20-Stock Mining Basket Beta & CorrelationBeta and Correlation across a 20-stock mining basket. Move the timeline to showcase changes in beta and correlation. Not financial advice.
Pine Script®指標
指標和策略
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Pine Script®指標
VCP Pro LiteVCP Pro v4 Lite is an open-source Volatility Contraction + Trend system
designed for NSE stocks and indices.
Features:
• VCP detection
• EMA trend filter
• Volume confirmation
• Market filter (NIFTY)
• ATR risk management
• Position sizing
• Alerts
Public Lite Version.
Pro version with dashboard available via invite.
Author: Prakash Mallick (@gyanapravah_odisha)
License: MPL 2.0
Pine Script®指標
Key levels by Rocketrader V2 (Custom Time)Con este indicador te saldrán automáticamente los niveles claves de la sesión de NY para futuros como el opening range, initial balance, previus day, overnight, open... y es todo totalmente personalizable.
Todo de la mano de tu amigo Rocketrader
"This indicator automatically plots key NY session levels for futures trading, including Opening Range, Initial Balance, Previous Day High/Low, Overnight range, and Daily Open. Everything is fully customizable to fit your trading style.
Created by Rocketrader."
Pine Script®指標
Bitcoin Relative Strength: BTC vs Any Asset [Customizable]# Bitcoin Relative Strength: BTC vs Any Asset
## 📖 Description
**Compare Bitcoin's performance against ANY asset on TradingView** — S&P 500, Nasdaq, Gold, DXY, Ethereum, or any other ticker of your choice.
This indicator calculates and plots the **BTC / Asset ratio**, showing how many units of the chosen comparison asset one Bitcoin is worth. A rising ratio means Bitcoin is outperforming the selected asset; a falling ratio means it is underperforming.
### 🔑 Key Features
- **BTC vs Any Asset** — select any TradingView ticker as the comparison asset (SPX, NDX, GOLD, DXY, ETH, and more)
- **Dual Moving Averages** — EMA / SMA / WMA / VWMA / RMA with customizable lengths to identify trend direction
- **Bollinger Bands** — detect volatility compression and breakout zones on the ratio
- **RSI of Ratio** — identify overbought / oversold conditions in relative strength
- **Percentage Change** — adjustable lookback period (1–365 days) to quantify recent momentum
- **Trend Coloring** — dynamic bullish / bearish / neutral coloring based on ratio vs MA
- **Fill Zones** — optional fill between the ratio line and MA for easy visual trend spotting
- **Info Table** — real-time data panel showing ratio, individual prices, % change, trend, and MA values
- **Built-in Alerts** — MA crossovers, Golden / Death crosses, Bollinger breakouts, and RSI extremes
- **Fully Customizable** — colors, line widths, transparency, table position, text size, and more
### 📊 How to Use
1. **Add the indicator** to any chart.
2. Open **Settings → Data Sources** and choose your preferred Bitcoin ticker (e.g., BINANCE:BTCUSD) and comparison asset (e.g., SP:SPX, TVC:GOLD, FOREXCOM:DXY).
3. Enable optional overlays: Moving Averages, Bollinger Bands, RSI, or the Info Table.
4. Set alerts for key events like MA crossovers or Bollinger breakouts.
### 💡 Interpretation
| Ratio Direction | Meaning |
|---|---|
| 📈 Rising | Bitcoin outperforms the comparison asset |
| 📉 Falling | Bitcoin underperforms the comparison asset |
| ▲ Above MA | Bullish relative trend |
| ▼ Below MA | Bearish relative trend |
| Golden Cross (MA1 × MA2) | Long-term bullish shift |
| Death Cross (MA1 × MA2) | Long-term bearish shift |
### ⚠️ Disclaimer
This indicator is for **educational and informational purposes only**. It does not constitute financial advice. Always do your own research before making investment decisions.
**Indicator by:** iCD_creator
**Version:** 1.0
**Pine Script™ Version:** 6
---
Updates & Support
For questions, suggestions, or bug reports, please comment below or message the author.
**Like this indicator? Leave a 👍 and share your feedback!**
---
**#Bitcoin #BTC #RelativeStrength #BTCRatio #BTCvsSPX #BTCvsGold #BTCvsDXY #BTCvsETH #CryptoAnalysis #TechnicalAnalysis #TradingView #PineScript #Cryptocurrency #BitcoinDominance #CryptoIndicator #BTCStrength #MacroAnalysis #RatioChart #BitcoinVs #IntermarketAnalysis #CryptoTrading #BTCTrend #BTCSentiment #BitcoinPerformance #AltcoinRatio**
Pine Script®指標
Volatility Contraction ScoreVolatility Contraction Score (VCS)
Overview
Volatility Contraction Score (VCS) is a technical indicator inspired by Mark Minervini’s Volatility Contraction Pattern (VCP) concept. It is designed to quantify volatility compression and supply-demand equilibrium on a scale from 0 to 100.
This indicator does not detect VCP patterns directly. Instead, it measures the structural characteristics commonly observed in VCP bases, such as price range contraction and volume dry-up, and converts them into a numerical score.
A high score indicates that price volatility is compressed and energy is being stored within the structure. While this condition often precedes significant price expansion, it does not predict direction.
Score Components
VCS is calculated as a weighted composite of multiple factors:
1. Price Compression (ATR & Standard Deviation)
Short-term ATR and standard deviation are compared to their longer-term averages to measure how tightly price is trading.
2. Volume Contraction
Recent volume is compared to its historical average to detect signs of supply exhaustion.
3. Efficiency Filter
Strong directional trend phases are penalized. The purpose is to favor genuine compression phases rather than momentum expansion.
4. Higher Low Structure Check
The indicator verifies whether recent lows are holding above prior structural lows. If the structure deteriorates, the score is reduced rather than fully invalidated.
5. Consistency Bonus
The longer compression persists, the more additional points are awarded. This prioritizes bases that have formed over time instead of short-lived contractions.
Interpreting the Score
80 and above (Green)
Critical Tightness
Extremely compressed volatility. Energy accumulation is at elevated levels.
60 to 80 (Blue)
Setup Stage
Compression is developing. Suitable for watchlist candidates.
Below 60 (Gray)
Loose / Expansion Phase
Price remains volatile and lacks compression characteristics.
Important Note
VCS measures compression intensity.
It does not determine whether price will move up or down.
Usage & Interpretation
VCS visualizes the degree of energy compression.
The score itself does not indicate trade direction.
When the score rises above 80 and the histogram turns green, monitor price closely and observe which boundary of the consolidation range is broken.
1. Bullish Setup (Long Consideration)
Condition
The score remains above 80 while price forms a tight consolidation or small flag pattern.
Trigger
A decisive breakout above the upper boundary (resistance) of the range, ideally accompanied by expanding volume.
Interpretation
Stored energy is being released to the upside.
This suggests a potential continuation move aligned with the prior trend.
2. Avoidance / Short Setup (Downside Risk)
Condition
The score remains elevated while price begins to form lower lows or fails to hold key support levels.
Trigger
A breakdown below a major support level.
Interpretation
Supply-demand equilibrium has failed, and stored energy is being released to the downside.
This may represent a failed base or failed VCP-type structure and warrants caution.
Pine Screener Integration
This indicator outputs additional data fields for TradingView’s Pine screener.
VCS
Total compression score (0 to 100)
Example: Filter for values above 60 to identify tight candidates.
Relative Strength
Percentile rank of performance relative to a selected benchmark.
Example: Above 60 to focus on stocks outperforming the market.
ADR %
Average daily range percentage over the selected period.
Useful for risk filtering.
Avg Vol
Average trading volume.
Used as a liquidity filter.
Market Cap
Market capitalization, using reported data or estimated calculation.
Settings
VCP Logic Settings
Adjust short and long compression measurement periods.
Trend Filter
Control the strength of the directional trend penalty.
Structure Settings
Adjust penalty strength when higher low structure fails.
Consistency Weight
Set the maximum bonus for sustained compression.
Screener Data
Customize periods used for screener output metrics.
Design Philosophy
This indicator is built to:
• Quantify volatility compression
• Objectify the concept of tight price action
• Improve efficiency in identifying breakout candidates
VCS is not an entry signal.
It should be used in conjunction with structure analysis, trend context, and volume confirmation.
Pine Script®指標
Sunspot EMA CloudSunspot EMA Cloud
Overview
Sunspot EMA Cloud is a multi-layer exponential moving average framework designed to visualize market direction, internal structure, and higher-timeframe equilibrium zones within a single layout.
The script organizes EMA layers into a hierarchical structure that separates primary trend bias, medium-term momentum alignment, and long-term structural boundaries.
Primary Trend Cloud (55-200)
The foundation of the system is a fast and slow EMA pair, default values 55 and 200.
When the fast EMA is above the slow EMA, the cloud reflects bullish dominance.
When the fast EMA is below the slow EMA, the cloud reflects bearish dominance.
A gradient fill between the two averages visually highlights directional strength and transition phases.
Medium-Term EMA Cluster (30-60-120)
This layer provides internal structure confirmation.
It can be used to evaluate pullbacks, short-term acceleration, and compression within the direction defined by the primary trend cloud.
Long-Term EMA Tunnels
Three tunnel layers with default lengths 144-169, 288-338, and 576-676 represent progressively higher-order structural zones.
These zones act as dynamic support and resistance areas and help identify expansion or contraction phases in broader market structure.
Logic Framework
The system operates on three coordinated structural layers.
The 55-200 cloud defines directional bias.
The 30-60-120 cluster evaluates internal momentum alignment.
The long-term tunnels define macro structural boundaries.
Separating these elements into independent but coordinated layers provides contextual clarity while reducing visual noise.
How To Use
Use the primary trend cloud to determine directional preference.
Use the EMA cluster to assess pullbacks and short-term structure alignment.
Use the long-term tunnels to identify structural reaction zones.
Each layer can be independently enabled or disabled depending on trading requirements.
All parameters are adjustable to adapt to different markets and timeframes.
Pine Script®指標
RSI Structure + Trend + Divergence + AlertsThis script analyzes RSI to detect market structure (HH, HL, LH, LL), shows trend with background color, plots bullish/bearish divergences as shapes, and provides alerts for structure breaks and divergences. Everything is fully customizable.
Pine Script®指標
FCPO Monthly News DayFCPO Monthly News Day
Smart visual guide for key palm oil data releases
This indicator is specifically designed for FCPO traders who want to stay prepared for important palm oil industry report dates.
It automatically plots vertical lines on:
• 5th – SPPOMA
• 10th – MPOB, SPPOMA, AMPSPEC, ITS
• 15th – SPPOMA, AMPSPEC, ITS
• 20th – SPPOMA, AMPSPEC, ITS
• 25th – SPPOMA, AMPSPEC, ITS
• End of Month – SPPOMA, AMPSPEC, ITS
All lines are displayed at 10:30 AM Malaysia time.
Key Features
✅ Automatically shifts if the date falls on Saturday/Sunday
✅ Holiday-safe – if it falls on a public holiday, the line appears on the next trading day
✅ Upcoming line (default red) to highlight the next scheduled event
✅ Custom color and style for both event and upcoming lines
✅ Custom labels for each date
✅ Lightweight and clean – optimized for intraday FCPO trading
Why This Indicator Matters
FCPO traders know that:
• MPOB data can shift monthly bias
• SPPOMA / AMPSPEC / ITS export surveys can impact short-term momentum
This indicator helps you:
• Anticipate volatility
• Align your setups with news flow
• Avoid blind trading on major data days
• Plan entries around liquidity events
Built specifically for the Malaysian market (Asia/Kuala_Lumpur timezone).
Pine Script®指標
Gold Asia Session Toolkit (Zones + Trend + Levels)gold asia session indicator that can help trading hold to give you second opinion ... always manage your risk
Pine Script®指標
Volume Moving Averages with Buy/Sell VolumeThis indicator plots buy vs. sell volume as separate, color-coded volume bars to help you see who’s in control each session. It also overlays 5-period and 60-period volume moving averages to highlight short-term volume surges versus the longer-term baseline. Use it to confirm breakouts, spot accumulation/distribution, and gauge whether a trend is strengthening or fading based on volume behavior.
Pine Script®指標
Planetary Aspects [BlueprintResearch]█ Planetary Aspects is a focused-pair aspect detector for financial astrology. Select any two celestial bodies — planets, luminaries, or lunar nodes — and the indicator identifies every aspect passage directly on your chart, with exact-moment markers, background orb bands, and forward-looking projections.
Designed as the on-chart companion to Natal & Transit Planetary Aspect Table , which displays the full cross-aspect matrix in table form. Use both together for complete aspect coverage: the table for the big picture and this indicator for deep analysis of a single pair.
Supports both geocentric and heliocentric coordinates with high-accuracy ephemeris calculations. Powered by the open-source Blueprint Ephemeris library (VSOP87D + ELP2000-82 + Meeus) — all planetary positions computed directly in Pine Script, no external data required. Validated against NASA's DE440 ephemeris: all bodies under 0.1° RMS (Sun 0.004°, planets 0.005°–0.017°, Moon 0.062°, Pluto 0.059°).
What is an aspect?
An aspect is a specific angular separation between two celestial bodies as viewed from Earth (geocentric) or the Sun (heliocentric). When two planets reach an exact aspect angle — such as 0° (conjunction), 90° (square), or 180° (opposition) — astrologers consider it a moment of significance. Financial astrologers use these geometric alignments as potential timing markers for trend changes, volatility shifts, or turning points in price action.
█ FEATURES
Dual Mode Operation
• Transit Aspects — Compare two currently transiting planets in real time
• Natal Aspects — Compare a transiting planet against a natal (first-trade) position, with 20+ built-in presets for crypto, commodities, currencies, bonds, and indexes
13 Configurable Aspect Types
• Major: ☌ Conjunction · ☍ Opposition · △ Trine · □ Square · ⚹ Sextile
• Minor: ⚺ Semi-Sextile · ⚻ Quincunx · ∠ Semi-Square · ⚼ Sesquiquadrate · Q Quintile · bQ Biquintile · S Septile · N Novile
• Each aspect has its own toggle, orb (1°–15°), and color
12 Celestial Bodies
• ☉ Sun · ☽ Moon · ☿ Mercury · ♀ Venus · ♂ Mars · ♃ Jupiter · ♄ Saturn · ♅ Uranus · ♆ Neptune · ♇ Pluto
• ☊ North Node · ☋ South Node (mean lunar nodes)
Visual System
• Exact-moment markers — Aspect symbol labels placed at the precise bar where the orb begins widening (inflection point), with retrograde ℞ notation
• Background orb bands — Gradient-transparency bgcolor that intensifies as the aspect tightens toward exact
• Future projections — Dashed lines, date labels, and gradient orb boxes extending up to 500 bars into the future
• Zodiac positions — Tooltips show each planet's sign, degree, and arc-minute (e.g., 15°30' ♈)
• Info table — Compact top-right summary showing mode, pair, coordinate system, and active aspects at a glance
Smart Detection
• Exact-moment dedup prevents duplicate labels within the same aspect passage
• Retrograde re-approach detection — if a planet retrogrades back into orb, a new label fires
• Confirmed-bar alerts — alerts only fire on confirmed bars to prevent repainting
• Geocentric/heliocentric toggle with a single checkbox
█ HOW TO USE
1. Choose Transit Aspects or Natal Aspects mode.
2. Select Planet A and Planet B from the dropdowns.
In Natal mode, Planet A is the transiting body and Planet B is the natal position.
3. If using Natal mode, select a preset first-trade date or enter a custom one.
Presets include BTC, ETH, DOGE, NYSE, DJIA, S&P 500, Gold, Crude Oil, Wheat, and more.
4. Enable or disable individual aspects and adjust orbs to your preference.
Aspects (conjunction through sextile) are enabled by default; minor aspects are disabled by default.
5. Optionally enable future projections to view upcoming aspect passages before they occur.
6. Set up alerts via TradingView's alert dialog — the indicator provides a non-repainting "Exact Aspect Detected" condition.
█ NOTES
Geocentric elongation Constraints
In geocentric mode, inferior planets (those orbiting closer to the Sun than Earth) have a maximum angular separation from the Sun:
• ☉ Sun ↔ ☿ Mercury — max ~28° (only conjunction is reliably possible)
• ☉ Sun ↔ ♀ Venus — max ~47° (conjunction through semi-square)
• ☿ Mercury ↔ ♀ Venus — max ~75° (conjunction through quintile)
Aspects beyond these limits (e.g., Sun–Mercury opposition) will never occur. This is an astronomical reality, not a bug. All other planet pairs can form any aspect. In heliocentric mode, these constraints do not apply.
Lunar Nodes
This indicator uses mean lunar nodes. By definition, the North Node (☊) and South Node (☋) are always 180° apart, so the ☊ ↔ ☋ pair is automatically skipped — their opposition is permanent, not a transient event.
Companion Indicator
For a complete cross-aspect matrix of all planets at once, use Natal & Transit Planetary Aspect Table with this indicator. The table shows every active aspect across all planet pairs; this indicator provides detailed on-chart analysis for the specific pair you want to study.
█ KNOWN LIMITATIONS & TIPS
• TradingView limits drawing objects to 500 per category (lines, labels, boxes). On long histories — such as the full DJIA dataset — you may hit this cap. If labels run out, the background color should persist.
• On weekly and monthly timeframes, fast-moving planets (Sun, Mercury, Venus) can pass through an entire orb window within a single bar. Consider widening the orb or dropping to daily for these pairs.
• Future projections are computed on the last bar only and increase processing time at higher look-ahead values.
█ CREDITS
Built on the open-source Blueprint Ephemeris library by BlueprintResearch.
Pine Script®指標
TVMC Pro v2 - Trend Volume Momentum Composite█ OVERVIEW
TVMC Pro v2 (Trend–Volume–Momentum Composite) is a non-overlay composite
oscillator that combines four independently normalized market components
into a single adaptive signal line scaled to ±100.
Unlike conventional multi-indicator dashboards where the trader must
mentally reconcile conflicting readings, TVMC Pro v2 fuses trend, momentum,
volume, and TradingView's built-in Technical Ratings into one weighted
composite value, with optional self-tuning weights and market-regime
awareness.
█ WHAT MAKES IT DIFFERENT
Most composite indicators use fixed weights and fixed-period moving
averages. TVMC Pro v2 addresses three common limitations:
1 — Adaptive Trend Engine (Kaufman Adaptive MA)
Standard MACD relies on fixed-period EMAs that either lag in trends
or whipsaw in chop. TVMC replaces EMAs with a custom KAMA
(Kaufman Adaptive Moving Average) implementation: when the
Efficiency Ratio detects a directional move, the MA speeds up;
when noise dominates, it slows down.
2 — Market Regime Awareness (ADX)
The indicator detects whether the market is trending or ranging via
ADX. In trending regimes the Trend component weight is automatically
increased (+25 %) while the Momentum weight is decreased (−25 %),
and vice versa in ranging conditions. This dynamic rebalancing
reduces mean-reversion signals during strong trends and reduces
trend-following signals during consolidations.
3 — Bidirectional Volume Component
The original volume component could only add positive value (0 to 1),
creating an inherent bullish bias. TVMC Pro v2 makes the volume
component bidirectional (−1 to +1): high volume on bearish candles
contributes negatively, high volume on bullish candles contributes
positively, and average volume contributes near zero.
█ COMPONENTS & METHODOLOGY
The composite value is calculated as:
TVMC = EMA_s × 100
where each component is normalized to :
• TC (Trend Component)
MACD histogram (adaptive or standard), normalized by its own 100-bar
standard deviation and clamped to .
Adaptive mode uses two custom KAMAs with different speed profiles
instead of fixed EMAs.
• MC (Momentum Component)
RSI centered at zero: (RSI − 50) / 50.
Optionally blended with Stochastic %K (also centered) using a
user-defined RSI/Stochastic weight ratio (default 60/40).
• VC (Volume Component)
Volume / SMA(Volume), capped at a user-defined maximum (default 3×),
then multiplied by candle direction (+1 if close ≥ open, −1 otherwise).
Result: bidirectional volume confirmation in .
• RC (Rating Component)
TradingView's built-in Technical Ratings (26 indicators aggregated),
selectable source: All / MAs only / Oscillators only.
Clamped to .
• VF (Volatility Filter)
ATR / SMA(ATR). Two modes:
— "Reduce": high volatility dampens the signal (noise filter,
recommended). VF = clamp(1/volatility_ratio, 0.3, 1.2).
— "Amplify": original behavior where high volatility amplifies
the signal.
When ADX regime detection is enabled and the market is trending,
VF is boosted by up to 30 % to let trend signals through.
█ WEIGHT SYSTEM
Weights are always auto-normalized to sum = 1.0 regardless of user input.
Three weight layers (applied sequentially):
Layer 1 — Manual weights (user-defined, default 30/30/15/25)
Layer 2 — Adaptive weights (optional)
Measures rolling correlation between each component and 1-bar
price change over a lookback window (default 50 bars).
Components that predicted price direction better recently get
higher weight. Blended with manual weights via a configurable
ratio (Adapt Blend, default 40 %).
Layer 3 — Regime adjustment (optional, requires ADX enabled)
Trending market: Trend weight ×1.25, Momentum weight ×0.75.
Ranging market: Trend weight ×0.75, Momentum weight ×1.25.
Re-normalized after adjustment.
█ SIGNAL LINE & HISTOGRAM
• Signal line: EMA of the TVMC value (default period 9).
• Histogram: TVMC minus Signal line.
Color-coded by momentum: brightening green/red when histogram
is expanding, fading when contracting.
This provides MACD-style crossover signals on the composite itself.
█ MULTI-TIMEFRAME ANALYSIS
When enabled, the indicator calculates TVMC on four additional
user-defined timeframes (default: 15m, 1H, 4H, 1D) and displays:
— Individual TVMC values and bias for each timeframe.
— MTF consensus score (how many timeframes agree on direction).
— MTF bias label (Strong Bull / Bullish / Mixed / Bearish / Strong Bear).
MTF confluence is one of the most statistically reliable filters
for trade direction.
█ DIVERGENCE DETECTION
Automatic detection of:
• Bullish divergence: price makes a lower low while TVMC makes a
higher low → potential reversal up.
• Bearish divergence: price makes a higher high while TVMC makes a
lower high → potential reversal down.
Divergences are detected via pivot points with a configurable lookback
and marked directly on the indicator with triangle markers.
█ CONFIDENCE METRIC
A composite confidence score (0–100 %) based on three factors:
• Directional agreement (50 %): how many of the 4 components share
the same sign.
• Inter-component correlation (25 %): average rolling correlation
between trend, momentum, and volume components.
• Market efficiency (25 %): Kaufman Efficiency Ratio — higher in
trending markets, lower in noisy markets.
High confidence (≥75 %) suggests the signal is well-supported across
multiple analytical dimensions. Low confidence suggests caution with
position sizing.
█ DASHBOARD
An information table showing:
— Each component's effective weight, current value, and status.
— Market regime (ADX value and Trending/Ranging classification).
— Efficiency Ratio value and interpretation.
— Overall TVMC reading and signal strength.
— Confidence score.
— Multi-timeframe values and consensus (when MTF is enabled).
█ DYNAMIC LEVELS
Optional Bollinger Bands calculated on the TVMC output itself
(not on price). These show when the composite is at statistical
extremes relative to its own recent behavior — useful for
identifying overextended readings beyond the fixed ±15/±30 levels.
█ HOW TO USE
Entry signals (from strongest to weakest):
1. TVMC crosses zero line with MTF consensus in the same direction
and confidence ≥ 75 %.
2. Signal line crossover confirmed by Technical Rating agreement.
3. Divergence at extreme levels (beyond ±30).
Risk management considerations:
• High confidence + MTF alignment → larger position size.
• Low confidence or MTF disagreement → smaller size or no trade.
• Divergences at extremes → watch for reversal, tighten stops.
Regime awareness:
• Trending (ADX > threshold): prioritize trend-following signals
(zero-line crosses, breakouts beyond ±30).
• Ranging (ADX ≤ threshold): prioritize mean-reversion signals
(divergences, returns from extreme levels).
█ SETTINGS GUIDE
Levels: Upper/Lower zone thresholds and optional Bollinger Bands.
Trend: MACD parameters and normalization lookback.
Adaptive: Toggle KAMA-based adaptive MACD and ER lookback.
Momentum: RSI length, optional Stochastic blend and ratio.
Volume: MA length and volume ratio cap.
Volatility: ATR parameters and filter mode selection.
Regime: ADX parameters and trending threshold.
Weights: Manual component weights, adaptive weight toggle and blend.
Signal: Signal line and smoothing EMA lengths, timeframe, rating source.
Display: Toggle for each visual element and dashboard position.
MTF: Toggle and four configurable timeframes.
█ LIMITATIONS
• All components (MACD, RSI, Volume, ATR) are inherently lagging.
This indicator does not predict the future.
• Adaptive weights are backward-looking and may overfit to recent
market behavior. Use with caution (disabled by default).
• More parameters means more configuration choices. Default settings
work reasonably across major forex pairs and crypto on 1H–4H
timeframes, but optimization for specific instruments is recommended.
• Volume data quality varies by instrument and exchange.
• MTF calculations add processing overhead (5 security calls total).
█ CREDITS & ATTRIBUTION
• Kaufman Adaptive Moving Average concept: Perry J. Kaufman,
"Trading Systems and Methods" (1995).
• Technical Ratings: TradingView built-in library
(TradingView/TechnicalRating).
• ADX/DMI: J. Welles Wilder Jr., "New Concepts in Technical
Trading Systems" (1978).
• MACD: Gerald Appel (1979).
• RSI: J. Welles Wilder Jr. (1978).
• Stochastic Oscillator: George Lane (1950s).
█ RELEASE NOTES
v2.0 — Major update:
• Added Kaufman Adaptive MACD (replaces fixed EMA).
• Added ADX market regime detection with dynamic weight shifting.
• Added adaptive weight engine (correlation-based auto-tuning).
• Added multi-timeframe analysis (4 configurable TFs).
• Added inter-component correlation analysis.
• Enhanced confidence metric (3-factor composite).
• Dashboard extended with regime, efficiency, and MTF sections.
v1.0 — Initial release:
• Bidirectional volume component (fixed bullish bias).
• Inverted volatility filter (configurable).
• Technical Rating as weighted component.
• Signal line + histogram.
• Divergence detection.
• Bollinger Bands on TVMC.
———————————————————————————————
█ ОПИСАНИЕ (РУССКИЙ)
TVMC Pro v2 — композитный осциллятор, объединяющий четыре рыночных
компонента (тренд, моментум, объём и технический рейтинг TradingView)
в один адаптивный сигнал в диапазоне ±100.
Ключевые отличия от стандартных композитных индикаторов:
• Адаптивный MACD на основе скользящего среднего Кауфмана (KAMA):
автоматически ускоряется в трендах и замедляется в боковиках.
• Определение режима рынка через ADX: в тренде акцент на трендовый
компонент, в боковике — на моментум.
• Двунаправленный компонент объёма: устранено систематическое
смещение вверх оригинальной формулы.
• Адаптивные веса: опциональная автоподстройка весов компонентов
по их недавней предсказательной эффективности.
• Мультитаймфреймовый анализ: расчёт TVMC на 4 дополнительных ТФ
с отображением консенсуса.
• Детекция дивергенций, сигнальная линия с гистограммой,
метрика уверенности и информационная панель.
Подробное описание методологии, настроек и способов применения —
в английской части описания выше.
█ ДИСКЛЕЙМЕР
Данный индикатор предоставляется исключительно в образовательных
и информационных целях. Он не является финансовой рекомендацией
и не гарантирует прибыльность торговли. Прошлые результаты не
гарантируют будущих. Всегда используйте управление рисками.
Pine Script®指標
Trend Smacker V1Unique Value Proposition: Trend Smacker is a proprietary multi-timeframe trend detection system that combines institutional-grade market structure analysis with real-time flip detection technology. Unlike standard moving average or momentum indicators, Trend Smacker employs a sophisticated extreme candle tracking algorithm that identifies precise trend reversal points by monitoring flip candidate candles and their corresponding trigger levels across multiple timeframes simultaneously.
What Makes This Indicator Unique:
Proprietary Flip Detection Engine: Utilizes a real-time extreme candle tracking system that continuously monitors and updates flip candidate candles, establishing dynamic trigger levels (flip trigger high/low) that must be breached for valid trend reversals. This is not based on traditional pivot points or moving average crossovers.
Advanced Valid Swing Detection: Implements a custom validation algorithm with break-of-structure (BOS) confirmation that ensures stop-loss placement at institutional-grade levels, going beyond simple swing high/low detection.
Multi-Timeframe Confluence System: Features an intelligent HTF (Higher Timeframe) flip level tracking mechanism that requires current timeframe flips to align with higher timeframe structure before entry signals trigger. The indicator automatically manages the relationship between 1-minute chart flips and 15-minute structure breaks (or any timeframe combination you configure).
Weakening Trend Detection: Includes a unique danger zone identification system that highlights candles approaching flip trigger levels, providing early warning of potential reversals based on configurable proximity thresholds.
Institutional Entry Logic: Entry signals only trigger when both current timeframe flips occur AND the HTF flip candidate candle level is broken, ensuring alignment with larger market structure—a critical component absent from standard indicators.
Core Features:
Dynamic Flip Trigger System: Real-time tracking of extreme highs/lows with automatic flip trigger level updates
Multi-Timeframe Structure Analysis: Automatic detection of bullish/bearish market structure on both current and higher timeframes using swing point progression analysis
Professional Entry/Exit Management: Automated stop-loss placement using valid swing detection with optional trailing stop functionality
Risk Management Suite: Built-in 1:1, 1:1.5, and 1:2 reward ratio target lines with customizable ratios
Visual State Dashboard: Comprehensive table displaying current bias, flip triggers, market structure, HTF alignment, and bars since last flip
Smart Alert System: Configurable alerts for trend flips, entry signals, MTF confluence, and weakening trend conditions
How It Works:
The indicator monitors price action continuously, identifying flip candidate candles (the most extreme candle in the current trend). When price closes beyond the flip trigger level of the flip candidate candle, a trend flip is confirmed. For entries in MTF mode, the current timeframe must flip in the direction of the higher timeframe bias, AND price must break the HTF flip candidate candle's high/low.
Customization Options:
Adjustable higher timeframe selection for MTF analysis
Configurable flip trigger marker visibility and colors
Customizable weakening trend detection sensitivity
Optional trailing stop system with tick-based configuration
Adjustable target ratios and line styles
Comprehensive color scheme customization
Toggle options for all visual elements
Ideal For:
Futures traders focusing on ES/NQ markets
Intraday traders requiring precise entry/exit signals
Traders seeking institutional-grade market structure analysis
Those implementing multi-timeframe trading strategies
Anyone looking to combine trend following with momentum confirmation
Important Notes:
This indicator works best on liquid markets with clear trend characteristics
Recommended timeframe: 1-minute chart with 15-minute HTF (configurable)
Best results achieved when combining with proper risk management
The indicator provides signals; users must exercise proper trading discipline and risk management
This is a professional-grade tool designed for serious traders who understand market structure and seek precise, rule-based entry signals backed by multi-timeframe confluence.
Pine Script®指標
MTF Valid High's and Low's (Market Structure) V1What This Indicator Does:
MTF Valid Highs and Lows identifies validated swing points across multiple timeframes (1-minute, 5-minute, 15-minute, and 1-hour) and displays them simultaneously on your chart. The indicator uses a validation system that requires price to confirm swing points through break-of-structure (BOS) before marking them as "valid," ensuring only high-quality swing levels are displayed. Validation lines extend from confirmed swing points to show where structural breaks occurred.
Why This Script Is Unique and Original:
While swing high/low detection exists in many forms, this implementation provides four proprietary features that justify closed-source protection:
Break-of-Structure Validation System: Unlike simple pivot detection that marks every swing point, this indicator uses a state-machine validation process requiring price to break a validation level before the next swing is considered confirmed. This eliminates false swings and ensures only structurally significant levels are marked.
Multi-Timeframe Precision Alignment: The indicator displays 5M, 15M, and 1H swings on 1-minute charts with exact bar-level accuracy using time boundary verification and magnetic stacking technology. Labels automatically stack vertically when multiple timeframes identify swings at the same price extreme, preventing visual overlap.
Dynamic Validation Line Tracking: Each validated swing displays a horizontal line showing exactly where the validation (BOS) occurred, with different line styles per timeframe (dotted for 5M, dashed for 15M, solid for 1H). These validation lines update dynamically and include timeframe labels for easy identification.
Native Timeframe Intelligence: The indicator detects your current chart timeframe and renders appropriate signals—native signals on their respective charts (5M on 5M chart, 15M on 15M chart, etc.) and MTF signals when viewing lower timeframes. This creates a seamless multi-timeframe analysis experience.
What Makes This Different From Basic Swing Indicators:
Most swing detection tools simply mark pivots based on lookback periods or use standard pivot functions. This indicator goes further by:
Requiring structural validation (BOS) before confirming swings
Displaying multiple timeframes simultaneously with precise alignment
Using magnetic stacking to prevent label overlap at extremes
Tracking and displaying validation levels with timeframe-specific styling
Operating across any chart timeframe while maintaining accuracy
The combination of validation logic, multi-timeframe precision, magnetic stacking, and dynamic validation lines creates analysis depth not available in standard pivot indicators.
How To Use This Indicator:
Symbol Guide (1-Minute Chart):
● (Small circle): 1-minute validated swing
♦ (Diamond): 5-minute validated swing
★ (Star): 15-minute validated swing
▼/▲ (Arrows): 1-hour validated swing
Color Guide (Default):
Red signals: Validated swing highs (potential resistance)
Green signals: Validated swing lows (potential support)
Orange/Blue: 5M highs/lows
Purple/Yellow: 15M highs/lows
Fuchsia/Aqua: 1H highs/lows
Validation Lines:
Dotted line: 5M validation level (where BOS occurred)
Dashed line: 15M validation level
Solid line: 1H validation level
Lines extend forward with timeframe label (5, 15, 1H)
What "Validation" Means:
A swing is only marked as "valid" after price breaks a validation level in the opposite direction. For example:
After a potential swing high, price must break and close below the validation level (typically a recent bearish candle's high)
After a potential swing low, price must break and close above the validation level (typically a recent bullish candle's low)
This ensures swings represent actual structural shifts, not just temporary extremes.
Trading Applications:
Support and Resistance Identification:
Valid highs = structural resistance levels
Valid lows = structural support levels
Higher timeframe swings carry more weight (1H > 15M > 5M > 1M)
Entry Strategies:
Reversal entries: Enter when price reaches HTF valid swing with rejection confirmation
Continuation entries: Enter on pullbacks to LTF valid swings in direction of HTF trend
Breakout entries: Enter when price breaks through HTF valid swing with volume
Stop Placement:
Place stops beyond the nearest HTF valid swing
1H swings for swing trades
15M swings for day trades
5M/1M swings for scalping
Multi-Timeframe Confluence:
Strongest levels occur where multiple timeframes stack (multiple symbols at same price)
Example: 1M + 5M + 15M all marking same swing high = major resistance
Magnetic stacking ensures these align vertically for easy identification
Trend Analysis:
Series of higher valid lows + higher valid highs = uptrend
Series of lower valid highs + lower valid lows = downtrend
Breaking recent valid swings = potential trend change
Settings Overview:
Timeframe Toggles:
Show/hide 5M, 15M, 1H signals independently
Useful for focusing on specific timeframe relationships
Validation Line Controls:
Show Validation Lines: Master toggle for all validation lines
Show 5M Validation on 1M: Toggle 5M validation lines specifically
Show 15M Validation on 1M: Toggle 15M validation lines specifically
Show 1H Validation on 1M: Toggle 1H validation lines specifically
Validation Line Length: How far forward lines extend (default: 20 bars)
Color Customization:
Each timeframe's high/low colors independently adjustable
Validation line colors (valid high/valid low)
Full flexibility for personal color schemes
Label Size:
Tiny, Small, Normal, Large, Huge
Default: 1M=Tiny, 5M=Normal, 15M=Large, 1H=Huge
Larger timeframes use larger labels for hierarchy
Best Practices:
Chart Selection: Works best on 1-minute charts for full multi-timeframe view, but functions on any timeframe
Confluence Trading: Wait for multiple timeframe swings at same level before trading
Validation Awareness: Check validation lines to understand where structural breaks occurred
Timeframe Hierarchy: Respect higher timeframe swings over lower timeframe
Historical Limits: 1-minute charts have limited history (varies by plan)—use 5-minute charts for deeper back testing.
Common Trading Scenarios:
Swing High Rejection:
Price reaches 15M or 1H valid swing high
Rejection candle appears
Enter short targeting lower valid swing
Swing Low Bounce:
Price reaches 15M or 1H valid swing low
Bullish reversal candle appears
Enter long targeting upper valid swing
Validation Break:
Price breaks validation line
Indicates potential for new swing formation
Watch for continuation or reversal
Stacked Confluence:
Multiple timeframe symbols stack at same extreme
Strongest support/resistance zone
High-probability reversal area
Timeframe-Specific Usage:
1-Minute Chart (Recommended):
See all timeframes simultaneously
Best for day trading and scalping
Full multi-timeframe context
5-Minute Chart:
Native 5M signals display
More historical data available
Good for position day trading
15-Minute Chart:
Native 15M signals display
Swing trading perspective
Cleaner, less frequent signals
1-Hour Chart:
Native 1H signals display
Position/swing trading
Major structural levels only
What This Script Does NOT Do:
Anticipate future swing locations (shows validated swings only)
Provide entry/exit signals (reference framework for analysis)
Work equally on all timeframes (optimized for 1M-1H range)
Displays unverified swings (requires BOS confirmation)
Important Notes:
Historical Data Limits: 1-minute charts have limited historical data (varies by TradingView plan)
Validation Requirement: Swings only appear AFTER validation—not in real-time at extremes
Magnetic Stacking: When multiple timeframes identify swings near same price, labels automatically stack vertically
Bar Replay Compatible: Works with bar replay for backtesting strategies
Best on liquid instruments (ES, NQ, major equities/crypto)
Pine Script®指標
Opening Range Rotations V1What This Indicator Does:
Opening Range Rotations displays dynamic support and resistance levels based on the opening range (first period of the trading session) with fixed-point rotation levels extending above and below. The indicator automatically detects your instrument (ES or NQ futures) and applies appropriate rotation intervals, creating a structured framework of price levels that traders use for intraday decision-making.
Why This Script Is Unique and Original:
While opening range concepts exist in trading, this implementation provides three proprietary features that justify closed-source protection:
Multi-Timeframe Opening Range Capture: The indicator uses cross-timeframe analysis to capture the opening range from its native timeframe (30 seconds to 60 minutes) regardless of your chart timeframe. You can view 1-minute opening range levels on a 5-minute chart, or 30-second OR levels on a 1-minute chart—maintaining accuracy across any viewing timeframe.
Automatic Instrument Detection and Calibration: The system automatically identifies whether you're trading ES, MES, NQ, or MNQ futures and applies the correct rotation intervals without manual configuration.
ES/MES uses 15-point rotations with 4-point paylines;
NQ/MNQ uses 65-point rotations with 10-point paylines.
This automatic calibration eliminates setup errors.
Dynamic Payline System: Beyond standard rotation levels, the indicator includes "paylines"—specific offset levels (ES: 4pts, NQ: 10pts) from the opening range high/low that represent institutional profit targets. These levels are automatically calculated and positioned based on instrument detection.
Session-Aware Level Management: Levels automatically reset at each session start and only display during active trading hours (customizable), preventing chart clutter during overnight sessions while maintaining historical reference when needed.
What Makes This Different From Basic OR Indicators:
Most opening range tools simply draw two lines (high/low) and maybe some static levels. This indicator goes further by:
Capturing OR from any timeframe via cross-timeframe requests
Auto-detecting instrument type and applying correct rotation sizes
Including institutional payline levels (not just arbitrary rotations)
Managing level display based on session times
Providing numbered rotation references (+1, +2, -1, -2, etc.)
Offering midline calculations for OR balance point
The combination of multi-timeframe capture, automatic calibration, paylines, and session management creates functionality not available in basic OR scripts.
How To Use This Indicator:
Understanding the Levels:
OR High (Green): Top of opening range period
OR Low (Red): Bottom of opening range period
OR Mid (Yellow): Midpoint—acts as balance point for the session
Paylines (Bright Green/Red): First profit target levels (ES: 4pts, NQ: 10pts from OR)
Rotation Levels (White): Fixed-point intervals above/below OR (ES: 15pts, NQ: 65pts)
Level Numbering:
+1, +2, +3: Rotations above OR High (bullish levels)
-1, -2, -3: Rotations below OR Low (bearish levels)
Numbers indicate how many rotation intervals away from OR
Trading Applications:
Opening Range Breakout:
Price above OR High = bullish bias, target +1, +2 rotations
Price below OR Low = bearish bias, target -1, -2 rotations
OR Mid acts as decision line when inside range
Rotation Level Trading:
Use rotations as profit targets (take profits at +1, +2, etc.)
Use rotations as reversal zones (fade extremes at +3, +4)
Watch for rejection wicks at rotation levels
Payline Strategy:
First target after OR breakout
ES: 4 points from OR High/Low
NQ: 10 points from OR High/Low
High-probability quick scalp zone
Range-Bound Days:
Price oscillating between OR High and OR Low
Use OR Mid for directional bias
Above mid = long bias, below mid = short bias
Fade extremes back to midline
Settings Overview:
Opening Range Settings:
Period: 30 seconds, 1min, 5min, 15min, 30min, or 60min
Session Time: When OR begins (default 8:30am Central)
Rotation Settings:
Number of Rotations: How many levels above/below OR (1-10)
Default: 5 levels each direction
Payline Settings:
Toggle paylines on/off
Automatically sized (ES: 4pts, NQ: 10pts)
Display Options:
Line Style: Solid, dashed, or dotted
Show Labels: Toggle price labels and rotation numbers
Label Size: Tiny, small, normal, or large
Show OR Midline: Toggle center line
Show Rotation Numbers: Toggle +1, -1 notation
Color Customization:
OR High color (default green)
OR Low color (default red)
OR Mid color (default yellow)
Payline colors (bullish/bearish)
Rotation colors (bullish/bearish)
Trading Hours:
Set active display hours (default 8:30am-3:00pm Central)
Levels hide outside trading hours to reduce clutter
Best Practices:
Timeframe Selection: Works on any chart timeframe, but 1-5 minute charts most common for day trading
OR Period: 1-minute OR for scalping, 5-15 minute OR for position trading
Rotation Count: 3-5 rotations typically sufficient, more for trending days
Confluence: Combine with volume, order flow, other structure for confirmation
Session Timing: Most relevant during RTH (Regular Trading Hours)
Common Trading Scenarios:
Breakout Above OR:
Enter on close above OR High
Target Payline, then +1, +2 rotations
Stop below OR Low
Breakout Below OR:
Enter on close below OR Low
Target Payline, then -1, -2 rotations
Stop above OR High
Range Day:
Sell OR High, buy OR Low
Take profits at OR Mid
Avoid if volatility is low
Trending Day:
After initial breakout, rotations become support/resistance
Pullbacks to previous rotation = continuation entries
Failure to reach next rotation = trend weakening
Alert Conditions:
Price Above OR High: Alerts when price crosses above opening range high
Price Below OR Low: Alerts when price crosses below opening range low
Instrument Support:
ES / MES: 15-point rotations, 4-point paylines
NQ / MNQ: 65-point rotations, 10-point paylines
Other instruments: Defaults to ES settings (can be used but not optimized)
What This Script Does NOT Do:
Predict whether price will break up or down (shows levels only)
Provide entry/exit signals (reference framework for discretionary trading)
Adapt rotation size to volatility (fixed intervals per instrument)
Work on all instruments equally (optimized for ES/NQ futures only)
Important Notes:
Opening range captures the FIRST bar of the specified OR period only
Levels reset each new session automatically
Multi-timeframe capture ensures accuracy regardless of chart timeframe
Best results on liquid futures during RTH
Not a complete trading system—requires additional analysis and risk management
Pine Script®指標
Secret Sauce Signals V1Unique Value Proposition: Secret Sauce is a proprietary signal generation system that combines hidden institutional expansion levels with multi-timeframe flip detection to identify high-probability reversal points. Unlike traditional support/resistance or PDH/PDL indicators that simply draw lines, Secret Sauce employs a sophisticated price proximity detection algorithm that triggers signals only when trend flips occur WHILE price is actively touching specific expansion zones—a critical confluence factor that dramatically improves signal quality.
What Makes This Indicator Unique:
Proprietary Line System: Utilizes hardcoded institutional expansion levels from Previous Day High/Low that are NOT visible to users. Signals only trigger when price touches these hidden "secret sauce" levels simultaneously with a trend flip, creating a high-conviction entry system not found in standard PDH/PDL indicators.
Dual Strategy Architecture:
Secret Sauce Strategy: Generates buy/sell signals when trend flips occur AT hidden expansion levels (buying dips at secret support, selling rips at secret resistance)
MTF Day Trading Strategy: Auto-selects optimal higher timeframes based on chart period and generates signals when HTF flip is confirmed by LTF flip in the same direction
ATP (Add To Position) Logic: Intelligent signal clustering system that identifies when multiple signals occur within proximity (15 bars), automatically flagging additional entries as "ATP" signals rather than new positions—crucial for proper position sizing.
Auto-Adaptive HTF Selection: Unlike fixed-timeframe MTF indicators, Secret Sauce automatically selects the optimal higher timeframe based on your chart period:
1min chart → 15min HTF (15x multiplier)
5min chart → 45min HTF (9x multiplier)
15min chart → 45min HTF (3x multiplier)
30min+ → Higher timeframes accordingly
Strict Confluence Requirement: Signals only appear when flip detection AND secret level touch occur simultaneously (current bar must touch secret level while flip is happening)—not before, not after. This eliminates the weak signals produced by indicators that trigger on proximity alone.
Core Features:
Hidden Expansion Level System: Proprietary calculation of alpha lines at specific percentages above PDH and below PDL (levels are calculated but never displayed to maintain edge)
Integrated Trend Flip Detection: Real-time flip candidate tracking with dynamic flip trigger level updates (same engine as Trend Smacker)
Dual Signal Types: Choose between Secret Sauce (high-conviction reversals), MTF Day Trading (timeframe alignment), or Both strategies simultaneously
Smart ATP Detection: Automatically identifies follow-up signals within 15-bar proximity and labels them as "Add To Position" entries
Tolerance Adjustment: Configurable sensitivity (0.01%-0.15%) for secret level proximity detection
Visual Dashboard: Real-time display of chart timeframe, selected HTF, and current HTF bias
How It Works:
Secret Sauce Strategy: The indicator calculates Previous Day High/Low each day, then generates hidden expansion levels at proprietary percentages above and below these levels. When price action creates a trend flip (bearish to bullish or vice versa) AND the current candle is touching one of these secret levels, a signal triggers. Buy signals appear at negative expansions below PDL (buying institutional support), while sell signals appear at positive expansions above PDH (selling institutional resistance). The strict requirement for SIMULTANEOUS flip + level touch ensures only the highest quality setups generate signals.
MTF Day Trading Strategy: The indicator monitors a higher timeframe for trend flips (auto-selected based on your chart period). When the HTF flips bullish, the indicator waits for the current chart timeframe to also flip bullish—when this alignment occurs, a buy signal is generated. The reverse applies for bearish setups. This ensures entries are backed by both micro and macro trend alignment.
ATP System: When a primary signal triggers (BUY or SELL), the system tracks subsequent signals within 15 bars. If another signal occurs in the same direction within this window, it's labeled "ATP" instead of generating a new primary signal—helping traders properly scale into positions rather than over-leveraging.
Customization Options:
Strategy Selection: Choose Secret Sauce, MTF Day Trading, or Both
Secret Sauce Tolerance: Adjust proximity sensitivity (0.01-0.15%)
HTF Mode: Auto-select (recommended) or manual HTF selection
Color Schemes: Separate customization for Secret Sauce signals (green/red/orange) and MTF signals (purple/orange)
Alert Configuration: Toggle alerts for buy signals, sell signals, or both
Visual Elements: Customize text colors, signal colors, and label styles
Ideal For:
Day traders seeking high-conviction reversal entries
Scalpers looking for institutional support/resistance confluence
Swing traders wanting to enter at optimal levels
Multi-timeframe traders requiring alignment confirmation
Traders who value quality over quantity in signal generation
Signal Types Explained:
BUY (Green): Secret Sauce bullish flip at hidden support level
SELL (Red): Secret Sauce bearish flip at hidden resistance level
ATP (Orange): Add-to-position signal within 15 bars of primary signal
BUY (Purple): MTF strategy - HTF bullish confirmed by LTF bullish flip
SELL (Orange): MTF strategy - HTF bearish confirmed by LTF bearish flip
Important Notes:
Secret Sauce levels are calculated but intentionally never displayed to protect the edge
Signals are designed for quality, not quantity—expect fewer but higher-probability setups
Works best on liquid futures markets (ES, NQ, YM, RTY)
MTF strategy auto-selects optimal HTF ratios for your chart timeframe
ATP signals help with proper position scaling and risk management
Previous Day High/Low resets daily using session boundaries
This is a professional signal generation system designed for serious traders who understand that confluence between multiple factors (trend direction, institutional levels, timeframe alignment) creates the highest-probability trade opportunities.
Pine Script®指標
PulseGrid DashboardPulseGrid is a structured multi-asset monitoring and allocation framework designed to evaluate momentum persistence, risk efficiency, and capital distribution across up to 12 instruments.
This tool implements a long-only, equal-weight allocation model with systematic cash fallback when no assets satisfy the selection criteria.
All computations are based strictly on historical data.
No forward-looking bias is used.
Framework Overview
For each selected asset, PulseGrid computes:
• Impulse – Volatility-normalized momentum adjusted for participation
• Return % – Cumulative log return over a defined horizon
• Sharpe Ratio – Annualized mean-to-volatility ratio
• Sortino Ratio – Downside deviation-adjusted return
• Omega Ratio – Positive-to-negative return distribution ratio
• Max Drawdown % – Peak-to-trough equity contraction
• Volatility % – Annualized standard deviation
All risk statistics are derived from rolling log-return distributions.
Allocation Logic
The model operates under a deterministic selection rule:
Impulse = ROC × Participation ÷ ATR%
An asset becomes eligible for allocation only if:
Impulse > Threshold
Allocation mechanics:
• Equal capital distribution across all eligible assets
• Zero allocation to non-qualifying assets
• Full capital preservation (cash) when no assets qualify
There is no short exposure in this framework.
Methodological Notes
• Risk metrics are annualized using timeframe-adjusted scaling
• Returns are computed via cumulative log-return aggregation
• Equity updates occur on completed bars only
• No intrabar signal execution
The objective is not signal generation, but structured capital rotation based on measurable persistence and risk-adjusted behavior.
Intended Use
PulseGrid is designed for:
• Systematic asset comparison
• Risk normalization across heterogeneous instruments
• Allocation research
• Momentum persistence evaluation
It is not designed as a discretionary signal generator.
Disclaimer
This indicator is provided strictly for educational and research purposes.
It does not constitute financial advice, investment advice, or a solicitation to trade any asset.
All outputs are derived from historical price data.
Historical performance does not imply future results.
The author makes no guarantee regarding accuracy, completeness, or profitability.
Trading and investing involve substantial risk, including potential loss of capital.
Users are solely responsible for execution, capital allocation, and risk management decisions.
Islamic Disclaimer
This script does not certify the permissibility (halal status) of any asset.
Assessment of Shariah compliance depends on:
• The structure of the underlying asset
• The presence of interest-based mechanisms
• Leverage and margin usage
• Derivative exposure
• Debt and sector considerations
This tool does not perform Shariah screening.
Verification of compliance according to your own scholarly guidance remains your responsibility.
Pine Script®指標
Volume-Based Moving AverageTitle:
Volume-Based Moving Average
Description:
The Volume-Based Moving Average is a versatile tool that calculates price averages based on cumulative traded volume, highlighting the price levels where significant market participation has occurred. By combining volume-weighted averages with slope confirmation, it helps traders detect trending conditions and potential reversals in real time.
Key Features:
• Volume- Based Average: Computes moving averages based on a volume-period lookback.
• Multi-Source Flexibility: Supports different price inputs, including Close, HL2, HLC3, OHLC4, or High & Low, giving traders control over calculation style.
• Slope Confirmation: Detects sustained upward or downward trends by confirming slope direction over multiple bars, reducing noise from short-term fluctuations.
• Dynamic Coloring: Average lines change color based on trend direction, providing instant visual cues for bullish or bearish momentum.
Inputs & Settings:
• Target Volume for cumulative calculation
• Price Source options (Close, HL2, HLC3, OHLC4, High & Low)
• Slope Confirmation Bars to determine sustained trend direction
• Color customization based on trend slope
Usage:
This indicator helps traders:
• Identify key price levels supported by high trading volume
• Spot emerging bullish or bearish trends based on slope confirmation
• Filter out short-term noise in fast-moving markets
• Enhance trend-following or volume-based trading strategies
• Explore the market from a new, original perspective
How to Calibrate:
1. Open your preferred trading timeframe
2. Use the following volume amounts to get a ballpark estimate for your trading speed: 1,000,000; 500,000; 250,000; 100,000; 50,000; 25,000; 10,000; 5,000
3. Adjust to personal preference.
Technical Notes:
• If the moving average does not adjust and is anchored to candles, the broker you are using may not be providing the volume data needed for this to work. Try switching to a different broker for your instrument.
• If the moving average does not show at all, your volume input needs to be reduced (depends on amount of loopback data your broker provides. Again, you may need to check out a different broker if this issue occurs.
• Designed for standard OHLC charts; non-standard chart types may produce inconsistent results.
• Past signals do not guarantee future market behavior; always combine with proper risk management.
• Experiment with volume calibration before using in live trades.
Pine Script®指標
Institutional Value Relocation VerdictSummary in one paragraph
Value Relocation Verdict ARD is an acceptance versus rejection classifier for liquid instruments on intraday to daily timeframes. It helps you act only when multiple conditions align after price pushes beyond a boundary. It is original because it treats every break as a probe and scores whether value is relocating using a break anchored VWAP relocation metric fused with time outside, extension, outside volume share, pullback quality, and failure velocity back into value. Add it to a clean chart, read the compact decision table, and use the visuals or alerts. Shapes can move while the bar is open and settle on close. For conservative alerts select on bar close.
Scope and intent
• Markets. Major FX pairs, index futures, large cap equities, liquid crypto
• Timeframes. One minute to daily
• Default demo used in the publication. NQ1! on 15 minute
• Purpose. Prevent trading raw breakouts and raw fades before the market proves acceptance or rejection
• Limits. This is an indicator. It does not place orders and does not simulate fills
Originality and usefulness
This is not a mashup of common indicators. It is a state machine that measures what happens after a boundary is breached.
• Unique concept or fusion. Breaks are treated as probes and classified by value relocation using break anchored VWAP plus behavioral metrics outside the boundary
• What failure mode it addresses. False starts in chop, one bar breakouts that reverse, and fades taken too early when value is actually relocating
• Testability. The table shows the live decision, the two competing scores, and the driver metrics so users can verify why a suggestion appears
• Portable yardstick. All distances are normalized in ATR units so thresholds travel better across symbols
• Protected scripts. Public open source, implementation visible
Method overview in plain language
Base measures
• Range basis. True Range smoothed with ATR over ATR length
• Value basis. Session anchored VWAP defines a value center, with a configurable VWAP band as the value zone
Components
• Boundary selection. Choose prior day high and low, opening range, prior week high and low, VWAP band edges, or custom levels
• Probe state. A probe begins when price crosses a boundary. The boundary is frozen for the probe so time outside and velocity are measured consistently
• Acceptance score. A 0 to 100 score built from closes outside, max extension beyond the boundary, outside volume ratio, break anchored VWAP relocation, defense touches, expansion context, and a pullback penalty
• Rejection score. Evaluated only when price re enters the boundary. It fuses sweep size, snapback depth, fail velocity, speed of re entry, RVOL, compression context, and a value zone re entry bonus
• Context regime. A light regime classifier uses session VWAP slope and a higher timeframe EMA slope to bias acceptance slightly in trend direction and boost rejection slightly in ranges
• Session windows optional. Session follows the exchange time of the chart. Verify when changing symbol or venue
Fusion rule
• Two separate scores are maintained during a probe: Acceptance score and Rejection risk
• During the probe, the table shows a Lean decision based on the score spread: Acceptance score minus Rejection risk
• Thresholds for ACC and REJ are explicit in Inputs and the drivers are visible in the table
Signal rule
• ACC Up appears when a probe above the boundary reaches acceptance score threshold for the configured confirm bars, closes remain outside the buffer, and chase distance is not excessive
• ACC Down is symmetric for probes below the boundary
• REJ Up appears when price re enters the boundary after probing above and rejection score meets its threshold
• REJ Down is symmetric for probes below the boundary
• WAIT shows when no probe is active or when neither side has a clear edge
What you will see on the chart
• Active boundary line. Thick line at the frozen probe boundary
• Value zone. Optional VWAP band fill and optional VWAP lines for context
• Probe band. Optional thin band around the boundary equal to the outside buffer
• Break VWAP. Optional line during the probe that shows break anchored VWAP
• Markers. ACC and REJ markers on the bar where the model resolves
• Optional plan overlay. Entry, stop, and target lines for the last resolved signal, informational only
• Compact table. A decision dashboard with Lean, State, Regime, ACC score, REJ risk, and the drivers
Table fields and quick reading guide
• Decision. Lean ACC, Lean REJ, or Wait
• State. Idle, Probe Above, Probe Below, Waiting Levels, or Out of Session
• Regime. Trend Up, Trend Down, or Range
• ACC Score. 0 to 100 plus a bar gauge
• REJ Risk. 0 to 100 plus a bar gauge
• Boundary. Frozen boundary price during the probe
• Value VWAP. Session anchored VWAP price
• Outside. Closes outside count versus Accept min closes outside
• Delta. ACC Score minus REJ Risk, used to express separation
• Drivers shown by preset. Extension ATR, Reloc ATR, Out Vol, Pull ATR, RVOL, Fail Vel, Sweep ATR, Snap ATR, Expansion, Compression
Reading tip. When Session is ON and Delta shows clear separation, outcomes tend to be easier to manage than when both scores are similar.
Inputs with guidance
Setup
• Theme. Dark or Light. Matches chart background for readability
• Preset. Minimal, Standard, Pro. Minimal is the clean chart default
• Session and Require session. Typical use is ON for index futures and intraday equity sessions
• Cooldown bars. Typical range 0 to 15. Higher reduces clustered probes
• Max probe bars. Typical range 20 to 120. Lower avoids stale probes
• Decision delta. Typical range 10 to 25. Higher demands more separation before leaning
Levels
• Mode. Prev Day HL, Opening Range, Prev Week HL, VWAP Band, Custom
• Opening range minutes. Typical 15 to 60 on intraday charts
• Break trigger. Close is more conservative. Wick is earlier but noisier
• VWAP band width ATR. Typical 0.5 to 1.5
• Custom upper and Custom lower. Only active in Custom mode. Both must be greater than 0 and upper must be greater than lower
Scoring
• Outside buffer ATR. Typical 0.05 to 0.30. Higher requires stronger closes outside
• Accept min closes outside. Typical 3 to 10. Higher confirms slower relocations
• Accept min extension ATR. Typical 0.6 to 1.8. Higher demands stronger expansion
• Accept min outside volume ratio. Typical 0.45 to 0.80. Higher demands conviction
• Accept min relocation ATR. Typical 0.10 to 0.50. Higher demands value shift beyond the boundary
• Accept max pullback ATR. Typical 0.30 to 1.00. Lower penalizes weak holding
• Accept confirm bars. Typical 1 to 3. Higher reduces one bar acceptance
• Accept score threshold. Typical 60 to 85
• Accept max chase distance ATR. Typical 0.8 to 2.0. Lower avoids late entries
• Defense touches needed and defense touch distance ATR. Use 0 to disable. Typical 1 to 2 touches, 0.15 to 0.35 distance
Rejection scoring
• Reject max closes outside before re entry. Typical 2 to 6. Lower demands fast failure
• Reject min fail velocity. Typical 0.3 to 1.0. Higher demands sharper failure
• RVOL length and reject min RVOL. Typical 20 and 1.1 to 1.8
• Reject min sweep ATR and reject min snapback ATR. Typical sweep 0.25 to 0.80, snap 0.10 to 0.50
• Reject score threshold. Typical 60 to 85
Context
• Context timeframe. Typical 15, 30, or 60 minutes for intraday
• Context EMA length. Typical 34 to 100
• VWAP slope bars and trend slope threshold. Typical 4 to 12 bars, threshold 0.05 to 0.15
• Bias scores by regime. ON by default. Turn OFF if you want pure probe math only
UI
• Show signals, probe band, value fill, value lines, signal labels
• Table position and table size
Clean default. Minimal preset with value fill ON, value lines OFF, and labels OFF
Usage recipes
Intraday trend focus
• Preset Standard
• Context timeframe 30
• Bias scores by regime ON
• Accept score threshold 75
• Reject score threshold 80
• Break trigger Close
• Decision delta 20
Intraday mean reversion focus
• Preset Standard
• Mode Prev Day HL or Opening Range
• Bias scores by regime ON
• Reject max closes outside 3
• Reject min sweep 0.35 and snapback 0.20
• Reject score threshold 70
• Decision delta 15
Swing continuation
• Timeframe 60 minutes to 4 hours
• Context timeframe 1 day
• Increase Accept min closes outside and Accept confirm bars
• Increase Max probe bars
• Use Close trigger
• Raise Decision delta
Realism and responsible publication
• No performance claims. Past results never guarantee future outcomes
• No certainty about the future
• Intrabar motion reminder. Shapes can move while a bar forms and settle on close
• Standard candles are recommended. Non standard chart types change OHLC and can alter the meaning of sweeps and snapbacks
Honest limitations and failure modes
• Economic releases and thin liquidity can invalidate sweep and relocation behavior
• Gap heavy symbols can distort intrabar probe stats on small timeframes
• Very quiet regimes reduce score separation. Consider longer windows or higher thresholds
• Session windows use the exchange time of the chart
• Custom mode requires valid upper and lower values or the script will wait
Open source reuse and credits
• None
Legal
Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs.
Pine Script®指標
Ultimate RegimeUltimate Regime | MisinkoMaster
Ultimate Regime is an advanced market environment classification tool designed to identify whether an asset is currently operating in a trending or mean-reverting regime. Instead of focusing on entry signals, the indicator concentrates on answering a more fundamental question: what type of market are we trading right now?
By continuously evaluating market structure, volatility behavior, and directional persistence, the script provides a unified regime view that helps traders adapt strategy selection, risk management, and trade expectations to current conditions.
This makes Ultimate Regime particularly valuable for traders using multiple systems, algorithmic frameworks, or discretionary approaches that perform differently depending on market state.
Core Concept
Markets alternate between expansion phases where directional movement dominates and contraction phases where price oscillates around equilibrium. Strategies built for one condition often underperform in the other.
Ultimate Regime solves this by aggregating several environment measurements into a single regime score that expresses whether the market currently favors:
• Trend continuation strategies
• Breakout participation
• Momentum trading
or instead
• Range trading
• Mean reversion strategies
• Oscillation-based setups
The indicator therefore acts as a decision filter rather than a trade trigger.
Key Features
Unified regime classification combining multiple market characteristics
Automatic detection of trending vs mean-reverting environments
Smooth regime transitions to reduce noise and false flips
Visual histogram representing regime strength
Automatic chart candle coloring based on environment
On-chart regime change labeling for clarity
Configurable lookback and smoothing controls
Works across all timeframes and asset classes
Suitable for discretionary and systematic traders
Designed for integration into multi-indicator workflows
How It Works (Conceptual)
Instead of relying on a single measurement, Ultimate Regime evaluates several dimensions of market behavior simultaneously, such as:
• Price expansion versus contraction
• Volatility shifts
• Directional persistence
• Structural movement characteristics
These components are normalized and combined into a composite regime value. The result is then smoothed to ensure regime changes reflect genuine environment shifts rather than short-term fluctuations.
When the combined regime value turns positive, the market is considered to favor directional movement. When it turns negative, price behavior favors oscillation and mean reversion.
The internal weighting and transformation methods remain proprietary in the invite-only version.
Regime States Explained
Trending Regime
Indicates directional dominance where price tends to move persistently in one direction. Momentum and breakout systems typically perform better under these conditions.
Mean Reverting Regime
Indicates oscillatory behavior where price frequently returns toward equilibrium zones. Range strategies and reversal setups often become more effective.
Neutral Transitions
Short transition periods may occur during regime changes as the environment reorganizes before committing to a dominant state.
Visual Components
Regime Histogram
A histogram displays regime strength and direction, making it easy to gauge whether trending or reverting behavior dominates.
Colored Candles
Price candles automatically change color according to regime classification, allowing instant environment recognition directly on the chart.
Regime Change Labels
Labels appear when regime shifts occur, helping traders visually track transitions between trending and mean-reverting phases.
Reference Thresholds
Visual guide levels help users understand regime extremes and neutral zones.
Inputs Overview
Source
Selects the price data used for regime analysis.
High-Low Difference Lookback
Controls how far back structural price expansion is evaluated.
ATR Lookback
Adjusts how volatility expansion or contraction is measured.
Standard Deviation Lookback
Defines the evaluation window for statistical price dispersion.
ADX Lookback
Controls directional persistence measurement sensitivity.
Smoothing Period
Applies smoothing to regime calculations, balancing responsiveness and stability.
Higher smoothing reduces noise but delays regime changes. Lower smoothing reacts faster but may increase regime flipping.
Usage Guidelines
Use Ultimate Regime as a strategy filter rather than a direct entry signal.
Trending regime environments generally favor:
• Breakout systems
• Momentum entries
• Trend-following approaches
• Pullback continuation trades
Mean-reverting environments generally favor:
• Range trading
• Support and resistance reversals
• Oscillation strategies
• Counter-trend setups
Regime analysis works best when combined with entry and risk tools rather than used standalone.
Practical Applications
Strategy selection switching between trend and range systems
Position sizing adjustments based on environment strength
Filtering trades that conflict with prevailing market behavior
Algorithmic system optimization
Portfolio regime monitoring
Timeframe alignment analysis
Parameter Tuning Notes
Lower lookback values increase responsiveness but may produce faster regime changes.
Higher lookback values stabilize regime detection for swing or position trading.
Short smoothing periods work better for intraday trading.
Longer smoothing periods help long-term traders avoid noise.
Optimal settings vary by asset volatility and timeframe.
Best Practices
Combine regime detection with price structure and confirmation tools.
Avoid forcing trend systems in reverting environments and vice versa.
Use regime awareness to improve trade selection discipline.
Backtest strategies separately for trending and mean-reverting periods.
Summary
Ultimate Regime provides a structured and adaptive view of market conditions by classifying whether the environment favors trend continuation or mean reversion. By separating environment analysis from trade signals, traders gain clarity in strategy selection and improve consistency across changing market conditions.
The invite-only version preserves proprietary calculation methods while delivering a robust regime detection framework suitable for discretionary traders, system developers, and algorithmic strategies alike.
Pine Script®指標
ARVEX Scenario EngineARVEX Scenario Engine is a scenario-based market context tool that builds a locked “probability corridor” and dual target zones using recent swing behavior and volatility.
It is designed for market analysis and context. It does not provide financial advice and should not be used as a standalone decision system.
⸻
What you see on the chart
• Probability Corridor (LOCK): a forward corridor that stays fixed until price touches the top/bottom boundary
• Inner/Outer corridor bands: median vs. extreme swing expectations (volatility-aware)
• Dual Target Zones:
• Z1 = conservative target zone
• Z2 = aggressive target zone
• Dynamic themes & gradients: Neo / Ice / Sunset styling
• Touch markers (optional): TOP / BOT labels when a boundary is confirmed
• Info label: quick explanation + corridor state
⸻
How it works (high level)
• Detects validated swing pivots (with an ATR-based noise filter)
• Learns typical move size + duration from recent swings (median + upper percentile)
• Projects a forward corridor whose width adapts to volatility and learned swing stats
• Optional EMA trend bias can make the corridor asymmetric (more room in trend direction)
• The corridor is locked until:
• price touches TOP/BOT (wick or close, configurable), or
• the corridor expires after N bars
• On touch/expiry, the engine anchors a new reference point and rebuilds the scenario
⸻
Settings (quick guide)
• Learning Swings: more = smoother / slower adaptation
• Min Swing Filter (ATR x): higher = fewer pivots / less noise
• Expire After Bars: how long the scenario stays active without a touch
• Touch Mode: wick = more sensitive, close = stricter confirmation
• Targets: Z1/Z2 widths and multipliers control conservative vs aggressive zones
⸻
Alerts (optional)
If enabled, alerts can notify when:
• the corridor TOP is touched (new analysis anchor)
• the corridor BOTTOM is touched (new analysis anchor)
⸻
Notes / Disclaimer
This tool visualizes scenario frameworks based on past swing behavior. Outcomes are probabilistic and vary by symbol/timeframe. Always use your own confirmation and risk controls.
Pine Script®指標
PrecisionVWAPZonesPrecisionVWAPZones — Adaptive 3-Layer VWAP Zone Engine
The main image is TESLA on 2.09.26. The indicator is best used along side your favorite signal generator.
Full Description
PrecisionVWAPZones (PVWZ) is a context-first VWAP zone indicator built for intraday traders who need to understand where price sits relative to fair value — and how that context changes based on what they're trading and when.
Unlike standard VWAP band indicators that apply fixed standard deviation multipliers, PVWZ uses a three-layer adaptive engine to calculate zone widths that respond to real market conditions:
How It Works
Layer 1 — Deviation Baseline
The foundation of each zone is built from historical VWAP deviation, not fixed standard deviations. An EMA of the absolute distance between price and VWAP establishes how far price typically strays on the current instrument. This produces bands that are proportional to actual trading behavior rather than theoretical statistics. Alternative modes (StDev and ATR-only) are available for traders who prefer different calculation methods.
Layer 2 — Volatility Factor
A ratio of current ATR to its longer-term average measures whether today's volatility is above or below normal. This factor scales the zone widths wider during volatile sessions and tighter during quiet ones. Instrument-specific clamps prevent the bands from expanding or contracting beyond reasonable bounds — a micro cap won't see the same volatility scaling as an ETF.
Layer 3 — Time-of-Day Weighting
Configurable weights for the open (9:30–10:15), midday (11:00–2:00), late session (3:00–4:00), and all other periods allow the zones to reflect the well-documented intraday volatility pattern. Bands widen during the opening range when moves are larger and compress during the midday lull.
Zone Structure
The three layers combine to produce a single adaptive width, which is then scaled into three zone pairs:
Value Zone (gray) — The area around VWAP where price spends most of its time. Trading within this zone suggests fair value and balanced conditions.
Stretch Zone (orange above / green below) — Price has moved meaningfully away from VWAP. These levels often act as support/resistance and represent areas where mean reversion becomes more probable.
Extreme Zone (red) — Statistically unusual extension from VWAP. Price reaching these levels suggests overextension and higher probability of a pullback, though strong trends can sustain extreme readings.
How Traders Use PVWZ
PVWZ provides context for three common intraday setups:
Discount Zone Mean Reversion — When price drops into the stretch or extreme discount zones (green/red below VWAP), it signals that price has moved significantly below fair value. Traders who favor mean reversion watch for signs of stabilization in these zones as potential long entries, targeting a move back toward VWAP. The deeper into the discount zones price travels, the more statistically stretched the move — but confirmation from price action or other indicators is important, as strong downtrends can sustain extreme readings.
📸 UUUU 2/10/26 — Price sells off into the extreme discount zone. The label reads EXTREME DISCOUNT with MKT: DOWNTREND and LOW VOL, confirming the extended move during a quiet session:
VWAP Retest After Breakout — When price breaks above VWAP and enters the upper stretch zone, then pulls back to retest VWAP or the upper value zone boundary, traders look for VWAP to act as support. A successful hold at VWAP after previously trading above it can indicate that buyers are defending fair value, offering a potential continuation entry with a defined risk level (failure of the VWAP hold).
📸 UUUU 2/9/26 — Price breaks above VWAP into the value zone after a premarket discount. The label shifts to ZONE: VALUE with MKT: UPTREND as buyers take control:
Breakout Through Upper Zones — When price moves through the value zone into the stretch zone with momentum, particularly when Shock Mode activates and widens the bands, it can indicate a legitimate breakout rather than a mean reversion setup. In these cases, the expanding zones help frame the move — if price sustains in the stretch zone rather than immediately reverting to value, it suggests the breakout has legs. The extreme zone then becomes the next reference level to watch.
📸 UUUU 2/9/26 — Price pushes through value into stretch premium. The label reads STRETCH PREMIUM with MKT: UPTREND and HIGH VOL as the breakout extends:
📸 UUUU 2/9/26 — Continuation into mild premium. Price holds above VWAP in the upper zones, confirming the breakout. Zones adapt and widen as the move develops:
In all three cases, the Market Type label provides additional context. Discount zone entries tend to work better in BALANCE or MIXED environments where mean reversion is dominant. Breakout continuation setups tend to work better when the market type reads UPTREND. Traders should consider the zone reading alongside the broader market context rather than treating any single zone level as an automatic entry or exit.
Full Session Example — UUUU (Energy Fuels Inc)
The following sequence shows PVWZ tracking a full session across two days on a 5-minute chart, demonstrating how the zones, market type, and volatility labels adapt in real time:
Monday 2/9/26 — Long Side
Premarket: Price opens in a mild discount with MKT: DOWNTREND and HIGH VOL. Zones are wide from prior session carry-forward.
Breakout: Price pushes above VWAP. Label flips to ZONE: VALUE, MKT: UPTREND. Zones begin adapting to the new session's deviation.
Extension: Price enters STRETCH PREMIUM as the move accelerates. HIGH VOL label confirms elevated activity.
Holding: Price sustains in MILD PREMIUM above VWAP. Zones stabilize as the move matures.
Tuesday 2/10/26 — Short Side
New session opens with a gap. MKT: MIXED, HIGH VOL. Zones reset around the new VWAP level.
Selloff begins: Price drops through value into the lower zones. MKT: DOWNTREND, HIGH VOL.
Deepening: Price pushes into MILD DISCOUNT. Zones track the declining VWAP.
Further extension: STRETCH DISCOUNT as selling continues. MKT: DOWNTREND persists.
Extreme: Price reaches EXTREME DISCOUNT with LOW VOL — the selling has exhausted into a quiet market. This is the deepest discount reading of the session.
Recovery: Price stabilizes and works back to ZONE: VALUE by mid-afternoon. MKT: MIXED, LOW VOL. Zones have compressed as the session's volatility normalized.
Auto Instrument Detection
PVWZ automatically classifies the instrument being charted using market cap data (via shares outstanding) with a dollar volume fallback:
Micro Cap (< $300M market cap)
Small Cap ($300M – $2B)
Mid Cap ($2B – $10B)
Large Cap ($10B+)
ETF (detected via syminfo.type)
Crypto (detected via syminfo.type)
Each classification applies tuned presets for volatility clamps, slope detection thresholds, and cross-count lookback periods. The goal is for the indicator to work well out of the box regardless of whether it's applied to a $2 micro cap or SPY. Manual override is available for cases where auto-detection doesn't match the desired behavior.
Market Type Detection
A VWAP slope analysis combined with cross-frequency counting classifies the current market environment:
UPTREND — VWAP is sloping up with few price crossings
DOWNTREND — VWAP is sloping down with few price crossings
BALANCE — Frequent VWAP crossings with flat slope
MIXED — Does not clearly fit the other categories
This classification is displayed as a label and helps traders quickly assess whether the current environment favors trend-following or mean reversion approaches.
Breakout Shock Mode (v1.5)
When a rapid ATR expansion is detected (short ATR vs. baseline ATR exceeds a configurable threshold), Shock Mode temporarily widens the zones and bypasses smoothing. This allows the bands to instantly react to breakout moves rather than lagging behind due to EMA smoothing. After a configurable hold period, the zones return to normal adaptive behavior.
Additional Features
Volatility Label — Displays "HIGH VOL" or "LOW VOL" when the volatility factor exceeds configurable thresholds, providing at-a-glance volatility context.
Cloud Fills — Four intensity levels (Subtle, Normal, Medium, Bold) control zone visibility without cluttering the chart.
Bar Coloring — Optional color-coding of candles based on their current zone position.
Session Continuity — Bands draw continuously across session boundaries using a carried-forward deviation baseline, eliminating visual gaps at the open.
Configurable Label Position and Size — All status labels can be repositioned and resized to fit any chart layout.
Recommended Use
PVWZ is designed as a context layer, not a signal generator. It answers the question "where is price relative to fair value right now?" so that traders can make better decisions with their existing strategy. It pairs well with momentum indicators, breakout tools, and volume analysis.
Recommended timeframe: 5-minute for most instruments. Works on all intraday timeframes.
Inputs Summary
All parameters are configurable. Key inputs include zone multipliers (Value, Stretch, Extreme), deviation calculation method, ATR lengths, time-of-day weights, shock mode thresholds, cloud intensity, and instrument type override.
Pine Script®指標
