BTC FTX Futures PremiumsThis indicator shows the future BTC premiums on FTX.
The purple area is the Daily December Futures contract subtracted by the current price.
The blue area is the Daily September futures contract subtracted by the current price.
The green area is the Daily June futures contract subtracted by the current price.
You can use this to try and understand market sentiment.
If the current price dumps but the premium remains the same it likely means that sentiment is unchanged.
The opposite is true, if the price pumps and the premium is the same it means the market likely wasn't convinced by the movement.
The difference between the current price and the futures price can help determine how bullish or bearish a market or at extremes the level of euphoria.
在腳本中搜尋"Futures"
ANN MACD : 25 IN 1 SCRIPTIn this script, I tried to fit deep learning series to 1 command system up to the maximum point.
After selecting the ticker, select the instrument from the menu and the system will automatically turn on the appropriate ann system.
Listed instruments with alternative tickers and error rates:
WTI : West Texas Intermediate (WTICOUSD , USOIL , CL1! ) Average error : 0.007593
BRENT : Brent Crude Oil (BCOUSD , UKOIL , BB1! ) Average error : 0.006591
GOLD : XAUUSD , GOLD , GC1! Average error : 0.012767
SP500 : S&P 500 Index (SPX500USD , SP1!) Average error : 0.011650
EURUSD : Eurodollar (EURUSD , 6E1! , FCEU1!) Average error : 0.005500
ETHUSD : Ethereum (ETHUSD , ETHUSDT ) Average error : 0.009378
BTCUSD : Bitcoin (BTCUSD , BTCUSDT , XBTUSD , BTC1!) Average error : 0.01050
GBPUSD : British Pound (GBPUSD,6B1! , GBP1!) Average error : 0.009999
USDJPY : US Dollar / Japanese Yen (USDJPY , FCUY1!) Average error : 0.009198
USDCHF : US Dollar / Swiss Franc (USDCHF , FCUF1! ) Average error : 0.009999
USDCAD : Us Dollar / Canadian Dollar (USDCAD) Average error : 0.012162
SOYBNUSD : Soybean (SOYBNUSD , ZS1!) Average error : 0.010000
CORNUSD : Corn (ZC1! ) Average error : 0.007574
NATGASUSD : Natural Gas (NATGASUSD , NG1!) Average error : 0.010000
SUGARUSD : Sugar (SUGARUSD , SB1! ) Average error : 0.011081
WHEATUSD : Wheat (WHEATUSD , ZW1!) Average error : 0.009980
XPTUSD : Platinum (XPTUSD , PL1! ) Average error : 0.009964
XU030 : Borsa Istanbul 30 Futures ( XU030 , XU030D1! ) Average error : 0.010727
VIX : S & P 500 Volatility Index (VX1! , VIX ) Average error : 0.009999
YM : E - Mini Dow Futures (YM1! ) Average error : 0.010819
ES : S&P 500 E-Mini Futures (ES1! ) Average error : 0.010709
GAZP : Gazprom Futures (GAZP , GZ1! ) Average error : 0.008442
SSE : Shangai Stock Exchange Composite (Index ) ( 000001 ) Average error : 0.011287
XRPUSD : Ripple (XRPUSD , XRPUSDT ) Average error : 0.009803
Note 1 : Australian Dollar (AUDUSD , AUD1! , FCAU1! ) : Instrument has been removed because it has an average error rate of over 0.13.
The average error rate is 0.1850.
I didn't delete it from the menu just because there was so much request,
You can use.
Note 2 : Friends have too many requests, it took me a week in total and 1 other script that I'll share in 2 days.
Reaching these error rates is a very difficult task, and when I keep at a low learning rate, they are trained for a very long time.
If I don't see the error rate at an average low, I increase the layers and go back into a longer process.
It takes me 45 minutes per instrument to command artificial neural networks, so I'll release one more open source, and then we'll be laying 70-80 percent of the world trade volume with artificial neural networks.
Note 3 :
I would like to thank wroclai for helping me with this script.
This script is subject to MIT License on behalf of both of us.
You can review my original idea scripts from my Github page.
You can use it free but if you are going to modify it, just quote this script .
I hope it will help everyone, after 1-2 days I will share another ann script that I think is of the same importance as this, stay tuned.
Regards , Noldo .
OKCoin future diffThis indicator checks the accuracy of okcoin futures against the current index. Example, check how the 1W future from 7 days ago matches the current spot value. The matches are on the 1W, 2W, 3M futures
The indicator bundles them together, makes a weighted average and shows it all.
the thin lines are the futures deltas for each of the futures(check the code to see the color of each).
the thick line is the compound indicator, the line is red when the value is too far off the spot price, black when it's <5%
background is green on "bullish", red for "bearish", take it as you want with many grains of salt :)
there is an input value (default = 1) to adjust time scales. the value is a multiplier for the number of periods in a day.
Example:
1D chart, input = 1
4h chart, input = 4h * 6 = 24h
using the incorrect adjustment for the wrong time scale, makes the indicator (even more) meaningless ;)
Index Vs Futures v4.0 (dashed edition)Generalized script of
Originally designed for bitcoin, but can be used to compare between futures and index (or any two symbol expressions).
Conventions:
- green background := futures deviates 'way above' index
- red background := futures deviates 'way below' index
Contango/Backwardation Monitor
This is an indicator to display the spread difference between two products. I designed it around VX1! and VX2! but any other two products can be chosen. It is a simple subtraction of VX2-VX1. I will go through the options first and what they do followed by what contango/backwardation is in my own words. You will need the data package for VX futures for the default version to work.
INPUTS
-Apply Smoothing: choose to apply smoothing or not.
-Smoothing Method: choose between SMA,EMA,WMA, etc.
-Line Width: Width of line if line is chosen style(can be changed in style section)
-Threshold 1-5: This is the level at which the line will change colors(defaults are for VX)
-Color 1-5: The color the line will change to when crossing threshold.
Towards Backwardation: Background color change when line is slanted down
Towards Contango: Background color change when line is slanted up
Bars to Confirm Trend: This is my method to cut down on background color changes. It is how many bars consecutive going back needed to change color.
STYLE
-All colors and whatnot can be changed here(threshold colors can be changed here or on the input page).
T1 Line-T5 line: These are simple horizontal lines that can be used to denote threshold areas or whatever you want.
Contango/Backwardation-These terms are used mostly with futures to define the calendar spread between two contracts. Contango is when that spread is is getting longer and backwardation is when that spread is closing. In terms of VIX futures, Contango would imply that volatility is stabilizing and the S and P will likely gain. Backwardation, woudl eb the opposite.
The most simple way to read this indicator with default settings- If the line is up, red, and the background is red, then you can assume S and P prices are going down. And if the opposite is true, then prices are likely going up.
Please feel free to ask any questions and I will do my best to answer them.
FEI: Futures Entry Identifier📘 FEI: Futures Entry Identifier
FEI is a modular, futures-grade entry engine designed for precision trading across GC1!, MNQ1!, ES1!, and related contracts. It combines manual SVP structure, CHoCH detection, and Colby-style candle strength filters to identify high-probability long and short entries.
🔧 Features
• Manual SVP inputs (VAH, VAL, POC)
• Symbol-aware filters for micro vs standard contracts
• Multi-timeframe signal logic (3m, 5m, 10m, 15m, 30m)
• CHoCH detection with optional engulfing filter (default off)
• FRVP entry zone plotting after CHoCH confirmation
• Candle coloring on CHoCH trigger
• Session-aware logic (ETH default, optional RTH-only)
• Narratable visuals and audit-safe alerts
🧭 How to Use
1. Input VAH, VAL, and POC manually
2. Select signal timeframe (e.g. 3m or 5m)
3. Watch for CHoCH (white candle = structural shift)
4. Entry line plots at top/bottom of recent range
5. Long/short markers appear when SVP + candle strength align
6. Toggle RTH-only mode if needed
🌟 Why It’s Unique
FEI is built for traders who demand clarity, structure, and precision. Every signal is narratable, audit-safe, and resolution-aware—ideal for futures overlays and sniper-grade entries.
BOCS Channel Scalper Strategy - Automated Mean Reversion System# BOCS Channel Scalper Strategy - Automated Mean Reversion System
## WHAT THIS STRATEGY DOES:
This is an automated mean reversion trading strategy that identifies consolidation channels through volatility analysis and executes scalp trades when price enters entry zones near channel boundaries. Unlike breakout strategies, this system assumes price will revert to the channel mean, taking profits as price bounces back from extremes. Position sizing is fully customizable with three methods: fixed contracts, percentage of equity, or fixed dollar amount. Stop losses are placed just outside channel boundaries with take profits calculated either as fixed points or as a percentage of channel range.
## KEY DIFFERENCE FROM ORIGINAL BOCS:
**This strategy is designed for traders seeking higher trade frequency.** The original BOCS indicator trades breakouts OUTSIDE channels, waiting for price to escape consolidation before entering. This scalper version trades mean reversion INSIDE channels, entering when price reaches channel extremes and betting on a bounce back to center. The result is significantly more trading opportunities:
- **Original BOCS**: 1-3 signals per channel (only on breakout)
- **Scalper Version**: 5-15+ signals per channel (every touch of entry zones)
- **Trade Style**: Mean reversion vs trend following
- **Hold Time**: Seconds to minutes vs minutes to hours
- **Best Markets**: Ranging/choppy conditions vs trending breakouts
This makes the scalper ideal for active day traders who want continuous opportunities within consolidation zones rather than waiting for breakout confirmation. However, increased trade frequency also means higher commission costs and requires tighter risk management.
## TECHNICAL METHODOLOGY:
### Price Normalization Process:
The strategy normalizes price data to create consistent volatility measurements across different instruments and price levels. It calculates the highest high and lowest low over a user-defined lookback period (default 100 bars). Current close price is normalized using: (close - lowest_low) / (highest_high - lowest_low), producing values between 0 and 1 for standardized volatility analysis.
### Volatility Detection:
A 14-period standard deviation is applied to the normalized price series to measure price deviation from the mean. Higher standard deviation values indicate volatility expansion; lower values indicate consolidation. The strategy uses ta.highestbars() and ta.lowestbars() to identify when volatility peaks and troughs occur over the detection period (default 14 bars).
### Channel Formation Logic:
When volatility crosses from a high level to a low level (ta.crossover(upper, lower)), a consolidation phase begins. The strategy tracks the highest and lowest prices during this period, which become the channel boundaries. Minimum duration of 10+ bars is required to filter out brief volatility spikes. Channels are rendered as box objects with defined upper and lower boundaries, with colored zones indicating entry areas.
### Entry Signal Generation:
The strategy uses immediate touch-based entry logic. Entry zones are defined as a percentage from channel edges (default 20%):
- **Long Entry Zone**: Bottom 20% of channel (bottomBound + channelRange × 0.2)
- **Short Entry Zone**: Top 20% of channel (topBound - channelRange × 0.2)
Long signals trigger when candle low touches or enters the long entry zone. Short signals trigger when candle high touches or enters the short entry zone. This captures mean reversion opportunities as price reaches channel extremes.
### Cooldown Filter:
An optional cooldown period (measured in bars) prevents signal spam by enforcing minimum spacing between consecutive signals. If cooldown is set to 3 bars, no new long signal will fire until 3 bars after the previous long signal. Long and short cooldowns are tracked independently, allowing both directions to signal within the same period.
### ATR Volatility Filter:
The strategy includes a multi-timeframe ATR filter to avoid trading during low-volatility conditions. Using request.security(), it fetches ATR values from a specified timeframe (e.g., 1-minute ATR while trading on 5-minute charts). The filter compares current ATR to a user-defined minimum threshold:
- If ATR ≥ threshold: Trading enabled
- If ATR < threshold: No signals fire
This prevents entries during dead zones where mean reversion is unreliable due to insufficient price movement.
### Take Profit Calculation:
Two TP methods are available:
**Fixed Points Mode**:
- Long TP = Entry + (TP_Ticks × syminfo.mintick)
- Short TP = Entry - (TP_Ticks × syminfo.mintick)
**Channel Percentage Mode**:
- Long TP = Entry + (ChannelRange × TP_Percent)
- Short TP = Entry - (ChannelRange × TP_Percent)
Default 50% targets the channel midline, a natural mean reversion target. Larger percentages aim for opposite channel edge.
### Stop Loss Placement:
Stop losses are placed just outside the channel boundary by a user-defined tick offset:
- Long SL = ChannelBottom - (SL_Offset_Ticks × syminfo.mintick)
- Short SL = ChannelTop + (SL_Offset_Ticks × syminfo.mintick)
This logic assumes channel breaks invalidate the mean reversion thesis. If price breaks through, the range is no longer valid and position exits.
### Trade Execution Logic:
When entry conditions are met (price in zone, cooldown satisfied, ATR filter passed, no existing position):
1. Calculate entry price at zone boundary
2. Calculate TP and SL based on selected method
3. Execute strategy.entry() with calculated position size
4. Place strategy.exit() with TP limit and SL stop orders
5. Update info table with active trade details
The strategy enforces one position at a time by checking strategy.position_size == 0 before entry.
### Channel Breakout Management:
Channels are removed when price closes more than 10 ticks outside boundaries. This tolerance prevents premature channel deletion from minor breaks or wicks, allowing the mean reversion setup to persist through small boundary violations.
### Position Sizing System:
Three methods calculate position size:
**Fixed Contracts**:
- Uses exact contract quantity specified in settings
- Best for futures traders (e.g., "trade 2 NQ contracts")
**Percentage of Equity**:
- position_size = (strategy.equity × equity_pct / 100) / close
- Dynamically scales with account growth
**Cash Amount**:
- position_size = cash_amount / close
- Maintains consistent dollar exposure regardless of price
## INPUT PARAMETERS:
### Position Sizing:
- **Position Size Type**: Choose Fixed Contracts, % of Equity, or Cash Amount
- **Number of Contracts**: Fixed quantity per trade (1-1000)
- **% of Equity**: Percentage of account to allocate (1-100%)
- **Cash Amount**: Dollar value per position ($100+)
### Channel Settings:
- **Nested Channels**: Allow multiple overlapping channels vs single channel
- **Normalization Length**: Lookback for high/low calculation (1-500, default 100)
- **Box Detection Length**: Period for volatility detection (1-100, default 14)
### Scalping Settings:
- **Enable Long Scalps**: Toggle long entries on/off
- **Enable Short Scalps**: Toggle short entries on/off
- **Entry Zone % from Edge**: Size of entry zone (5-50%, default 20%)
- **SL Offset (Ticks)**: Distance beyond channel for stop (1+, default 5)
- **Cooldown Period (Bars)**: Minimum spacing between signals (0 = no cooldown)
### ATR Filter:
- **Enable ATR Filter**: Toggle volatility filter on/off
- **ATR Timeframe**: Source timeframe for ATR (1, 5, 15, 60 min, etc.)
- **ATR Length**: Smoothing period (1-100, default 14)
- **Min ATR Value**: Threshold for trade enablement (0.1+, default 10.0)
### Take Profit Settings:
- **TP Method**: Choose Fixed Points or % of Channel
- **TP Fixed (Ticks)**: Static distance in ticks (1+, default 30)
- **TP % of Channel**: Dynamic target as channel percentage (10-100%, default 50%)
### Appearance:
- **Show Entry Zones**: Toggle zone labels on channels
- **Show Info Table**: Display real-time strategy status
- **Table Position**: Corner placement (Top Left/Right, Bottom Left/Right)
- **Color Settings**: Customize long/short/TP/SL colors
## VISUAL INDICATORS:
- **Channel boxes** with semi-transparent fill showing consolidation zones
- **Colored entry zones** labeled "LONG ZONE ▲" and "SHORT ZONE ▼"
- **Entry signal arrows** below/above bars marking long/short entries
- **Active TP/SL lines** with emoji labels (⊕ Entry, 🎯 TP, 🛑 SL)
- **Info table** showing position status, channel state, last signal, entry/TP/SL prices, and ATR status
## HOW TO USE:
### For 1-3 Minute Scalping (NQ/ES):
- ATR Timeframe: "1" (1-minute)
- ATR Min Value: 10.0 (for NQ), adjust per instrument
- Entry Zone %: 20-25%
- TP Method: Fixed Points, 20-40 ticks
- SL Offset: 5-10 ticks
- Cooldown: 2-3 bars
- Position Size: 1-2 contracts
### For 5-15 Minute Day Trading:
- ATR Timeframe: "5" or match chart
- ATR Min Value: Adjust to instrument (test 8-15 for NQ)
- Entry Zone %: 20-30%
- TP Method: % of Channel, 40-60%
- SL Offset: 5-10 ticks
- Cooldown: 3-5 bars
- Position Size: Fixed contracts or 5-10% equity
### For 30-60 Minute Swing Scalping:
- ATR Timeframe: "15" or "30"
- ATR Min Value: Lower threshold for broader market
- Entry Zone %: 25-35%
- TP Method: % of Channel, 50-70%
- SL Offset: 10-15 ticks
- Cooldown: 5+ bars or disable
- Position Size: % of equity recommended
## BACKTEST CONSIDERATIONS:
- Strategy performs best in ranging, mean-reverting markets
- Strong trending markets produce more stop losses as price breaks channels
- ATR filter significantly reduces trade count but improves quality during low volatility
- Cooldown period trades signal quantity for signal quality
- Commission and slippage materially impact sub-5-minute timeframe performance
- Shorter timeframes require tighter entry zones (15-20%) to catch quick reversions
- % of Channel TP adapts better to varying channel sizes than fixed points
- Fixed contract sizing recommended for consistent risk per trade in futures
**Backtesting Parameters Used**: This strategy was developed and tested using realistic commission and slippage values to provide accurate performance expectations. Recommended settings: Commission of $1.40 per side (typical for NQ futures through discount brokers), slippage of 2 ticks to account for execution delays on fast-moving scalp entries. These values reflect real-world trading costs that active scalpers will encounter. Backtest results without proper cost simulation will significantly overstate profitability.
## COMPATIBLE MARKETS:
Works on any instrument with price data including stock indices (NQ, ES, YM, RTY), individual stocks, forex pairs (EUR/USD, GBP/USD), cryptocurrency (BTC, ETH), and commodities. Volume-based features require data feed with volume information but are optional for core functionality.
## KNOWN LIMITATIONS:
- Immediate touch entry can fire multiple times in choppy zones without adequate cooldown
- Channel deletion at 10-tick breaks may be too aggressive or lenient depending on instrument tick size
- ATR filter from lower timeframes requires higher-tier TradingView subscription (request.security limitation)
- Mean reversion logic fails in strong breakout scenarios leading to stop loss hits
- Position sizing via % of equity or cash amount calculates based on close price, may differ from actual fill price
- No partial closing capability - full position exits at TP or SL only
- Strategy does not account for gap openings or overnight holds
## RISK DISCLOSURE:
Trading involves substantial risk of loss. Past performance does not guarantee future results. This strategy is for educational purposes and backtesting only. Mean reversion strategies can experience extended drawdowns during trending markets. Stop losses may not fill at intended levels during extreme volatility or gaps. Thoroughly test on historical data and paper trade before risking real capital. Use appropriate position sizing and never risk more than you can afford to lose. Consider consulting a licensed financial advisor before making trading decisions. Automated trading systems can malfunction - monitor all live positions actively.
## ACKNOWLEDGMENT & CREDITS:
This strategy is built upon the channel detection methodology created by **AlgoAlpha** in the "Smart Money Breakout Channels" indicator. Full credit and appreciation to AlgoAlpha for pioneering the normalized volatility approach to identifying consolidation patterns. The core channel formation logic using normalized price standard deviation is AlgoAlpha's original contribution to the TradingView community.
Enhancements to the original concept include: mean reversion entry logic (vs breakout), immediate touch-based signals, multi-timeframe ATR volatility filtering, flexible position sizing (fixed/percentage/cash), cooldown period filtering, dual TP methods (fixed points vs channel percentage), automated strategy execution with exit management, and real-time position monitoring table.
MJBFX-Strategy (Futures Optimized)The MJBFX-Strategy is a complete market mapping tool designed to give traders a clear view of liquidity, session dynamics, and premium/discount levels. It loads automatically on any chart, fully optimized for futures and forex trading.
🔑 Key Features
Asian Session Range
Highlights the previous Asian session with a shaded box
Fixed until London open for precise reference
VWAP from Asian Session
Plots the VWAP of the previous Asian session
Dynamic fair value benchmark for intraday trading
Liquidity Sweeps (Optimized)
Detects sweeps of the Asian session high/low
Shown only on 30m, 1h, and 4h charts to reduce noise
Clean, minimal labels for clarity
Automatic Fibonacci Zone
Draws a shaded retracement zone (38.2%–61.8%) of the Asian range
Transparent fill makes it easy to read price action
Killzones
Highlights London (07:00–10:00) and New York (13:00–16:00) killzones
Semi-opaque shading to keep charts clean
Auto Trade Box (Risk/Reward)
On sweep confirmation, plots a 2R target box
Auto stop loss and take profit levels based on futures tick size
🎯 Why Use It?
The MJBFX-Strategy removes the need for manual drawing.It automatically maps:
Session highs and lows
Liquidity sweeps
VWAP and fib retracement zones
Key killzones
Perfect for session-based intraday trading in both futures and forex.
⚡ No manual settings required.Just load it onto your chart for an instant institutional view of the market.
NQ Position Size CalculatorNQ Position Size Line Calculator is designed specifically for Nasdaq 100 futures (NQ) and micro futures (MNQ) traders who want to maintain disciplined risk management. This visual tool eliminates the guesswork from position sizing by displaying distance lines and contract calculations directly on your chart.
The indicator creates horizontal lines at 10-tick intervals from your stop loss level, showing you exactly how many contracts to trade at each distance to maintain your predetermined risk amount. Whether you're trading regular NQ contracts or micro MNQ contracts, this calculator ensures you never risk more than intended while providing instant visual feedback for optimal position sizing decisions.
How to Use the Indicator
Step 1: Configure Your Settings
Stop Loss Price: Enter your exact stop loss level (e.g., 20000.00)
Risk Amount ($): Set your maximum dollar risk per trade (e.g., $500)
Contract Type: Choose between:
NQ (Regular): $5 per tick - for larger accounts
MNQ (Micro): $0.50 per tick - for smaller accounts or conservative sizing
Display Options:
Max Lines: Number of distance lines to show (default: 30)
Show Labels: Toggle tick distance and contract count labels
Line Color: Customize the color of distance lines
Label Size: Choose tiny, small, or normal label sizes
Step 2: Read the Visual Display
Once configured, the indicator displays:
Stop Loss Line:
Thick yellow line marking your exact stop loss level
Yellow label showing the stop loss price
Distance Lines:
Dashed red lines at 10-tick intervals above and below your stop loss
Lines appear on both sides for long and short position planning
Labels (if enabled):
Green labels (right side): For long positions above your stop loss
Red labels (left side): For short positions below your stop loss
Format: "20T 5x" means 20 ticks distance, 5 contracts maximum
Step 3: Use the Information Tables
The indicator provides two helpful tables:
Position Size Table (top-right):
Shows common tick distances (10, 20, 40, 80, 160 ticks)
Displays risk per contract at each distance
Contract count for your specified risk amount
Total risk with rounded contract numbers
Settings Table (bottom-right):
Confirms your current risk amount
Shows selected contract type
Displays current settings for quick reference
Step 4: Apply to Your Trading
For Long Positions:
Look at the green labels on the right side of your chart
Find your desired entry level
Read the label to see: distance in ticks and maximum contracts
Example: "30T 8x" = 30 ticks from stop, buy 8 contracts maximum
For Short Positions:
Look at the red labels on the left side of your chart
Find your desired entry level
Read the label for tick distance and contract count
Example: "40T 6x" = 40 ticks from stop, sell 6 contracts maximum
Step 5: Trading Execution
Before Entering a Trade:
Identify your stop loss level and input it into the indicator
Choose your entry point by looking at the distance lines
Note the contract count from the corresponding label
Verify the risk amount matches your trading plan
Execute your trade with the calculated position size
Risk Management Features:
Contract rounding: All position sizes are rounded down (never up) to ensure you don't exceed your risk limit
Zero position filtering: Lines only show where position size is at least 1 contract
Dual-sided display: Plan both long and short opportunities simultaneously
Gold Futures 2M 5M Tick Move Indicator📢 Gold Futures Tick Move Indicator 🚀
Customizable Tick-Based Trading Alerts & Visualization
🔹 Overview:
The Gold Futures Tick Move Indicator is designed for traders who rely on tick-based price movements to detect significant market activity. This indicator identifies strong momentum moves, triggers customizable buy and sell signals, and provides clear trade range visualizations with take profit and stop loss levels.
🔹 Key Features:
✅ Customizable Tick Threshold – Adjust the number of ticks needed to trigger a buy/sell signal (default: 65 ticks).
✅ Take Profit & Stop Loss Levels – Automatically calculates and plots exit levels (default: 75 TP, 40 SL).
✅ Buy/Sell Alerts – Get real-time alerts when a candle moves beyond the defined tick threshold.
✅ Custom Colors for Trade Signals – Buy (teal #008080), Sell (hot pink #FF69B4).
✅ Trade Range Visualization – Background colors highlight long & short positions for better clarity.
✅ Candle Highlighting – Turns white when a tick-based signal is detected.
🔹 How It Works:
1️⃣ Set your tick movement threshold – Define how many ticks the price must move to trigger a trade signal.
2️⃣ Customize Take Profit & Stop Loss – Modify exit levels to match your strategy.
3️⃣ Wait for a Signal – If the price moves beyond the defined tick range, the indicator plots a Buy (teal) or Sell (hot pink) signal.
4️⃣ Monitor Trade Zones – Trade ranges are highlighted in teal or pink for quick visualization.
5️⃣ Receive Alerts – Set up TradingView alerts to be notified of trade opportunities.
🔹 Who is This For?
💰 Gold Futures Traders looking to capitalize on price momentum
📈 Scalpers & Day Traders seeking precise tick-based entries
🎯 Algo Traders who want automated alerts & visual cues
Aggregated Volume Spot & Futures ⚉ ＯＶＥＲＶＩＥＷ ⚉
The indicator presents a comprehensive approach to Aggregated Volume Data . Works on almost all CRYPTO Tickers!
The script also includes several input parameters that allow the user to control which exchanges and currencies are included in the aggregated data.
This script allows the user to choose from several data display modes, including volume, spot & perp, delta, cumulative delta, and others.
The user can also choose how volume is displayed (in assets, U.S. dollars or euros) and how it is calculated (sum, average, median, or dispersion).
WARNING Indicator is for CRYPTO ONLY.
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Mode — Choose Mode.
• Volume — This displays the Volume
• Volume (Colored) — Shows aggregated volume but applying different volume colors for different exchanges.
• Delta — This displays the difference between the number of sellers and buyers.
• Cumulative Delta — This displays the cumulative delta between sellers and buyers.
• Spot & Perp — Shows Spot and Futures volume at the same time.
• Delta (Spot - Perp) — Shows the difference between Spot and Futures Volume.
• Liquidations — Displays Potential Liquidations. (Calculated between the difference in volume between Futures and Spots)
• OBV — On Balance Volume.
• MFI — Money Flow Indicator.
• Data Type — Choose Single or Aggregated data.
• Single — Show only current Volume.
• Aggregated — Show Aggregated Volume.
Volume By — You can also select how the volume is displayed.
• COIN — Volume in Actives.
• USD — Volume in United Stated Dollar.
• EUR — Volume in European Union.
• RUB — Volume in Russian Ruble.
Calculate By — Choose how Aggregated Volume it is calculated.
• SUM — This displays the total volume from all sources.
• AVG — This displays the average price of the volume from all sources.
• MEDIAN — This displays the median volume from all sources.
• VARIANCE — This displays the variance of the volume from all sources.
* 🡅 Be Careful, Reacts to Every Mode.
Additional features
• Show MA — Show Movieng Average of Volume.
• MA Period — Period of MA.
• Lookback — Lookback period for 'Cumulative Delta' and for 'MFI'.
• Liquidation Filter — Filters out small or negative difference values.
• Show Table — Table shows the current volume of the last candle. Also in the Mode "Colored" shows the color of exchanges if they have volume.
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I don't pretend to be the best choice for calculating CVD , Delta and Liquidations, the calculations are chosen to be optimal from what I have seen and know.
If you have any ideas what to add to my work to add more sources or make calculations cooler, suggest in DM .
Z Score BandThis is a band based on Z Score. What is Z Score? In layman's terms it's a method of finding outliers within a sequence of numbers. It's highly effective to quantify pump and dumps in the crypto market.
The middle line is a simple Exponential Moving Average, you can configure this with whatever period you prefer. It comes default with a period of 247 to which I find suitable for my style of trading. The upper and lower bound are determined by the standard deviation you choose in the settings, it comes with a default of 1.69 although I've heard people saying 2.5 is a better number to really pinpoint outliers.
Trading with this indicator is like trading with any band based indicator. The main difference is that this indicator's sole purpose when I wrote it is to help me find shorting positions in the futures market. On the contrary though, longs are also achievable although I rarely long the futures market.
If prices hit the upper bound and get rejected, it's probably because the move was an outlier, it doesn't happen often and when it does usually it reveals crypto's nature of buying spot and hedging short in the futures market. When prices stay above the upper bound, switch to a higher timeframe until we can see that it's still have some ways upwards.
What's true about using this as a shorting tool is also true with longs. However, it might not be as effective, I'd like to be proven wrong.
Convert ETF to Futures/IndexThis indicator is used to automatically map an ETF's VWAP and 10 levels above and below the strike of your choice, to the futures or index instrument currently being viewed/traded. This works very well when using both SPY to ES/MES/SPX or QQQ to NQ/MNQ/NDX to plot the ETF strikes and can lead to some incredible trades, especially when trading level to level. Since SPY, QQQ, IWM, and DIA have the same price action as their futures iteration, there seems to be a direct correlation between their levels and VWAP . This indicator is made to easily map these key levels to the appropriate futures instrument. If you have a way to measure GEX centered around a certain level, I recommend color coding the lines to help indicate whether the level will have strong positive or negative gamma hedging associated with it.
Future's spread with base contract (MOEX)English:
Indicator calculates spread between future and it's theoretical price baased on base contract, number of days to expiration and central bank key rate.
I didn't find any means of getting base contract of security on chart so I hardcoded futures and corresponding base contracts.
Hardcoded futures are MOEX (Moscow Exchange) only and key rate used in script is Russian Central Bank's key rate from 2013, but I believe you can easily adapt it to any other key rate history. I can share source code of tiny C++20 utility for easy generation of get_rate(time) function from more human-readable date format rather then UNIX timestamp used in PineScript.
Only quarterly futures are supported. Only in "SIU2022" like notation. "SI1!" like aliases are not supported.
Русский:
Индикатор отображает спред фьючерса к его теоретической цене с учётом усыхания на каждый день.
Не нашёл, как определить базовый актив фьючерса средствами TradingView - поэтому это соответствие захардкожено вручную.
Поддерживаются только квартальные фьючерсы, только MOEX, только хардкор.
Поддерживается история ключевой ставки ЦБ РФ с 2013 года.
Используйте коды фьючерсов вида "SIU2022".
Не поддерживаются альясы вроде "SI1!", "EU1!".
SPY to ES / MESSPY to ES is an indicator that converts SPY price targets to ES / MES futures price targets.
This indicator is helpful when you have price targets for SPY but trade ES or MES futures instead of SPY. It coverts the SPY price targets to ES / MES futures, and draws the SPY VWAP line on your ES / MES chart.
It supports the following lines
Bullish Above
Bearish Below
Long PT1
Long PT2
Long PT3
Short PT1
Short PT2
Short PT3
It also converts the SPY VWAP to it's current ES / MES value.
Note: The conversion do not work during pre and after market and the lines are only correct during market hours.
Intraday Power 3 VisualDescription
This indicator draws a dynamic "Open High Low Close" type visual on intraday charts so the trader can easily keep track of the daily/weekly movement. This indicator was inspired by the Inner Circle Trader’s (ICT) “Power 3” concept, which is Accumulation, Manipulation, and Distribution of price on a daily timeframe.
Visual
This indicator plots the chosen timeframes opening price along with a live line for the current price. This makes it very easy to identify the daily/weekly range along it’s open. And the user can combine this indicator with my other indicator “Futures Exchange Sessions” to plot the midnight EST & 8:30 AM EST lines to get a great summation of over night price action.
Inputs and Style
In the Input section the user can dynamically switch between Daily and Weekly timeframes. Built in ability to move the entire Visual to the right makes preventing indicator overlap a breeze. All of the lines can be configured: color, style, and width. Independently toggle ON/OFF the Power 3 labels (Accumulation, Manipulation, Range Extension, Distribution) and can change labels color. The labels dynamically move and switch positions based upon bear or bull daily/weekly range.
Special Notes
The Futures market is open 23/5. It is closed everyday for 1-hour at 5pm EST and closed over the weekends. Because this Intraday Power 3 Visual is drawing in the 'future' on the users TradingView chart, when the visual is close or in a time when the market is closed, the visual doesn't behave properly. This is because TradingView doesn't display times when the Market is closed, thus the drawings cannot be displayed during those times. There is nothing wrong with the script. Please wait until the Market is open and the visual will be drawn normally.
This indicator is intended for use in the Futures Market
Plot futures volumes with indexMost of the times, F&O traders like to draw their own trendlines or mark other levels on the underlying instrument where volumes of the underlying is a key parameter. When such an instrument is a non-tradeable index, then one needs to switch to the futures chart for volumes. This script plots the volumes from futures on the underlying index so that traders don't need to switch charts just for futures volumes! Hope it is useful to some. Cheers!
Session Levels - Ultimate Range IndicatorSession Levels - Ultimate Range Indicator
Primarily developed for trading the E-MINI Futures Markets like NQ or ES from the CME Group,
but also more than suitable for Crypto or other instruments.
This indicator highlights the chosen session, which can be Globex, Asian, London and New York.
It plots the important levels and also renders the Opening Range as it forms (a.k.a. Initial Balance).
After the 1st hour Opening Range is finished, it can plot the Standard Deviations / Projections.
See below for a complete feature list.
All Opening Ranges on chart and for the New York session the Range Projections are turned on:
s3.tradingview.com
How to use (example):
If you are trading the Nasdaq Futures (NQ!)
Enable the Globex Overnight session. Basically in the Futures Market, the Globex session is everything outside of US trading hours of Stocks. This draws the important overnight levels, like the Low, 25%, 50%, 75% and the High.
Enable the New York Session with Levels and Opening Range. Generally, 70% of the time the 1st hour will put a Low or High of the day.
If the price is trading above the Globex Low, most likely the Low of the Day is formed and the price target for the day will be 1.5x Standard Deviation and 2x Standard Deviation.
[*} Deviation of the Initial Balance depends on the volume ad overall market structure.
** This is not financial advice or any guarantee **
Features:
Show each Session Highlighted on Intraday chart in it's own color (each session can be turned off and has customizable times and color)
Show Line Levels of each session: Low, 25%, 50%, 75% and the High (customizable color)
Show the Opening Range (Initial Balance) of the Asian, London and New York session. Note: NY has more options.
Opening Range is displayed as a box with level lines (customizable color)
Levels are drawn to the end of the NY Cash session (customizable time)
Show IB Standard Deviations 0.5 - 3.0. Calculated from the Opening Range (Initial Balance)
Option to display Higher Timeframe levels: Previous Day Open/Close and Previous Week Open/Close
All level lines and OR boxes size dynamically as the session progresses
Built in Alerts for when price hits key levels. e.g. Alert when price crosses the NY Opening Range High. Or an Alert when the first STDEV is hit.
Option to toggle display of drawings for Today's trading session only, or Show all recent session levels. This keeps the chart clean or not.
Extras:
The NY Opening Range also has a 50% level line
The NY Opening Bar can be highlighted separately
The Level Lines can have small labels turned on/off. Values are only shown on mouse over to keep a clean chart
Keep in mind:
1) This indicator works on all instruments, but on instruments with limited market hours, your chart setting
has to be set to "Extended Hours" otherwise. For example TSLA on NASDAQ.
2) The Exchange Time Zone for the CME Group is Chicago UTC-6. So the session times you configure in the settings menu are based on that timezone too.
3) Globex opens at 5pm CST and closes when the US session starts 8:30CST.
4) When enabling the Alerts in the Indicator settings, be sure to also create an alarm for this indicator using the Alarm function of Tradingview.
Pivot Target (5m Futures)I am new to both Futures Trading and Pivots. Looking for shorter-term profitable opportunities, I have investigated the use of pivots from a higher timeframe. All the work of this script is performed using two lines. It calculates the pivot from the previous 2-hour bar and draws this pivot line on the 5-minute timeframe. Many many times, the price will reach back to this pivot point - sometimes fairly quickly within the same horizontal pivot line and sometimes farther out (4-hours to 6-hours, or within the next few days). Price tends to reach the level around ninety percent of the time, making for plenty of short-term trading opportunities.
I get the best results when I see the price rise or fall from the pivot, along with a second indicator indicating a possible reversal (my favorite is Divergence for Many Indicators v4 by LonesomeTheBlue . Who knew divergence (both regular and hidden) was so common and useful for finding probable reversals? If I find the price above or below the pivot line with a second signal, I'll place a buy or sell within that same 2-hour window the price tends to return back to the higher timeframe pivot for a nice profit very quickly. Other times it does take a little longer to return with only a small percentage of time not returning within a reasonable amount of time, or very unusually, not at all. The image above shows a number of profitable trading opportunities using a combination of the Pivot Target and LonesomeTheBlue's Divergence for Many Indicators v4. You can further limit risk by only taking trades that are in the same direction of the overall trend, possibly confirmed on a higher timeframe.
This script will only be visible on the 5-minute timeframe the way it is written right now. I wouldn't suggest shorter or longer timeframes unless some editing is done by you. It doesn't seem to work as well with stocks, but is best on Futures due to the wave-like natures of the futures market. Trade safe, trade with the trend, use stops and limits appropriately and stay safe.
XenoSmooth Predictive Candles - Advanced Heikin Ashi CandlesXenoSmooth Predictive Candles
Summary in one paragraph
A synthetic candle engine for crypto, FX, equities, and futures on intraday to swing timeframes. It reduces noise and flip delay so structure is easier to read. The core novelty is a predictive open with inertia plus slope lead fused with a zero lag body filter and an overshoot based wick model normalized by the real range and capped by ATR. Add it to a clean chart, hide regular candles if desired, and tune lengths. Shapes can move while the bar is open and settle on close. For conservative workflows read on bar close.
Scope and intent
• Markets. Major FX pairs, index futures, large cap equities, liquid crypto
• Timeframes. One minute to daily
• Purpose. Faster and smoother visual structure than Heikin Ashi while keeping causality and realistic wicks
Originality and usefulness
• Unique concept. Predictive open with inertia and slope lead plus selectable zero lag body filter and ATR capped wick overshoot in percent of real range
• Failure mode addressed. Late flips in chop and unreal long wicks from raw extremes
• Testability. Every control is an input. Users can toggle body method, lengths, clipping, and percent modeling
• Portable yardstick. ATR based wick cap and percent of bar range scale across symbols
Method overview in plain language
Build a robust base price from O, H, L, and extra weight on Close. Smooth it with a chosen filter to produce the synthetic close. Drive a predictive open that follows the synthetic close with tunable inertia and a small lead from the last bar slope. Model wicks as the portion of the real extremes that extends beyond the synthetic body, smooth that overshoot, normalize by the bar range if selected, then cap by ATR to avoid tail spikes. Clamp synthetic values to the real high and low if enabled.
Base measures
• Range basis. True Range for the ATR cap and High minus Low for percent normalization
• Return basis. Not used
Components
• Body Base Blend. Weighted O H L with a close bias to stabilize the base
• Zero Lag Body Filter. ZLEMA or Super Smoother or WMA to set the synthetic close
• Predictive Open. Inertial follow of the synthetic close plus a slope lead term
• Wick Overshoot Model. Smoothed extension beyond the body, optional percent of real range, ATR cap
• Clamp Option. Keeps synthetic open and close inside the real bar range
Fusion rule
• Synthetic close equals filtered base
• Synthetic open equals previous open plus inertia times distance to synthetic close plus slope lead
• Wicks equal smoothed overshoot above and below the body, optionally percent of range then converted back to price and capped by ATR
Inputs with guidance
Setup
• Signal timeframe. Uses the chart timeframe
• Invert direction. Not applicable
• Session windows. Not applicable
Logic
• Body length. Core smoothing length for the synthetic close. Typical 6 to 14. Higher gives smoother and slower. Lower gives faster flips
• Body method. ZLEMA or Super Smoother or WMA. ZLEMA is fastest. Super Smoother is calmest
• Close weight in base. 0 to 1. Higher gives stronger emphasis on close and less noise
• Open inertia. 0 to 1. Higher makes the open follow the close more tightly
• Lead gain. 0 to 1. Higher adds more phase lead. Keep modest to avoid overshoot
• Clamp body to real range. On keeps synthetic body inside high and low
• Wick smooth length. Typical 4 to 10. Higher reduces jitter
• Overshoot as percent. On stabilizes wicks across regimes
• ATR length. Typical 10 to 20 for the cap
• Max wick equals ATR times. 0 disables. 1.0 to 2.0 contains extreme tails
Filters
• Efficiency or trend filter. Not used
• Micro versus macro range relation. Not used
• Location filter. Not used
Realism and responsible publication
• No performance claims
• Intrabar motion reminder. Shapes can move while a bar forms and settle on close
• Strategies must use standard candles for signals and orders
Honest limitations and failure modes
• High impact releases and thin liquidity can distort wicks and produce gaps that any smoother cannot predict
• Very quiet regimes can reduce contrast. Consider longer body length
• Session time on the chart controls the definition of each bar
Aggregated Long Short Ratio (Binance + Bybit)This indicator displays the Long/Short Ratio (LSR) from Binance and Bybit exchanges, plus an aggregated average. LSR shows the ratio between traders holding long positions vs short positions.
Settings AvailableExchanges Group:
☑️Show Binance - Display Binance LSR line
☑️ Show Bybit - Display Bybit LSR line
☑️ Show Aggregated LSR - Display combined average
Timeframe - Choose data timeframe (leave empty for chart timeframe)
Visualization Group:
🎨 Binance Color - Default: Yellow
🎨 Bybit Color - Default: Orange
🎨 Aggregated Color - Default: White
📖 How to Read the Indicator
⚠️ CRITICAL: Always analyze LSR together with Open Interest (OI)
Key Levels:
LSR = 1.0 (gray dashed line) = Balance - Equal longs and shorts
LSR > 1.0 = More longs than shorts (bullish sentiment)
LSR < 1.0 = More shorts than longs (bearish sentiment)
Extreme Zones:
LSR > 1.5 (green zone) = Very bullish - Possible market top
LSR < 0.5 (red zone) = Very bearish - Possible market bottom
Why Open Interest Matters:
LSR alone doesn't tell the full story. You MUST check Open Interest:
Rising OI + High LSR (>1.5) = New longs opening → Strong momentum OR potential trap
Rising OI + Low LSR (<0.5) = New shorts opening → Strong momentum OR potential trap
Falling OI + Extreme LSR = Positions closing → Weak signal, avoid trading
Stable OI + Extreme LSR = No new positions → Less reliable signal
💡 Trading Interpretation
⚠️ ALWAYS combine LSR with Open Interest analysis!
Contrarian Strategy (High Leverage Zones):
High LSR (>1.5) + Rising OI → Many new longs → Potential short squeeze OR reversal down
Low LSR (<0.5) + Rising OI → Many new shorts → Potential long squeeze OR reversal up
Trend Confirmation:
Rising LSR + Rising price + Rising OI = Strong bullish trend with new positions
Falling LSR + Falling price + Rising OI = Strong bearish trend with new positions
Weak Signals (Avoid):
Extreme LSR + Falling OI = Positions closing → Low conviction
Extreme LSR + Stable OI = No new money → Wait for confirmation
Divergences:
Price higher highs but LSR falling + Rising OI = Bearish divergence (shorts accumulating)
Price lower lows but LSR rising + Rising OI = Bullish divergence (longs accumulating)
Best Setups:
Reversal: Extreme LSR (>1.5 or <0.5) + Rising OI + Price rejection
Trend: LSR trending with price + Steadily rising OI
Caution: Extreme LSR + Falling OI = Ignore signal
Built-in Alerts
The indicator includes 4 preset alerts:
LSR Crossed Above 1.0 - Market turned bullish
LSR Crossed Below 1.0 - Market turned bearish
LSR Very High - Above 1.5 (possible top)
LSR Very Low - Below 0.5 (possible bottom)
To Set Up Alerts:
Click the "..." on the indicator
Select "Add Alert"
Choose the condition you want
Configure notification method
Best Practices
MANDATORY: Always add Open Interest indicator to your chart alongside LSR
To add OI: Click Indicators → Search "Open Interest" → Add official TradingView OI
Use on perpetual futures charts (symbols ending in .P)
Works best on USDT pairs (BTCUSDT, ETHUSDT, etc.)
Combine LSR + OI + price action + support/resistance levels
Higher timeframes (4h, 1D) give more reliable signals
Don't trade LSR extremes without confirming OI direction
Golden Rule: Rising OI = Strong signal | Falling OI = Weak signal
⚠️ Important Notes
Indicator requires TradingView Premium or above (uses Request library)
Only works on crypto perpetual futures
Data availability depends on exchange API
NA values mean data is not available for that exchange/symbol
Never use LSR without Open Interest context
(SPY to ES) ETF→Futures Multi-Level (10 Levels + Select All)Converts selected ETF levels (SPY or QQQ) into equivalent futures levels (ES or NQ).
Uses live price ratio between ETF and futures for real-time level translation.
Supports 10 independent levels (A–J) with user-defined ETF price inputs.
Provides checkboxes to toggle each level’s visibility or show all at once.
Applies smoothing (ta.sma) to reduce noise from short-term price movement.
Lets user customize each line’s color, width, and style (solid, dashed, dotted).
Automatically updates lines as new bars form without user interaction.
Uses persistent line objects to keep levels stable when scrolling or zooming.
Adapts to either SPY→ES or QQQ→NQ depending on the “Convert SPY?” toggle.
Draws clean horizontal lines without legend clutter for visual precision.
SOME ONE PUBLISHED THIS FUNCTIONALITY FOR A CHARGE SO I MADE IT FREE.
-rA
SPX Ladder → Adjusted to Active Ticker (5s & 10s)This indicator allows you to a grid of SPX levels directly on the ES1! (E-mini S&P 500 Futures) chart, automatically adjusting for the spread between SPX and ES1!. This is particularly useful for traders who perform technical analysis on SPX but execute trades on ES1!.
Features:
Renders every 5 and 10 points steps of the SPX in your current chart.
The script adjusts these levels in real-time based on the current spread between SPX and ES1!
Plots updated horizontal lines that move with the spread
Supports Multiple Tickers, ES1!, SPY and SPX500USD.
Ideal for futures traders who want SPX context while trading ES1!.
