Levels by EVThis indicator plots a clean set of commonly used reference levels on the chart, including the prior day high and low (PDH/PDL), the current day open (DO), prior week high and low (PWH/PWL), prior month high and low (PMH/PML).
Daily, weekly, and monthly levels are sourced from their respective higher timeframes to keep the values stable and consistent across intraday charts. Session ranges are calculated using a selectable timezone and are updated in a controlled way to avoid unnecessary object creation and chart clutter. An optional setting allows developing session highs and lows to update while the session is active, or you can keep session levels fixed once the session ends.
Use these levels as context for liquidity, support/resistance, and session structure. Labels can be enabled or disabled, and can optionally be kept on the right edge so the chart remains readable on any zoom level.
在腳本中搜尋"charts"
WaveRider [Scalping-Algo]# 📊 TrendPulse Pro - Indicator Guide
## 🎯 What is it?
A clean all-in-one trend tool. Combines 4 smoothed MAs, candlestick patterns & session highlights. No clutter, just signals.
---
## 🔧 Features
### 📈 4 Smoothed Moving Averages
- **21 SMMA** (Cyan) → Fast trend, scalping
- **50 SMMA** (Green) → Swing entries
- **100 SMMA** (Gold) → Medium trend filter
- **200 SMMA** (Red) → Major trend direction
💡 *Price above all = strong bull. Below all = strong bear.*
---
### ⚡ 3 Line Strike Pattern
Rare but powerful reversal signal.
- 🟢 **Bull 3LS** → 3 red candles + 1 big green that closes above first candle
- 🔴 **Bear 3LS** → 3 green candles + 1 big red that closes below first candle
💡 *Best near support/resistance zones.*
---
### 💎 Engulfing Candles
Shows momentum shift.
- 🟢 **Bull Engulf** → Green candle swallows previous red
- 🔴 **Bear Engulf** → Red candle swallows previous green
💡 *Filter with trend direction for better win rate.*
---
### 🕐 Session Highlight
See your trading window clearly.
- Light shade = Pre-session (prep time)
- Darker shade = Active session (go time)
💡 *Default is CME hours. Adjust in settings.*
---
## 📝 Quick Setup
1. Add to chart
2. Pick your timeframe (works on any)
3. Toggle what you need ON/OFF
4. Set your session times
5. Trade with confidence
---
## 🎨 Color Guide
| Element | Default Color | Meaning |
|---------|---------------|---------|
| 21 MA | Cyan | Fast trend |
| 50 MA | Green | Swing trend |
| 100 MA | Gold | Filter |
| 200 MA | Red | Big picture |
| Fill Green | Light Green | Bullish bias |
| Fill Red | Light Red | Bearish bias |
---
## ⚠️ Tips
✅ Use MA stack for trend bias
✅ Wait for patterns AT key levels
✅ Combine with volume
✅ Respect the 200 MA
❌ Don't trade against all MAs
❌ Don't chase every signal
❌ Don't ignore session times
---
## 🚀 Best Practices
**For Scalping:**
- Focus on 21 & 50 MA
- Trade engulfing patterns
- Use 1-5 min charts
**For Swing:**
- Focus on 100 & 200 MA
- Trade 3 Line Strike
- Use 1H-4H charts
---
Made with ☕ by a trader, for traders.
*"Keep it simple. Let price do the talking."*
4H Session High/Low4H Asia Session Anchor Range Description: This indicator identifies and plots the price range of the specific 4-hour candle starting at 04:00 (local time). By utilizing Multi-Timeframe (MTF) logic, the high and low boundaries (wick-to-wick) remain fixed and accurate even when scaling down to lower timeframes like the 1-minute or 5-minute charts. The levels extend horizontally to the right, providing clear institutional support and resistance zones based on the early morning volatility.
Cumulative Volume Delta (CVD) Suite [QuantAlgo]🟢 Overview
The Cumulative Volume Delta (CVD) Suite is a comprehensive toolkit that tracks the net difference between buying and selling pressure over time, helping traders identify significant accumulation/distribution patterns, spot divergences with price action, and confirm trend strength. By visualizing the running balance of volume flow, this indicator reveals underlying market sentiment that often precedes significant price movements.
🟢 How It Works
The indicator begins by determining the optimal timeframe for delta calculation. When auto-select is enabled, it automatically chooses a lower timeframe based on your chart period, e.g., using 1-second bars for minute charts, 5-second bars for 5-minute charts, and progressively larger intervals for higher timeframes. This granular approach captures volume flow dynamics that might be missed at the chart level.
Once the timeframe is established, the indicator calculates volume delta for each bar using directional classification:
getDelta() =>
close > open ? volume : close < open ? -volume : 0
When a bar closes higher than it opens (bullish candle), the entire volume is counted as positive delta representing buying pressure. Conversely, when a bar closes lower than its open (bearish candle), volume becomes negative delta representing selling pressure. This classification is applied to every bar in the selected lower timeframe, then aggregated upward to construct the delta for each chart bar:
array deltaValues = request.security_lower_tf(syminfo.tickerid, lowerTimeframe, getDelta())
float barDelta = 0.0
if array.size(deltaValues) > 0
for i = 0 to array.size(deltaValues) - 1
barDelta := barDelta + array.get(deltaValues, i)
This aggregation process sums all the individual delta values from the lower timeframe bars that comprise each chart bar, capturing the complete volume flow activity within that period. The resulting bar delta then feeds into the various display calculations:
rawCVD = ta.cum(barDelta) // Cumulative sum from chart start
smoothCVD = ta.sma(rawCVD, smoothingLength) // Smoothed for noise reduction
rollingCVD = math.sum(barDelta, rollingLength) // Rolling window calculation
Note: This directional bar approach differs from exchange-level orderflow CVD, which uses tick data to separate aggressive buy orders (executed at the ask price) from aggressive sell orders (executed at the bid price). While this method provides a volume flow approximation rather than pure tape-reading precision, it offers a practical and accessible way to analyze buying and selling dynamics across all timeframes and instruments without requiring specialized data feeds on TradingView.
🟢 Key Features
The indicator offers five distinct visualization modes, each designed to reveal different aspects of volume flow dynamics and cater to various trading strategies and market conditions.
1. Oscillator (Raw): Displays the true cumulative volume delta from the beginning of chart history, accompanied by an EMA signal line that helps identify trend direction and momentum shifts. When CVD crosses above the signal line, it indicates strengthening buying pressure; crosses below suggest increasing selling pressure. This mode is particularly valuable for spotting long-term accumulation/distribution phases and identifying divergences where CVD makes new highs/lows while price fails to confirm, often signaling potential reversals.
2. Oscillator (Smooth): Applies a simple moving average to the raw CVD to filter out noise while preserving the underlying trend structure, creating smoother signal line crossovers. Use this when trading trending instruments where you need confirmation of genuine volume-backed moves versus temporary volatility spikes.
3. Oscillator (Rolling): Calculates cumulative delta over only the most recent N bars (configurable window length), effectively resetting the baseline and removing the influence of distant historical data. This approach focuses exclusively on current market dynamics, making it highly responsive to recent shifts in volume pressure and particularly useful in markets that have undergone regime changes or structural shifts. This mode can be beneficial for traders when they want to analyze "what's happening now" without legacy bias from months or years of prior data affecting the readings.
4. Histogram: Renders the per-bar volume delta as individual histogram bars rather than cumulative values, showing the immediate buying or selling pressure that occurred during each specific candle. Positive (green) bars indicate that bar closed higher than it opened with buying volume, while negative (red) bars show selling volume dominance. This mode excels at identifying sudden volume surges, exhaustion points where large delta bars fail to move price, and bar-by-bar absorption patterns where one side is aggressively consuming the other's volume.
5. Candles: Transforms CVD data into OHLC candlestick format, where each candle's open represents the CVD at the start of the bar and subsequent intra-bar delta changes create the high, low, and close values. This visualization reveals the internal volume flow dynamics within each time period, showing whether buying or selling pressure dominated throughout the bar's formation and exposing intra-bar reversals or sustained directional pressure. Use candle wicks and bodies to identify volume acceptance/rejection at specific CVD levels, similar to how price candles show acceptance/rejection at price levels.
▶ Built-in Alert System: Comprehensive alerts for all display modes including bullish/bearish momentum shifts (CVD crossing signal line), buying/selling pressure detection (histogram mode), and bullish/bearish CVD candle formations. Fully customizable with exchange and timeframe placeholders.
▶ Visual Customization: Choose from 5 color presets (Classic, Aqua, Cosmic, Ember, Neon) or create your own custom color schemes. Optional price bar coloring feature overlays CVD trend colors directly onto your main chart candles, providing instant visual confirmation of volume flow and making divergences immediately apparent. Optional info label with configurable position and size displays current CVD values, data source timeframe, and mode at a glance.
Supply & Demand MTF x3 (Input TF)📦 Supply & Demand MTF x3 (Input TF)
Supply & Demand MTF x3 is a clean and powerful indicator designed to automatically detect and display Supply and Demand zones across multiple timeframes directly on your chart.
It focuses on clarity, flexibility, and control, allowing traders to visualize higher-timeframe institutional zones while trading on any lower timeframe.
🚀 Key Features
✅ Up to 3 independent timeframes
✅ Automatic Supply & Demand zone detection
✅ Swing-based logic (pivot highs & lows)
✅ Non-repainting zones
✅ Automatic zone invalidation
✅ Maximum zone control (keep charts clean)
✅ Fully customizable colors, borders, and visibility
✅ Works on any market and timeframe
🧠 How It Works
The indicator identifies Supply and Demand zones using pivot highs and pivot lows:
Supply Zone
Created from a pivot high
Represents areas where selling pressure previously dominated
Demand Zone
Created from a pivot low
Represents areas where buying pressure previously dominated
Each zone:
Starts at the candle where the swing is confirmed
Extends automatically to the current bar
Is deleted immediately once price invalidates it:
Supply → price closes above the zone
Demand → price closes below the zone
This ensures that only valid and active zones remain on the chart.
⏱ Multi-Timeframe Logic (MTF x3)
You can enable up to 3 different timeframes, each with its own settings.
For example:
TF1 → 15m (execution zones)
TF2 → 1H (intraday structure)
TF3 → 4H / Daily (institutional zones)
Each timeframe is processed independently and displayed on your current chart.
⚙️ Common Settings
These settings apply to all timeframes:
▸ Swing Left / Right Bars
Defines how many candles are used to confirm a swing high or low.
Higher values → stronger, more reliable zones
Lower values → more frequent zones
▸ Minimum Zone Size (%)
Filters out very small zones.
Helps remove noise
Keeps only meaningful price areas
▸ Max Supply / Demand Zones
Limits how many zones can be displayed at the same time.
Oldest zones are removed first
Keeps the chart clean and readable
⏱ Timeframe Settings (TF1 / TF2 / TF3)
Each timeframe has its own dedicated section.
▸ Timeframe
Choose the timeframe used to calculate zones (e.g. 15, 60, 240).
▸ Show Supply / Demand
Enable or disable Supply or Demand zones individually.
▸ Colors
Fully customizable:
Supply fill & border
Demand fill & border
▸ Border Width
Adjust zone visibility based on your chart style.
🎯 Best Use Cases
This indicator works best when used as:
🔹 HTF Supply & Demand map
🔹 Confluence tool for entries
🔹 Support & resistance replacement
🔹 Scalping, intraday, or swing trading
Combine it with:
Market structure
Liquidity concepts
Price action confirmations
Trend filters
🧼 Clean by Design
No repainting
No future leak
No over-drawing
No unnecessary calculations
Only validated zones that matter stay on your chart.
⚠️ Important Notes
Zones are not trade signals
They represent areas of interest, not guaranteed reversals
Always use proper confirmation and risk management
🧩 Summary
Supply & Demand MTF x3 gives you:
✔ Multi-timeframe perspective
✔ Maximum customization
✔ Clean charts
EMA + PDH/PDL 2 Days [Scalping-Algo]🎯 Overview
A clean, focused scalping indicator designed for 2-minute and 4-minute stock charts. Combines trend-following EMAs with key daily support/resistance zones to identify high-probability scalp entries.
🛠️ What's Included
ComponentDescription🟡 EMA 13Fast momentum line🟣 EMA 48Medium trend filter🔴 EMA 200Major trend direction🔵 PDH/PDLPrevious day high & low zones🟠 PDH-2/PDL-22 days ago high & low zones
⏰ Session Filter
Only displays levels during regular trading hours (9:30 AM - 4:00 PM EST) to keep your chart clean during pre/post market.
📊 How to Use for Scalping
✅ Long Setup (2m/4m chart)
Price above EMA 200 (bullish bias)
Price pulls back to PDH/PDL zone or EMA 48
EMA 13 crosses above EMA 48
Enter on bounce from zone
Target: next resistance zone or 1:2 R/R
❌ Short Setup (2m/4m chart)
Price below EMA 200 (bearish bias)
Price rallies into PDH/PDL zone or EMA 48
EMA 13 crosses below EMA 48
Enter on rejection from zone
Target: next support zone or 1:2 R/R
💡 Pro Tips
TipWhy🔥 Trade the first hourMost volume & volatility🎯 Zone confluenceBest setups when PDH/PDL aligns with EMAs⚡ Quick exitsScalping = small gains, don't overstay🚫 Avoid chopSkip trades when price is stuck between zones📉 Respect EMA 200Don't long below it, don't short above it
🔵 Zone Colors Explained
Blue zones → Yesterday's high/low (stronger levels)
Orange zones → 2 days ago high/low (secondary levels)
Zone thickness → 20 ticks buffer for natural price noise
⚙️ Best Settings
TimeframeBest For2 minuteQuick scalps, 5-15 cent targets4 minuteSlightly larger moves, less noise
📌 Recommended Pairs
Works best on liquid stocks with tight spreads:
SPY, QQQ, AAPL, TSLA, AMD, NVDA, META, AMZN
⚠️ Risk Management
RuleSuggestion🛑 Stop lossBelow/above the zone (tight)🎯 Take profit1:2 or 1:3 risk/reward minimum📏 Position sizeMax 1-2% account risk per trade
🚀 Quick Start
Add indicator to 2m or 4m chart
Wait for price to reach a colored zone
Confirm trend direction with EMA 200
Look for EMA 13/48 alignment
Enter with tight stop, scale out at targets
BD SessionsSession boxes indicator for intraday charts.
Highlights up to four customizable market sessions using transparent boxes with clearly defined high/low ranges and labels.
Each session can be individually configured by name, time, timezone, and color.
Fifty Two Week Highs and Lows Displays 52-week highs and lows with percentage distance context, optional dashboard, and visual connections between successive new highs for long-term range awareness.
Fifty Two Week Highs and Lows
This indicator provides clear, objective context around price location within its 52-week range. It is designed to help users quickly assess how extended or compressed price is relative to its long-term highs and lows, without generating trade signals or placing orders.
What the indicator does
Calculates 52-week highs and lows using one of two reference definitions:
Daily (252 bars): Rolling high and low over a configurable number of daily bars, best suited for Daily charts.
Weekly (52 weeks): True weekly 52-week high and low values projected onto the active chart timeframe.
Displays a compact dashboard showing:
Percent below the 52-week high
Percent above the 52-week low
Both values are color-coded to provide immediate visual context.
Optionally draws lines connecting successive new 52-week highs, making sequences of higher highs easier to observe.
Alerts
Optional indicator alerts are included for:
New 52-week highs (Daily or Weekly mode)
Price entering defined distance zones relative to the 52-week high or low
All alerts are evaluated on confirmed bar close.
How to use
Add the indicator to any chart and select the preferred 52-week reference mode.
Use the dashboard values as context, not signals, to understand where price sits within its long-term range.
Enable alerts if you want notifications when price reaches specific distance thresholds.
Notes
In Weekly mode, values are derived from higher-timeframe weekly data and projected onto the active chart.
This script is an indicator only and does not place trades.
Educational and informational use only.
Daily/Weekly FVG by KrisThis indicator is a Multi-Timeframe (MTF) tool designed to automatically identify and project Fair Value Gaps (Imbalances) from Daily and Weekly timeframes onto your current chart. It helps traders locate higher-timeframe Areas of Interest (POI) and liquidity voids without manually switching charts.
How it works:
The script utilizes `request.security` to fetch High and Low data from Daily and Weekly timeframes. It identifies a Fair Value Gap (FVG) based on the 3-candle formation logic where price moves inefficiently, leaving a gap between the wicks.
- Bullish FVG: Identified when the current Daily/Weekly Low is greater than the High of the candle from 2 periods ago.
- Bearish FVG: Identified when the current Daily/Weekly High is lower than the Low of the candle from 2 periods ago.
The indicator draws a box extending to the right to visualize the zone, along with a dotted midline which often acts as a sensitive support/resistance level.
Unique Feature: Smart Mitigation (Auto-Hide)
To keep your chart clean and focused on relevant data, the script includes a "Full Fill" logic. It continuously monitors price action relative to existing FVG boxes.
- If price completely crosses through a box (fully fills the gap), the indicator considers it "mitigated" and automatically hides the box and its midline (sets transparency to 100%).
- This ensures you only see "fresh" or unfilled gaps that are still relevant for trading.
Settings:
- TF Checkboxes (Daily/Weekly FVG): Toggle the visibility of Daily or Weekly gaps independently based on your analysis needs.
- Design Mode:
Colored: Uses classic Green (Bullish) and Red (Bearish) colors for easy trend identification.
Monochrome: Uses Gray tones for a minimalist look that reduces visual noise on the chart.
Usage:
Use these zones to identify potential reversal points or liquidity targets. Since these are higher-timeframe levels, they often carry more weight than intraday imbalances.
EDUVEST QQE Signal v3.0 - Multi-Timeframe Scoring SystemEDUVEST QQE Signal v3.0 - Multi-Timeframe Scoring System
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
█ ORIGINALITY
This indicator combines QQE (Quantitative Qualitative Estimation) with HMA (Hull Moving Average) and introduces a unique AI-based scoring system that rates signal quality from 0-100. Unlike traditional QQE indicators that show simple buy/sell signals, this version categorizes signals into four strength levels: BIG CHANCE, SUPER, POWER, and STRONG.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
█ WHAT IT DOES
- Generates scored BUY/SELL signals with quality ratings (60-100 points)
- Categorizes signals into 4 strength levels for easy decision making
- Supports Multi-Timeframe (MTF) analysis
- Auto-detects asset type and applies optimized QQE factors
- Provides customizable alerts based on score thresholds
Signal Hierarchy:
- 💰 BIG CHANCE (90-100): Highest probability setups
- ⚡ SUPER (80-89): Very strong signals
- 🚀 POWER (70-79): Strong signals with HMA confluence
- 💪 STRONG (60-69): Standard quality signals
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
█ HOW IT WORKS
【QQE Calculation】
QQE is based on a smoothed RSI with dynamic bands:
1. Calculate RSI with specified period (default: 14)
2. Apply EMA smoothing to RSI (Smoothing Factor, default: 5)
3. Calculate ATR of the smoothed RSI
4. Create dynamic bands: RSI ± (ATR × QQE Factor)
The QQE Factor is automatically adjusted per asset:
- Forex (USDJPY, EURUSD): 3.8 - 4.238
- Gold (XAUUSD): 8.0
- Crypto (BTC): 12.0, (ETH): 10.0
- Indices (NASDAQ): 4.238
【HMA Calculation】
Hull Moving Average for trend confirmation:
HMA = WMA(2 × WMA(price, n/2) - WMA(price, n), √n)
【Signal Generation】
- BUY: QQE crosses above its band (QQExlong == 1)
- SELL: QQE crosses below its band (QQExshort == 1)
【AI Scoring System】
The score is calculated from multiple factors:
Signal Base (0-35 points):
- QQE + HMA confluence: +35
- QQE or HMA alone: +25
QQE Strength (10-25 points):
- RSI distance from 50 (momentum strength)
- >30 distance: +25, >20: +20, >10: +15, else: +10
Volatility Score (-10 to +15 points):
- ATR ratio 1.1-2.0: +15 (optimal volatility)
- ATR ratio <0.8: -10 (low volatility warning)
Volume Confirmation (-5 to +15 points):
- Volume > 120% of average: +15
- Volume < 80% of average: -5
Base Points: +15
Final Score = Clamped(0, 100, sum of all factors)
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█ HOW TO USE
【Recommended Settings】
- Timeframe: 5M, 15M, 1H, 4H
- Best on: Forex, Gold, NASDAQ, BTC/ETH
- Minimum Score: 60 (adjustable)
【Reading Signals】
- BIG CHANCE (Gold label, 90+): Highest conviction - consider larger position
- SUPER (Yellow label, 80-89): Very strong - standard position
- POWER (Cyan/Magenta label, 70-79): Strong with trend confirmation
- STRONG (Green/Red label, 60-69): Valid but use additional confirmation
【MTF Feature】
Enable MTF to analyze signals from a higher timeframe while viewing lower timeframe charts. The indicator auto-selects 5-minute as the analysis timeframe, or you can set it manually.
【Alert Setup】
1. Enable alerts in settings
2. Set minimum score threshold (default: 60)
3. Create alert with "Any alert() function call"
【Important Notes】
- Signals are confirmed at bar close (no repainting)
- Higher scores = higher probability, not guaranteed profits
- Always use proper risk management
- Consider market context and support/resistance levels
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█ SETTINGS
⏱️ MTF Settings
- MTF Use: Enable multi-timeframe analysis
- Manual Timeframe: Override auto-detection
- Show Panel: Display info panel (default: OFF)
🎨 Design
- Neon Colors: Vibrant color scheme
- Show HMA Line: Display HMA on chart
- Minimum Score: Filter weak signals
- Label Transparency: Adjust label opacity
- Large Labels: Mobile-friendly sizing
🔧 QQE Settings
- RSI Period: RSI calculation period
- Smoothing: EMA smoothing factor
- AI Score: Enable scoring system
🔔 Alerts
- Enable Alerts: Turn on/off notifications
- Minimum Score: Alert threshold
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█ CREDITS
QQE concept originally developed by John Ehlers.
HMA (Hull Moving Average) by Alan Hull.
Enhanced with scoring system and MTF support by EduVest.
License: Mozilla Public License 2.0
Pullback Master ProPullback Master Pro - Scalping & Swing Trading Indicator
Perfect for both scalping and swing trading:
For Scalpers (1-5 min charts):
Quick pullback signals with fast EMA response
Real-time RSI/volume confirmation for rapid entries
Clean signals for fast in/out decisions
For Swing Traders (1H-4H charts):
Multi-timeframe trend filtering for higher accuracy
Deep pullback detection for better risk/reward
Sustained momentum signals for longer holds
Core Features:
Pullback detection with customizable depth
Multi-timeframe trend alignment
RSI + Volume + EMA confluence
Adjustable signal display (opacity, position, size)
Always-visible 3×6 data table
Multiple themes and customization options
One indicator for all timeframes - works equally well for quick scalps and strategic swing trades by adjusting the settings.
Auto Fibo Pivot [Ultimate MTF]Stocks: Locks lines during market hours (09:00-15:30) and switches to "Preview Mode" (Next Day) after market close.
Forex/Crypto: Always Fixed Mode (24h).
Multi-Timeframe (MTF): Select between Auto Daily, Weekly, Monthly, or Yearly pivots.
Fully Customizable: Easily change Fibonacci ratios and colors in the settings.
No Repaint: Stable lines on 1-minute charts.
自動判別・マルチタイムフレーム対応のフィボナッチピボット
株・為替を自動判別し、最適なモードで動作する実戦向けインジケーターです。
主な機能:
自動判別機能:
日本株: ザラ場中はラインを完全固定。15:30以降は自動で「明日の予習モード」に切り替わります。
為替・仮想通貨: 24時間常時固定モードで動作します。
MidZone Breakout Pro 🚀 MidZone Breakout Pro — Smart Balance Zone Signals
🧭 Equilibrium-Based Market Insight
MidZone Breakout Pro identifies key balance levels in the market and highlights directional opportunities when price decisively moves away from equilibrium.
📐 Dynamic Midpoint Zone Mapping
Automatically plots a central price balance zone derived from recent market ranges, helping traders visualize fair value and expansion areas.
🎯 Clear Buy & Sell Signals
Generates clean bullish and bearish signals when price exits the balance zone with momentum.
🎨 High-Visibility Zone Visualization
Color-coded zones, background shading, and bold signal markers provide instant clarity without chart clutter.
🎚 Customizable Sensitivity
Adjustable lookback period and zone width allow seamless adaptation across scalping, intraday, and swing trading.
🕰 Non-Repainting Signals
All signals are calculated using confirmed price action and remain stable on historical charts.
⚡ Lightweight & Fast Performance
Optimized design ensures smooth performance across all instruments and timeframes.
🛠 How to Use (Safe Version)
📉 **Buy Signal**: Appears when price moves strongly above the balance zone
📈 **Sell Signal**: Appears when price moves strongly below the balance zone
🟨 **Neutral Zone**: Indicates consolidation or equilibrium conditions
Best used in combination with trend direction, support/resistance, or volume confirmation.
⚠️ Disclaimer: This indicator is for educational and analytical purposes only. It does not provide financial advice. Always apply proper risk management.
EMA Spread Exhaustion DetectorEMA Spread Exhaustion – Reversal Scalper's Tool
Identifies trend exhaustion for high-probability counter-trend entries. Triggers when EMA(4/9/20) stack is fully aligned and spread stretches beyond ±ATR threshold. Ideal confluence for TDI hooks + strong rejection candles on 15s charts. Visual markers, fills, and alerts for quick scalps.
Ultimate Major Contextual Dashboard (Multi-Asset)Overview : The Ultimate Major Dashboard is a performance-optimized market overview tool designed to provide a consolidated snapshot of the 7 major Forex pairs and Gold. It aggregates correlation, trend, momentum, and volatility data into a single, clean table, allowing users to view broader market context without switching charts.
Technical Logic & Components : This indicator utilizes a modular function to analyze EURUSD, GBPUSD, USDJPY, USDCHF, AUDUSD, USDCAD, NZDUSD, and XAUUSD across four key dimensions:
Intermarket Correlation (Pearson Coefficient): Uses ta.correlation() to compare each asset against the symbol currently on your main chart.
Logic: Values above 0.7 (Dark Green) suggest a strong positive relationship, while values below -0.7 (Dark Red) suggest inverse behavior. This is calculated over a rolling 50-period window to balance stability with current market sensitivity.
Trend Bias (EMA-200): Evaluates the long-term trend by checking price position relative to the 200-period Exponential Moving Average.
Visuals: An upward arrow (⬆) indicates price is above the EMA; a downward arrow (⬇) indicates it is below.
Momentum (RSI-14): Calculates the Relative Strength Index. The dashboard automatically highlights readings above 70 (OB) or below 30 (OS) to help identify potential momentum extremes.
Volatility (ATR-14): Displays the Average True Range as a reference for the current active range of each market, helping users compare volatility levels across the majors.
How to Interpret the Dashboard
Asset Alignment: Correlation values help identify when pairs are moving in "unison" versus when a specific currency is diverging from the group.
Directional Context: Combining the Trend (EMA) and Momentum (RSI) columns provides a quick view of whether a market is trending strongly or reaching an exhaustion point.
Volatility Benchmarking: The ATR values offer perspective on which pairs are currently the most active, assisting in market comparison based on volatility preference.
Data Handling & Customization
Multi-Symbol Sync: Data is fetched using request.security(). The calculations are synchronized with the chart's current bar state for real-time accuracy.
Dynamic TF: Users can select the analysis timeframe (60, 240, D, W) via the settings menu.
Flexibility: The dashboard position can be toggled between all four corners of the chart to avoid overlapping with price action.
Disclaimer
This tool is provided for analytical and educational purposes only. It does not generate trading signals and should not be considered financial advice.
IV Rank & Percentile Suite V1.0What This Indicator Does
The IV Rank & Percentile Suite provides the volatility context options traders need to time entries. It calculates two complementary metrics—IV Rank and IV Percentile—using historical volatility as a proxy, then displays clear visual zones to identify favorable conditions for premium selling strategies.
Stop guessing if volatility is "high" or "low." This indicator tells you exactly where current volatility sits relative to recent history.
The Two Metrics Explained
IV Rank (0-100) Measures where current volatility sits within its 52-week high-low range.
IV Rank = (Current HV - 52w Low) / (52w High - 52w Low) × 100
70 means current volatility is 70% of the way between the yearly low and high
Sensitive to extreme spikes (a single high reading affects the range)
IV Percentile (0-100) Measures what percentage of days in the lookback period had lower volatility than today.
IV Percentile = (Days with lower HV / Total days) × 100
70 means volatility was lower than today on 70% of days in the past year
More stable, less affected by outlier spikes
Why Both?
IV Rank reacts faster to volatility changes. IV Percentile is more stable and statistically robust. When both agree (e.g., both above 50), you have stronger confirmation. Divergence between them can signal transitional periods.
Zone System
The indicator divides readings into three zones:
Zone ------- Default Range ---- Meaning ------------------ Premium Selling
🟢 High ≥ 50 Elevated volatility Favorable
🟡 Neutral 25-50 Normal volatility Selective
🔴 Low ≤ 25 Compressed volatility Avoid
An additional Extreme threshold (default 75) highlights prime conditions when volatility is significantly elevated.
Zone thresholds are fully customizable in settings.
How to Use It
For Premium Sellers (Iron Condors, Credit Spreads, Strangles)
Wait for IV Rank to enter the green zone (≥50)
Confirm IV Percentile agrees (also elevated)
Enter premium selling positions when both metrics align
Avoid initiating new positions when in the red zone
For Premium Buyers (Long Options, Debit Spreads)
Low IV Rank/Percentile means cheaper options
Red zone can favor directional debit strategies
Avoid buying premium when both metrics are in the green zone
General Principle:
Sell premium when volatility is high (it tends to revert to mean). Buy premium when volatility is low (if you have a directional thesis).
Inputs
Volatility Calculation
HV Period — Lookback for historical volatility calculation (default: 20)
Trading Days/Year — 252 for stocks, 365 for crypto
Lookback Periods
IV Rank Lookback — Period for high/low range (default: 252 = 1 year)
IV Percentile Lookback — Period for percentile calculation (default: 252)
Zone Thresholds
High IV Zone — Readings above this are highlighted green (default: 50)
Low IV Zone — Readings below this are highlighted red (default: 25)
Extreme High — Threshold for "prime" conditions alert (default: 75)
Display Options
Toggle IV Rank, IV Percentile, and raw HV display
Show/hide zone backgrounds
Show/hide info panel
Panel position selection
Info Panel
The panel displays:
Field ------- Description
IV Rank ------- Current reading with color coding
IV Pctl ------- Current percentile with color coding
HV 20d ------- Raw historical volatility percentage
52w Range ------- Lowest to highest HV in lookback period
Zone ------- Current zone status
Premium ------- Signal quality for premium selling
Lookback ------- Days used for calculations
R/P Spread ------- Difference between Rank and Percentile
Alerts
Six alerts are available:
Zone Transitions
IV Entered High Zone — Favorable for premium selling
IV Reached Extreme Levels — Prime conditions
IV Dropped to Low Zone — Caution for premium sellers
Threshold Crosses
IV Rank Crossed Above High Threshold
IV Rank Crossed Below Low Threshold
IV Percentile Above 75
IV Percentile Below 25
Set up alerts to get notified when conditions change without watching charts.
Technical Notes
Volatility Calculation Method
This indicator uses close-to-close historical volatility as an IV proxy:
Calculate log returns: ln(Close / Previous Close)
Take standard deviation over HV Period
Annualize: multiply by √(Trading Days)
This method correlates well with implied volatility for most liquid instruments. On highly liquid options underlyings (SPY, QQQ, major stocks), HV and IV tend to move together, making this a reliable proxy for IV Rank analysis.
Non-Repainting
All calculations use confirmed bar data. Values are fixed once a bar closes.
Lookback Requirement
The indicator needs sufficient history to calculate accurately. For a 252-day lookback, ensure your chart has at least 300+ bars of data.
Best Used On
ETFs: SPY, QQQ, IWM, DIA
Indices: SPX, NDX
High-volume stocks: AAPL, TSLA, NVDA, AMD, META
Timeframe: Daily (recommended), Weekly for longer-term view
The indicator works on any instrument but is most meaningful on underlyings with active options markets.
Important Notes
⚠️ This indicator uses historical volatility as a proxy for implied volatility. While HV and IV are correlated, they are not identical. For precise IV data, consult your options broker's platform.
⚠️ High IV Rank does not guarantee profitable premium selling. It indicates favorable conditions, not guaranteed outcomes. Position sizing and risk management remain essential.
⚠️ Past volatility patterns do not guarantee future behavior. Volatility regimes can shift, and historical ranges may not predict future ranges.
Suggested Workflow
Add to daily chart of your preferred underlying
Set up alert for "IV Entered High Zone"
When alerted, check both IV Rank and IV Percentile
If both elevated, evaluate premium selling opportunities
Use your broker's actual IV data for final entry decisions
Questions? Leave a comment below.
[GYTS] VolatilityToolkit LibraryVolatilityToolkit Library
🌸 Part of GoemonYae Trading System (GYTS) 🌸
🌸 --------- INTRODUCTION --------- 🌸
💮 What Does This Library Contain?
VolatilityToolkit provides a comprehensive suite of volatility estimation functions derived from academic research in financial econometrics. Rather than relying on simplistic measures, this library implements range-based estimators that extract maximum information from OHLC data — delivering estimates that are 5–14× more efficient than traditional close-to-close methods.
The library spans the full volatility workflow: estimation, smoothing, and regime detection.
💮 Key Categories
• Range-Based Estimators — Parkinson, Garman-Klass, Rogers-Satchell, Yang-Zhang (academically-grounded variance estimators)
• Classical Measures — Close-to-Close, ATR, Chaikin Volatility (baseline and price-unit measures)
• Smoothing & Post-Processing — Asymmetric EWMA for differential decay rates
• Aggregation & Regime Detection — Multi-horizon blending, MTF aggregation, Volatility Burst Ratio
💮 Originality
To the best of our knowledge, no other TradingView script combines range-based estimators (Parkinson, Garman-Klass, Rogers-Satchell, Yang-Zhang), classical measures, and regime detection tools in a single package. Unlike typical volatility implementations that offer only a single method, this library:
• Implements four academically-grounded range-based estimators with proper mathematical foundations
• Handles drift bias and overnight gaps, issues that plague simpler estimators in trending markets
• Integrates with GYTS FiltersToolkit for advanced smoothing (10 filter types vs. typical SMA-only)
• Provides regime detection tools (Burst Ratio, MTF aggregation) for systematic strategy integration
• Standardises output units for seamless estimator comparison and swapping
🌸 --------- ADDED VALUE --------- 🌸
💮 Academic Rigour
Each estimator implements peer-reviewed methodologies with proper mathematical foundations. The library handles aspects that are easily missed, e.g. drift independence, overnight gap adjustment, and optimal weighting factors. All functions include guards against edge cases (division by zero, negative variance floors, warmup handling).
💮 Statistical Efficiency
Range-based estimators extract more information from the same data. Yang-Zhang achieves up to 14× the efficiency of close-to-close variance, meaning you can achieve the same estimation accuracy with far fewer bars — critical for adapting quickly to changing market conditions.
💮 Flexible Smoothing
All estimators support configurable smoothing via the GYTS FiltersToolkit integration. Choose from 10 filter types to balance responsiveness against noise reduction:
• Ultimate Smoother (2-Pole / 3-Pole) — Near-zero lag; the 3-pole variant is a GYTS design with tunable overshoot
• Super Smoother (2-Pole / 3-Pole) — Excellent noise reduction with minimal lag
• BiQuad — Second-order IIR filter with quality factor control
• ADXvma — Adaptive smoothing based on directional volatility
• MAMA — Cycle-adaptive moving average
• A2RMA — Adaptive autonomous recursive moving average
• SMA / EMA — Classical averages (SMA is default for most estimators)
Using Infinite Impulse Response (IIR) filters (e.g. Super Smoother, Ultimate Smoother) instead of SMA avoids the "drop-off artefact" where volatility readings crash when old spikes exit the window.
💮 Plug-and-Play Integration
Standardised output units (per-bar log-return volatility) make it trivial to swap estimators. The annualize() helper converts to yearly volatility with a single call. All functions work seamlessly with other GYTS components.
🌸 --------- RANGE-BASED ESTIMATORS --------- 🌸
These estimators utilise High, Low, Open, and Close prices to extract significantly more information about the underlying diffusion process than close-only methods.
💮 parkinson()
The Extreme Value Method -- approximately 5× more efficient than close-to-close, requiring about 80% less data for equivalent accuracy. Uses only the High-Low range, making it simple and robust.
• Assumption: Zero drift (random walk). May be biased in strongly trending markets.
• Best for: Quick volatility reads when drift is minimal.
• Parameters: smoothing_length (default 14), filter_type (default SMA), smoothing_factor (default 0.7)
Source: Parkinson, M. (1980). The Extreme Value Method for Estimating the Variance of the Rate of Return. Journal of Business, 53 (1), 61–65. DOI
💮 garman_klass()
Extends Parkinson by incorporating Open and Close prices, achieving approximately 7.4× efficiency over close-to-close. Implements the "practical" analytic estimator (σ̂²₅) which avoids cross-product terms whilst maintaining near-optimal efficiency.
• Assumption: Zero drift, continuous trading (no gaps).
• Best for: Markets with minimal overnight gaps and ranging conditions.
• Parameters: smoothing_length (default 14), filter_type (default SMA), smoothing_factor (default 0.7)
Source: Garman, M.B. & Klass, M.J. (1980). On the Estimation of Security Price Volatilities from Historical Data. Journal of Business, 53 (1), 67–78. DOI
💮 rogers_satchell()
The drift-independent estimator correctly isolates variance even in strongly trending markets where Parkinson and Garman-Klass become significantly biased. Uses the formula: ln(H/C)·ln(H/O) + ln(L/C)·ln(L/O).
• Key advantage: Unbiased regardless of trend direction or magnitude.
• Best for: Trending markets, crypto (24/7 trading with minimal gaps), general-purpose use.
• Parameters: smoothing_length (default 14), filter_type (default SMA), smoothing_factor (default 0.7)
Source: Rogers, L.C.G. & Satchell, S.E. (1991). Estimating Variance from High, Low and Closing Prices. Annals of Applied Probability, 1 (4), 504–512. DOI
💮 yang_zhang()
The minimum-variance composite estimator — both drift-independent AND gap-aware. Combines overnight returns, open-to-close returns, and the Rogers-Satchell component with optimal weighting to minimise estimator variance. Up to 14× more efficient than close-to-close.
• Parameters: lookback (default 14, minimum 2), alpha (default 1.34, optimised for equities).
• Best for: Equity markets with significant overnight gaps, highest-quality volatility estimation.
• Note: Unlike other estimators, Yang-Zhang does not support custom filter types — it uses rolling sample variance internally.
Source: Yang, D. & Zhang, Q. (2000). Drift-Independent Volatility Estimation Based on High, Low, Open, and Close Prices. Journal of Business, 73 (3), 477–491. DOI
🌸 --------- CLASSICAL MEASURES --------- 🌸
💮 close_to_close()
Classical sample variance of logarithmic returns. Provided primarily as a baseline benchmark — it is approximately 5–8× less efficient than range-based estimators, requiring proportionally more data for the same accuracy.
• Parameters: lookback (default 14), filter_type (default SMA), smoothing_factor (default 0.7)
• Use case: Comparison baseline, situations requiring strict methodological consistency with academic literature.
💮 atr()
Average True Range -- measures volatility in price units rather than log-returns. Directly interpretable for stop-loss placement (e.g., "2× ATR trailing stop") and handles gaps naturally via the True Range formula.
• Output: Price units (not comparable across different price levels).
• Parameters: smoothing_length (default 14), filter_type (default SMA), smoothing_factor (default 0.7)
• Best for: Position sizing, trailing stops, any application requiring volatility in currency terms.
Source: Wilder, J.W. (1978). New Concepts in Technical Trading Systems . Trend Research.
💮 chaikin_volatility()
Rate of Change of the smoothed trading range. Unlike level-based measures, Chaikin Volatility shows whether volatility is expanding or contracting relative to recent history.
• Output: Percentage change (oscillates around zero).
• Parameters: length (default 10), roc_length (default 10), filter_type (default EMA), smoothing_factor (default 0.7)
• Interpretation: High values suggest nervous, wide-ranging markets; low values indicate compression.
• Best for: Detecting volatility regime shifts, breakout anticipation.
🌸 --------- SMOOTHING & POST-PROCESSING --------- 🌸
💮 asymmetric_ewma()
Differential smoothing with separate alphas for rising versus falling volatility. Allows volatility to spike quickly (fast reaction to shocks) whilst decaying slowly (stability). Essential for trailing stops that should widen rapidly during turbulence but narrow gradually.
• Parameters: alpha_up (default 0.1), alpha_down (default 0.02).
• Note: Stateful function — call exactly once per bar.
💮 annualize()
Converts per-bar volatility to annualised volatility using the square-root-of-time rule: σ_annual = σ_bar × √(periods_per_year).
• Parameters: vol (series float), periods (default 252 for daily equity bars).
• Common values: 365 (crypto), 52 (weekly), 12 (monthly).
🌸 --------- AGGREGATION & REGIME DETECTION --------- 🌸
💮 weighted_horizon_volatility()
Blends volatility readings across short, medium, and long lookback horizons. Inspired by the Heterogeneous Autoregressive (HAR-RV) model's recognition that market participants operate on different time scales.
• Default horizons: 1-bar (short), 5-bar (medium), 22-bar (long).
• Default weights: 0.5, 0.3, 0.2.
• Note: This is a weighted trailing average, not a forecasting regression. For true HAR-RV forecasting, it would be required to fit regression coefficients.
Inspired by: Corsi, F. (2009). A Simple Approximate Long-Memory Model of Realized Volatility. Journal of Financial Econometrics .
💮 volatility_mtf()
Multi-timeframe aggregation for intraday charts. Combines base volatility with higher-timeframe (Daily, Weekly, Monthly) readings, automatically scaling HTF volatilities down to the current timeframe's magnitude using the square-root-of-time rule.
• Usage: Calculate HTF volatilities via request.security() externally, then pass to this function.
• Behaviour: Returns base volatility unchanged on Daily+ timeframes (MTF aggregation not applicable).
💮 volatility_burst_ratio()
Regime shift detector comparing short-term to long-term volatility.
• Parameters: short_period (default 8), long_period (default 50), filter_type (default Super Smoother 2-Pole), smoothing_factor (default 0.7)
• Interpretation: Ratio > 1.0 indicates expanding volatility; values > 1.5 often precede or accompany explosive breakouts.
• Best for: Filtering entries (e.g., "only enter if volatility is expanding"), dynamic risk adjustment, breakout confirmation.
🌸 --------- PRACTICAL USAGE NOTES --------- 🌸
💮 Choosing an Estimator
• Trending equities with gaps: yang_zhang() — handles both drift and overnight gaps optimally.
• Crypto (24/7 trading): rogers_satchell() — drift-independent without the lag of Yang-Zhang's multi-period window.
• Ranging markets: garman_klass() or parkinson() — simpler, no drift adjustment needed.
• Price-based stops: atr() — output in price units, directly usable for stop distances.
• Regime detection: Combine any estimator with volatility_burst_ratio().
💮 Output Units
All range-based estimators output per-bar volatility in log-return units (standard deviation). To convert to annualised percentage volatility (the convention in options and risk management), use:
vol_annual = annualize(yang_zhang(14), 252) // For daily bars
vol_percent = vol_annual * 100 // Express as percentage
💮 Smoothing Selection
The library integrates with FiltersToolkit for flexible smoothing. General guidance:
• SMA: Classical, statistically valid, but suffers from "drop-off" artefacts when spikes exit the window.
• Super Smoother / Ultimate Smoother / BiQuad: Natural decay, reduced lag — preferred for trading applications.
• MAMA / ADXvma / A2RMA: Adaptive smoothing, sometimes interesting for highly dynamic environments.
💮 Edge Cases and Limitations
• Flat candles: Guards prevent log(0) errors, but single-tick bars produce near-zero variance readings.
• Illiquid assets: Discretisation bias causes underestimation when ticks-per-bar is small. Use higher timeframes for more reliable estimates.
• Yang-Zhang minimum: Requires lookback ≥ 2 (enforced internally). Cannot produce instantaneous readings.
• Drift in Parkinson/GK: These estimators overestimate variance in trending conditions — switch to Rogers-Satchell or Yang-Zhang.
Note: This library is actively maintained. Suggestions for additional estimators or improvements are welcome.
VWAP Bias (STRONG ONLY) + Alerts (Time Window)VWAP Bias + NO TRADE Discipline Label
Clean, execution-focused indicator that removes decision noise.
Shows LONG / SHORT bias based on price vs VWAP, upgraded to STRONG or WEAK using VWAP slope and EMA(9/20) alignment.
A separate NO TRADE label appears when conditions are weak or neutral, enforcing discipline and preventing low-quality entries.
Designed for day trading VWAP pullbacks and momentum, especially on 1m–5m charts.
No oscillators, no clutter — just directional clarity and risk control.
HTF Double BOS + Inducement (XAU) ebenThis indicator is a market structure and inducement scanner designed to assist discretionary traders.
It identifies:
• Higher-timeframe market regime using a double Break of Structure (BOS) on the Daily and 4H timeframes.
• Lower-timeframe Break of Structure (BOS).
• Valid inducement based on a minimum 70% retracement rule.
The script is intended to be used as a confirmation and alert tool, not as a standalone buy/sell system.
⸻
How It Works
1. The indicator first confirms directional bias using Daily and 4H BOS alignment.
2. When higher-timeframe bias is valid, it scans the active chart timeframe for:
• a Break of Structure,
• followed by inducement using a retracement-based rule.
3. When conditions align, the script displays a visual marker and can trigger an alert.
⸻
Important Notes
• This indicator does not predict price.
• It does not automatically execute trades.
• It should be used in conjunction with proper risk management and personal analysis.
• Signals may appear less frequently due to strict filtering logic.
⸻
Recommended Usage
• Best suited for trend-following strategies.
• Works well on Gold (XAUUSD) and other liquid markets.
• Designed for use on 30m, 15m, and 5m charts.
• Alerts should be treated as areas of interest, not direct trade instructions.
⸻
Disclaimer
This script is provided for educational and analytical purposes only.
The author is not responsible for trading losses. Use at your own risk.
BE-QuantFlow: Adaptive Momentum Trading█ Overview: QuantFlow: Adaptive Momentum Trading
QuantFlow is a sophisticated algorithmic momentum trading method designed specifically for indices and high-beta stocks. However, its logic is universal; with appropriate parameter tuning, it adapts to various asset classes and timeframes.
While the standard momentum indicators (like RSI or MACD) simply measure how fast price is moving (Velocity), QuantFlow analyzes the quality and conviction of the trend . Features like Dynamic Volatility Filtering and Trend Shielding, combined with volatility weighting and a "Dual-Line" approach to distinguish between a sustainable institutional trend and a temporary retail spike, make the indicator unique and more powerful.
█ Why QuantFlow ?
Quant (The Engine): This replaces subjective guessing with objective math.
Instead of just seeing that the price is "up," we measure "how it got there". For example, a stock that rises 1 currency value every day for 10 days (smooth trend) gets a much higher score than a stock that jumps 10 currency value in one minute and does nothing else (erratic noise). This mathematical rigor provides the structure.
█ Core Logic & Philosophy
To understand how QuantFlow calculates momentum, imagine a "Tug-of-War" between Buyers (Bulls) and Sellers (Bears). Most indicators (like RSI) use a single line. If RSI is at 50, it means "Neutral." But "Neutral" can mean two very different things:
Peace: Nothing is happening. No one is buying or selling.
War: Buyers are pushing hard, but Sellers are pushing back equally hard. Volatility is massive.
A single line hides this reality. QuantFlow splits the market into two separate scores:
Bull Score (Green Line): How hard are the buyers pushing?
Bear Score (Red Line): How hard are the sellers pushing?
The Layman's Advantage:
If both lines are low = Sleepy Market (Avoid).
If Green is high and Red is low = Clean Uptrend (Buy).
If Red is high and Green is low = Clean Downtrend (Sell).
If both lines are high = Chaos/War Zone (Wait).
█ How it Weight "Sustenance" (The Critical Quality Check)
This is the most unique aspect of QuantFlow: Trend direction alone is not enough; Sustenance is weighed equally . Standard indicators treat every 10 currency value movements the same way with no distinction. However, QuantFlow asks, "Did you hold the ground you gained?"
Scenario A (High Sustenance) : A stock opens at 100, marches to 110, and closes at 110.
Verdict : Buyers pushed up and sustained the price.
QuantFlow Weight : 100%. This is a high-quality move.
Scenario B (Low Sustenance) : A stock opens at 100, spikes to 110, but gets sold off to close at 102.
Verdict : Buyers pushed up (Trend is Up), but failed to sustain it (Long Wick).
QuantFlow Weight : 20%. This is treated as "Noise" or a trap.
By mathematically weighing the Close Location Value (where the candle closes relative to its high/low), QuantFlow filters out "Gap-and-Fade" traps and exhaustion spikes that fool traditional indicators.
Comparisons: QuantFlow vs. The Rest
Calculation Logic : Standard RSI/MACD measures simple price change over time. QuantFlow measures Price Change 'times (x)' Conviction (Sustenance Weighting).
Visual Output : Standard tools show a single line (0-100), often hiding market conflict. QuantFlow displays Dual Lines (Bull vs Bear Intensity) to reveal the true state of the battle.
Trap Handling : Standard indicators are often fooled by sharp spikes. QuantFlow ignores "Gap-and-Fade" moves with poor closing conviction.
Adaptability : Standard tools use static levels (e.g., Overbought > 70). QuantFlow uses Dynamic Bands that adjust automatically to recent volatility.
█ Dynamic Volatility Filtering
Unlike standard indicators that use fixed levels (e.g., "Buy if RSI > 50"), QuantFlow acknowledges that "50" means something different in a quiet market versus a crashing market. This section explains the statistical engine driving the signals.
The Problem with Static Levels : In a low-volatility environment, a momentum score of 55 might indicate a massive breakout. In a high-volatility environment, a score of 55 might just be random noise. A fixed threshold cannot handle both scenarios.
The Solution: Adaptive Statistics : The script maintains a memory of the Momentum Events. It doesn't just look at price; it looks at where the momentum occurred in the past and draws a "Noise Zone" (Grey Band). This logic acts as a "Smart Gatekeeper" for trade entries:
Scenario A: Inside the Noise (The Filter)
If a new momentum signal happens inside the Noise Zone, the script assumes it is likely chop or noise.
Action : It forces a wait period. The signal is delayed until the trend sustains itself for Confirm Bars; else the signal is cancelled. This filters out ~70% of false signals in sideways markets.
Scenario B: Outside the Noise (The Breakout)
If a new momentum signal happens outside the Noise Zone (or the momentum score smashes through the Upper Band), it is statistically significant (an outlier event).
Action: It triggers an Immediate Entry. No waiting is required because the move is powerful enough to escape the historical noise zone.
█ The ⚠️ "Warning" System (Heads-up for Smart Reversals)
While you are directional if there is potential reversal signal, it provides the heads-up warning for a better decision-making
█ Special Utility: Ghost Mode
For intraday traders, the biggest disruption to "Flow" is the mandatory broker square-off at 3:15 PM (considering Indian Market). Often, a trend continues overnight, and the trader misses the gap-up opening the next morning because their algo was flat.
Ghost Mode is a unique feature that runs silently in the background:
At Square-off: The strategy closes your official position to satisfy the broker.
In the Background: It keeps the trade "alive" virtually (Ghost).
Next Morning: If the market opens in the trend's favor, the strategy re-enters the trade automatically. This approach ensures you capture the full swing of the trend, even if you are forced to exit at the previous session.
█ Advice on this indicator:
Parameter Calibration: The default settings are optimized for BankNifty on 5-minute charts. If you trade stocks, crypto, commodities, or any higher timeframes (e.g., 15-min or hourly), you must adjust these.
Low Volatility Assets: Reduce Stop Multiplier to 2.0.
High Volatility Assets: Increase Momentum Lookback to 50 to filter noise.
Confluence (Additional Confirmation): While QuantFlow is a complete system, using it alongside Key Support/Resistance Levels or Volume Profile provides the highest probability setups.
Simple ATR Trailing StopThis Pine Script v6 indicator overlays a Chandelier Exit-style ATR trailing stop on TradingView charts. It calculates volatility using ATR(14) with a customizable multiplier (default 3.0), plotting green long stops below highs and red short stops above lows. Ideal for swing trading, it dynamically adjusts exits to lock in profits while adapting to market volatility—toggle lines for longs/shorts as needed.
Simple ATR Trailing StopThis Pine Script v6 indicator overlays a Chandelier Exit-style ATR trailing stop on TradingView charts. It calculates volatility using ATR(14) with a customizable multiplier (default 3.0), plotting green long stops below highs and red short stops above lows. Ideal for swing trading, it dynamically adjusts exits to lock in profits while adapting to market volatility—toggle lines for longs/shorts as needed.
Session Lines + ATR AnalyticsDescription:
Overview:
A comprehensive trading tool that combines session visualization with real-time ATR analytics. Perfect for intraday traders who need precise timing and volatility measurements.
Features:
Session Markers
Visual indicators for Asia (00:00-08:00), London (07:00-15:00), and New York (13:00-21:00) trading sessions
Color-coded session bands at the bottom of the chart for quick identification
Fully customizable session times and colors
Hourly Vertical Lines
Automatic vertical lines drawn at the start of each hour (works on 1-minute charts)
Multiple line styles available: solid, dotted, dashed, arrows
Adjustable color and width settings
Helps identify exact timing of price movements
ATR Tool
Real-time candle range measurement
Modified ATR calculation (excludes current candle for accuracy)
Customizable ATR length and multiplier
Live countdown timer showing time remaining in current timeframe
Floating label with adjustable offset and styling
Date & Timeframe Display
Bottom-right watermark showing current date in LA timezone
Displays current timeframe with proper units (1m, 5m, 1H, etc.)
Useful for backtesting to confirm you're viewing the correct date
Best Used For:
Day trading and scalping (especially on 1-minute charts)
Session-based trading strategies
Volatility analysis using ATR
Time-based entry and exit planning
Settings:
All elements are fully customizable through the indicator settings panel, including colors, sizes, visibility toggles, and calculation parameters.
