FVG Volume Profile [ChartPrime]⯁ OVERVIEW
FVG Volume Profile is a smart volume analysis tool that identifies Fair Value Gaps (FVGs) and overlays a volume profile inside each gap using data from lower timeframes. The indicator automatically selects the best time resolution or allows for manual control, giving traders deeper insight into the volume structure within each imbalance. POC levels and total volumes gives a full microstructure view inside every FVG.
⯁ KEY FEATURES
Fair Value Gap Detection (Bullish & Bearish)
Detects price gaps where inefficiency exists using a 3-bar structure.
-Bullish Gaps: Low > High with confirming middle bar.
-Bearish Gaps: High < Low with confirming middle bar.
Only significant gaps (filtered by standard deviation) are plotted to avoid noise.
Multi-Timeframe Volume Profiling
Pulls granular candle and volume data from a lower timeframe —
In Auto Mode, uses a resolution ~10x lower than the current chart.
In Manual Mode, lets the user select a custom timeframe.
This ensures accurate intra-gap volume distribution.
Dynamic Volume Binning
Each FVG is divided into vertical volume bins based on the Resolution input.
Each bin displays relative volume intensity as a horizontal box, scaled by percentage of the max bin volume.
Point of Control (PoC) Line & Label
The bin with the maximum volume inside each FVG is marked with:
A horizontal line (PoC) extending from the left to right side.
A label showing the absolute volume of that bin.
Color-coded to match bullish or bearish FVGs.
Total Volume Label Inside FVG
Each FVG displays the total volume sum from its profile:
For bullish FVGs , shown in the bottom-right corner.
For bearish FVGs , shown in the top-right corner.
Auto-Removal of Invalid Gaps
If price fully closes the gap (crosses its bounds), the FVG, profile, and PoC are deleted automatically.
This keeps the chart clean and focused only on active zones.
Toggleable Volume Profile Display
User can show or hide the volume profiles within FVGs using the "Display" toggle under the "FVG Volume Profile" group.
Only the PoC and FVG boxes remain visible if toggled off.
Volume Resolution Customization
Control the number of bins used for each FVG profile.
Higher resolution = more bins and finer volume analysis. (default 15)
Auto Timeframe Validation Warning
If the selected lower timeframe isn’t actually lower than the chart's, the script shows a visible warning label prompting adjustment.
Helps prevent calculation errors.
⯁ USAGE
Use this tool to identify active imbalance zones (FVGs) with embedded volume context.
Look for PoC positioning inside gaps — near top may indicate absorption or reversal zones.
Combine with price action at the PoC level for precision entries.
Hide volume profile for a cleaner view while retaining key POC and FVG boxes.
Use resolution controls to zoom into fine-grained profiles inside large gaps.
Consider Auto mode for seamless multi-timeframe analysis, or switch to Manual for full control.
⯁ CONCLUSION
FVG Volume Profile transforms raw imbalance detection into actionable insight by embedding lower-timeframe volume structure inside each Fair Value Gap. With PoC highlights, total volume labels, and customizable bin resolution, this indicator is essential for traders who want to understand not just where the gap is — but what volume did inside it .
樞軸點和水平
Orderblocks & BreakersThis indicator identifies potential orderblocks and breakers based on recent swing highs and lows. It is built to offer a structured, customizable, and noise-controlled view of how price interacts with supply and demand levels.
The script applies pivot-based swing detection to identify swing highs and lows.
Bullish Orderblocks: The script Identifies and stores the last down candle before a swing high is breached and confirms and plots the orderblock with a market structure break (close above the swing high).
Bearish Orderblocks: The script Identifies and stores the last up candle before a swing low is breached and confirms and plots the orderblock with a market structure break (close below the swing low).
When price later closes through an existing orderblock, it is reclassified as a Breaker and recolored accordingly. (all colors can be changed in the settings)
What Makes It Different
Unlike most orderblock tools that simply mark every swing-based block, this version introduces:
1. Chop Control – automatically hides breakers that price repeatedly closes through (2 closes after the orderblock becomes a breaker), keeping only relevant zones visible.
2. Recent Block Filtering – limits how many of the recent orderblocks or breakers are displayed, preventing chart clutter.
3. Dynamic Updating – orderblocks automatically convert to breakers when price closes beyond them, with clear color changes.
These features make it easier to study cleaner price structure without manually managing old or invalid zones. The optional Chop Control filter can reduce overlapping or repeatedly invalidated zones to keep the chart clearer.
Customizable Parameters
- Swing detection length (shorter means more aggressive pivot detection, longer means less aggressive so less highs/lows detected)
- Number of recent blocks to display
- Visibility toggles for orderblocks or breakers
- Color and transparency controls for each type
Alerts
Alerts can be set to trigger when price tests any defined zone.
Purpose
This indicator is designed as a price structure visualization and study tool.
It may assist in understanding how price interacts with previously active regions, but it does not produce signals or trade recommendations.
Institutional Compression Breakout (ICBO Algo) [@darshakssc]The ICBO Algo is a smart intraday trading tool that detects institutional compression zones followed by breakout confirmation. It combines candle range analysis, volume compression, EMA filtering, and ATR-based Risk/Reward zones to highlight high-probability trade setups with visual clarity.
This script is designed for educational and research purposes only, fully aligned with TradingView’s Pine Script policy and publishing guidelines.
🔍 Key Features
🌀 Compression Zone Detection
Identifies low-range, low-volume candles often formed before institutional breakouts.
📈📉 Breakout Signals
Triggered after confirmed price + EMA breakout post-compression.
📊 Dashboard Panel
Displays breakout phase, current R:R ratio, and zone status in real-time.
🟢🔴 Buy/Sell Labels with Emojis
Clean and non-intrusive labels for immediate action recognition.
🔔 Alerts Included
Receive real-time push, email, or webhook alerts for breakout signals.
⚙️ How It Works
Compression Phase:
When the candle range and volume are significantly lower than the moving average, the script flags it as a compression zone.
Breakout Confirmation:
A breakout signal is confirmed when the price breaks the previous high/low and is above/below the trend EMA.
Entry Logic:
📈 Buy: Price > previous high + above EMA after compression
📉 Sell: Price < previous low + below EMA after compression
⚠️ Disclaimer
This script is intended for educational and research purposes only. It does not constitute financial advice or recommendations of any kind. Always use proper risk management. Past performance does not guarantee future results.
Intraday High & Low Labels On CandlesTracks today’s high and low dynamically as the bars come in. Works on any intraday timeframe (1m–4h)
Previous Day High, Low, and MidThis indicator will draw out levels for the previous sessions highs and lows as well as the middle point between the two. Might not work with indices
Mean Reverting Suite [OmegaTools]Overview
The Mean Reverting Suits (MR Suite) by OmegaTools is an advanced analytical and visualization framework designed to identify directional exhaustion, statistical overextensions, and conditions consistent with mean-reversion dynamics. It integrates three pillars into a single display: a composite momentum-normalized oscillator, a percentile-based extension model with volume contextualization, and a dynamic structural mapping engine built on confirmed pivots. The indicator does not generate signals or prescribe trade actions; it provides objective context so users can evaluate market balance and the likelihood that price is departing from its recent statistical baseline.
Core logic
The composite oscillator blends MFI on two horizons and RSI on HL2, then averages them to produce a stabilized mean-reversion gauge. Candle and bar colors are mapped by a dual gradient centered at 50. Readings above 50 progressively shift from neutral gray toward the bearish accent color to reflect increasing momentum saturation; readings below 50 shift from the bullish accent color toward gray to reflect potential accumulation or temporary undervaluation. This continuous mapping avoids rigid thresholds and conveys the strength and decay of momentum as a smooth spectrum.
The percentile-based extension model measures the persistence of directional bias by tracking how many bars have elapsed since the last opposing condition. These rolling counts are compared to the 80th percentile of their own historical distributions stored in arrays. When a current streak exceeds its respective percentile, the environment is labeled as statistically extended in that direction. Background shading communicates this information and is modulated by relative volume, computed as live volume divided by a blended average of SMA(30) and EMA(11). Higher opacity implies greater liquidity participation during the extension.
The structural mapping module uses confirmed pivot highs and lows at the chosen length to create persistent horizontal levels that extend forward and automatically maintain themselves until price invalidates or refreshes them. These levels represent market memory zones and assist in reading where reactions previously formed. The engine updates in real time, ensuring the framework continuously reflects the prevailing structure.
Standard deviation and z-score overlay
The updated version introduces a mean and dispersion layer. A simple moving average of HL2 over twice the length provides the reference mean. Dispersion is estimated as the moving average of the absolute deviation between close and the mean over five times the length. The z-score is computed as the distance of price from the mean divided by this dispersion proxy. Visual arrows highlight observations where the absolute z-score exceeds two standard deviations, offering a concise view of statistically unusual departures from the local mean. This layer complements the percentile extension model by adding an orthogonal measure of extremity based on distributional distance rather than run length.
Visualization
Candle bodies and borders inherit the oscillator’s gradient color, creating an immediate sense of directional pressure and potential momentum fatigue. The chart background activates when the extension model detects a statistically rare streak, using blue tones for bearish extension and red tones for bullish extension, with intensity scaling by relative volume. Horizontal lines denote active pivot-based levels, automatically extending, truncating, and refreshing as structure evolves. The z-score arrows appear only when deviations exceed the ±2 threshold, keeping the display focused on noteworthy statistical events.
Inputs and configuration
Length controls the sensitivity of all modules. Lower values make the oscillator and pivot detection more reactive; higher values smooth readings and widen structural context. Bullish and Bearish colors are user-selectable to match platform themes or accessibility requirements.
Interpretation guidance
A strong red background indicates an unusually extended bullish run in the presence of meaningful volume; a strong blue background indicates an unusually extended bearish run in the presence of meaningful volume. Candle gradients near deep bearish tones suggest oscillator readings well above 50; gradients near deep bullish tones suggest oscillator readings well below 50. Pivot lines mark the most recently confirmed structural levels that the market has reacted to. Z-score arrows denote points where price has moved beyond approximately two standard deviations of its local mean, signaling statistically uncommon distance rather than directional persistence. None of these elements are directives; they are objective descriptors designed to improve situational awareness.
Advantages
The framework is adaptive by design and self-normalizes to each instrument’s volatility and rhythm through percentile logic and dispersion-based distance. It is volume-aware, visually encoding liquidity pressure so that users can distinguish thin extensions from structurally significant ones. It reduces chart clutter by unifying momentum state, statistical extension, standard deviation distance, and structural levels into a single coherent view. It is asset- and timeframe-agnostic, suitable for intraday through swing horizons across futures, equities, FX, and digital assets.
Usage notes
MR Suite is intended for analytical and educational purposes. It does not provide trading signals, risk parameters, or strategy instructions. Users may employ its context alongside their own methodologies, risk frameworks, and execution rules. The indicator’s value derives from quantifying how unusual a move is, showing how much liquidity supports it, and anchoring that information to evolving structural references, thereby improving the clarity and consistency of discretionary assessment without prescribing actions.
First week of the yearA very simple indicator that marks a channel on the candlestick for the first week of the year.
The channel can serve as an entry/exit point with a medium and long term focus.
Note: This indicator should be observed exclusively on the weekly timeframe.
CB Charts - GEX NQ/MNQ
Last Updated: 2025-10-14 12:59:34 PST
*DISCLAIMER: Only intended for NQZ2025/MNQZ2025 charts.
This indicator plots horizontal levels based on batched GEX levels for NQZ2025/MNQZ2025. The batched data is derived from contracts expiring: 0DTE, 1DTE, EoW, EoM, Next Week, Next Month and 3-months out. Labels are available for a high-level view of which levels are which. Hovering (or long-pressing on mobile TV) over the labels will display the nominal values and Rank. This script is manually updated and may not be always updated.
When and what to use:
- Most respected levels come from 1DTE, EoW and EoM.
- 0DTE is included for when this script becomes intraday updated. (CURRENTLY NOT UPDATED INTRADAY)
- Next Week setting is best used only for Friday and Sunday trading
- Next Month setting is best for weeks close to the end of the current month
Powered by the Camels of Wallstreet
007 GC"Golden EYE" 007 GC is used to quickly identify reversals on GC/MGC with clear entries and exits.
Tongo_ATR+Fixed Fibonacci levels labeling error
This all-in-one tool combines ATR analysis with classic and Fibonacci pivot levels, offering a clear visual structure for trend and volatility assessment.
The script plots ATR-based support and resistance zones, recommended stop-loss levels for both long and short strategies, and pivot levels across multiple timeframes.
Key features:
• 🔹 Adjustable ATR multiplier (range 1–4)
• 🔹 Switchable pivot type — Classic or/and Fibonacci
• 🔹 Customizable lookback period and visual layout
• 🔹 Works seamlessly across all timeframes
• 🔹 Complements other technical indicators
Previous Day High, Low, and Mid (Extended)This indicator shows the previous sessions high, low, and midpoint with extended lines for the trading session.
MN - Auto TrendlineMN - Auto Trendline
📊 Definition
MN - Auto Trendline is a powerful multi-system technical tool designed to automatically detect and draw trendlines, support & resistance levels, and Fibonacci retracements on any chart and timeframe.
This script intelligently combines both traditional and advanced algorithms to visualize key market structures — helping traders identify breakout zones, reversal points, and trend continuations without manual line drawing.
✨ Key Features
Dual Trendline Systems – Combines both Original (swing-based) and Advanced (multi-pivot optimized) methods.
Automatic Support & Resistance Zones – Detects and marks major swing-based levels dynamically.
Fibonacci Retracement Tool – Auto-plots Fib retracements based on detected swing highs/lows.
Smart Violation Detection – Identifies when a trendline or zone is broken.
Customizable Visuals – Colors, widths, extensions, labels, and alerts are fully adjustable.
Alerts System – Optional notifications when new pivots, supports, or resistances are formed or broken.
🧭 Quick Preset Modes
Preset Description
Both Systems Enables both Original and Advanced trendline systems + S/R detection. (Default)
Original Only Uses the simple pivot-based trendline system.
Advanced Only Uses optimized multi-pivot detection for refined trendlines.
Support/Resistance Only Displays only Support and Resistance zones.
All Off Turns off all systems for a clean chart reset.
⚙️ User Toggles Explained
🎛️ Main Toggles
Original Trendlines – Enables the base trendline system using pivot highs/lows.
Advanced Trendlines – Enables smart multi-pivot trend detection.
Support & Resistance – Enables automatic S/R zone plotting.
📏 Fibonacci Retracements
Enable Fib Retracements – Turns on automatic Fibonacci plotting based on major swing points.
Labels show key retracement percentages (23.6%, 38.2%, 50%, 61.8%, etc.).
🔹 Pivot Points
Pivot Length – Controls how far the script looks for pivot confirmation.
Mark Pivots – Displays small triangles at detected high/low pivots.
Alerts Enabled – Sends alerts for new pivot formation.
📈 Original Trend Lines
Points to Check – Number of pivots to analyze for trendline creation.
Maximum Violation – Number of candle violations allowed before a trendline is marked as invalid.
Excepted Last Bars – Excludes recent bars from validation (useful for live markets).
Show Violated Lines – Optionally display broken trendlines in a faded style.
Line Extension – Extends trendlines (Right, Left, Both, or None).
Show Labels – Adds trendline price labels.
🎯 Advanced Trendlines
Pivot Length – Defines the pivot calculation depth for advanced detection.
Max Pivots to Keep – Limits the number of historical pivots considered.
Show Pivot Points – Optionally visualize each pivot used for advanced line generation.
Line Width / Extension Bars – Adjust trendline style and how far it extends into the future.
🛡️ Support & Resistance
Enabled – Activates support/resistance zones.
Points to Check – Determines how many pivot levels to use.
Maximum Violation Allowed – Number of candles that can break a level before it’s removed.
Excepted Last Bars – Skips very recent data to avoid premature zone formation.
Show Labels – Displays support/resistance labels with price levels.
Alerts Enabled – Sends alerts when price breaks above resistance or below support.
🎨 Visual Style
High Color / Low Color – Custom color scheme for resistances, supports, and trendlines.
Line Width – Controls the overall visual thickness of lines.
📢 Alerts
The script supports multiple alert types:
New Pivot Detected
Trendline Violated
Support Broken
Resistance Broken
💡 Tips
Works best on 15m–1D timeframes for swing and positional trading.
Combine with RSI, volume, or price action for confirmation.
For intraday traders, reduce Pivot Length and Points to Check for faster updates.
📚 Credits
Developed by Muralitharan_n
License: Mozilla Public License 2.0
Falcon Imbalance TradesIn this indicator, I am using ATR + Volume to find breakouts. These candles where I am getting these breakouts, I am creating a box for price action. If candle breaks above it, it gives us a buy signal. Similarly for downside.
The logic is to find imbalance so that we can avoid sideways market and focus on trending or impulsive move.
I hope you enjoy this indicator. Drop comments for any questions.
Tongo_ATRThis all-in-one tool combines ATR analysis with classic and Fibonacci pivot levels, offering a clear visual structure for trend and volatility assessment.
The script plots ATR-based support and resistance zones, recommended stop-loss levels for both long and short strategies, and pivot levels across multiple timeframes.
Key features:
• 🔹 Adjustable ATR multiplier (range 1–4)
• 🔹 Switchable pivot type — Classic or/and Fibonacci
• 🔹 Customizable lookback period and visual layout
• 🔹 Works seamlessly across all timeframes
• 🔹 Complements other technical indicators
Tongo_ATRThis all-in-one tool combines ATR analysis with classic and Fibonacci pivot levels, offering a clear visual structure for trend and volatility assessment.
The script plots ATR-based support and resistance zones, recommended stop-loss levels for both long and short strategies, and pivot levels across multiple timeframes.
Key features:
• 🔹 Adjustable ATR multiplier (range 1–4)
• 🔹 Switchable pivot type — Classic or/and Fibonacci
• 🔹 Customizable lookback period and visual layout
• 🔹 Works seamlessly across all timeframes
• 🔹 Complements other technical indicators
ATR Fibo and Pivots visualizerThis all-in-one tool combines ATR analysis with classic and Fibonacci pivot levels, offering a clear visual structure for trend and volatility assessment.
The script plots ATR-based support and resistance zones, recommended stop-loss levels for both long and short strategies, and pivot levels across multiple timeframes.
Key features:
• 🔹 Adjustable ATR multiplier (range 1–4)
• 🔹 Switchable pivot type — Classic or/and Fibonacci
• 🔹 Customizable lookback period and visual layout
• 🔹 Works seamlessly across all timeframes
• 🔹 Complements other technical indicators
Скрипт выводит на график значения пивотов (классических и Фибоначчи), значения и линии ATR с настраиваемым количеством свечей для наблюдения и отображает рекомендуемые стоп-лоссы для стратегий лонг и шорт на каждом таймфрейме. Также возможна настройка ATR в интервале 1-4. Получился в целом удобный комбайн, дополняющий другие пользовательские индикаторы
Rupeebees Active Option Levels V4This indicator helps you understand the nature of Active options in relationship each other and helps you to predict market trend .
Rupeebees Option OHLC Levels This indicator works with the principle that Option premium calculation can help you to understand the supply and demand in a trend direction.
Rupeebees Option OHLC Levels This Indicator will help you to understand market direction and demand and supply in the active options.All the details are only made with the option premium calculation.
Quarter Levels — Auto Recentering NQ onlyQuarter Levels — Auto Recentering (PERMANENT) + Big Offset Labels
What it is
This tool paints true horizontal key levels that traders naturally anchor to: the 00 / 25 / 50 / 75 quarter levels (black), the 35 / 65 / 90 reaction levels (red), and the 10 / 80 sweep/edge levels (purple).
Lines are infinite horizontals and the grid auto-recenters ±200 points around current price each new bar. Labels on the right show the last two digits (e.g., 25, 35, 50, 65, 75, 80, 90), so you instantly know which level you’re at.
Why it helps
Markets often “snap” to simple numbers. These levels create a clean scaffold for intraday structure, pullbacks, and rotations—without clutter or lagging math.
Color Legend
Black — 00 / 25 / 50 / 75:
Core quarter levels. Expect frequent pauses, re-tests, and rotations.
Use: default S/R map; bias for mean-reversion inside ranges.
Red — 35 / 65 / 90:
“Continuation / reaction” levels. Price often accelerates through these once momentum takes.
Use: breakout guides and precise take-profit targets.
Purple — 10 / 80:
Sweep / edge levels. Price often wicks into these and rejects.
Use: fade the last push, or confirm a sweep before a reversal.
How it works
The script draws the levels as extend.both horizontals (not derived from candle points).
Every new bar, it rebuilds the grid around close ± 200 pts (editable in code: RANGE_POINTS).
Prices are snapped to tick (syminfo.mintick) so lines lock to the Y-axis.
Labels show only the offset (two-digit number) to keep the chart clean.
Setup & Customization
No inputs required.
If you want tweaks, open the code and edit at the top:
RANGE_POINTS – widen/narrow the vertical coverage.
LABEL_OFFSET – push labels further to the right.
LABEL_SIZE – size.small / normal / large.
Color & width constants (per group).
Practical Use (playbook)
Use this grid as a price map, not a signal generator. Combine it with your execution tools.
1) In Range Conditions
Fade to Black: When price rotates inside a range, look for exhaustion into black levels (00/25/50/75).
Plan: wait for rejection (wick + failed follow-through), enter back toward the mid/next quarter. Stop just beyond the level; first target the next red or black.
Purple Sweeps: Watch quick spikes into 10/80 that immediately fail.
Plan: fade the sweep with tight risk; scale out at 25/75; hold a runner to 50.
2) In Trend / Momentum
Red Rails (35/65/90): When momentum is strong, price often steps through red levels cleanly.
Plan: use them as continuation targets or trail anchors. If pullback holds above a prior red level, consider continuation with stop below that level.
Quarter-to-Quarter Ladders: In clean trends, expect quarter-to-quarter traversals (00→25→50→75→00…).
Plan: add on pullbacks to 25 or 50 with trend confirmation (e.g., 9/21 EMA stack or anchored VWAP hold).
3) Confluence (AI-logic suggestions)
Pair the grid with any two of:
VWAP / Anchored VWAP: Rejections at a quarter level + VWAP = higher quality entry.
EMAs (9/21/50/200): Use as directional filter. Only take longs at quarters when fast EMAs > slow EMAs.
Liquidity cues: Prior high/low, session O/H/L, or liquidity pools aligning with a quarter level.
Orderflow / footprint: Aggressive delta through a red level? Expect follow-through to the next black or red.
Volatility (ATR): If ATR expands, lean more on red levels (continuations). In compression, lean more on black and purple (fades).
Risk & Management Tips
Stops: Just beyond the level you’re trading against. Let the level “be wrong” to prove you wrong.
Targets: Next red or black line. Scale at the first, hold a small runner to the next.
Session awareness: Levels interact differently in Asia/EU/US. In US RTH, expect sharper responses at red and purple.
Timeframes: Works across all. Intraday (1–15m) for entries; 1h/4h daily for context.
Do not chase: If you miss the touch, wait for the next level; the map is dense by design.
Limitations
This indicator does not generate buy/sell signals; it supplies a stable structure.
In runaway trends, price can cut through multiple lines—use trend filters and risk caps.
Auto-recentering means the visible band travels with price; if you need static levels far away, increase RANGE_POINTS.
Troubleshooting
No labels? Make sure max_labels_count isn’t hit and SHOW_LABELS = true.
Labels too close to price? Increase LABEL_OFFSET.
Too many lines? Reduce RANGE_POINTS or hide a color group in code.
Credits / License
Created by: TRC — The Refuge Camp
License: Free to use on TradingView with attribution.
If you fork or embed, please credit “TRC — The Refuge Camp” and link back to the original post/profile.
Quick Start (TL;DR)
Add the script.
Trade the map:
Fade purple/black in ranges.
Target red/black in trends.
Combine with VWAP/EMAs or your orderflow tool for confirmation.
Respect stops just beyond the level; scale at the next line.
Happy trading, and welcome to the Quarter-Level grid.
Dobrusky Price Action EngineWhat it does & who it’s for
Highlights bars and zones only after liquidity and volatility gates pass, then applies structure rules (swing-aware reversals, wick/body caps) and draws objective multi-timeframe levels and a daily gap state. Built for liquid indices, ETFs, and futures (ES, NQ, SPY, QQQ).
Why this is an Engine (not a mashup)
Components are coupled through a short-circuited flow: upstream gates decide whether downstream logic can produce tags, and reversal logic adds location/structure requirements. This coupling changes outputs versus plotting each piece independently.
Signal Flow (ordering and vetoes)
1) Volatility Gate — Pass when bar range is at least ATR times the acceptable volatility threshold (defaults: ATR length 14, threshold 0.33). ATR is computed from RTH bars (09:30–16:00 ET) and persisted across non-RTH bars.
2) Volume Gate — Pass when volume is at least SMA(volume, 50) times the acceptable volume threshold (defaults: length 50, threshold 0.33).
3) Structure — If gates pass, evaluate patterns and swing-aware reversals. Reversal tags require proximity to a recent swing (0–2 bars back) using a tolerance tied to the relevant bar’s range.
4) Context — Draw D/W/M/Y levels, pivot bands, and daily gaps (original vs remaining imbalance). Signals do not require these anchors to print, but they provide where-it-matters context.
Computation Overview (definitions & defaults)
Sessions / ATR — RTH is 09:30–16:00 ET on trading days. ATR length 14 on RTH bars; non-RTH inherits the last RTH ATR value. Default acceptable volatility threshold: 0.33.
Volume Gate — Volume must be at least SMA(volume, 50) multiplied by acceptable volume threshold (default 0.33).
Patterns
Doji : body ≤ range × dojiBodyToTotalRatio (default 0.10).
Inside bar : high ≤ prior high and low ≥ prior low.
Hammer : lower-wick ≥ body × hammerBodyToTotalRatio (default 2.0) and upper-wick ≤ range × shortWickToTotalRatio (default 0.15).
Shooter : symmetrical to hammer.
Reversal (bull) — green body; close ≥ prior bar midpoint or body ≥ one-half of prior range; upper-wick ≤ range × reversalBarShortWick (default 0.33); swing proximity test required. Bearish symmetrical.
Swing proximity for reversals — Use the most recent swing low/high up to 2 bars back. Require the open to be within a tolerance of either the swing’s open or price; tolerance equals one-quarter of that bar’s range.
Volume anomalies — Flags high/low-volume anomalies using current vs prior bar and the volume SMA; shown as “A” overlays for context.
Chop filter (overlap model) — Marks consolidation when the current high–low range overlaps each of the last M bars by at least the enter threshold (defaults: M=3, enter 0.45). Exit when overlap drops below the exit threshold (default 0.35) with K confirmations (default 2). Optional compression check: average range of the last M+1 bars less than ATR × multiplier (default 0.9). On confirmed exit, the zone trims the last K bars for a crisp terminal edge. The chop zone is visual context only; it does not mute signals.
Gaps (Daily) — Lookback 200 sessions. Track both original and partial (remaining) bounds; optional partial-fill shrinking. Filter out gaps smaller than 0.1 × ATR(14).
Levels & pivots — Previous Day/Week/Month High/Low/Close; current opens; D/W/M/Y pivots (PP, R1–R3, S1–S3 using 0.382/0.618/1.0 swing widths). Auto-hide by timeframe via inputs.
What prints (labels)
H, HI, HA — Hammer, Hammer+Inside, Hammer with volume-anomaly.
S, SI, SA — Shooter, Shooter+Inside, Shooter with volume-anomaly.
D, DI, DA — Doji, Doji+Inside, Doji with higher volume.
I — Inside bar (when not also tagged as reversal/hammer/shooter).
R, RI — Bullish below bar / Bearish above bar; base and Inside variants.
A — Contextual volume anomaly (triangle location shows orientation).
How the parts work together (practical effects)
Volatility and volume gates block low-energy bars before any tag can print.
Reversal tags require body/midpoint strength, wick balance, and swing proximity, filtering out generic color-change “reversals.”
Chop boxes quantify consolidation with overlap, compression, and debounced exit; the K-bar trim makes zones cleaner to trade around.
Daily gaps render remaining imbalance distinct from the original gap, offering clearer context for reading reactions near those bounds.
Repainting & timing
Pattern decisions use confirmed bar data; no look-ahead.
RTH ATR updates on RTH bars; non-RTH uses the last RTH value.
Daily gaps and higher-TF levels update after their respective TF closes; drawing uses a single pass on the last bar with managed IDs for performance.
Auto-hide settings remove clutter on higher timeframes.
Inputs you control (defaults)
Volatility gate : atrLength 14; acceptableVolatilityThreshold 0.33
Volume gate : volumeMetricLength 50; acceptableVolumeThreshold 0.33
Patterns : hammerBodyToTotalRatio 2.0; shortWickToTotalRatio 0.15; dojiBodyToTotalRatio 0.10; reversalBarShortWick 0.33
Chop : M 3; enter 0.45; exit 0.35; K 2; useChopCompression true; chopATRMult 0.9
Gaps : gapLookback 200; usePartialFill false; min size 0.1 × ATR(14)
Levels : toggle D/W/M/Y sets, pivot bands, and auto-hide thresholds by timeframe
Worked example (ES, 5-minute)
Bar range 5.4; ATR(14, RTH) 6.2 → volatility gate passes (0.33 × ATR ≈ 2.05). Volume 1.1 × SMA(50) → volume gate passes. Prior swing low printed 1 bar ago; distance from open within tolerance (prior bar range ÷ 4). Close ≥ prior midpoint and upper wick ≈ 0.22 × range ≤ 0.33 → Bullish Reversal (R) prints. Nearby context: yesterday’s low and a remaining gap bound.
Originality & closed-source rationale
RTH-faithful ATR gating conditions all tags, preventing overnight/pre-market dilution of volatility and materially changing when prints can appear.
Clause-based, swing-aware reversal model demands body/midpoint strength, wick balance, and location within a dynamic tolerance to a true swing.
Gap state machine distinguishes original vs remaining imbalance with optional partial shrinking and ATR-scaled filtering.
Chop with overlap, compression, and debounced exit trimming produces measurable consolidation zones rather than ad-hoc ranges.
How to use
Apply to liquid symbols; keep default gates initially.
Prioritize R and RI near meaningful context (levels, pivots, remaining gap bounds). H and S gain weight when gates and structure align.
Stops: bar extremes or opposite gap/level. Targets: next level or other side of a remaining gap.
Use as context/confirmation, not an auto-trader.
Limitations & notes
Thin symbols and half-days may distort gates; loosen thresholds or disable RTH dependence if needed.
Crypto/24×7 markets: consider disabling RTH dependence or raising the volatility threshold.
Signals can print away from levels; levels and gaps provide context, not a requirement.
Key Session Levels | Highs, Lows, OpensOverview
Designed for scalping and intraday trading on ES, NQ, and other futures markets that trade around the clock, this indicator automatically plots key support/resistance levels:
Session opens
Session highs
Session lows
Overnight highs
Overnight lows
Session Definitions (America/New_York Time)
Session (18:00 - 16:59 ET)
Tracks complete trading cycle
Plots: High, Low
Represents true daily extremes of each session
Overnight Session (18:00 - 9:30 ET)
Captures Asian and European session price action
Plots: Open, High, Low
These levels can act as support/resistance during the NY session
NY Session (9:30 - 16:59 ET)
Optional background highlight for regular trading hours
Helps visually distinguish active NY session from overnight action
Key Features
Flexible Extension Modes
Same Day: Lines end at session close
Next Day: Lines extend through the following session
Full Chart: Lines extend indefinitely to the right
Smart Line Management
Optional extension of overnight levels through NY session
Control how many historical sessions to display (1-250)
Automatic cleanup of old lines
Full Customization
Individual color control for each level
Line style options (solid, dotted, dashed)
Line width adjustment (1px-4px)
Show/hide any level independently
Common Use Cases
Support/Resistance
Breakout/Break & Retest
Strategy
Wait for price to reach a key level
Use Level 2 data to determine who's in control at the level (e.g. aggressive buyers vs. passive sellers) *this requires third-party software and a live data feed
Enter long/short WITH institutional players, identified via Level 2 data
Target areas/levels where the market may reverse
Best Timeframes
Works on any intraday timeframe, optimized for: 1m, 5m, 15m, 30m, 1H
Notes
All times are in America/New_York (Eastern Time)
Requires intraday timeframe to detect specific session times
Lines are semi-transparent by default for better chart visibility
Market Structure Signals (HH/HL/LH/LL) - PreciseShows higher highs, higher lows, lower highs and lower lows for an easier visual understanding of price structure