reversal.
🔴 AVOID: Structure is broken (below Long Anchor) with no statistical exhaustion. The floor is gone—do not catch the falling knife.
Key Features
30-Ticker Watchlist: Monitor your entire portfolio in one panel.
Smart Deduplication: Automatically cleans duplicate tickers from your inputs.
Customizable Lookback: Adjust the "Anchor Memory" to fit your trading style (Swing vs. Position).
Visual Heatmap: Color-coded zones for instant readability of market health.
Disclaimer: This tool provides structural analysis, not financial advice. Always use proper risk management.
GMA Smart Trend Channel [Top Volatility Track]This script is for learning and communication purposes only. Please do not use it as an investment basis. The market is risky, so proceed with caution. I have made a formal statement: I am not responsible for any losses caused by improper operations.
QuantLabs Multi Asset Similarity Matrix [V3 Final]The Market is a graph. See the flows:
The QuantLabs MASM is not a standard correlation table. It is an Alpha-Grade Scanner architected to reveal the hidden "hydraulic" relationships between global macro assets in real-time.
Rebuilt from the ground up for Version 3, this engine pushes the absolute limits of the Pine Script™ runtime. It utilizes a proprietary Logarithmic Math Engine, Symmetric Compute Optimization, and a futuristic "Ghost Mode" interface to deliver a 15x15 real-time correlation matrix with zero lag.
Under the Hood: The Quant Architecture
We stripped away standard libraries to build a lean, high-performance engine designed for institutional-grade accuracy.
1. Alpha Math Engine (Logarithmic Returns) Most tools calculate correlation based on Price, which generates spurious signals (e.g., "Everything is correlated in a bull run").
The Solution: Our engine computes Logarithmic Returns (log(close /close )) by default. This measures the correlation of change (Velocity & Vector), not price levels.
The Result: A mathematically rigorous view of statistical relationships that filters out the noise of general market drift.
Dual-Core: Toggle seamlessly between "Alpha Mode" (Log Returns) for verified stats and "Visual Mode" (Price) for trend alignment.
Calculation Modes: Pearson (Standard), Euclidean (Distance), Cosine (Vector), Manhattan (Grid).
2. Symmetric Compute Optimization Calculating a 15x15 matrix requires evaluating 225 unique relationships per bar, which often crashes memory limits.
The Fix: The V3 Engine utilizes Symmetric Logic, recognizing that Correlation(A, B) == Correlation(B, A).
The Gain: By computing only the lower triangle of the matrix and mirroring pointers to the upper triangle, we reduced computational load by 50%, ensuring a lightning-fast data feed even on lower timeframes.
3. Context-Aware "Ghost Mode" The UI is designed for professional traders who need focus, not clutter.
Smart Detection: The matrix automatically detects your current chart's Ticker ID. If you are trading QQQ, the matrix will visually highlight the Nas100 row and column, making them opaque and bright while dimming the rest.
Dynamic Transparency: Irrelevant data ("Noise" < 0.3 correlation) fades into the background. Only significant "Alpha Signals" (> 0.7) glow with full Neon Saturation.
Key Features
Dominant Flow Scanner: The matrix scans all 105 unique pairs every tick and prints the #1 Strongest Correlation at the bottom of the pane (e.g., DOMINANT FLOW: Bitcoin ↔ Nas100 ).
Streak Counter: A "Stubbornness" metric that tracks how many consecutive days a strong correlation has persisted. Instantly identify if a move is a "flash event" or a "structural trend."
Neon Palette: Proprietary color mapping using Electric Blue (+1.0) for lockstep correlation and Deep Red (-1.0) for inverse hedging.
Usage Guide
Placement: Best viewed in a bottom pane (Footer).
Assets: Pre-loaded with the Essential 15 Macro Drivers (Indices, BTC, Gold, Oil, Rates, FX, Key Sectors). Fully editable via settings (Ticker|Name).
Reading the Grid:
🔵 Bright Blue: Assets moving in lockstep (Risk-On).
🔴 Bright Red: Assets moving perfectly opposite (Hedge/Risk-Off).
⚫ Faded/Black: No statistical relationship (Decoupled).
Key Improvements Made:
Formatting: Added clear bullet points and bolding to make it scannable.
Clarity: Clarified the "Logarithmic Returns" section to explain why it matters (Velocity vs. Price Levels).
Tone: Maintained the "high-tech/quant" vibe but removed slightly clunky phrases like "spurious signals" (unless you prefer that academic tone, in which case I left it in as it fits the persona).
Structure: Grouped the "Modes" under the Math Engine for better logic.
Created and designed with love by David James @QuantLabs : )
MArketMind PRO+M🜁rketMind™ PRO+ ────────────────────
Advanced Market Interpretation & Conviction Context
M🜁rketMind™ PRO+ is a professional-grade market interpretation system for traders who require depth, structure, and informed conviction — without alerts, signals, or hindsight-based indicators.
Rather than telling you what to trade, M🜁rketMind™ PRO+ explains how aligned market conditions are, how stable they are, and whether internal agreement supports conviction — or restraint.
This is the complete, unfiltered version of the M🜁rketMind™ system.
WHAT IT DOES ────────────────────
M🜁rketMind™ PRO+ continuously evaluates market conditions across multiple internal dimensions — including macro environment, sector behavior, momentum, structure, liquidity, stability, and session dynamics — and synthesizes them into a structured, human-readable HUD.
In addition to describing what is happening, PRO+ interprets how well conditions agree internally and whether the environment supports confident participation.
The system provides insight into:
Market bias and directional alignment
Regime and phase states across sessions
Momentum strength, degradation, and stall behavior
Alignment confidence and internal agreement
Structural stability and transition risk
Contextual conditions that support or undermine conviction
The goal is to support higher-quality decisions by clarifying both alignment and stability — not by issuing instructions.
HOW TO USE IT ────────────────────
M🜁rketMind™ PRO+ is not a signal generator.
It is designed to operate alongside discretionary price action, rule-based systems, or systematic strategies, helping traders answer higher-order questions such as:
How aligned are current conditions — and how broad is that agreement?
Is momentum supported, fragile, or deteriorating?
Is this environment stable, transitional, or deceptive?
Does this context justify conviction — or caution?
PRO+ is designed for synthesis, not reaction.
It preserves chart clarity while providing interpretive depth for traders who need more than surface-level awareness.
WHY PRO+ IS DIFFERENT ────────────────────
M🜁rketMind™ PRO+ includes the full system architecture and interpretive layers:
Complete context, momentum, and caution stack
Confidence layer with alignment strength and agreement metrics
Bias confidence breakdowns and interpretive HUD rows
Options Mode and advanced market participation context
Full Open Mode visibility, including phase transitions and stabilization
Diagnostic and interpretive overlays for deeper analysis
Nothing is hidden.
Nothing is simplified.
This is the source system from which all other M🜁rketMind™ versions are derived.
WHO IT'S FOR ────────────────────
M🜁rketMind™ PRO+ is best suited for:
Experienced discretionary traders
Systematic traders seeking conviction-aware context
Traders managing exposure across changing regimes
Users who want to understand both alignment and stability
It is not designed for:
Buy/sell alerts or automated execution
Minimal-context or single-indicator workflows
Traders seeking prescriptive instructions
IMPORTANT NOTES ────────────────────
M🜁rketMind™ PRO+ does not provide financial advice
No system can predict future price with certainty
This tool is designed to support judgment, not replace it
Used correctly, M🜁rketMind™ PRO+ helps traders operate with greater selectivity, clearer conviction, and improved risk awareness
VERSION COMPARISON ────────────────────
LITE → Awareness
PRO → Context
PRO+ → Conviction
M🜁rketMind™ is available in three tiers, each designed to offer a distinct level of market awareness — without forcing a decision framework.
M🜁rketMind™ LITE — Awareness
Shows the current market state, session context, and basic momentum direction.
No risk framing, diagnostics, or interpretation.
Designed for traders who want passive orientation without influence.
M🜁rketMind™ PRO — Context
Adds descriptive context and explicit caution flags for volatility, liquidity, and structure.
Shows where risk exists without evaluating alignment or confidence.
Designed for traders who want to understand the environment while managing their own decisions.
M🜁rketMind™ PRO+ — Conviction
Introduces interpretive depth, alignment confidence, and stability awareness.
Explains how well conditions agree internally and whether the environment supports conviction or restraint.
Designed for traders who need synthesis, not just observation.
Choose the version that matches how much interpretation you want — not how much you want to be told what to do.
Order Flow Signals - Alphaomega18//@version=5
// ═══════════════════════════════════════════════════════════════════════════════
// ORDER FLOW PRO SIGNALS - Signals on Chart
// Created by Alphaomega18
// ═══════════════════════════════════════════════════════════════════════════════
indicator("Order Flow Signals - Alphaomega18", shorttitle="OF Signals", overlay=true)
// ═══════════════════════════════════════════════════════════════════════════════
// USER PARAMETERS
// ═══════════════════════════════════════════════════════════════════════════════
// Detection
absorptionThreshold = input.float(1.5, "Normal Absorption Threshold", minval=1.0, step=0.1, group="Detection", tooltip="Average volume multiplier for normal absorption")
extremeAbsorptionThreshold = input.float(3.0, "EXTREME Absorption Threshold", minval=1.5, step=0.1, group="Detection", tooltip="Average volume multiplier for extreme absorption (300%+)")
divergenceLength = input.int(14, "Divergence Periods", minval=5, group="Divergence")
// Display
showAbsorptions = input.bool(true, "Show Absorptions 💎", group="Display")
showDivergences = input.bool(true, "Show Divergences ▲▼", group="Display")
showPressure = input.bool(true, "Show Extreme Pressure 🚀💥", group="Display")
showDelta = input.bool(false, "Show Delta per Candle", group="Display", tooltip="Display numerical delta on each candle")
// Label Size
labelSizeOption = input.string("Normal", "Label Size", options= , group="Customization")
labelSize = labelSizeOption == "Tiny" ? size.tiny : labelSizeOption == "Small" ? size.small : labelSizeOption == "Normal" ? size.normal : labelSizeOption == "Large" ? size.large : size.huge
// Absorption Colors
colorAbsorptionBull = input.color(color.aqua, "Bullish Absorption Color", group="Colors")
colorAbsorptionBear = input.color(color.orange, "Bearish Absorption Color", group="Colors")
colorAbsorptionExtreme = input.color(color.fuchsia, "EXTREME Absorption Color", group="Colors", tooltip="Color for absorptions >300% volume")
// Divergence Colors
colorDivergenceBull = input.color(color.green, "Bullish Divergence Color", group="Colors")
colorDivergenceBear = input.color(color.red, "Bearish Divergence Color", group="Colors")
// Pressure Colors
colorPressureBuy = input.color(color.lime, "Buy Pressure Color", group="Colors")
colorPressureSell = input.color(color.fuchsia, "Sell Pressure Color", group="Colors")
// Delta Colors
colorDeltaPositive = input.color(color.green, "Positive Delta Color", group="Colors")
colorDeltaNegative = input.color(color.red, "Negative Delta Color", group="Colors")
// Alerts
alertAbsorption = input.bool(true, "Absorption Alerts", group="Alerts")
alertDivergence = input.bool(true, "Divergence Alerts", group="Alerts")
alertPressureAlert = input.bool(true, "Extreme Pressure Alerts", group="Alerts")
alertExtremeAbsorption = input.bool(true, "EXTREME Absorption Alerts", group="Alerts")
// ═══════════════════════════════════════════════════════════════════════════════
// ORDER FLOW CALCULATIONS
// ═══════════════════════════════════════════════════════════════════════════════
// Delta
delta = close > open ? volume : close < open ? -volume : 0
// CVD
var float cvd = 0
cvd := cvd + delta
// Average volume
avgVolume = ta.sma(volume, 20)
// ═══════════════════════════════════════════════════════════════════════════════
// DETECTIONS
// ═══════════════════════════════════════════════════════════════════════════════
// ABSORPTIONS
volumeSpike = volume > (avgVolume * absorptionThreshold)
volumeSpikeExtreme = volume > (avgVolume * extremeAbsorptionThreshold)
// Normal Absorption
bullishAbsorption = volumeSpike and not volumeSpikeExtreme and close < open and delta > 0
bearishAbsorption = volumeSpike and not volumeSpikeExtreme and close > open and delta < 0
// EXTREME Absorption (300%+)
bullishAbsorptionExtreme = volumeSpikeExtreme and close < open and delta > 0
bearishAbsorptionExtreme = volumeSpikeExtreme and close > open and delta < 0
// DIVERGENCES
priceLow = ta.lowest(low, divergenceLength)
cvdLow = ta.lowest(cvd, divergenceLength)
bullishDivergence = low == priceLow and cvd > cvdLow and close < close
priceHigh = ta.highest(high, divergenceLength)
cvdHigh = ta.highest(cvd, divergenceLength)
bearishDivergence = high == priceHigh and cvd < cvdHigh and close > close
// EXTREME PRESSURE
avgDelta = ta.sma(math.abs(delta), 20)
extremeBuyPressure = delta > 0 and delta > (avgDelta * 2)
extremeSellPressure = delta < 0 and math.abs(delta) > (avgDelta * 2)
// ═══════════════════════════════════════════════════════════════════════════════
// VISUAL SIGNALS
// ═══════════════════════════════════════════════════════════════════════════════
// NORMAL ABSORPTIONS 💎
if showAbsorptions and bullishAbsorption
label.new(bar_index, low, "💎",
style=label.style_label_up,
color=color.new(colorAbsorptionBull, 0),
textcolor=color.white,
size=labelSize,
tooltip="BULLISH ABSORPTION • Volume: " + str.tostring(volume, "#,###") + " (" + str.tostring(volume/avgVolume, "0.0") + "x) • Delta: +" + str.tostring(delta, "#,###") + " • Institutions are BUYING!")
if showAbsorptions and bearishAbsorption
label.new(bar_index, high, "💎",
style=label.style_label_down,
color=color.new(colorAbsorptionBear, 0),
textcolor=color.white,
size=labelSize,
tooltip="BEARISH ABSORPTION • Volume: " + str.tostring(volume, "#,###") + " (" + str.tostring(volume/avgVolume, "0.0") + "x) • Delta: " + str.tostring(delta, "#,###") + " • Institutions are SELLING!")
// EXTREME ABSORPTIONS 🔥 (300%+)
if showAbsorptions and bullishAbsorptionExtreme
label.new(bar_index, low, "🔥",
style=label.style_label_up,
color=color.new(colorAbsorptionExtreme, 0),
textcolor=color.white,
size=labelSize,
tooltip="⚠️ EXTREME BULLISH ABSORPTION ⚠️ • Volume: " + str.tostring(volume, "#,###") + " (" + str.tostring(volume/avgVolume, "0.0") + "x) • Delta: +" + str.tostring(delta, "#,###") + " • MASSIVE INSTITUTIONAL ACTIVITY!")
if showAbsorptions and bearishAbsorptionExtreme
label.new(bar_index, high, "🔥",
style=label.style_label_down,
color=color.new(colorAbsorptionExtreme, 0),
textcolor=color.white,
size=labelSize,
tooltip="⚠️ EXTREME BEARISH ABSORPTION ⚠️ • Volume: " + str.tostring(volume, "#,###") + " (" + str.tostring(volume/avgVolume, "0.0") + "x) • Delta: " + str.tostring(delta, "#,###") + " • MASSIVE INSTITUTIONAL ACTIVITY!")
// DIVERGENCES ▲▼
if showDivergences and bullishDivergence
label.new(bar_index, low, "▲",
style=label.style_label_up,
color=color.new(colorDivergenceBull, 0),
textcolor=color.white,
size=labelSize,
tooltip="BULLISH DIVERGENCE • Price: Lower low • CVD: Higher low • Hidden accumulation!")
if showDivergences and bearishDivergence
label.new(bar_index, high, "▼",
style=label.style_label_down,
color=color.new(colorDivergenceBear, 0),
textcolor=color.white,
size=labelSize,
tooltip="BEARISH DIVERGENCE • Price: Higher high • CVD: Lower high • Hidden distribution!")
// EXTREME PRESSURE 🚀💥
if showPressure and extremeBuyPressure
label.new(bar_index, low, "🚀",
style=label.style_label_up,
color=color.new(colorPressureBuy, 0),
textcolor=color.black,
size=labelSize,
tooltip="EXTREME BUY PRESSURE • Delta: +" + str.tostring(delta, "#,###") + " • " + str.tostring(delta/avgDelta, "0.0") + "x average!")
if showPressure and extremeSellPressure
label.new(bar_index, high, "💥",
style=label.style_label_down,
color=color.new(colorPressureSell, 0),
textcolor=color.white,
size=labelSize,
tooltip="EXTREME SELL PRESSURE • Delta: " + str.tostring(delta, "#,###") + " • " + str.tostring(math.abs(delta)/avgDelta, "0.0") + "x average!")
// DELTA PER CANDLE (OPTIONAL)
if showDelta
deltaColor = delta > 0 ? colorDeltaPositive : colorDeltaNegative
deltaSign = delta > 0 ? "+" : ""
label.new(bar_index, low, deltaSign + str.tostring(delta, "#"),
style=label.style_label_down,
color=color.new(deltaColor, 70),
textcolor=deltaColor,
size=size.tiny,
yloc=yloc.belowbar,
tooltip="Delta: " + deltaSign + str.tostring(delta, "#,###"))
// ═══════════════════════════════════════════════════════════════════════════════
// ALERTS
// ═══════════════════════════════════════════════════════════════════════════════
alertcondition(alertAbsorption and bullishAbsorption, "Bullish Absorption", "🔵 BULLISH ABSORPTION - Institutions are BUYING!")
alertcondition(alertAbsorption and bearishAbsorption, "Bearish Absorption", "🔴 BEARISH ABSORPTION - Institutions are SELLING!")
alertcondition(alertExtremeAbsorption and bullishAbsorptionExtreme, "EXTREME Bullish Absorption", "🔥🔵 EXTREME BULLISH ABSORPTION - Volume 300%+ - MASSIVE ACTIVITY!")
alertcondition(alertExtremeAbsorption and bearishAbsorptionExtreme, "EXTREME Bearish Absorption", "🔥🔴 EXTREME BEARISH ABSORPTION - Volume 300%+ - MASSIVE ACTIVITY!")
alertcondition(alertDivergence and bullishDivergence, "Bullish Divergence", "📈 BULLISH DIVERGENCE - Accumulation in progress!")
alertcondition(alertDivergence and bearishDivergence, "Bearish Divergence", "📉 BEARISH DIVERGENCE - Distribution in progress!")
alertcondition(alertPressureAlert and extremeBuyPressure, "Extreme Buy Pressure", "🚀 EXTREME BUY PRESSURE detected!")
alertcondition(alertPressureAlert and extremeSellPressure, "Extreme Sell Pressure", "💥 EXTREME SELL PRESSURE detected!")
Breakout Pro (B:Pro) v4.0Breakout PRO (B:Pro) v4.0 is a multi-filter breakout and trend suite designed for discretionary trading on any symbol and timeframe. It combines a custom EMA cloud, volatility and momentum filters, higher-timeframe trend, and quality scoring into one tool, instead of using multiple separate indicators.
Core concept
The script builds a three-layer EMA cloud around price. The relative position of fast, mid, and slow EMAs plus an ATR padding defines:
Bull regime: stacked EMAs with cloud acting as dynamic support
Bear regime: stacked EMAs with cloud acting as dynamic resistance
Neutral regime: mixed EMAs, cloud fades to neutral color
This cloud defines the main trend and the breakout levels (cloud upper / cloud lower).
A higher-timeframe 200 EMA (configurable timeframe) adds a long-term bias filter.
Support, resistance and structure
Last confirmed swing high and swing low are detected with pivot logic and plotted as dotted support / resistance lines.
These levels are invalidated with a small ATR buffer when price clearly breaks them.
Optional long-term EMA targets (T1 and T2, default 233 and 377) are plotted on the price scale as potential mean-reversion or trend-continuation targets.
Filters used in entries
Long and short breakout signals are only shown when multiple conditions agree. You can enable or disable each filter:
Volume: current volume vs volume SMA
MACD: direction and histogram momentum
RSI: classic OB/OS, with sentiment-adjusted levels
Stoch RSI: direction of K vs D in valid zones
Bollinger Bands + Keltner Channel: squeeze and BB breakouts
VWAP: price relative to VWAP
ADX: trend strength threshold
OBV and Ichimoku: optional extra trend confirmation
A separate Market Sentiment input (Standard, Bullish, Bearish, Consolidation) shifts RSI zones, ADX threshold, and volume requirements so the same logic adapts to different environments.
Signals and exits
The main entry logic:
Long signal: bull EMA stack, breakout above the last pivot resistance and above the upper cloud, plus all enabled long filters are satisfied.
Short signal: mirror conditions below support and below the lower cloud.
Trade state is tracked inside the script:
ATR-based stop level is set on entry using mode-dependent ATR multipliers.
Optional maximum trade duration (different for Short, Mid and Long modes).
Exit markers are plotted when stops are hit, the cloud / EMA stack flips against the trade, MACD or RSI contradict the position, or the time limit is exceeded.
Additional icons mark:
Strong breakouts / breakdowns with large ATR and volume
Squeeze releases after a volatility contraction
EMA cross signals
Continuation and potential reversal zones inside the cloud
Optional RSI divergence arrows based on a separate RSI tuned per trade mode.
Quality and safety scoring
For every entry the script computes:
Safety score (1–3): based mainly on volume, ADX trend strength, and alignment with the cloud regime.
Quality score (1–3): based on BB breakout, MACD and RSI agreement, and whether the signal matches the selected market sentiment.
You can:
Show small S/Q labels next to the entry signal
Use the fixed panel in the bottom-left corner to view the last 5 trade events (opens, closes, crosses) with their S and Q values.
Inputs and layout options
Key inputs:
Trade Mode: Short (e.g. 30 min), Mid (e.g. 4h), Long (e.g. 1D+). Adjusts EMA lengths, ATR settings and the RSI length used for divergences.
Market Sentiment: adjusts filters as described above.
Per-filter toggles for volume, MACD, RSI, Stoch RSI, BB, Ichimoku, ADX, OBV, VWAP, HTF levels.
Panel size: Desktop, Phone, or None for the signal history table.
Side labels: Desktop (full text labels on the price scale) or Phone (compact labels without text) for better compatibility on small screens.
Usage notes
This is a technical analysis tool, not a trading system or financial advice. Signals are calculated on closed data without intentional look-ahead, but values on the current forming bar can still change until the bar closes. Use the script as a structured framework for trend, breakout and confluence analysis, and always confirm signals with your own risk management and testing.
IVB - Institutional Volume Blast在加密貨幣市場中，價格可以被操縱，但**「成交量」無法說謊。 IVB (Institutional Volume Blast) 是一套專門針對 Ethereum (ETH) 設計的量價分析系統，它不依賴滯後的技術指標，而是直接鎖定「機構進場的瞬間」**。
核心邏輯：
量能異常偵測 (Volume Anomaly)： 系統自動掃描市場成交量。當出現超越歷史平均 2.5 倍 的巨量買盤時，視為巨鯨 (Whales) 或機構進場的訊號。
機構資金驗證： 單純的爆量可能是假突破。本策略結合 Coinbase 機構溢價 作為雙重濾網。只有當美國機構投資者也在買入時，這個爆量訊號才會被確認有效。
起漲點捕捉： 與傳統突破策略不同，本策略在爆量 K 棒收盤即進場，往往能買在行情的起漲點，而非追在半山腰。
In the crypto market, price can be manipulated, but Volume never lies. IVB (Institutional Volume Blast) is a Volume-Price Analysis (VPA) system specifically optimized for Ethereum (ETH). It bypasses lagging indicators to lock onto the exact moment of Institutional Entry.
Core Logic:
Volume Anomaly Detection: The system scans for volume spikes exceeding 2.5x the historical average. This signifies a major capital commitment from Whales or Institutions.
Institutional Verification: A volume spike alone can be a trap. This strategy integrates a Coinbase Institutional Premium Filter. A signal is only valid if US institutions are also accumulating.
Early Entry: Unlike breakout strategies that buy after the pump, IVB enters at the close of the "Blast Candle," often capturing the inception of the trend rather than chasing it.
免責聲明：
以上策略分享僅供學術研究、回測實驗與邏輯參考，並不代表對未來獲利的保證。 過往的回測績效不代表未來的行情表現。本文內容不構成任何投資建議。加密貨幣交易具有高度風險，使用者應自行評估風險承受能力並自負盈虧，本人不承擔任何因使用此策略而產生的資金損失。
Disclaimer :
The strategy presented above is for academic research, backtesting experiments, and logical reference only. It does not constitute a guarantee of future performance. Past backtest results are not indicative of future outcomes. This content does not represent any investment advice. Cryptocurrency trading involves substantial risk, and users should assess their own risk tolerance and assume full responsibility for any gains or losses. The author bears no liability for any financial losses incurred from the use of this strategy.
NTA Directional Price Pressure (DPP)NTA Directional Pressure Bar
by NexTrade Academy
NTA Directional Pressure Bar is a contextual market analysis tool developed by NexTrade Academy, designed to quantify real-time directional price pressure by measuring the efficiency and dominance of bullish versus bearish price movement.
This script is not a trading system and does not generate buy or sell signals. Its purpose is to act as a bias confirmation and market context engine, helping traders understand who is controlling the market right now.
🔍 What does NTA Directional Pressure Bar do?
This indicator analyzes pure price action to:
Measure bullish vs bearish pressure using candle body efficiency
Quantify directional dominance in real time
Identify when one side (buyers or sellers) is in control
Filter low-quality conditions and non-operable market phases
The result is a clean, visual pressure bar that reflects institutional-style market control, without unnecessary noise.
📊 How to read it
Green dominance → Bullish pressure is in control
Red dominance → Bearish pressure is in control
Balanced / flat zones → No clear dominance (range or compression)
This tool does not trigger trades.
It enables or disables directional bias.
🧠 Institutional Use Case
NTA Directional Pressure Bar is designed to be used as:
A bias confirmation layer
A context filter before execution
A confluence tool alongside structure, liquidity, or Wyckoff-based analysis
It integrates naturally with frameworks such as:
Wyckoff NTA – Institutional Context Engine
NTC (NexTrade Concept) execution models
⚠️ Important Notice
This script does not guarantee results, is not automated, and is not financial advice.
It must be used strictly as a contextual analysis tool, always combined with a structured trading plan and proper risk management.
✅ Recommended Use
Use NTA Directional Pressure Bar to:
Confirm directional bias
Avoid trading against dominant pressure
Stay aligned with market control
Improve trade selectivity and discipline
Developed by NexTrade Academy
Institutional Trading · Market Structure · Context First
Student Wyckoff Bar Model Constructor STUDENT WYCKOFF — Bar Model Constructor (No-Code Pattern Builder)
What this script is
This indicator is a **no-code “pattern constructor”** for candlestick/bar comparisons.
If you can say something like:
* “**Close of bar 1 is greater than High of bar 2**”
* “Low of bar 0 is below Low of bar 1, and Close of bar 1 is above Open of bar 2”
…but you **can’t program**, this tool lets you build that logic using **simple dropdown menus** instead of writing Pine Script.
When the model matches, the script draws a **marker (triangle, circle, cross, arrow, etc.)** **above or below the bar**.
---
The pain this solves (for non-programmers)
Many traders have good ideas but get stuck because:
* You find a repeating bar relationship manually, but **you can’t automate the search**.
* You copy someone else’s script, but **you can’t modify it** to your own rules.
* You want something extremely simple (“this price point is > that price point”), yet coding feels like a wall.
This indicator turns your “bar logic” into a **click-to-build checklist**.
---
How it works (simple)
You get up to **5 cells** (slots).
Each cell is:
1. **Which price** you want: `Open / High / Low / Close`
2. **Which bar** you want: “bars ago” (0…5)
Between neighboring cells you choose a **comparison sign**:
* `>` greater than
* `<` less than
* `=` equal (with optional tolerance)
You can also choose **how many cells participate** (2 to 5).
If you set “2 cells”, only the first comparison (1–2) is used.
---
Key features
* **Up to 5 chained comparisons** (2–5 cells active)
* **No coding**: everything is built from inputs
* **Marker style choice**: triangles, circles, crosses, diamonds, arrows, flags, etc.
* **Marker placement**: above bar / below bar
* **Optional marker offset** (shift the marker left/right on the chart)
* **Alert support** (fires when the model matches)
---
### Anti-repaint behavior (important)
This script is designed to be stable:
* The signal is confirmed **only on bar close** (no repainting on the live forming bar).
* On real-time charts, you will see the marker appear **when the bar closes**.
---
Inputs explained
1) Model (up to 5 cells)
* **Cells count (2–5)**
How many cells are included in the chain.
* **Cell 1…5: Price part**
Choose `Open / High / Low / Close`.
* **Cell 1…5: Bars ago**
0 = current bar (but signal still prints only after close), 1 = previous bar, etc.
* **Sign 1–2 / 2–3 / 3–4 / 4–5**
Choose `>`, `<`, or `=`.
* **Equal tolerance (ticks)**
If you use `=`, you can allow small differences.
Example: tolerance = 2 ticks means “almost equal” within 2 minimum ticks.
2) Display
* **Show marker**: on/off
* **Placement**: above bar or below bar
* **Shape**: triangle/circle/cross/arrow/etc.
* **Marker color**
* **Marker offset (bars)**: shift marker left/right visually
---
Quick examples (copy the logic into the menus)
Example A: `Close > High `
* Cells count: **2**
* Cell 1: **Close**, Bars ago **1**
* Cell 2: **High**, Bars ago **2**
* Sign 1–2: **>**
* Choose marker + placement
Example B: `High > High > High `
* Cells count: **3**
* Cell 1: **High**, Bars ago **0**
* Cell 2: **High**, Bars ago **1**
* Cell 3: **High**, Bars ago **2**
* Sign 1–2: **>**
* Sign 2–3: **>**
Example C (with “almost equal”): `Close = Close ` (within tolerance)
* Cells count: **2**
* Cell 1: **Close**, Bars ago **0**
* Cell 2: **Close**, Bars ago **1**
* Sign 1–2: **=**
* Equal tolerance (ticks): **1–3** (depends on the instrument)
---
Alerts
The script includes an alert condition that triggers when your bar model matches.
You can create an alert in TradingView using the indicator’s alert condition.
---
Limitations / notes
* This is a **bar-relationship scanner**, not a full strategy/backtester.
* Using `=` without tolerance can be extremely strict (many markets rarely print exactly equal prices).
* Bars ago is limited to a small range to keep the UI simple and fast (and because most bar patterns use recent bars).
---
Disclaimer
This indicator is a visual and alert tool for pattern recognition. It does not provide financial advice and does not guarantee results. Always test and validate on your market and timeframe.
Wyckoff NTA InstitutionalWyckoff NTA - Institutional Context Engine
by NexTrade Academy
Wyckoff NTA is an advanced market analysis script developed by NexTrade Academy, designed to identify and quantify the true institutional market context, based on the classic Wyckoff methodology adapted into a modern algorithmic framework.
This script is NOT a signal system and does not aim to provide exact entry or exit points. Its purpose is to act as a context engine, helping traders understand WHEN the market is operable and IN WHICH DIRECTION it makes sense to look for opportunities.
What does Wyckoff NTA do?
Wyckoff NTA analyzes price, volume, and volatility behavior to:
• Identify institutional Wyckoff phases
Accumulation, Distribution, Markup, Markdown, Reaccumulation, Redistribution
• Detect key institutional intent events
Spring, Upthrust, Sign of Strength, Sign of Weakness
• Calculate a Wyckoff Dynamic Score (0-100) that measures the operability of the current market context
• Provide a clean, objective reading of market bias with minimal visual noise
Wyckoff Dynamic Score (0-100)
The dynamic score summarizes the quality of the current market context:
• Below 40: Non-operable context
• 40 to 60: Weak context (A+ setups only)
• 60 to 80: Operable context
• Above 80: Strong institutional context
This score does not trigger trades. It enables or blocks decisions.
Visualization Modes
Wyckoff NTA includes three modes designed for different use cases:
• DESK: Professional execution (minimal, no noise)
• PRO: Active trading with visual context
• EDU: Educational and learning-focused analysis
NexTrade Academy Philosophy
The market does not move because of indicators. It moves due to institutional intent.
Wyckoff NTA is designed for traders who prioritize context, probability, and discipline, and integrates naturally with execution systems such as NTC (NexTrade Concept).
Important Notice
This script does not guarantee results, is not an automated system, and does not constitute investment advice. It should be used strictly as a contextual analysis tool, always alongside a defined trading plan and proper risk management.
Recommended Use
Use Wyckoff NTA to:
• Define overall market context
• Confirm the operable directional bias
• Execute trades only when setups align with that context
Developed by NexTrade Academy
Institutional Trading · Market Structure · Context First
