Aggregate Bull & Bear IndexAggregate Bull and Bear Index
The Aggregate Bull and Bear Index represents a systematic approach to measuring market sentiment through the aggregation of multiple fundamental market factors. This indicator draws conceptual inspiration from the Bank of America Bull and Bear Indicator, a widely followed institutional sentiment gauge that has demonstrated significant predictive value for market turning points over multiple market cycles (Hartnett, 2019). While the original Bank of America indicator relies on proprietary institutional data flows and internal metrics that remain inaccessible to individual investors, the Aggregate Bull and Bear Index provides a methodologically similar framework using publicly available market data, thereby democratizing access to sentiment analysis previously reserved for institutional participants.
The theoretical foundation of sentiment based investing rests on decades of behavioral finance research demonstrating that market participants systematically exhibit predictable psychological biases during periods of extreme optimism and pessimism. Shiller (2000) documented how irrational exuberance manifests in asset prices through feedback loops of investor enthusiasm, while Kahneman and Tversky (1979) established that human decision making under uncertainty deviates substantially from rational expectations. These behavioral patterns create opportunities for contrarian strategies that exploit the tendency of crowds to overreact at market extremes. The Aggregate Bull and Bear Index quantifies these psychological states by synthesizing information from diverse market segments into a unified scale ranging from zero to ten, where readings below two indicate extreme fear and readings above eight signal extreme greed.
Methodology and Calculation Framework
The methodology underlying the Aggregate Bull and Bear Index incorporates statistical normalization techniques that transform raw market data into comparable standardized scores. Each component factor is processed through a calculation that measures how far current values deviate from historical norms, effectively capturing whether specific market metrics exhibit unusual readings relative to their own history. These normalized components are then aggregated using a weighting scheme designed to balance information from different market segments while minimizing noise and false signals. The final composite undergoes percentile ranking over a trailing lookback period to produce the familiar zero to ten scale that facilitates intuitive interpretation.
The indicator incorporates several important features designed to enhance signal quality and reduce the probability of acting on spurious readings. A consensus filter examines whether multiple underlying components align in the same direction, adding weight to signals when broad agreement exists across different market factors and discounting readings that rest on narrow evidence. Dynamic threshold adjustment allows the extreme zones to adapt to changing market volatility regimes, recognizing that the appropriate definition of extreme varies depending on ambient market conditions. These refinements reflect lessons learned from decades of quantitative finance research on signal processing and regime detection.
Professional Application and Portfolio Integration
Professional portfolio managers have long recognized the value of sentiment indicators as a complementary tool to fundamental and technical analysis. The fundamental insight underlying sentiment based strategies is elegantly simple yet empirically robust. When market participants become uniformly bullish, marginal buyers become exhausted and the probability of price declines increases substantially. Conversely, when pessimism reaches extreme levels, forced selling creates attractive entry points for patient capital. Bank of America research found that their Bull and Bear Indicator generated a remarkable track record when deployed as a contrarian signal, with extreme fear readings historically preceding positive forward returns in equity markets (Bank of America Global Research, 2020). The Aggregate Bull and Bear Index applies this same contrarian logic while adapting the methodology to accommodate the data constraints facing individual investors.
For institutional investors operating with fiduciary responsibilities and substantial capital, the Aggregate Bull and Bear Index serves as one input among many in comprehensive risk management frameworks. Large asset managers might use extreme readings to trigger portfolio review processes, stress testing exercises, or adjustments to tactical allocation overlays. The indicator proves particularly valuable when it diverges from consensus expectations, as such divergences often precede meaningful market inflections. Hedge fund managers implementing systematic strategies can incorporate the index as a conditioning variable that adjusts position sizing or strategy weights based on the prevailing sentiment environment.
The integration of sentiment analysis into investment practice finds support in the concept of informational efficiency and the limits thereof. While efficient market hypothesis suggests that prices reflect all available information, the behavioral finance literature demonstrates that information processing by market participants exhibits systematic biases that create temporary mispricings (Barberis and Thaler, 2003). Sentiment indicators capture the psychological dimension of this information processing, providing insight into how market participants collectively interpret and react to fundamental developments. Extreme sentiment readings often indicate that psychological factors have pushed prices away from levels justified by fundamentals alone, creating opportunities for those willing to act against prevailing market opinion.
Practical Implementation for Individual Investors
The practical implementation of the indicator follows straightforward principles that both sophisticated institutions and individual retail traders can apply within their existing investment frameworks. When the index falls into the extreme fear zone below a reading of two, this suggests that market participants have become excessively pessimistic and that risk assets may offer favorable risk reward characteristics. Traders might consider this an opportune moment to increase equity exposure or reduce hedging positions. When the index rises into the extreme greed zone above eight, the opposite dynamic applies and a defensive posture becomes prudent. This could manifest as reducing equity allocations, increasing cash reserves, or implementing protective hedging strategies. The neutral zone between these extremes suggests no strong directional bias from a sentiment perspective, during which time other analytical frameworks should take precedence in decision making.
Individual retail investors can derive substantial benefit from the indicator even without sophisticated infrastructure or large capital bases. The most straightforward application involves treating extreme readings as alerts that warrant careful examination of existing portfolio positioning. A reading in the extreme fear zone might prompt consideration of whether recent market declines have created opportunities to deploy excess cash or rebalance toward equities. A reading in the extreme greed zone could trigger review of whether current equity exposure exceeds target allocations and whether risk reduction measures merit consideration. Importantly, the indicator should inform rather than dictate investment decisions, serving as one valuable perspective within a broader analytical framework.
Retail investors frequently find themselves at a psychological disadvantage during market extremes because emotional responses to portfolio losses or gains often prompt actions contrary to long term wealth accumulation. The academic literature on investor behavior consistently documents that individual investors tend to buy near market peaks when confidence runs highest and sell near market bottoms when fear dominates (Barber and Odean, 2000). A systematic sentiment indicator provides an objective framework for recognizing these emotional extremes and consciously acting against natural psychological impulses. By externalizing the assessment of market mood into a quantifiable metric, investors create psychological distance from their own emotional state and gain perspective on the collective sentiment environment.
The decision to implement a sentiment indicator within an investment process requires thoughtful consideration of how it complements existing analytical approaches. Technical analysts may find that sentiment readings help contextualize chart patterns and momentum signals, with extreme fear adding conviction to bullish technical setups and extreme greed warranting caution even when price trends appear strong. Fundamental investors can use sentiment as a timing tool that helps avoid the common mistake of being right on valuation but wrong on timing. Quantitative investors might incorporate sentiment factors into multi factor models or use them to adjust position sizing across strategies.
Trading Behavior and Strategy Characteristics
The Aggregate Bull and Bear Index employs a contrarian investment methodology that fundamentally diverges from trend following approaches prevalent in systematic trading. The trading logic rests upon the principle of accumulating positions when collective fear pervades market sentiment and liquidating those positions when greed dominates investor psychology. This approach stands in direct opposition to momentum strategies that amplify existing market movements rather than positioning against them.
The observation that the indicator frequently initiates long positions despite subsequent downward price movement represents not a flaw but an inherent characteristic of contrarian strategies. When the indicator signals extreme fear, this indicates that market participants have already engaged in substantial selling and pessimistic expectations have become embedded in asset prices. However, this emphatically does not guarantee that the ultimate trough has been reached. Fear can intensify, panic selling can escalate, and fundamental deterioration can trigger additional price declines before stabilization occurs. The indicator identifies phases where the statistical probability distribution of future returns appears favorable rather than pinpointing exact inflection points. Academic research by De Bondt and Thaler (1985) demonstrated that markets systematically overreact to both positive and negative information, creating opportunities for patient contrarian investors willing to endure interim volatility.
Risk Profile and Investment Considerations
This characteristic produces a distinctive risk profile that investors must thoroughly comprehend before implementation. The primary danger manifests in what practitioners colloquially term catching a falling knife. Purchasing assets during declining markets exposes capital to potentially severe interim drawdowns even when the ultimate investment thesis proves correct. The backtest evidence reveals numerous instances where positions experienced double digit percentage declines before eventually generating positive returns or triggering exit signals. Investors lacking the psychological fortitude to maintain positions through such adversity will inevitably abandon the strategy at precisely the wrong moment, crystallizing losses that patient adherents would have recovered. Behavioral research by Odean (1998) documented that individual investors exhibit a strong disposition effect, holding losing positions too long in some contexts while selling winners prematurely, yet paradoxically abandoning systematic strategies during drawdowns when discipline matters most.
The temporal dimension of contrarian investing demands particular attention. Unlike trend following strategies that can generate returns relatively quickly by riding established momentum, contrarian approaches often require extended holding periods before mean reversion materializes. The indicator may signal fear and initiate positions that subsequently experience weeks or months of continued decline before sentiment shifts and prices recover. This extended timeline conflicts with human psychological preferences for immediate gratification and creates substantial opportunity for doubt and strategy abandonment. Investors must recognize that the strategy optimizes for terminal wealth accumulation over extended horizons rather than minimizing short term discomfort.
A critical risk factor involves the possibility of genuine regime changes that invalidate historical relationships. While extreme fear readings have historically preceded favorable forward returns, this pattern assumes that pessimism eventually proves excessive and fundamentals stabilize or improve. In scenarios involving structural economic transformation, permanent impairment of earnings power, or systemic financial crisis, fear may prove entirely justified rather than excessive. The indicator cannot distinguish between irrational panic creating buying opportunities and rational recognition of deteriorating fundamentals. This limitation underscores the importance of using the indicator as one input among many rather than as a standalone decision mechanism.
Risk management applications deserve particular attention given the indicator's historical tendency to signal market stress before price declines fully materialize. Portfolio managers charged with protecting capital during drawdowns can use rising greed readings as an early warning system that justifies defensive measures such as reducing beta exposure, increasing cash allocations, or purchasing portfolio protection through options strategies. The contrarian nature of the indicator means that protective action occurs when markets appear strongest rather than weakest, avoiding the common trap of implementing risk reduction after substantial losses have already occurred.
Opportunity Set and Compounding Benefits
The opportunity set presented by contrarian sentiment investing derives from persistent behavioral biases that academic research has extensively documented. Extrapolation bias leads investors to assume recent trends will continue indefinitely, causing excessive optimism after gains and excessive pessimism after losses (Greenwood and Shleifer, 2014). Herding behavior amplifies these tendencies as investors observe and mimic the actions of others, creating self reinforcing cycles of buying or selling that push prices away from fundamental values. The Aggregate Bull and Bear Index systematically exploits these patterns by positioning against the prevailing emotional consensus.
The compounding benefits of buying during fear merit emphasis. When the indicator signals extreme pessimism, asset prices by definition trade at depressed levels relative to recent history. Investors who accumulate positions at these reduced valuations capture not only potential price recovery but also enhanced long term compound returns from reinvesting dividends and earnings at favorable prices. This mathematical advantage compounds over decades, explaining why legendary investors from Benjamin Graham to Warren Buffett have emphasized the importance of purchasing during periods of market distress despite the psychological difficulty such actions entail.
Investor Suitability and Implementation Requirements
Regarding suitability, the Aggregate Bull and Bear Index aligns most appropriately with investors possessing specific characteristics. First, a genuinely long term investment horizon measured in years rather than months proves essential. The strategy will underperform during extended bull markets when momentum approaches dominate and will experience painful interim drawdowns during crisis periods. Only investors capable of maintaining positions through these challenging phases will capture the strategy's full return potential. Second, psychological resilience to act against consensus and tolerate portfolio volatility represents a prerequisite. Research by Goetzmann and Kumar (2008) demonstrated that most individual investors lack the temperament for contrarian strategies despite their theoretical appeal. Third, sufficient financial reserves to avoid forced liquidation during drawdowns ensures that temporary price declines do not become permanent capital impairment.
The indicator proves less suitable for investors seeking steady returns with minimal volatility, those with short investment horizons or imminent liquidity needs, and individuals whose emotional responses to portfolio fluctuations compromise rational decision making. Institutional investors with quarterly performance pressures may find the strategy incompatible with their governance constraints despite its long term merits. Retirees depending on portfolio withdrawals must carefully consider whether interim drawdowns could force disadvantageous liquidations.
For appropriate investors, the Aggregate Bull and Bear Index offers a systematic framework for implementing time tested contrarian principles that have generated superior long term returns across multiple market cycles. By externalizing sentiment assessment into an objective metric, the indicator helps investors overcome the natural human tendency to capitulate at market bottoms and chase performance at market tops. The strategy demands patience, discipline, and genuine long term orientation, but rewards those characteristics with the potential for meaningful wealth accumulation over extended investment horizons.
Proprietary Elements and Limitations
The proprietary aspects of the indicator's construction reflect both practical and theoretical considerations. From a practical standpoint, maintaining certain methodological details as proprietary preserves the informational advantage that the indicator provides and prevents degradation of signal quality that might occur if widespread adoption prompted market participants to trade directly against the underlying components. From a theoretical perspective, the specific parameter choices and weighting schemes represent empirical findings from extensive research that constitute intellectual property developed through substantial effort.
Academic research on sentiment indicators provides encouraging evidence regarding their predictive value while appropriately acknowledging limitations. Baker and Wurgler (2006) demonstrated that investor sentiment predicts the cross section of stock returns, with high sentiment periods followed by lower returns for speculative stocks prone to overvaluation during euphoric conditions. Brown and Cliff (2005) found that sentiment measures contain information about near term market returns beyond that captured by traditional risk factors. However, the same literature cautions that sentiment signals exhibit variable lead times and occasional false positives, reinforcing the importance of using such indicators as part of comprehensive analytical frameworks rather than standalone trading systems.
The Aggregate Bull and Bear Index ultimately represents an attempt to bridge the gap between institutional grade sentiment analysis and the tools available to broader investor populations. By providing a systematic framework for assessing collective market psychology, the indicator empowers users to recognize emotional extremes and consider contrarian positioning when conditions warrant. The historical tendency of markets to reverse from extreme sentiment readings creates opportunities for those willing to act against crowd psychology, while the indicator's multi factor construction and quality filters help distinguish genuine extremes from temporary fluctuations. Whether deployed by professional money managers seeking to refine risk management practices or individual investors striving to overcome behavioral biases, the Aggregate Bull and Bear Index offers a valuable perspective on the eternal struggle between fear and greed that drives financial markets.
References
Baker, M. and Wurgler, J. (2006) Investor sentiment and the cross section of stock returns. The Journal of Finance, 61(4), pp. 1645 to 1680.
Bank of America Global Research (2020) The Bull and Bear Indicator: A contrarian timing tool. Bank of America Securities Research Report.
Barber, B.M. and Odean, T. (2000) Trading is hazardous to your wealth: The common stock investment performance of individual investors. The Journal of Finance, 55(2), pp. 773 to 806.
Barberis, N. and Thaler, R. (2003) A survey of behavioral finance. Handbook of the Economics of Finance, 1, pp. 1053 to 1128.
Brown, G.W. and Cliff, M.T. (2005) Investor sentiment and asset valuation. The Journal of Business, 78(2), pp. 405 to 440.
De Bondt, W.F.M. and Thaler, R. (1985) Does the stock market overreact? The Journal of Finance, 40(3), pp. 793 to 805.
Goetzmann, W.N. and Kumar, A. (2008) Equity portfolio diversification. Review of Finance, 12(3), pp. 433 to 463.
Greenwood, R. and Shleifer, A. (2014) Expectations of returns and expected returns. The Review of Financial Studies, 27(3), pp. 714 to 746.
Hartnett, M. (2019) Flow Show: Bull and Bear Indicator methodology and applications. Bank of America Merrill Lynch Investment Strategy.
Kahneman, D. and Tversky, A. (1979) Prospect theory: An analysis of decision under risk. Econometrica, 47(2), pp. 263 to 291.
Odean, T. (1998) Are investors reluctant to realize their losses? The Journal of Finance, 53(5), pp. 1775 to 1798.
Shiller, R.J. (2000) Irrational Exuberance. Princeton University Press.
指標和策略
Bullish & Bearish Engulfing The Bullish & Bearish Engulfing Indicator is a body-based candlestick pattern indicator designed to identify potential trend reversal points in the markets. The indicator automatically detects Bullish Engulfing patterns that appear at the end of downtrends and Bearish Engulfing patterns that form at the end of uptrends.
The Bullish & Bearish Engulfing Indicator is suitable for use with price action, support-resistance, and trend continuation/reversal strategies. Rather than being a standalone trading tool, it is designed as a powerful contextual analysis tool to support decision-making processes. When used with the correct market structure and additional confirmations, it helps to identify high-quality trading opportunities.
GoldenEA trendcatcher STRATEGY📈 GoldenEA Trendcatcher – Strategy Description
GoldenEA Trendcatcher is a precision-built intraday trading strategy designed for traders who prefer clarity, discipline, and controlled risk.
It focuses on capturing high-probability market moves while maintaining strict trade management and capital protection.
This strategy is session-aware and operates only during user-defined trading hours, helping traders avoid low-liquidity and unfavorable market conditions. It automatically limits the number of trades per day, ensuring disciplined execution and preventing overtrading.
🔒 Smart Risk & Trade Management
Built-in dynamic risk control with automatic stop-loss and profit-target handling
Breakeven protection that activates once price moves favorably, with an optional buffer to account for brokerage and commissions
Clear visual markers on the chart for breakeven and profit milestones
Automatic exits to protect profits and reduce emotional decision-making
📊 Visual & Analytical Clarity
Clean chart presentation with optional historical plotting
Real-time risk-to-reward visualization for every trade
On-chart boxes and labels that help traders understand trade structure at a glance
Designed to stay lightweight and non-intrusive
⚙️ Fully Customizable
Adjustable trade session timing
Configurable daily trade limits
User-defined profit targets, breakeven levels, and visual styles
Works seamlessly across intraday timeframes
🎯 Who Is This For?
GoldenEA Trendcatcher is ideal for traders who:
Want rule-based execution without constant monitoring
Prefer visual confirmation over complex indicators
Value risk management first, profits second
Trade intraday and want consistency over randomness
Note: This strategy is intended for educational and backtesting purposes. Always test thoroughly on demo accounts before considering live deployment.
ZenAlgo - SqueezeThis indicator is a separate-pane tool that reads the current chart symbol (treated as the traded instrument, typically a perpetual) and optionally reads a second symbol used as a comparison reference. It can operate in two broad modes:
Basis on - the script attempts to obtain a "spot or reference" close and compares the chart close against it.
Basis off - all basis related parts are disabled and only the on-chart derived components remain.
The comparison reference can be selected via presets (dominance and market cap style tickers, BTC perpetual, etc.) or via a manual symbol selector. There is also an optional second comparison line that is visual-only and does not influence the squeeze logic.
Spot and reference selection, including safety and fallback
When basis mode is enabled, the script needs a valid comparison close series. It supports three ways to obtain it:
Manual selection - you choose a specific reference symbol or one of the provided presets.
Auto spot from the chart symbol - the script strips the ".P" suffix from the chart ticker to guess a spot ticker (fast, but can be invalid on some symbols or spread charts).
Exchange fallback chain - if the manual request fails to return data, the script tries a hardcoded sequence of exchanges for the same base pair (same exchange prefix first, then Binance, then Bybit, then MEXC, then Bitget). It uses requests that ignore invalid symbols so the script fails gracefully into the next option. Spread-style synthetic tickers are detected and excluded from this fallback process.
Why this matters: basis style comparisons are only meaningful when the reference series is actually available and aligned to the same timeframe. The script spends a lot of logic on preventing runtime failures and preventing accidental "fake basis" on unsupported tickers.
VWAP with standard deviation bands on multiple reset schedules
The next major block computes anchored VWAP states for several higher-level periods. The core approach is:
It performs a running, volume-weighted accumulation of typical price for the anchor period.
It simultaneously accumulates the second moment needed to estimate dispersion around VWAP, producing a standard deviation estimate around the anchored VWAP.
On each reset boundary (daily, weekly, monthly, quarterly, semiannual, yearly), the accumulators reset and begin a new anchored VWAP segment.
Why this matters: anchored VWAP is treated here as a rolling "fair value" for the current period. The dispersion estimate is used to convert distance from VWAP into discrete states (premium, discount, etc.) instead of relying on raw price distance, which varies widely across assets.
Smoothed average line used as a slower trend filter
Alongside the anchored VWAPs, the script builds a slow baseline from the chart close using a two-stage smoothing process. This baseline is then used as a slower reference for trend qualification.
Why this matters: the trend logic requires alignment between price, the daily anchored VWAP, and this slower baseline, plus confirmation that both the daily VWAP and the slow baseline are rising or falling. This avoids classifying trend from price position alone.
Trend classification used for context labeling
Trend is classified as:
Bull trend when price is above the daily anchored VWAP, the daily anchored VWAP is above the slow baseline, and both the daily VWAP and the slow baseline are rising.
Bear trend when price is below the daily anchored VWAP, the daily anchored VWAP is below the slow baseline, and both are falling.
If neither is true, the script treats trend as neutral for its table and for squeeze sub-labeling.
Why this matters: the script later distinguishes events that align with the prevailing trend versus those that run against it.
VWAP state mapping and heatmap rows
For each anchored VWAP (D, W, M, Q, S, Y), the script assigns a discrete state label based on where price is relative to VWAP and how many dispersion units away it is. The state labels include:
Above, Below
Premium and Discount tiers
"Super" and "Mega" tiers for more extreme distances
These states are turned into colors using a selected palette preset. The script then draws horizontal "heat" lines at fixed Y offsets inside the indicator pane, one row per anchor timeframe, plus optional row-letter labels that also show whether the anchored VWAP is rising, falling, or stable.
How to interpret:
The heatmap is not a price plot. It is a categorical summary of where current price sits relative to each anchored VWAP and its dispersion.
Multiple rows allow you to see whether price is simultaneously extended on short anchors but neutral on long anchors, or vice versa.
Normalized metrics used for squeeze detection and plots
The script computes several standardized (z-scored) series over a fixed lookback length:
Chart close z-score - how far the current close is from its recent mean in standardized units.
Reference close z-score - same standardization on the chosen comparison series (only when basis is enabled and reference exists).
Basis percentage z-score - derived from the ratio between chart close and the reference close, transformed into percent difference, then standardized.
Delta proxy z-score - a signed volume proxy that assigns positive weight on up candles, negative weight on down candles, and zero on unchanged candles, then standardized. For symbols with missing volume, it can fall back to a constant weight of 1 depending on settings.
Why this matters:
The use of z-scores makes thresholds portable across assets and regimes. Instead of using raw basis percent or raw volume, the script detects whether each component is unusually large relative to its own recent distribution.
Squeeze event conditions and "continuation vs countertrend" labeling
The core squeeze events are defined by three simultaneous conditions, each compared to a fixed threshold:
Price is moving fast enough (rate-of-change threshold).
Basis deviation is large enough in one direction (basis z-score threshold).
Delta proxy deviation is large enough in the same direction (delta z-score threshold).
When these align to the upside, the script calls it a short squeeze event (upward acceleration with positive basis and positive delta proxy abnormality). When they align to the downside, it calls it a long squeeze event (downward acceleration with negative basis and negative delta proxy abnormality).
Volume availability handling:
You can hard-disable squeeze detection on symbols where volume is missing.
Or you can allow it, in which case the delta proxy uses a fallback weight so the pipeline still functions.
Continuation vs countertrend:
Each squeeze event is classified relative to the trend state described earlier.
A squeeze that agrees with the trend is marked as continuation.
A squeeze that opposes the trend is marked as countertrend.
Visual output tied to squeezes:
Optional dots are plotted near the top or bottom of the pane to indicate event type (short vs long, continuation vs countertrend).
Optional candle coloring is applied only during squeeze states, using separate colors for continuation bull, continuation bear, and countertrend.
Basis vs chosen comparison relationship on fixed timeframes
In addition to the main squeeze logic, the script evaluates how the basis z-score compares to the chosen reference z-score on four fixed intraday timeframes (5m, 15m, 1h, 4h). For each timeframe it assigns a simple state:
Basis standardized value above the reference standardized value
Basis standardized value below the reference standardized value
Equal or unavailable
These states are primarily used to color table cells as a compact multi-timeframe context readout.
Why this matters: it provides a quick view of whether the basis deviation is leading or lagging the chosen reference across multiple granularities, without changing the main squeeze definitions.
Cross between basis and chosen reference
When enabled and basis is available, the script detects crosses between:
Basis z-score line
Chosen reference z-score line
It can plot small up or down triangles on the basis plot when the basis standardized value crosses above or below the reference standardized value. The triangle color is tied to the daily VWAP heat color so the marker inherits the daily premium/discount context.
Why this matters: it isolates regime changes where the basis deviation becomes stronger or weaker than the reference series in standardized terms, which can be used as a context shift rather than a standalone entry indication.
Pane plots, fills, and thresholds
The indicator pane can show:
The chart close z-score line (perp series).
The chosen reference z-score line (compare series, when available).
The basis z-score line.
The optional second comparison z-score line.
A background fill is drawn between the chart close z-score and the reference z-score to visualize which is higher at the moment. Horizontal reference lines are also drawn for:
The basis z-score thresholds used for squeeze logic.
The delta proxy z-score thresholds used for squeeze logic.
Zero line and additional guide lines at several standardized levels.
How to interpret values:
The plotted values are standardized units relative to each series’ own recent distribution.
A value around 0 indicates "near recent average."
Large positive or negative values indicate "unusually above or below recent average" for that specific series.
Table readout and derived bias score
A table can be shown in the top-right of the pane, summarizing:
Current mode (basis off, auto spot, or which preset/manual reference is in use).
Whether basis data is valid.
Trend state and a slope warning/ok flag.
Daily and weekly anchored VWAP numeric values and their premium/discount state coloring.
A daily vs weekly VWAP difference state.
Price rate-of-change state.
Basis percent value and basis z-score state.
Delta proxy z-score state.
Chart close z-score state.
Reference z-score state.
A composite bias score and text label.
The four timeframe basis-vs-reference relationship states (5m, 15m, 1h, 4h).
The score is then mapped to labels from strong bearish through neutral to strong bullish, optionally appending the most recent squeeze classification when present.
Right-side value tags
On the last bar, the script can draw short horizontal lines and labels to the right showing the latest values for:
Chart close z-score
Reference z-score
Basis z-score
Optional second comparison z-score
These tags are offset a user-selected number of bars into the future so they remain readable.
"Best" block and alert conditions
A final logic layer uses:
Two fixed thresholds on the basis z-score (one associated with an "up" cross and one with a "down" cross).
A count of how many enabled VWAP heatmap rows are currently in "hot" states (above or premium tiers) vs "cold" states (below or discount tiers).
A recent-squeeze filter that checks whether any squeeze event happened within a defined lookback window.
It then plots:
Small circles for threshold crosses when at least a minimum hot/cold alignment exists.
Diamonds when alignment exists, optionally larger when alignment count is higher.
Separate diamonds when the threshold cross happens without a recent squeeze.
Alert conditions are provided for:
Strong "best" diamonds when alignment meets a higher minimum.
Optional alerts for "best" threshold crosses without recent squeezes.
Optional alerts for basis-vs-reference z-score crosses.
Why this matters: it gates threshold events by broader multi-anchor context, attempting to avoid treating a single standardized cross as equally meaningful in every macro positioning regime.
Added value over common free indicators
This script combines several components that are often separate in typical tools, and it enforces explicit data-availability safeguards:
Anchored VWAP states across multiple calendar resets with an internal dispersion estimate and a compact heatmap summary.
Basis style comparison that can be driven by multiple preset market references, with a fallback chain across exchanges and explicit spread-chart protection.
Squeeze detection that requires simultaneous agreement across price acceleration, basis deviation, and a signed volume proxy deviation, then labels the event by trend alignment.
A unified pane where standardized series, thresholds, heatmap context, and table diagnostics are all consistent with the same internal state.
Disclaimers and where it can fall short
If the chosen reference symbol is unavailable or returns gaps, basis-dependent outputs can be unavailable or may switch to fallback sources depending on settings. This can change the basis series behavior compared to a strictly fixed reference feed.
The delta component is a proxy based on candle direction and volume, not an exchange order-flow delta. On symbols with unreliable volume, enabling fallback weighting can keep the indicator running but reduces the meaning of "volume-driven" parts.
Standardized values depend on the chosen lookback. In highly non-stationary regimes, what is "unusual" can shift quickly.
Anchored VWAP states depend on reset definitions in UTC. If your trading session expectations are tied to different session boundaries, interpret anchor transitions accordingly.
How to best use it
Start by verifying Basis OK in the table when basis mode is enabled. If it shows an error state, either switch reference mode, disable basis, or enable fallback if appropriate for your symbol.
Use the heatmap rows to understand whether price is extended relative to multiple anchored baselines simultaneously or only on short anchors.
Treat squeeze dots and candle coloring as event markers, then use the trend label (continuation vs countertrend) and the VWAP states to decide whether the event aligns with your broader plan.
Use basis vs chosen crosses and the basis-vs-reference multi-timeframe states as context shifts, not as isolated triggers.
If you enable alerts, prefer those that include the multi-row hot/cold alignment gating when you want fewer, more context-filtered notifications.
VSLS PRO v3V3 info NaN
by SAVA
// Changed overlay to true so the table appears on the main chart
indicator(title="LS V3 Table Overlay", shorttitle="LS_PRO_V3_OVR", overlay=true)
Daily ATR Daily Levels [SystemAlpha]Daily ATR Daily Levels Indicator
OVERVIEW:
This indicator plots dynamic support and resistance levels based on the Daily Average True Range (ATR). It helps traders identify potential price targets and reversal zones by calculating ATR-based levels from the current day's high/low or gap levels.
KEY FEATURES:
- Calculates upper and lower ATR levels using customizable period and multiplier
- Automatically detects and accounts for price gaps
- Visual overflow indicators when price breaches ATR levels
- Works on all intraday timeframes (not available on weekly/monthly)
- Fully customizable line styles, colors, and dimensions
- Choose between today's or yesterday's ATR values
HOW IT WORKS:
1. Calculates the Daily ATR using your specified period (default: 20)
2. Identifies the day's high/low or gap reference points
3. Upper Level = Bottom Price + (ATR × Multiplier)
4. Lower Level = Top Price - (ATR × Multiplier)
5. Lines change color when price exceeds the ATR levels (overflow)
USE CASES:
- Setting profit targets based on average daily volatility
- Identifying potential support/resistance zones
- Gauging if the market has moved beyond normal daily range
- Risk management and position sizing based on ATR
INPUTS:
- Length: ATR calculation period (default: 20)
- Multiplier: ATR multiplication factor for level distance (1-5)
- Value: Use today's or yesterday's ATR calculation
- Line customization: style, width, length, offset, and colors
DISPLAY:
- Orange lines: Normal ATR levels
- Red lines: Price has breached the ATR level (overflow condition)
- Labels show the exact price level and ATR value
BEST PRACTICES:
- Use on intraday timeframes (1min to daily)
- Combine with other technical analysis tools for confirmation
- Higher multipliers (2-3x) work well for swing trading targets
- Monitor overflow conditions for potential exhaustion signals
XAUUSD Trend FollowingGold Trend Following Indicator combines a 3‑EMA trend regime, a pullback (“tap”) entry trigger, and a Squeeze Momentum filter to reduce low-quality signals. It highlights bullish/bearish market state, prints BUY/SELL signals only when trend + confirmation + RSI align, and optionally rejects weak momentum setups (shown as gray X’s). It also plots optional entry, trailing stop, TP1, and TP2 levels and provides alert conditions for signals and exits.
How to use
Use the background color and EMA stack to determine the dominant trend.
Wait for a pullback where price taps your chosen EMA (20 or 50).
Take signals only when a BUY/SELL appears (trend + reclaim/candle + RSI confirmation).
If enabled, the Squeeze Momentum filter will keep you out of weak/low‑energy moves. Gray X’s indicate setups that matched your entry logic but failed the momentum strength threshold.
Manage risk using the plotted initial SL, trailing SL, and TP1/TP2. Consider locking break-even after TP1 if you want more conservative management.
Inputs explained” (compact)
Core EMA Settings: Choose EMA lengths for trend stack.
Squeeze Momentum Filter: Toggle momentum direction and histogram strength filtering; adjust threshold to balance signal frequency vs quality.
RSI Settings: Control RSI length, midline behavior, and min/max bounds.
Entry Trigger: Choose tap EMA (20/50) and whether reclaim, slope, and RSI cross are required.
TP/SL + Trailing: ATR or swing stop, RR targets, trailing behavior, wick/close triggering, and level visuals.
it has an edge because it systematically removes the two biggest sources of losses in discretionary trend systems — bad regime and low‑energy entries.
The system
Does not forecast
Does not anticipate
Does not fade
It reacts to:
Regime
Pullback
Momentum expansion
Confirmation
STFX7.0STFX Indicator
STFX is a clean, trend-following & momentum-based TradingView indicator designed for high-probability entries.
It helps traders identify trend direction, pullback entries, and momentum continuation with clear visual signals.
Key Features:
• Trend direction filter
• Pullback & continuation entries
• Noise reduction for choppy markets
• Works best on Gold / Forex / Indices
• Simple, beginner-friendly & non-repainting logic
Best Use:
Follow proper risk management. Use with structure & higher-timeframe bias for best results.
DRAMA Channel [AiQ PREMIUM]DRAMA Channel Designed by KS
AiQ PREMIUM is not just an indicator; it is a complete, visually immersive trading ecosystem designed for traders who demand precision, aesthetics, and data-driven confidence.
Built upon advanced Fractal Adaptive Moving Average (FRAMA) logic and fused with a proprietary volatility engine, AiQ PREMIUM filters out market noise to reveal high-probability institutional setups.
💎 Core Features
1. DRAMA Volatility Engine (D-FRAMA) Unlike standard Moving Averages, our adaptive algorithm adjusts to market fractal dimensions. It tightens during consolidation to avoid false signals and expands during trends to capture the full move.
2. Multi-Timeframe (MTF) Matrix Stop guessing the trend. The built-in "Trend Matrix" scans M5, M15, M30, H1, and H4 timeframes in real-time. Signals are only generated when there is a confluence of momentum.
3. AiQ Confidence Score & Win Rate The dashboard calculates a dynamic Confidence Score (1-5 Stars) based on historical performance, trend alignment, and volatility strength.
⭐⭐⭐⭐⭐ = Strong Institutional Alignment
⭐ = Risky / Counter-trend
4. Auto-Fibonacci Extensions & Risk Management
Smart Entries: Clear visual signals with glassmorphism UI.
Dynamic Risk: SL/TP are calculated using ATR (Average True Range) to adapt to market volatility.
Auto Targets: Automatically projects TP1, TP2, TP3 (Fib 2.618), and TP4 (Fib 4.236).
5. Premium Visual Experience Choose your trading personality with our Theme Engine:
🏆 Black Gold: Luxury, high-contrast dark mode.
🦄 Cyber Neon: Modern, vibrant aesthetics.
⚪ Clean Quant: Minimalist institutional look.
🛠️ How to Use
Wait for the Signal: Look for the 🚀 LONG SETUP or 🚀 SHORT SETUP badge.
Check the Stars: Ideally, take trades with 3 stars or above on the dashboard.
Confirm with Matrix: Ensure the MTF Matrix (Top Right) shows "BULL" for Longs or "BEAR" for Shorts on higher timeframes (H1/H4).
Manage the Trade:
Secure partial profits at ✅ TP1.
Move SL to Breakeven at ✅ TP2.
Let runners fly to ✅ TP3 and ✅ TP4.
⚠️ Disclaimer - Trading involves high risk. This tool is designed to assist your analysis, not to replace it. Past performance is not indicative of future results. Always use proper risk management.
Behavioral Transform Model: Conditional Support & ResistanceOverview
Spot abnormal price moves based on recent market behavior.
This indicator models how traders perceive “normal” price action, using recent return patterns to draw adaptive support and resistance levels. It builds a dynamic corridor around a conditional expected value, shading an envelope that the majority of price closes historically. Price closes outside this corridor are marked with color-coded anomaly signals, highlighting significant shifts in market behavior.
In short, the tool does three things: it distinguishes normal vs. abnormal price behaviour, draws data-driven support and resistance zones, and helps you see excess volatility as it develops.
What You See (Conditional Upon the Lookback Period)
Expected Value (gray line): Rolling average serving as the center point.
Upper & Lower Bounds (±1 standard deviation): Define the core “normal” price range. The upper bound is displayed in blue, and the lower bound in orange. Secondary bounds use darker shades of blue and orange to distinguish them. You can see the edges of these bounds on the chart and adjust shading if preferred. The latest values for all bounds are also shown on the price axis for easy reference.
Secondary Bounds: Wider outer limits set by the Secondary Standard Deviation input.
Shaded Corridors: Visually framing the range between core and secondary bounds for quick context.
Anomaly Markers:
White: Close outside normal corridor
Blue: Close above secondary upper bound
Orange: Close below secondary lower bound
Markers highlight behavior shifts but do not provide triggers or advice.
How It Works
The model captures trader behavior by framing price relative to a local mean and volatility derived from recent returns. The shaded corridor represents a statistically grounded “normality” band that adapts as market conditions change. Price moves beyond this band signal behaviorally and statistically significant events, such as sentiment shifts or volatility spikes.
Inputs
Lookback Period: Defines horizon for recent history, mimicking trader memory. Shorter values react quickly; longer values smooth noise.
Secondary Standard Deviation: Adjusts the width of the outer bounds and filters the frequency of anomaly markers. Regular anomaly markers still appear normally and are mainly influenced by the lookback period, while extreme anomaly markers depend on both the lookback and the secondary standard deviation width setting.
How to Use
Add to standard candlestick charts with adequate history.
Follow price relation to the shaded corridor to gauge normality.
Use anomaly markers to spot meaningful deviations from recent behavior.
Adjust inputs to match personal trading style and timeframe: longer chart timeframes often pair better with shorter lookback windows, allowing the model to remain focused on the most recent and relevant return structure.
Notes
Valid for most symbols and timeframes with sufficient data.
Restricted to standard chart types.
Latest support/resistance levels displayed on price scale.
Limitations & Risks
Outputs depend on lookback setting; different settings emphasize different dynamics.
This tool is descriptive only—no predictive signals or trade instructions are provided.
Combine with other analysis methods and apply risk management.
Past behavior does not guarantee future results.
ERAK MACD PRO (Terminal Style)ERAK MACD PRO | Institutional Terminal Edition 🚀
ERAK MACD PRO V6 is not just a standard MACD indicator; it is a complete trading system designed for professional traders who demand precision, safety, and data clarity.
Inspired by professional trading terminals (like Bloomberg), this V6 edition features a high-contrast "Terminal Dashboard" that provides real-time market MRI, ensuring you never trade against the trend.
🔥 Key Features
1. 📊 Live Terminal Dashboard (Black & White Style)
Located at the top-right of your screen, this professional panel gives you instant confirmation before taking any trade:
• MACD Direction: Shows instant slope changes (Up/Down) with dynamic background colors.
• Main Trend: Automatically detects if the market is BULLISH or BEARISH based on the EMA 200.
• Momentum & RSI: Real-time momentum strength and RSI levels to avoid fake breakouts.
• Design: High-contrast Black Background with White Text for maximum readability in all lighting conditions.
2. 🛡️ Institutional Trend Filters (Whipsaw Protection)
Stop losing money in ranging markets!
• Trend Filter (EMA 200): If enabled, the indicator blocks Buy signals in a downtrend and Sell signals in an uptrend.
• RSI Filter: Prevents buying at overbought levels (>70) or selling at oversold levels (<30).
3. 🧠 Advanced Divergence Engine
• Regular Divergences: Detects potential reversals (Trend Reversals).
• Hidden Divergences: Detects trend continuations (Trend Following).
• All divergences are clearly labeled on the chart.
4. 📉 Auto Trendlines
The indicator automatically draws Support and Resistance trendlines directly on the MACD oscillator, helping you spot breakouts before they happen.
5. 🎨 Fully Customizable Visuals
• Dynamic Colors: MACD line changes color based on slope intensity.
• Custom Lines: You have full control over line width, colors, and signal styles via the settings menu.
✅ How to Use
1. Check the Dashboard: Is the "Main Trend" green (Bullish)? Is the MACD Direction pointing Up?
2. Wait for the Signal: Look for the Green "AL" (Buy) Circle.
3. Confirm with Divergence: A Bullish Divergence label increases the probability of success.
4. Manage Risk: Use the Trend Filter settings to filter out risky signals in choppy markets.
"Trend is your friend, but ERAK MACD is your compass."
Time Trader Pro v6 - Complete System✅ Quick Start Checklist
Load strategy on SPY or ES (daily/4H timeframe)
Set probability threshold to 65%
Set confluence requirement to 3
Enable trend filter
Run backtest on 5+ years of data
Analyze results by factor contribution
Validate on out-of-sample data
Set up alerts for signals
Start with small position sizes
Monitor and adjust based on market conditions
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bolinger band breakout + atr trailing stop strategy [running]1. Overview
This is a trend-following system that combines volatility breakouts with a long-term trend filter. It identifies momentum using Bollinger Bands and ensures trades are aligned with the major trend via a 200-period Simple Moving Average (SMA). The strategy features a dynamic Trailing Stop based on the median price and ATR, along with an automated position sizing engine that limits risk to a fixed percentage (default 2%) of equity.
2. Trading Logic
Long Entry:
Price crosses above the Upper Bollinger Band.
Price is currently trading above the 200-period SMA.
Executes only if there is no open position.
Short Entry:
Price crosses below the Lower Bollinger Band.
Price is currently trading below the 200-period SMA.
Executes only if there is no open position.
Exit (Trailing Stop):
The stop level is calculated as (High + Low) / 2 ± (ATR * 3).
The stop level updates dynamically to lock in profits and never moves backwards.
Real-time execution: The position is closed immediately when the price touches the stop level (intra-bar).
3. Key Features
Automated Risk Management: Automatically calculates the quantity based on the distance between the entry price and the initial stop loss to ensure you only risk 2% of your equity per trade.
Intra-bar Exits: Uses the strategy.exit stop parameter for real-time protection, reacting to price movements instantly rather than waiting for the candle to close.
Pine Script v6: Built with the latest TradingView engine for optimized performance and accuracy.
4. Trading Tips
Recommended Timeframes: Best suited for 1H, 4H, and Daily charts where trends are more established.
Market Conditions: This strategy excels in volatile trending markets. Be cautious during low-volatility consolidation phases to avoid "whipsaws."
Customization: Adjust the ATR Multiplier (default 3.0) and BB Multiplier according to the specific asset class (Crypto, Stocks, or Forex) to fine-tune performance.
1. 개요 (Overview)
본 전략은 변동성 돌파와 장기 추세 필터를 결합한 추세 추종 시스템입니다. 볼린저 밴드를 통해 가격의 과열 및 돌파를 감지하고, 200일 단순이동평균선(SMA)을 사용하여 시장의 큰 흐름에 순응하는 방향으로만 진입합니다. 특히, 고가와 저가의 중간값을 활용한 ATR 트레일링 스탑을 통해 수익을 보존하고 손실을 제한하며, 자산 대비 고정 리스크(2%)를 적용하는 자동 수량 계산 로직이 포함되어 있습니다.
2. 매매 로직 (Trading Logic)
롱 진입 (Long Entry):
종가가 볼린저 밴드 상단선을 돌파할 때.
동시에 종가가 200일 SMA 필터 위에 위치할 때.
현재 보유 중인 포지션이 없을 때만 진입.
숏 진입 (Short Entry):
종가가 볼린저 밴드 하단선을 하향 돌파할 때.
동시에 종가가 200일 SMA 필터 아래에 위치할 때.
현재 보유 중인 포지션이 없을 때만 진입.
청산 (Exit - Trailing Stop):
고가와 저가의 중간값((High + Low) / 2)을 기준으로 ATR의 3배수만큼 떨어진 지점에 스탑 라인을 설정합니다.
가격이 유리하게 움직일 때만 스탑 라인이 좁혀지며, **종가가 아닌 실시간 가격(Intra-bar)**이 이 라인에 닿는 순간 즉시 청산됩니다.
3. 핵심 기능 (Key Features)
자동 자금 관리 (Position Sizing): 사용자가 설정한 '회당 리스크 비율(기본 2%)'에 따라 진입 시점의 스탑 거리를 계산하여 수량을 자동으로 조절합니다.
실시간 청산: strategy.exit의 stop 기능을 사용하여 슬리피지를 최소화하고 변동성에 즉각 대응합니다.
Pine Script v6: 최신 버전 엔진을 사용하여 높은 정확도와 성능을 보장합니다.
4. 사용 팁 (Trading Tips)
추천 타임프레임: 추세가 명확히 발생하는 1시간봉, 4시간봉, 혹은 일봉 차트에서 가장 효과적입니다.
시장 상황: 횡보장(Sideways)에서는 잦은 손절이 발생할 수 있으므로, 변동성이 동반된 추세장에서 사용을 권장합니다.
최적화: 자산군(주식, 코인, 외환)에 따라 ATR 승수(기본 3.0)와 볼린저 밴드 승수를 조정하여 최적의 값을 찾으시기 바랍니다.
15M Swing Structure & Retracement Algo (RB Trading)This script is an intraday structure analysis tool designed to map swing behavior retracement zones and projected extensions on the fifteen minute chart. It is purpose built for EUR/USD GBP/CAD and USD/CAD and is not intended for other markets or timeframes.
The tool highlights mathematically derived retracement areas after confirmed swing formations to help traders evaluate structure rather than predict direction.
Intended Use
✓ Timeframe fifteen minute only
✓ Markets EUR/USD GBP/CAD USD/CAD
✓ Style intraday swing structure analysis
✓ Best during London and New York sessions
✓ Not designed for Asia session conditions
Core Logic
✓ Swing highs and lows detected using a configurable lookback
✓ Trend context defined by 50 and 200 EMA relationship
✓ Swing range measured between most recent confirmed pivots
✓ Key retracement zone calculated between 50 and 61.8 percent
✓ Extension reference levels projected beyond the swing range
Visual Output
✓ Swing connection line marking the measured range
✓ Retracement zone shading when price enters the 50 to 61.8 area
✓ Extension reference levels at 161.8 200 and 261.8
✓ Color coding reflects structural context
• Green for bullish structure
• Red for bearish structure
Using RB Trading DeM Bars for Confirmation
For additional confirmation users can combine this script with the free RB Trading DeM Bars indicator.
✓ The DeM Bars appear as a histogram at the bottom of the chart
✓ Best used to assess pullback quality into the retracement zone
✓ Ideal confirmation occurs when momentum fades during the pullback
✓ Expansion in momentum as price exits the zone supports continuation
The DeM Bars are not a signal tool on their own. They are designed to confirm exhaustion or reacceleration as price interacts with the structural retracement area.
Why Fifteen Minute
The calculations are calibrated for intraday behavior on the fifteen minute chart. Higher timeframes develop structure too slowly for active evaluation. Lower timeframes introduce excess noise and reduce swing reliability.
Structure Interpretation
Bullish structure
✓ 50 EMA above 200 EMA
✓ Retracements measured from swing high
✓ Extensions projected higher
Bearish structure
✓ 50 EMA below 200 EMA
✓ Retracements measured from swing low
✓ Extensions projected lower
The script reflects current structure only. It does not determine trade direction or outcome.
Inputs
✓ EMA lengths adjustable
✓ Swing lookback sensitivity
✓ Optional display toggles for zones lines and labels
✓ Reference level buffer for spread or volatility awareness
Important Notes
This tool analyzes historical price structure only. It does not provide entry signals predictions or guarantees. All levels are mathematical projections based on past price action and may or may not be respected in future movement.
Educational use only. Proper risk management is required. Test thoroughly before live application.
RB Trading
Price Line with SMA & StdDev ChannelIndicator Synopsis
This indicator is a stand-alone price-based oscillator that mirrors market price action in a separate pane, allowing traders to analyze structure, momentum, and volatility without the visual noise of the main chart.
The indicator plots a raw price line as its core component, creating a one-to-one representation of price movement detached from candlesticks. A 14-period Simple Moving Average (SMA) smooths this price line to help identify short-term momentum shifts and directional bias.
A volatility channel is constructed around a 20-period SMA, which serves as the channel’s equilibrium (mean). The upper and lower channel boundaries are positioned one standard deviation above and below the 20-period SMA, dynamically adapting to changes in market volatility.
This structure allows traders to:
Identify mean reversion opportunities when price stretches beyond the channel
Observe trend strength and continuation when price holds above or below the channel midline
Detect volatility expansion and contraction through channel width
Use the SMA 14 as a momentum filter against the broader 20-period mean
By isolating price behavior into a separate pane, the indicator provides a clear, uncluttered framework for reading price dynamics, making it suitable for discretionary analysis, momentum confirmation, and volatility-based trade planning.
Coppe's Intraday Strategy V.2 (V2+ SessionBoost + ATR Guard)An intraday indicator with backtesting analysis/monthly testing and increased security for intraday trading
Amavasya Time-Based Support & Resistance🌑 Amavasya Time-Based Support & Resistance (Research)
This indicator explores time-based price behavior around Amavasya (New Moon) dates by plotting structured support and resistance reference levels derived from specific calendar events.
🔹 Core Concept
For each predefined Amavasya date, the script captures that day’s High and Low as temporary reference levels. These levels are then observed independently over time.
• If price breaks the Amavasya High for the first time, the breakout day’s High becomes a permanent resistance level.
• If price breaks the Amavasya Low for the first time, the breakout day’s Low becomes a permanent support level.
Each side (High / Low) operates independently and may remain temporary for extended periods (months or years) until its first valid break occurs.
🔹 Key Characteristics
• Each Amavasya date forms a separate and independent cycle
• High-side and Low-side logic are fully independent
• Only the first breakout fixes a level permanently
• Permanent levels never repaint or shift again
• Optional daily anchoring ensures consistency across timeframes
🔹 How to Use
Traders can use these levels as reference zones to study historical reactions, structural acceptance/rejection, and long-term behavioral patterns around time-based price levels.
This tool is designed for research and observational analysis only and does not provide buy/sell signals or predictive guarantees.
⚠️ Not financial advice.
DemonHC14ReverseDemonHC14Reverse
Counter-Trend Signal Tool for Binary Options
Apply and use on 1-minute charts.
We recommend entering trades at the suggested times for each of the three counter-trend signals:
Counter-Trend 1: 3 minutes
Counter-Trend 2: 3 minutes
Counter-Trend 3: 1 minute
バイナリーオプション用逆張りサインツール
1分足チャートに適用して使って下さい。
3種類の逆張りサインそれぞれの推奨取引時間でのエントリーをお勧めまします。
逆張り1:3分
逆張り2:3分
逆張り3:1分
DemonHC14FowerdDemonHC14Fowerd
Trend-Following Signal Tool for Binary Options
Apply and use on 1-minute charts.
Fixed for Turbo 1-minute trades.
When momentum is strong, a follow-up GO signal will appear to the right of the chart after the initial signal.
This is your opportunity. Use it effectively.
バイナリーオプション用順張りサインツール
1分足チャートに適用して使って下さい。
Turbo1分取引固定です。
勢いが有る時は初動サインに続けて、チャート右に追撃GOサインが出てきます。
こちらが出てきたらチャンスです。有効に活用ください。
EMA BBEMA BB is a chart overlay indicator that combines EMA 9, EMA 20, SMA 50, SMA 200, and VWAP with Bollinger Bands to visualize trend direction and volatility.
It highlights volatility squeeze zones by comparing Bollinger Bands with ATR, helping traders spot consolidation phases that often precede strong price moves. Designed for quick trend confirmation, support/resistance awareness, and breakout setups.






















