NW Curved Interest ZonesThis indicator automatically scans and plots curved (non-linear) interest zones using Nadaraya-Watson kernel regression smoothing to create a dynamic, adaptive "mean" curve. It then identifies and draws the strongest parallel curved zones where price has repeatedly bounced with statistical validation – perfect for non-linear, organic trending or ranging markets.
How It Works (Technical Methodology)
Curved Mean Calculation
The core curve is generated via Nadaraya-Watson kernel regression (Gaussian weighting):
Smooths closing prices over the lookback period with user-adjustable bandwidth (default 30.0) – higher = smoother/less reactive, lower = tighter fit.
Range methods: "Lookback Bars" (default 400), "Fixed Start Date", or "Entire History".
Channel Envelope Detection
Measures maximum deviations above/below the smoothed curve across the period.
Defines full channel height and base offset for percentage-based zoning.
Stable Update & Anti-Repaint Logic
Full recalculation only after user-defined closed bars (default 50) OR on forced break (if price escapes visible zone envelope).
All data (curve points, slope for projection, levels, scores) snapshotted and frozen until next confirmed update.
Prevents flickering/live-bar repainting while allowing adaptive refresh.
Auto Mode Scanning
When enabled:
Scans channel height in % steps (default 1.0%).
Each candidate creates a thin curved zone parallel to the NW curve (thickness % of price, default 0.01%).
Counts valid "hits": Price touches zone and holds without break for user-defined bars (default 20).
Break source: "Close" (conservative) or "Wick" (sensitive).
Direction inferred from close relative to zone center.
Level Selection
Ranks by hit count, filters close clusters (min distance %), limits to max zones (default 8).
Manual mode: Directly applies user percentages (e.g., 0/50/100 for bottom/median/top).
Curved Zone Construction
Zones drawn as smooth, filled polylines (curved=true) following the kernel regression shape.
Historical section uses exact smoothed points; future projection uses last slope for realistic extension.
Optional long future extension or limited projection.
Dynamic coloring: Supply (above price), Demand (below price).
Dashboard
Table displays current price at each zone (stable during bar), % level, hit count (green when strong).
Update status with countdown or "TRIGGERED!" on force break.
How to Use
Ideal for markets with natural curvature (parabolic moves, rounded bottoms/tops, organic trends).
High hit counts: Proven curved support/resistance – expect strong reactions.
Bandwidth: Higher (50+) for major structural curves; lower (10–20) for shorter-term adaptive zones.
Hold Bars: Increase for stricter validation in noisy assets.
Force Break Update: Keeps zones relevant during strong trends/breakouts.
Supply Zones (Curved above price): Dynamic overhead resistance.
Demand Zones (Curved below price): Dynamic underlying support.
Confluence: Excellent with volume, order blocks, or divergence for entries/exits.
Manual Mode: Quickly overlay classic % (e.g., channel parallels).
Smooth, non-repainting curved zones provide superior visual alignment to real price action compared to linear channels.
Disclaimer
This indicator is a technical analysis tool and should be used in conjunction with other forms of analysis. Past performance does not guarantee future results. Always use proper risk management.
Statistics
Max Pain Options [QuantLabs] v5 (Balanced)Institutional Grade Options Analysis: Max Pain, Gamma & Pin Risk
For years, TradingView users have been flying blind without access to Options Chain data. QuantLabs: Max Pain & Gamma Exposure changes that. This is not just a support/resistance indicator—it is a sophisticated, algorithmic model that reverse-engineers the incentives of Market Makers using synthetic Black-Scholes logic.
This tool visualizes the "invisible hand" of the market: the hedging requirements of large dealers who are forced to buy or sell to keep their books neutral.
CORE FEATURES:
🔴 Max Pain Gravity Model The bright red line represents the "Max Pain" strike—the price level where the maximum amount of Options Open Interest (Calls + Puts) expires worthless.
Theory: As OpEx (Expiration) approaches, Market Makers maximize profits by pinning the price to this level.
Strategy: Use this as a mean-reversion target. If price is far away, look for a snap-back to the red line.
🟣 Gamma Exposure Profiles (The Purple Lines) These neon histograms show you the estimated "Gamma Walls."
Long Gamma: Dealers trade against the trend (stabilizing price).
Short Gamma: Dealers trade with the trend (accelerating volatility).
Visual: The larger the purple bar, the harder it will be for price to break through that level.
📦 Algorithmic "Pin Risk" Zones The dashed red box highlights the "Kill Zone." When price enters this area near expiration, volatility often dies as dealers pin the asset to kill retail premiums.
Warning: Do not expect breakouts while inside the Pin Zone.
📊 Institutional HUD A clean, non-intrusive dashboard provides real-time Greeks and risk analysis:
Pin Risk: High/Medium/Low probability of a pinned close.
Exp Mode: Detects if the market is in "Short Gamma" (Squeeze territory) or "Long Gamma" (Chop territory).
HOW IT WORKS (The Math): Since live options data is not available via Pine Script, this engine uses a proprietary Synthetic OI Distribution Model. It inputs Volume, Volatility (IV), and Time-to-Expiry into a modified Black-Scholes equation to probability-map where the heavy open interest likely sits.
SETTINGS & CUSTOMIZATION:
Responsiveness: Tuned for the "Goldilocks Zone" (Spread: 12, Decay: 22) to catch local liquidity walls without over-fitting.
Visuals: Designed for Dark Mode. High-contrast Neon aesthetics for maximum readability.
MA Crossover with R SquaredThis indicator enhances the classic Moving Average (MA) crossover strategy with statistical filtering and prediction capabilities.
Let me explain what it does:
Instead of just showing when a fast MA crosses above/below a slow MA, this indicator adds R² (R-squared) filtering to identify higher-quality crossovers and predicts future crossovers.
What is R²?
R² (Coefficient of Determination) is a statistical measure that shows how well one variable explains the movement of another variable. In simpler terms:
R² = 1.0: Perfect relationship - 100% of the movement in one MA is explained by the other MA
R² = 0.8: Strong relationship - 80%
R² = 0.5: Moderate relationship - 50%
R² = 0.0: No relationship - 0%
Imagine two cars driving on a highway:
High R² (0.9): Both cars are in the same lane, moving together consistently
Low R² (0.3): One car is weaving between lanes while the other stays straight - poor coordination.
Traditional MA crossovers often generate false signals during:
Choppy markets (price bouncing around)
Sideways/ranging markets
Low volatility periods
News events causing temporary spikes
The R² Solution:
R² acts as a "quality filter" that answers: "How meaningful this crossover is?"
What this means:
Before R² filtering: Every crossover generates a signal
After R² filtering: Only crossovers with R² > threshold generate signals
Result: Fewer but higher-quality signals.
MARKET REGIME DETECTION
High R² (> 0.7): Strong trending market - MA crossovers are reliable
Medium R² (0.4-0.7): Moderate trending - use with caution
Low R² (< 0.4): Choppy/range-bound market - avoid MA crossover signals
Increasing R²: MAs are converging/moving together more closely
Decreasing R²: MAs are diverging/losing coordination
Sudden R² drop: Potential market regime change.
Why Square the Correlation?
Correlation: Measures direction AND strength (-1 to +1)
R²: Measures strength ONLY (0 to 1)
In trading: We care about relationship strength, not direction
Direction is already indicated by crossover type (bullish/bearish)
Real-World Interpretation:
If R² = 0.64, it means:
64% of the variation in the fast MA is explained by the slow MA
36% is "noise" or unexplained movement
The MAs are moderately coordinated.
R² Trend Confirmation:
Entry: When crossover occurs AND R² is above threshold
Confirmation: R² continues rising after entry
Exit: R² drops below threshold (relationship weakening)
Multi-Timeframe R² Analysis
Check R² on higher timeframe for trend context
Use current timeframe for entry signals
Example: Daily R² > 0.7 gives bullish bias, use 1-hour for entries.
R² LIMITATIONS & CAUTIONS
1. Lagging Nature
R² is calculated from past data
By the time R² is high, the trend may already be established
2. Not a Standalone Indicator
R² should confirm other signals, not generate them alone
Always combine with price action, volume, support/resistance
3. Curve Fitting Risk
Don't over-optimize R² thresholds on historical data
What worked in the past may not work in the future
Use R² as a filter, not a predictor
4. Market-Specific Behavior
R² thresholds that work in trending stocks may fail in Forex
Cryptocurrencies may require different R² settings than commodities
Always test on your specific market/instrument
Before Taking Any Signal:
✅ Does the crossover have a colored circle? (R² > threshold)
✅ What's the R² number shown? (Higher = better)
✅ Is R² rising or falling? (Rising = strengthening relationship)
✅ Check history table - what happened with similar R² values?
✅ Consider prediction - does it align with current signal?
Simple R² Rules of Thumb:
R² > 0.8: Excellent signal quality
R² 0.6-0.8: Good signal quality
R² 0.4-0.6: Moderate - use additional confirmation
R² < 0.4: Poor - avoid or use extreme caution
Think of R² as:
A quality control inspector for MA crossovers
A relationship therapist for your moving averages
A statistical bouncer that only lets strong signals through
Higher win rate + Better risk/reward = More profitable trading
This script transforms the basic "when lines cross" approach into a sophisticated, statistically-validated trading system. R² is the secret sauce that separates random crossovers (Golden/Death) from meaningful trend changes.
DISCLAIMER: This information is provided for educational purposes only and should not be considered financial, investment, or trading advice. Please do boost if you like it. Happy Trading.
Advanced Power Index (GGE)# Advanced Power Index (GGE)
## Overview
The Advanced Power Index is a momentum oscillator that provides faster and more responsive signals compared to traditional RSI indicators. It uses direct summation calculations instead of exponential smoothing, making it particularly effective for short to medium-term trading.
## Key Features
- **Faster Response**: Reacts more quickly to price changes than standard RSI
- **Clearer Signals**: Provides sharper, more defined momentum shifts
- **Customizable Levels**: Overbought (68) and Oversold (32) zones
- **Visual Alerts**: Color-coded plot and background highlighting for critical zones
- **Adaptive**: Works well in both trending and ranging markets
## How It Works
The indicator calculates the ratio between positive and negative price changes over a specified period, converting this into a 0-100 scale oscillator. Unlike traditional RSI which uses Wilder's smoothing method, this approach delivers more immediate signals for momentum changes.
## Trading Applications
### 1. Overbought/Oversold Strategy
- **Oversold (< 32)**: Potential buying opportunity when indicator rises back above 32
- **Overbought (> 68)**: Potential selling opportunity when indicator falls back below 68
### 2. Midline Crossovers
- **Above 50**: Bullish momentum, consider long positions
- **Below 50**: Bearish momentum, consider short positions
### 3. Divergence Trading
- **Bullish Divergence**: Price makes lower lows while indicator makes higher lows
- **Bearish Divergence**: Price makes higher highs while indicator makes lower highs
### 4. Trend Following
- In uptrends: Use pullbacks to the 50 level as entry points
- In downtrends: Use rallies to the 50 level as exit/short points
## Color Coding
- **Green**: Strong bullish momentum (> 68)
- **Red**: Strong bearish momentum (< 32)
- **Yellow**: Neutral zone (32-68)
## Settings
- **Period**: Default 14, adjustable based on your trading timeframe
- **Price Type**: Close, Open, High, Low, or custom source
- **Highlight Zones**: Toggle background highlighting for critical levels
## Best Timeframes
- Most effective on 5-minute to 4-hour charts
- Ideal for day trading and scalping strategies
- Can be combined with trend indicators for confirmation
## Tips for Use
- Don't use in isolation - combine with volume, support/resistance levels
- Works best in liquid, actively traded markets
- Consider using alongside moving averages or MACD
- Always implement proper risk management and stop-losses
## Advantages Over Standard RSI
✓ Faster signal generation
✓ Less lag in volatile markets
✓ Better suited for short-term trading
✓ Clearer momentum shifts
✓ More responsive to sudden price changes
---
**Note**: No indicator is perfect. Always use proper risk management and combine multiple forms of analysis before making trading decisions.
**Disclaimer**: This indicator is for educational and informational purposes only. Past performance does not guarantee future results. Trading involves substantial risk of loss.
Session Volume Analyzer [JOAT]
Session Volume Analyzer — Global Trading Session and Volume Intelligence System
This indicator addresses the analytical challenge of understanding market participation patterns across global trading sessions. It combines precise session detection with comprehensive volume analysis to provide insights into when and how different market participants are active. The tool recognizes that different trading sessions exhibit distinct characteristics in terms of participation, volatility, and volume patterns.
Why This Combination Provides Unique Analytical Value
Traditional session indicators typically only show time boundaries, while volume indicators show raw volume data without session context. This creates analytical gaps:
1. **Session Context Missing**: Volume spikes without session context provide incomplete information
2. **Participation Patterns Hidden**: Different sessions have different participant types (retail, institutional, algorithmic)
3. **Comparative Analysis Lacking**: No easy way to compare volume patterns across sessions
4. **Timing Intelligence Absent**: Understanding WHEN volume occurs is as important as HOW MUCH volume occurs
This indicator's originality lies in creating an integrated session-volume analysis system that:
**Provides Session-Aware Volume Analysis**: Volume data is contextualized within specific trading sessions
**Enables Cross-Session Comparison**: Compare volume patterns between Asian, London, and New York sessions
**Delivers Participation Intelligence**: Understand which sessions are showing above-normal participation
**Offers Real-Time Session Tracking**: Know exactly which session is active and how current volume compares
Technical Innovation and Originality
While session detection and volume analysis exist separately, the innovation lies in:
1. **Integrated Session-Volume Architecture**: Simultaneous tracking of session boundaries and volume statistics creates comprehensive market participation analysis
2. **Multi-Session Volume Comparison System**: Real-time calculation and comparison of volume statistics across different global sessions
3. **Adaptive Volume Threshold Detection**: Automatic identification of above-average volume periods within session context
4. **Comprehensive Visual Integration**: Session backgrounds, volume highlights, and statistical dashboards provide complete market participation picture
How Session Detection and Volume Analysis Work Together
The integration creates a sophisticated market participation analysis system:
**Session Detection Logic**: Uses Pine Script's time functions to identify active sessions
// Session detection based on exchange time
bool inAsian = not na(time(timeframe.period, asianSession))
bool inLondon = not na(time(timeframe.period, londonSession))
bool inNY = not na(time(timeframe.period, nySession))
// Session transition detection
bool asianStart = inAsian and not inAsian
bool londonStart = inLondon and not inLondon
bool nyStart = inNY and not inNY
**Volume Analysis Integration**: Volume statistics are calculated within session context
// Session-specific volume accumulation
if asianStart
asianVol := 0.0
asianBars := 0
if inAsian
asianVol += volume
asianBars += 1
// Real-time session volume analysis
float asianAvgVol = asianBars > 0 ? asianVol / asianBars : 0
**Relative Volume Assessment**: Current volume compared to session-specific averages
float volMA = ta.sma(volume, volLength)
float volRatio = volMA > 0 ? volume / volMA : 1
// Volume classification within session context
bool isHighVol = volRatio >= 1.5 and volRatio < 2.5
bool isVeryHighVol = volRatio >= 2.5
This creates a system where volume analysis is always contextualized within the appropriate trading session, providing more meaningful insights than raw volume data alone.
Comprehensive Session Analysis Framework
**Default Session Definitions** (customizable based on broker timezone):
- **Asian Session**: 1800-0300 (exchange time) - Represents Asian market participation including Tokyo, Hong Kong, Singapore
- **London Session**: 0300-1200 (exchange time) - Represents European market participation
- **New York Session**: 0800-1700 (exchange time) - Represents North American market participation
**Session Overlap Analysis**: The system recognizes and highlights overlap periods:
- **London/New York Overlap**: 0800-1200 - Typically the highest volume period
- **Asian/London Overlap**: 0300-0300 (brief) - Transition period
- **New York/Asian Overlap**: 1700-1800 (brief) - End of NY, start of Asian
**Volume Intelligence Features**:
1. **Session-Specific Volume Accumulation**: Tracks total volume within each session
2. **Cross-Session Volume Comparison**: Compare current session volume to other sessions
3. **Relative Volume Detection**: Identify when current volume exceeds historical averages
4. **Participation Pattern Analysis**: Understand which sessions show consistent high/low participation
Advanced Volume Analysis Methods
**Relative Volume Calculation**:
float volMA = ta.sma(volume, volLength) // Volume moving average
float volRatio = volMA > 0 ? volume / volMA : 1 // Current vs average ratio
// Multi-tier volume classification
bool isNormalVol = volRatio < 1.5
bool isHighVol = volRatio >= 1.5 and volRatio < 2.5
bool isVeryHighVol = volRatio >= 2.5
bool isExtremeVol = volRatio >= 4.0
**Session Volume Tracking**:
// Cumulative session volume with bar counting
if londonStart
londonVol := 0.0
londonBars := 0
if inLondon
londonVol += volume
londonBars += 1
// Average volume per bar calculation
float londonAvgVol = londonBars > 0 ? londonVol / londonBars : 0
**Cross-Session Volume Comparison**:
The system maintains running totals for each session, enabling real-time comparison of participation levels across different global markets.
What the Display Shows
Session Backgrounds — Colored backgrounds indicating which session is active
- Pink: Asian session
- Blue: London session
- Green: New York session
Session Open Lines — Horizontal lines at each session's opening price
Session Markers — Labels (AS, LN, NY) when sessions begin
Volume Highlights — Bar coloring when volume exceeds thresholds
- Orange: High volume (1.5x+ average)
- Red: Very high volume (2.5x+ average)
Dashboard — Current session, cumulative volume, and averages
Color Scheme
Asian — #E91E63 (pink)
London — #2196F3 (blue)
New York — #4CAF50 (green)
High Volume — #FF9800 (orange)
Very High Volume — #F44336 (red)
Inputs
Session Times:
Asian Session window (default: 1800-0300)
London Session window (default: 0300-1200)
New York Session window (default: 0800-1700)
Volume Settings:
Volume MA Length (default: 20)
High Volume threshold (default: 1.5x)
Very High Volume threshold (default: 2.5x)
Visual Settings:
Session colors (customizable)
Show/hide backgrounds, lines, markers
Background transparency
How to Read the Display
Background color shows which session is currently active
Session open lines show where each session started
Orange/red bars indicate above-average volume
Dashboard shows cumulative volume for each session today
Alerts
Session opened (Asian, London, New York)
High volume bar detected
Very high volume bar detected
Important Limitations and Realistic Expectations
Session times are approximate and depend on your broker's server timezone—manual adjustment may be required for accuracy
Volume data quality varies significantly by broker, instrument, and market type
Cryptocurrency and some forex markets trade continuously, making traditional session boundaries less meaningful
High volume indicates participation level only—it does not predict price direction or market outcomes
Session participation patterns can change over time due to market structure evolution, holidays, and economic conditions
This tool displays historical and current market participation data—it cannot predict future volume or price movements
Volume spikes can occur for numerous reasons unrelated to directional price movement (news, algorithmic trading, etc.)
Different instruments exhibit different session sensitivity and volume patterns
Market holidays and special events can significantly alter normal session patterns
Appropriate Use Cases
This indicator is designed for:
- Market participation pattern analysis
- Session-based trading schedule planning
- Volume context and comparison across sessions
- Educational study of global market structure
- Supplementary analysis for session-based strategies
This indicator is NOT designed for:
- Standalone trading signal generation
- Volume-based price direction prediction
- Automated trading system triggers
- Guaranteed session pattern repetition
- Replacement of fundamental or sentiment analysis
Understanding Session Analysis Limitations
Session analysis provides valuable context but has inherent limitations:
- Session patterns can change due to economic conditions, holidays, and market structure evolution
- Volume patterns may not repeat consistently across different market conditions
- Global events can override normal session characteristics
- Different asset classes respond differently to session boundaries
- Technology and algorithmic trading continue to blur traditional session distinctions
— Made with passion by officialjackofalltrades
SCOTTGO - Float, Change %, Vol & RVol DataFloat, Vol & Short Data Dashboard
Overview
The Float, Vol & Short Data Dashboard is a professional-grade monitoring tool designed for equity traders who need to track supply, demand, and momentum in real-time. By aggregating float size, relative volume, and short-selling activity into a clean, customizable table, this script helps you identify high-conviction trade setups without cluttering your price chart.
Key Metrics Included
Float: (Shares) – Instantly see the available supply of shares to gauge potential volatility.
Change %: (From close) – Tracks the percentage gain/loss since the previous day's closing price.
Change %: (From open) – Monitors intraday strength by calculating the move from the 9:30 AM EST market open.
Volume: – Displays current daily volume with automated formatting (K, M, B).
RVOL: (Daily) – Relative Volume compared to a 10-day SMA; essential for spotting "volume-fueled" breakouts.
Short %: (Approx.) – Calculates the daily Short Volume Ratio (Short Volume / Total Volume), providing a real-time proxy for short-seller sentiment.
Professional Customization
This script was built with a focus on UI/UX:
Three-Row Header System: Features high-contrast main titles with muted-grey sub-titles for maximum readability.
Smart Color Logic: Price changes automatically toggle between green and red, while RVol highlights in orange when activity exceeds 1.5x average.
Adjustable Layout: Change the table position, text size, and background opacity.
Column Spacing: Includes a custom slider to adjust the horizontal gap between data columns, ensuring the dashboard fits any screen resolution.
How To Use
Add the script to your chart and use the Settings menu to toggle metrics or adjust the Column Spacing to your preference. Ideal for day traders and swing traders monitoring US Equities where float and short volume data are most impactful.
ADR Dashboard with Move, Left and AlertsIndicator Name: ADR Dashboard with Move, Left and Alerts
Overview
The ADR Dashboard is a powerful real-time trading tool that tracks how much a stock, crypto, or other asset has moved today relative to its Average Daily Range (ADR). It provides a clear visual representation of:
1. Today’s price movement (Move)
2. Remaining potential movement left to reach ADR (Left)
3. Percentage of ADR covered (% Covered)
4.Additionally, it provides automated alerts for key movement thresholds.
A) What it Does
1.Calculates the Average Daily Range (ADR):
2. Uses True Range over a user-defined lookback period (default 14 days).
3. ADR measures typical daily volatility.
B) Tracks Today’s Move:
1. Move = Current Price – Today’s Open (Realtime)
2. Positive → bullish move, Negative → bearish move
C) Tracks Remaining Potential (Left):
1. Left = ADR – |Move| (Realtime)
2. Shows how much of the ADR is still available for today’s move
3. Percentage Covered:
4. % Covered = |Move| / ADR × 100
D) Color-coded for visual clarity:
1. Green (<50%) → small move, plenty of range left
2. Yellow (50–80%) → moderate move, watch for acceleration
3. Orange (80–100%) → strong move, ADR almost reached
4. Red (>100%) → ADR exceeded, momentum may be exhausted
E) Dashboard Table:
1. Columns: ADR | Move | Left | % Covered
2. Position: middle-right of the chart
F) Left column color-coded:
1. Green → some ADR left
2. Red → ADR fully reached or exceeded
3. Move column: usually yellow for visibility, but could be enhanced for positive/negative moves
G) Alerts
The indicator provides directional alerts:
Bullish Alerts (upward moves):
1. 90% ADR warning: fires when Move ≥ 90% of ADR → early warning of strong bullish momentum
2. 100% ADR breach: fires when Move ≥ ADR → full daily range reached
Bearish Alerts (downward moves):
1. 90% ADR warning: fires when Move ≤ -90% of ADR → early warning of strong bearish momentum
2. 100% ADR breach: fires when Move ≤ -ADR → full daily range reached
All alerts are unique and fire once per session per threshold.
H) How Traders Can Use This Indicator
Momentum Trading:
1. Identify strong intraday moves approaching ADR.
2. Enter positions early at 90% ADR warning or take profits near 100% ADR.
Scalping & Intraday Trading:
1. Gauge how much of today’s range is left for quick entries/exits.
2. Avoid trades when ADR is almost fully consumed → reduces risk of reversals.
Swing Trading:
1. Combine with trend indicators to see if today’s move is significant relative to historical volatility.
I) Risk Management:
1. Set profit targets or stop-loss levels based on Move and Left values.
Visual Efficiency:
At-a-glance view of Move, Left, % Covered, and alert status without manual calculations.
Key Features
1. Real-time Move and Left updates
2. Color-coded % Covered and Left for quick visualization
3. Alerts for 90% and 100% ADR levels, bullish and bearish
4. Clean dashboard table at middle-right of the chart
5. Works across stocks, crypto, forex, and other markets
J) Why This Indicator is Powerful
1. Combines volatility (ADR) with real-time price tracking
2. Provides visual clarity and actionable alerts
3. Helps traders stay ahead of intraday moves, manage risk, and time entries/exits effectively
ATR Based SL & TP Targets from Entry (Long/Short)ATR-based target helper for manual trade planning.
Plots a single entry level plus ATR-based stop loss and take-profit targets on the price scale. The script uses a standard ATR (default 14) and lets you select the position side (Long or Short). For Long positions, it places the stop loss 1× ATR below the entry and take-profit levels at 1, 2, 3, and 4× ATR above. For Short positions, it mirrors this logic, placing the stop 1× ATR above the entry and targets 1–4× ATR below. You can adjust the entry price and ATR multipliers from the settings, and all levels update instantly, giving a clean visual of your risk and reward targets on the price scale.
-------------------
Tip:
After entry, and after I set my SL & TP levels, I hide the indicator until it's needed again.
Long-Term Refuges (LTR)══════════════════════════════
// Intruduction // (Spanish Texts Below)
══════════════════════════════
This indicator is originally based on a soft fork of the Multi-Timeframe Recursive Zigzag Indicator by ©Trendoscope. We have used the technology of their libraries for Zigzag generation so that the user has the freedom to choose which of the different Zigzags calculated by ©Trendoscope as "Levels" is most suitable for adapting to the generation of ideal phases for evaluation and selection as "most predominant" phases, in long-term periods, for any asset according to its particular behavior based on its volatility and price variation rhythm.
// Theoretical Foundation of the Indicator //
═══════════════════════════════════
Many traditional institutional investors use the last major-grade market phase that stands out
from the others (longer duration and greater price change on daily timeframe), to base a Fibonacci whose levels are used to open long-term positions. These positions can remain open to be activated in the future up to years in advance. The phase is considered valid until a new more predominant phase develops in the future; with which the same strategy is repeated.
// Indicator Objectives
══════════════════
1) Automatically find the last most predominant phase of an asset, analyzing it on daily timeframe and taking into account whether the long-term market trend is bullish or bearish.
2) Plot a Fibonacci Retracement over the predominant phase (reversed if the phase is bullish.)
3) The indicator numbers and locates the 3 most predominant phases, from which it chooses Top-1 for plotting.
4) If the user does not agree with the indicator's automatic selection, they have the freedom to choose any of the other 2 Top phases for plotting the Fibo and its levels.
5) If the user does not agree with the amplitude or frequency of the plotted Zigzag phases, they can modify the parameters of the Zigzag calculation of the ©Trendoscope algorithm until one of the Top-3 matches the phase they have in mind.
6) As an experimental bonus, the indicator runs a contest (CP) of bull's-eye price coincidences (OHLC) daily with all Fibo levels of the selected Top 3 phases, to verify which phase the market prices are validating as the most popular for placing operations. Contest results are displayed in the CP column of the Top-3 phases table. If as a result of the contest it is detected that there is a change in the winning phase, a switch can be enabled to activate an alert that the user can use with TradingView's alert creator to show an alarm, send an email, etc.
7) This indicator was designed for the user to find the long-term predominant phase of their assets and manually record the date-price coordinates of the i0-i1 anchors of the predominant phase. The Top-1 phase coordinates are shown in the table Top-3 phases from where the user can capture them. The date-price coordinates of all HH and LL pivots, of all Zigzag phases, appear through a switch. With the pivots, the user can search or select a different phase from those automatically found
by the indicator, according to their own research. Subsequently, the user forgets about this LTR indicator for a good while and proceeds to apply in their normal operation our SLTR indicator (Simplified Long-Term Refuges), in which they can plot and follow simultaneously the long-term refuges of up to 5 different assets, by just entering their corresponding date-price coordinates,
which were calculated previously with this LTR indicator.
// Additional Notes:
══════════════════
1) As of the publication date of LTR version v1.0 (12/2025), the ©Trendoscope Zigzag generation parameters were adjusted by default to find the long-term predominant phases of Bitcoin and Ethereum (2020-2021 Pandemic). The levels shown in the chart correspond to the results obtained using daily data from Bitstamp exchange, BTCUSD:BITSTAMP (popular in Europe).
2) Due to TradingView's strict publication rules related to the use of languages other than English, the complete Spanish version (plain language), with all entries, help (tooltips) and bibliographic references, will soon be available in our GH repository: aj-poolom-maasewal. Any corrections or improvements that can be made to the phase selection algorithms or to the CP phase contest algorithm, will be highly appreciated (Statistical, mathematical and financial sciences, among many others, are not particularly our forte).
════════════
SPANISH TEXTS
════════════
// Introduccion
════════════
Este indicador esta basado originalmente en un soft fork del Indicador Multi-Timeframe Recursive Zigzag de ©©Trendoscope. Hemos utilizado la tecnologia de sus librerias para la generacion de Zigzags de manera que el usuario tenga la libertad de escoger cual de los diferentes Zigzags que se calculan por ©Trendoscope como "Niveles" es el mas adecuado para adaptarse a la generacion
de las fases ideales para su evaluacion y seleccion como fases "mas preponderantes", en periodos de largo plazo, de cualquier activo de acuerdo a su comportamiento en particular segun su volatibilidad y ritmo de variacion del precio.
// Fundamento Teorico del Indicador
═══════════════════════════
Muchos de los inversores institucionales tradicionales utilizan la ultima fase de mercado de grado mayor que sobresale de las demas (mayor duracion y mayor cambio de precio en temporalidad diaria), para basar un Fibonacci en cuyos niveles abren posiciones de largo plazo. Esas posiciones pueden quedar abiertas para activarse en el futuro hasta con anios de antelacion. Se considera que la fase tiene vigencia hasta que en el futuro se desarrolla otra nueva fase mas preponderante; con la cual
se repite la misma estrategia.
// Objetivos del indicador
════════════════════
1) Encontrar de manera automatica la ultima fase mas preponderante de un activo, analizandolo en temporalidad diaria y tomando en cuenta si la tendencia del mercado a largo plazo es alcista o bajista.
2) Trazar un Retroceso de Fibonacci sobre la fase preponderante (revertido si la fase es alcista.)
3) El indicador numera y localiza las 3 fases mas preponderantes, de las cuales escoge a la Top-1 para el trazado.
4) Si el usuario no concuerda con la seleccion automatica del indicador, tiene la libertad de escoger a cualquiera de las otras 2 fases Top para el trazado del Fibo y sus niveles.
5) Si el usuario no concuerda con la amplitud o la frecuencia de las fases del Zigzag trazado, puede modificar los parametros del calculo del Zigzag del algoritmo de ©Trendoscope hasta que una de las Top-3 coincida con la fase que tiene mentalizada.
6) Como bonus experimental, el indicador ejecuta un concurso (CP) de tiro al blanco de coincidencias de precios (OHLC) diarios, con todos los niveles Fibo de las Top 3 fases seleccionadas, para tratar de comprobar cual es la fase que estan validando los precios del mercado como la mas popular para colocar operaciones. Los resultados del concurso se despliegan en la columna CP de la tabla Top-3 fases. Si como resultado del concurso se detecta que hay un cambio en la fase ganadora, se puede habilitar un switch para que se active una alerta que el usuario puede utilizar con el creador de alertas de Tradingview para que le muestre una alarma, le mande un email, etc.
7) Este indicador fue diseniado para que el usuario encuentre la fase preponderante de largo plazo de sus activos, y registre a mano las coordenadas fecha-precio de las anclas io-i1 de la fase preponderante. Las coordenadas de la fase Top-1 se muestran en la tabla Top-3 fases, de donde la puede capturar el usuario. Las coordenadas fecha-precio de todos los pivots HH y LL, de todas las fases del Zigzag, aparecen mediante un switch. Con los pivots, el usuario puede buscar o seleccionar otra fase diferente a las encontradas automaticamente por el indicador, de acuerdo a su investigacion propia. Posteriormente, el usuario se olvida por un buen rato de este indicador RLP y pasa a aplicar en su operativa normal nuestro indicador RLPS (Refugios de largo plazo simplificado), en el cual puede trazar y dar seguimiento simultaneo a los refugios de largo plazo de hasta 5 diferentes activos, con tan solo introducir sus correspondientes coordenadas fecha-precio, previamente calculadas con este indicador RLP.
// Notas adicionales
════════════════
1) A la fecha de publicacion de la version v1.0 de RLP (LTR) (12/2025), los parametros de generacion del Zigzag de ©Trendoscope se ajustaron por default para encontrar las fases preponderantes de largo plazo de Bitcoin y Etherum (Pandemia 2020-2021). Los niveles mostrados en el grafico, corresponden a los resultados obtenidos, usando los datos diarios del exchange Bitstamp, BTCUSD:BITSTAMP (muy popular aquí en Europa).
2) Debido a las estrictas reglas de publicacion de Tradingview relacionadas con el uso de lenguajes diferentes al ingles, la version en espaniol (roman paladino) completa, con todas las entradas, ayudas (tooltips) y referencias bibliograficas, estara proximamente disponible en nuestro repositorio de GH: aj-poolom-maasewal. Cualquier correccion o mejora que se le puedan hacer a los algoritmos de seleccion de fases o al algoritmo del concurso CP de fases, seran altamente apreciados (La ciencias estadisticas, matematicas y financieras, entre otras muchas, no son particularmente nuestro fuerte).
[iQ]PRO Source Factory(TSI Edition)+PRO Source Factory(TSI Edition)+
A sophisticated data-purification engine designed for professional traders who require high-fidelity price inputs for their technical analysis. This tool serves as a "Pre-Processor," converting raw, noisy price action into a refined, multi-dimensional signal that accounts for market entropy and structural shifts.
How It Works
The PRO Source Factory + utilizes a multi-stage signal processing pipeline to extract the "true" price trajectory from market noise. Unlike standard indicators that rely on simple averages, this tool evaluates the quality of information within each bar before finalizing the output.
Information Density Analysis: The script employs a theoretical "Entropy" calculation to measure market chaos. When the market is "Ordered," the tool prioritizes trend following; when the market is "Chaotic," the logic shifts to a protective, noise-filtering stance.
Spectral Denoising: Using wavelet-inspired logic, the algorithm decomposes price action into different frequency components. It identifies and suppresses high-frequency "chatter" (volatility spikes) while preserving the low-frequency structural moves that matter to traders.
Adaptive Statistical Smoothing: The final output is processed through a Kalman-based estimation engine. This engine is unique because it is "Entropy-Adaptive"—it dynamically tightens its filtering during periods of high market disorder and becomes more reactive when the price exhibits clear structural patterns.
Key Features
Intelligence Layer: Automatically detects "Ordered" vs "Chaotic" market regimes to adjust sensitivity.
15+ Custom Base Sources: Choose from advanced price models
MTF Composite Engine: Blend your current timeframe data with higher-timeframe structural anchors for a localized yet holistic view.
Dual-Session Logic: Optimized handling for Regular Trading Hours (RTH) and Extended Trading Hours (ETH) to prevent data gaps.
Dynamic Normalization
How to Use
Step 1: Select your preferred Base Source in settings.
Step 2: Observe the line color. Vivid colors typically indicate Ordered regimes where trends are more reliable, while Gray indicates Chaotic regimes where caution is advised.
Step 3: Use the MTF Blend to ensure your entry signals align with the broader market context.
This is designed to be used as a primary input for other indicators
Settings & Configuration
TSI+ Intelligence: Toggle Wavelet Denoising and Entropy-Adaptive logic to control how the script reacts to market noise.
Base Source: A dropdown menu featuring various proprietary price calculation methods.
MTF Composite: Set the Higher Timeframe (HTF) and the alpha-blend weight to mix local and global data.
Kalman Smoothing: Fine-tune the Process Noise (Q) and Measurement Noise (R) to balance lag versus smoothness.
Session Switcher: Define custom RTH hours to treat day and night sessions differently.
SterlCore FX [JOATSterlCore FX Matrix is a multi-timeframe forex indicator that integrates market structure analysis, central bank policy proxies, currency strength correlation, session-based liquidity tracking, and volatility diagnostics into a single overlay system.
Note: This script is published as an invite-only INDICATOR. It does not generate backtesting results or automated trade execution. Access requires authorization through the script's access control settings.
## Why This Script Merits Invite-Only Protection
This indicator combines multiple analytical dimensions that individually exist as separate tools across the trading community. The value proposition lies in the specific integration methodology and composite scoring system that synthesizes:
Multi-timeframe EMA lattice with adaptive ATR channels for structure analysis
Central bank policy pressure assessment using normalized currency index calculations
Real-time currency strength matrix across eight major currencies with correlation intelligence
Session-specific VWAP calculations with drift metrics and range analysis
Composite macro confluence scoring that weights and combines all analytical modules
The proprietary elements include the mathematical weighting system for the macro confluence score, the specific normalization methods for currency strength calculations, and the integration logic that prevents conflicting signals across modules. While individual components like EMAs and RSI are standard, their specific combination, the composite scoring methodology, and the multi-module integration represent original development work that justifies source code protection.
---
## How Components Work Together
The indicator's value comes from how its modules interact, not from any single component:
Data Flow:
1. Multi-timeframe EMAs establish directional bias across strategic, tactical, and execution timeframes
2. Currency strength matrix identifies which currencies are strengthening/weakening across the broader market
3. Policy proxies assess central bank pressure differentials between base and quote currencies
4. Session VWAPs track intraday institutional positioning and drift
5. Correlation grid monitors whether related pairs confirm or contradict the current pair's signals
6. Momentum and volatility filters ensure signals only fire during favorable market conditions
Integration Logic:
Each module produces a normalized score (-1 to +1). These scores are weighted and combined into the macroConfluence composite:
Structure score receives highest weight (50%) as the primary trend filter
Carry composite (30%) captures policy-driven flows
Currency strength spread (20%) validates pair-specific momentum
Momentum, liquidity, session drift, and correlation act as modifiers that can dampen or amplify signals
Why This Integration Matters:
A standard EMA crossover might signal "buy" while currency strength shows the base currency weakening, session VWAP shows price below fair value, and correlation pairs are diverging. The composite scoring system catches these conflicts and reduces signal confidence accordingly. This multi-dimensional validation is what separates this indicator from simple mashups that display multiple indicators without integration.
---
## Core Functionality
This indicator addresses the challenge of synthesizing multiple analytical dimensions in forex trading. Currency markets operate across multiple timeframes simultaneously, with central bank policy shifts, cross-pair correlations, and session-specific liquidity patterns all influencing price action. Most indicators focus on a single dimension; this script attempts to integrate several.
What This Script Does:
Multi-timeframe structure analysis using synchronized EMAs across strategic (daily), tactical (4-hour), and execution (hourly) timeframes
Central bank policy pressure assessment through normalized currency index proxies
Real-time currency strength matrix tracking eight major currencies (USD, EUR, GBP, JPY, AUD, CAD, CHF, NZD)
Cross-pair correlation monitoring using configurable reference pairs
Session-based VWAP calculations with drift and range metrics for Asia, Europe, and US trading windows
Market structure detection including break-of-structure (BOS) confirmation, liquidity sweep identification, and RSI-based divergence alerts
Composite macro confluence score combining all modules with configurable weights
---
## Technical Architecture
### Multi-Timeframe Structure Lattice
The indicator calculates exponential moving averages (EMAs) across three timeframes:
Strategic EMA (default: Daily timeframe, 96-period EMA) — Anchors to longer-term monetary drift and macro flows
Tactical EMA (default: 4-hour timeframe, 55-period EMA) — Captures rotational pressure during positioning for economic data or policy events
Execution EMA (default: 1-hour timeframe, 21-period EMA) — Tracks microstructure in real time
An adaptive ATR-based channel surrounds the execution EMA to define a "value corridor" for entry consideration. Break-of-structure (BOS) logic requires price to close beyond prior swing highs/lows by a configurable ATR percentage threshold to reduce false breakouts.
### Policy Gradient & Carry Intelligence
The script uses currency index proxies (defaults: FX_IDC:EURUSD and FX_IDC:USDJPY ) to approximate central bank policy pressure. These proxies are smoothed via EMA and normalized over a lookback period.
The carryComposite calculation blends:
Normalized policy spread between base and quote currency proxies
Policy drift (difference between tactical and macro timeframe policy spreads)
Carry acceleration (rate of change in policy spread)
Carry opportunity signals appear when the composite exceeds a threshold and aligns with structure bias and currency strength dispersion.
### Currency Strength Matrix
Eight currency baskets are tracked using configurable symbol inputs (defaults use $FX_IDC pairs). Each currency's strength is normalized to a -1 to +1 scale relative to its lookback range. The heatmap table displays which currencies are dominating, allowing quick assessment of broad market moves before they appear in individual pair price action.
### Correlation Intelligence Grid
Three reference pairs (defaults: FX_IDC:EURUSD , FX_IDC:GBPUSD , FX_IDC:USDJPY ) are monitored on a higher timeframe. The script calculates correlation coefficients and assigns qualitative descriptors: "Lockstep +", "Aligned +", "Loose", "Aligned -", or "Lockstep -". A correlation consensus value feeds into the macro confluence calculation, dampening signals when reference pairs show conflicting behavior.
### Momentum, Volatility & Liquidity Stack
Dual ROC momentum — Fast and slow rate-of-change calculations prevent whipsaw from single-length oscillators
Volatility pulse — Compares current ATR to a slower baseline; signals require volatility above a floor threshold
Volatility forecast slope — Uses linear regression to project ATR 21 bars ahead, warning of imminent expansion or contraction
Liquidity pulse — Compares current volume to smoothed average; low participation is visually indicated via background tinting
### Session Awareness & Performance Console
Asia, Europe, and US trading sessions are tracked with configurable UTC windows. Each session maintains:
Live VWAP that resets at session open
Drift score quantifying price deviation from VWAP in ATR terms
Range percentage showing session expansion relative to VWAP
Session bias composite feeds into macro confluence to reduce signal aggression when all sessions are mean-reverting.
### Liquidity & Market Structure Suite
Liquidity sweeps — Detects stop hunts above prior highs or below prior lows within a configurable lookback
RSI divergence — Identifies momentum divergences using confirmed pivot points only
Supply/demand zones — Automatically generated from pivot highs/lows and projected forward for a set number of bars
### Macro Alignment Engine
The macroConfluence score combines:
Structure score (weighted average of strategic/tactical/execution EMAs)
Carry composite
Currency strength spread (base minus quote)
Momentum score
Liquidity modifier
Session bias composite
Correlation consensus
Long/short alignment signals require:
Macro confluence exceeding configurable threshold (default: 0.55)
Volatility pulse above floor threshold
Optional: Price above/below tactical EMA (execution filter toggle)
---
## Visual Elements
Candle Coloring: Candles are recolored based on macro confluence: teal for bullish alignment, magenta for bearish alignment, neutral gray for distribution phases.
Background Tint: Volatility intensity modulates chart background; bold colors indicate elevated ATR, washed-out tones suggest choppy conditions.
Labels:
Macro Align Long/Short — Primary entry signals when confluence exceeds threshold
BOS↑/↓ — Break-of-structure confirmation
Sweep↑/↓ — Liquidity sweep detection
RSI Bull/Bear Div — Momentum divergence alerts
Carry Bias± — Policy-strength alignment flags
Session Overlays: Transparent background shading indicates active trading sessions (Asia, Europe, US) with configurable opacity.
Session VWAPs: Each region's VWAP is plotted in a distinct color (teal for Asia, blue for Europe, purple for US).
---
## Dashboard Tables
The indicator includes several configurable information tables:
Intelligence Dashboard (top-right, default) — Displays strategic/tactical/execution bias, policy pressure, currency spread, volatility pulse, policy impulse, session drift, correlation, and macro state
Currency Heatmap (bottom-right, default) — Shows normalized strength values for all tracked currencies
Correlation Grid (bottom-left, default) — Lists reference pairs with correlation coefficients and qualitative states
Session Performance Panel (bottom-center, default) — Displays drift scores and range percentages for each session
Diagnostics Table (top-left, optional) — Additional session range metrics and liquidity pulse values
All table positions are configurable via input settings to avoid overlap with TradingView UI elements.
---
## Configuration Parameters
Multi-Timeframe Structure: All EMA timeframes and lengths are adjustable. Default strategic timeframe is Daily; tactical is 4-hour; execution is 1-hour.
Policy Proxies: Base and quote currency policy proxy symbols are user-configurable. Defaults use $FX_IDC pairs for broad compatibility.
Currency Strength: Each currency's tracking can be toggled on/off. Symbol inputs allow substitution of alternative data sources if default indices are unavailable.
Correlation References: Three reference pair symbols, timeframe, and lookback period are all configurable.
Signal Thresholds: Macro alignment trigger, volatility pulse floor, and carry opportunity threshold are adjustable to match different trading styles.
Visual Controls: Label visibility, zone display, session overlays, VWAP plotting, and all dashboard tables can be toggled independently.
---
## Technical Implementation Notes
Pine Script v6 compliant
All request.security calls use lookahead_off to prevent historical repainting
BOS, divergence, and sweep detection rely on confirmed pivot points only
Session VWAP calculations reset strictly on session boundaries
Zone objects are automatically capped and managed to respect TradingView resource limits
All calculations include division-by-zero guards and NA handling for real-time stability
---
## Usage Considerations
Timeframe Selection: The indicator is designed for forex pairs. Default timeframes (D/4H/1H) are optimized for swing and intraday trading. Scalpers may prefer shorter execution timeframes; position traders may extend strategic to weekly.
Pair Compatibility: Tested on major pairs ( FX:EURUSD , FX:GBPUSD , FX:USDJPY , OANDA:USDCHF , OANDA:AUDUSD , OANDA:USDCAD , OANDA:NZDUSD ), cross-pairs, and FX-derived CFDs. Policy proxy symbols should be adjusted to match your data feed availability.
Session Windows: Default UTC windows (Asia: 22:00-06:00, Europe: 06:00-13:00, US: 13:00-21:00) can be customized. Adjust for daylight saving time transitions as needed.
Signal Interpretation: Macro alignment signals indicate confluence across multiple dimensions but do not guarantee profitable outcomes. Use in conjunction with risk management and market context. The indicator is a tool for analysis, not a standalone trading system.
Resource Usage: With all features enabled, the script operates within TradingView's resource budgets. Disable unused modules (currency tracking, correlation grid, diagnostics) if running multiple instances on a single layout.
---
## Limitations & Compromises
Policy proxies are approximations using currency indices; actual central bank policy requires external economic analysis
Correlation calculations use price-based correlation, which may lag during regime shifts
Session VWAPs reset at session boundaries; overlapping sessions (e.g., London/NY) may show conflicting signals
Supply/demand zones are generated from pivots; false zones may appear during ranging markets
Macro confluence is a composite score; individual components may conflict, requiring discretionary interpretation
The indicator is optimized for trending and rotational markets. Performance may degrade during extended consolidation or during major economic event volatility when multiple central banks act simultaneously.
---
## Alert System
The script includes four alert conditions:
SterlCore FX Bullish Alignment — Fires when macro confluence exceeds threshold with volatility and EMA filters satisfied
SterlCore FX Bearish Alignment — Mirror of bullish logic
SterlCore FX Carry Long — Fires when carry composite, currency spread, and structure align for long bias
SterlCore FX Carry Short — Mirror of carry long logic
All alerts fire once per bar at bar close.
-Made with passion by officialjackofalltrades
iQsFFTLibrary "iQsFFT"
TODO: add library description here
2. Summary
A high-performance mathematical library designed to bring advanced spectral analysis and signal processing to the Pine Script ecosystem. This tool allows traders and developers to decompose price action into its underlying cyclical components, helping to distinguish market noise from dominant periodic trends.
3. How It Works
The methodology behind this library is based on digital signal processing (DSP) principles, specifically focusing on frequency domain transformation. Instead of looking at price as a simple time-series, this script translates price data into a frequency spectrum to identify the "DNA" of market movement.
Spectral Decomposition: The algorithm utilizes a complex mathematical transform to break down price movements into various frequencies. This allows the user to see which cycles (short-term vs. long-term) are currently influencing the market most heavily.
Signal Reconstruction: By analyzing the real and imaginary components of price data, the library can assist in filtering out high-frequency noise while retaining the core directional "harmonics" of the asset.
Power Spectrum Analysis: The tool calculates the "energy" behind specific price cycles. This helps in identifying whether a recent price move is a significant structural shift or merely a low-energy fluctuation.
4. Key Features
Dual-Direction Transformation: Supports both forward analysis (time-to-frequency) and inverse reconstruction (frequency-to-time).
Advanced Noise Filtering: Conceptually designed to separate dominant market cycles from random volatility.
Power Density Estimation: Quantifies the strength of specific frequencies to identify market resonance.
Optimized Computation: Built using efficient array-handling logic to manage complex calculations within the TradingView environment.
5. How to Use
As this is a library, it is intended to be integrated into other indicators or strategies.
Step 1: Import the library into your script using the import statement.
Step 2: Prepare your input data (real and imaginary arrays) ensuring the sample size is a power of 2 (e.g., 64, 128, 256) for optimal processing.
Step 3: Call the transformation functions to extract the frequency components of your chosen asset.
Step 4: Utilize the power spectrum output to identify which cycles are currently "dominant" and use them to forecast potential turning points.
6. Settings & Configuration
Transform Direction: Choose between Forward (analysis) or Inverse (reconstruction) modes.
Data Arrays: Input fields for the real and imaginary price components.
Input Size: Configuration for the sample window (requires power-of-two lengths for mathematical validity).
V-Max: Crypto Position Master (Risk Engine)V-Max: Crypto Position Master (Risk Engine)
Overview The Crypto Position Master is a technical risk-management dashboard designed to automate the complex calculations required for disciplined trade execution. It serves as a real-time "Physical Risk Engine," allowing traders to align their position sizing with objective market volatility rather than emotional impulse.
Core Mathematical Logic & Features This script focuses on the quantitative aspects of trade planning:
Quantitative Position Sizing: The engine calculates the precise trade quantity using the formula: $(Total Capital \times Risk \%) / Stop Loss Distance$. This ensures that the dollar-risk per trade remains constant regardless of price volatility or leverage.
Multi-Mode Volatility Stop-Loss: The script provides three distinct logic modes for calculating risk boundaries:
3M Average Range: Based on short-term periodic price range.
ATR-Based: Utilizing the Average True Range for smoothed volatility assessment.
Structural Price Action: Identifying key swing highs/lows as defensive anchors.
Visual Execution Projection (HUD): It projects a tactical overlay on the chart, visualizing the entry point, calculated stop-loss, TP1 (partial reduction level), and the final Take Profit target.
Refill Zone Calculation: The engine identifies a "Refill" or "Pullback" zone, calculated as a specific percentage of the distance between the entry and the stop-loss, facilitating laddered entry strategies.
Low-Volatility "Choke Zone" Monitor: The script continuously compares current 3-minute price action against user-defined volatility thresholds. It alerts the user when the market enters a "Choke Zone," where the risk-reward ratio is statistically unfavorable.
How to Use
Enter your total trading capital and preferred risk percentage per trade in the settings.
Select your desired Stop-Loss source logic.
Use the calculated "Quantity" and HUD levels displayed on the dashboard to execute your trade through your preferred exchange.
產品概述 Crypto Position Master 是一款技術性風險管理儀表板，旨在自動化執行紀律所需的複雜計算。它作為一個實時的「物理風險引擎」，幫助交易者將倉位規模與客觀的市場波動率掛鉤，而非憑情緒操作。
核心數學邏輯與功能 本腳本專注於交易規劃的量化層面：
定量倉位計算： 引擎使用公式 $(總資金 \times 風險 \%) / 止損距離$ 計算精確的交易數量。這確保了無論價格波動或槓桿倍數如何，每筆交易的美元風險始終保持恆定。
多模式波動率止損： 提供三種不同的邏輯來計算風險邊界：3M 平均波幅、ATR 指標以及結構性價格高低點。
執行 HUD 投影： 在圖表上實時投影進場點、計算出的止損點、TP1（部分減倉位）以及最終止盈目標。
補倉區 (Refill Zone) 計算： 引擎會識別進場位與止損位之間的「回撤補倉區」，協助優化分批建倉策略。
低波動「窒息區」監控： 持續比較 3 分鐘波幅與設定門檻，當市場進入「窒息區」（風險報酬比統計上不利）時發出警告。
Access & Authorization This is an Invite-Only script. For instructions on how to obtain authorization, please refer to the Signature field in my TradingView profile.
Disclaimer: This script is for technical analysis and educational purposes only. It does not provide financial advice.
Institutional Z-Score Pro
═══════════════════════════════════════════════════════════════════════════════
INSTITUTIONAL Z-SCORE PRO v1.0
Professional Mean Reversion & Momentum Indicator
═══════════════════════════════════════════════════════════════════════════════
SUBTITLE:
Professional Z-Score indicator with 4 calculation methods, regime detection, MTF analysis, quadrant statistics, and win rate tracking. Used by institutional traders.
🎯 OVERVIEW
The Institutional Z-Score Pro transforms traditional Z-Score analysis into a
professional-grade trading system used by quantitative hedge funds and
institutional traders. This indicator identifies statistical extremes, measures
momentum shifts, and provides probability-based edge calculations across
multiple timeframes and market regimes.
Unlike basic Z-Score indicators, this version incorporates robust statistical
methods, adaptive calculations, regime detection, and comprehensive performance
tracking to give you the edge professional traders use.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
✨ KEY FEATURES
📊 FOUR Z-SCORE CALCULATION METHODS:
• Standard (SMA/StdDev) - Traditional approach
• Robust (MAD) - Median Absolute Deviation for outlier resistance
• Exponential (EWMA) - Faster adaptation to trends
• Volume-Weighted - Institutional footprint tracking
🔄 ADAPTIVE TECHNOLOGY:
• Volatility-adjusted lookback periods
• Regime-aware threshold adjustments
• Dynamic smoothing based on market conditions
🎭 REGIME DETECTION SYSTEM:
• ADX-based trend classification (Uptrend/Downtrend/Range)
• Volatility regime identification (High/Normal/Low Vol)
• Adaptive thresholds for different market conditions
📈 MULTI-TIMEFRAME ANALYSIS:
• Higher timeframe Z-Score overlay
• MTF trend alignment indicators
• Cross-timeframe confirmation signals
📊 ADVANCED QUADRANT ANALYSIS:
• Real-time position tracking (4 quadrants)
• Win rate calculation per quadrant
• Average return per quadrant
• Distribution percentage analysis
• Expected value calculations
📉 PERCENTILE RANKING:
• Historical context (252-day rolling)
• Current Z-Score percentile position
• Extreme move identification
🎨 PROFESSIONAL VISUALIZATION:
• Color-coded Z-Score plot by regime
• Momentum histogram (Z-Change)
• Standard deviation bands (±1σ, ±2σ)
• Dynamic extreme zones
• Filled probability zones
• Two comprehensive data tables
🔔 SIX ALERT CONDITIONS:
• Extreme Overbought/Oversold
• Long/Short Reversal Signals
• Bullish/Bearish Momentum Confirmation
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🔬 METHODOLOGY
WHAT IS Z-SCORE?
Z-Score measures how many standard deviations a value is from its mean. In
trading, it identifies statistical extremes:
• Z > +2: Price is 2 standard deviations above average (overbought)
• Z < -2: Price is 2 standard deviations below average (oversold)
• Z near 0: Price is near its average (neutral)
ROBUST Z-SCORE (MAD METHOD):
Instead of simple mean/standard deviation (susceptible to outliers), the MAD
(Median Absolute Deviation) method uses:
• Median instead of mean (more robust)
• MAD instead of standard deviation (outlier resistant)
• Used by quantitative hedge funds for options pricing
VOLUME-WEIGHTED Z-SCORE:
Gives more weight to high-volume bars, revealing institutional activity:
• VWAP-based calculation
• Identifies smart money moves
• Better for options and derivatives trading
ADAPTIVE LOOKBACK:
Automatically adjusts calculation period based on volatility:
• High volatility → Shorter lookback (more responsive)
• Low volatility → Longer lookback (more stable)
• Reduces false signals across market conditions
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📊 QUADRANT ANALYSIS EXPLAINED
The indicator tracks momentum changes through 4 quadrants:
Q1 (Z+, ΔZ+) → Strong Uptrend ⬆⬆
• Both Z-Score and momentum positive
• Trend continuation signal
• Best in trending up markets
Q2 (Z+, ΔZ-) → Potential Top ⬇
• Overbought but momentum fading
• Mean reversion setup
• Best in ranging markets
Q3 (Z-, ΔZ-) → Strong Downtrend ⬇⬇
• Both Z-Score and momentum negative
• Trend continuation signal
• Best in trending down markets
Q4 (Z-, ΔZ+) → Potential Bottom ⬆
• Oversold but momentum improving
• Mean reversion setup
• Best in ranging markets
The table shows COUNT, %, AVERAGE RETURN, and WIN RATE for each quadrant,
allowing you to identify which setups have the best historical edge.
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🎯 HOW TO USE
STEP 1: CHOOSE YOUR Z-SCORE METHOD
• Stocks/Forex: Standard or Exponential
• Crypto/Volatile: Robust (MAD)
• Options/High Volume: Volume-Weighted
STEP 2: CONFIGURE TIMEFRAMES
Current TF → Recommended HTF:
• 5min → 1H
• 15min → 4H
• 1H → 1D
• 4H → 1W
• 1D → 1W
STEP 3: UNDERSTAND THE REGIME
Watch the regime indicator in the table:
• UPTREND: Use Q1 signals (trend continuation)
• DOWNTREND: Use Q3 signals (trend continuation)
• RANGE: Use Q2/Q4 signals (mean reversion)
STEP 4: WAIT FOR ALIGNMENT
Best trades occur when:
✓ Z-Score extreme (>2 or <-2)
✓ Momentum confirming (Z-Change aligned)
✓ Correct regime (trending vs ranging)
✓ MTF alignment (same direction on higher TF)
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💼 TRADING STRATEGIES
🔵 STRATEGY 1: MEAN REVERSION (Ranging Markets)
Entry Conditions:
• Market Regime: Range (ADX < 25)
• Z-Score < -2 (oversold)
• Z-Change > 0 (momentum turning positive)
• Quadrant: Q4
• MTF: Not in strong downtrend
Entry: Long when all conditions met
Stop: Below recent low or -1.5 ATR
Target: Z-Score = 0 (mean)
Expected: 55-60% win rate
🔴 STRATEGY 2: TREND CONTINUATION (Trending Markets)
Entry Conditions:
• Market Regime: Uptrend (ADX > 25)
• Z-Score > 0 (above average)
• Z-Change > 0 (positive momentum)
• Quadrant: Q1
• MTF: Bullish aligned
Entry: Long pullbacks to +1 Z-Score
Stop: Below 0 Z-Score
Target: Trail with +2 Z-Score
Expected: 60-65% win rate
🟡 STRATEGY 3: EXTREME FADE (High Probability)
Entry Conditions:
• Z-Score > 3.0 (extreme overbought)
• Percentile Rank > 95%
• Volume: High
• Z-Change: Negative (momentum fading)
Entry: Short on first Z-Change < 0
Stop: Above recent high
Target: Z-Score = +1
Expected: 65-70% win rate
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⚙️ SETTINGS GUIDE
CORE Z-SCORE SETTINGS:
• Z-Score Length: 40 (default), 20-60 for faster/slower
• Source: 'close' for price, 'Returns' for % changes
• Z-Score Method: Start with 'Standard', try others for your asset
• Adaptive Lookback: Enable for automatic regime adjustment
• Smoothing Factor: 2.0 (higher = more smooth)
MULTI-TIMEFRAME:
• Enable MTF: Toggle on for confirmation
• Higher Timeframe: 3-5x your current timeframe
• Show MTF Alignment: Visual confirmation
REGIME DETECTION:
• Enable: Always recommended
• ADX Length: 14 (standard)
• Trend Threshold: 25 (lower = more trends detected)
• Volatility Length: 20
QUADRANT ANALYSIS:
• Lookback Bars: 100-500 (more = better statistics)
• Show Table: Display quadrant metrics
• Show Probabilities: Display win rates
VISUALIZATION:
• Show Bands: ±1σ, ±2σ reference levels
• Show Extreme Zones: Dynamic overbought/oversold
• Color by Regime: Visual regime identification
• Extreme Threshold: 2.5 (adjust per asset)
ADVANCED METRICS:
• Show Percentile: Historical ranking
• Percentile Length: 252 (trading days in year)
• Show Edge: Win rates and returns
ALERTS:
• Enable Alerts: Toggle on
• Alert Threshold: 2.0 (lower = more alerts)
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🔔 ALERT CONDITIONS
The indicator provides 6 built-in alert conditions:
1. EXTREME OVERBOUGHT: Z-Score > threshold
Use: Fade extremes, prepare for reversal
2. EXTREME OVERSOLD: Z-Score < -threshold
Use: Buy oversold, mean reversion setup
3. REVERSAL LONG SIGNAL: Oversold + momentum turning up
Use: High-probability long entries
4. REVERSAL SHORT SIGNAL: Overbought + momentum turning down
Use: High-probability short entries
5. MOMENTUM LONG: Strong uptrend confirmed
Use: Trend continuation longs
6. MOMENTUM SHORT: Strong downtrend confirmed
Use: Trend continuation shorts
To set alerts: Right-click chart → Add Alert → Select condition → Create
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📊 READING THE TABLES
QUADRANT TABLE (Top Right):
• Q1-Q4: Quadrant identifier
• Type: Z-Score and momentum direction
• Count: Number of occurrences
• %: Distribution percentage
• Avg Return: Mean return per quadrant (YOUR EDGE!)
• Win %: Win rate per quadrant (YOUR PROBABILITY!)
Focus on quadrants with:
✓ High win rate (>55%)
✓ Positive average return
✓ Current regime alignment
METRICS TABLE (Top Left):
• Current Z-Score: Real-time Z value
• Percentile Rank: 0-100% (95%+ = extreme)
• HTF Z-Score: Higher timeframe value
• MTF Alignment: Timeframe agreement
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🎓 BEST PRACTICES
✅ DO:
• Use regime filters (don't fight strong trends)
• Combine with volume analysis
• Respect multi-timeframe alignment
• Track your quadrant edge over time
• Use appropriate Z-Score method for your asset
• Set alerts for extreme moves
• Adjust thresholds per asset volatility
❌ DON'T:
• Trade against strong trends without confirmation
• Ignore regime indicators
• Use same settings for all assets
• Expect 100% win rate (no indicator guarantees this)
• Trade every signal (be selective)
• Ignore risk management
• Trade during major news events
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🎯 IDEAL FOR:
✓ Options traders (identifies statistical extremes)
✓ Mean reversion strategies
✓ Trend continuation confirmation
✓ Swing trading (multi-day holds)
✓ Day trading with proper timeframe selection
✓ Statistical arbitrage
✓ Quantitative trading approaches
✓ Risk-managed trading systems
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📚 ASSET-SPECIFIC RECOMMENDATIONS
STOCKS (S&P 500, Large Cap):
• Method: Standard or Exponential
• Length: 40-60
• Extreme Threshold: 2.5
• HTF: 4H or 1D
CRYPTOCURRENCY (BTC, ETH):
• Method: Robust (MAD)
• Length: 30-40
• Extreme Threshold: 3.0-3.5
• HTF: 4H or 1D
FOREX (EUR/USD, GBP/USD):
• Method: Standard
• Length: 40-50
• Extreme Threshold: 2.0-2.5
• HTF: 4H
COMMODITIES (Gold, Oil):
• Method: Volume-Weighted or Standard
• Length: 40-60
• Extreme Threshold: 2.5-3.0
• HTF: 1D
INDICES (SPX, NDX):
• Method: Volume-Weighted
• Length: 40-50
• Extreme Threshold: 2.5
• HTF: 4H or 1D
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⚠️ IMPORTANT NOTES
WHAT THIS INDICATOR DOES:
✓ Identifies statistical extremes
✓ Quantifies momentum changes
✓ Provides probability-based edge
✓ Adapts to market regimes
✓ Tracks historical performance
WHAT THIS INDICATOR DOESN'T DO:
✗ Guarantee profits (no indicator does)
✗ Replace risk management
✗ Work in all market conditions
✗ Account for fundamental events
✗ Predict black swan events
LIMITATIONS:
• Less effective during breaking news
• Requires sufficient historical data (100+ bars)
• Performance varies by asset and timeframe
• Not suitable for very low liquidity assets
• Should be combined with proper risk management
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🔧 TECHNICAL SPECIFICATIONS
• Pine Script Version: 6
• Overlay: No (separate pane)
• Max Bars Back: 500
• Real-time Calculation: Yes
• Repainting: No (confirmed bars only)
• MTF Security: Lookahead disabled
• Performance: Optimized for speed
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📖 FURTHER READING
To understand the statistical concepts:
• Z-Score and Standard Normal Distribution
• Median Absolute Deviation (MAD)
• Exponentially Weighted Moving Average (EWMA)
• Volume-Weighted Average Price (VWAP)
• Average Directional Index (ADX)
Trading Applications:
• Mean Reversion Strategies
• Statistical Arbitrage
• Quantitative Trading Systems
• Options Volatility Trading
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💡 TIPS & TRICKS
OPTIMAL USAGE:
1. Start with default settings
2. Observe for 50+ bars to build statistics
3. Analyze which quadrants perform best on your asset
4. Adjust extreme threshold based on volatility
5. Enable MTF for higher probability setups
6. Use alerts to catch opportunities
COMBINING WITH OTHER INDICATORS:
• RSI: Confirm overbought/oversold
• Volume: Validate signal strength
• Support/Resistance: Entry/exit levels
• Moving Averages: Trend confirmation
BACKTESTING TIPS:
• Review quadrant statistics after 100+ trades
• Focus on positive expectancy quadrants
• Adjust strategy based on regime performance
• Track win rate and average return separately
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🆘 TROUBLESHOOTING
ISSUE: No signals appearing
SOLUTION: Check if extreme threshold is too high, reduce to 2.0
ISSUE: Too many false signals
SOLUTION: Enable regime detection, increase threshold, enable MTF
ISSUE: Quadrant statistics all zero
SOLUTION: Wait for 100+ bars to accumulate data
ISSUE: HTF Z-Score shows N/A
SOLUTION: Ensure MTF is enabled and timeframe is valid
ISSUE: Win rates seem low
SOLUTION: Different market conditions favor different quadrants, analyze by regime
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📞 SUPPORT & UPDATES
For questions, suggestions, or bug reports:
• Comment below
• Message me directly
• Check for updates regularly
PLANNED ENHANCEMENTS:
• Machine learning integration
• Additional statistical methods
• Backtesting module
• Custom alert messages
• More regime types
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⚖️ DISCLAIMER
This indicator is for educational and informational purposes only. It should
not be considered financial advice. Trading involves substantial risk of loss.
Past performance does not guarantee future results. Always conduct your own
research and consider consulting with a licensed financial advisor before
making investment decisions.
The indicator provides statistical analysis and probability-based signals, but
cannot predict future price movements with certainty. Use proper risk
management, position sizing, and stop losses on all trades.
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🙏 CREDITS & ACKNOWLEDGMENTS
Statistical methods inspired by quantitative finance research and institutional
trading practices. Special thanks to the TradingView community for feedback
and suggestions.
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📊 VERSION HISTORY
v1.0 - Initial Release
• 4 Z-Score calculation methods
• Adaptive lookback periods
• Regime detection system
• Multi-timeframe analysis
• Quadrant analysis with statistics
• Percentile ranking
• 6 alert conditions
• Professional visualization
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🌟 If you find this indicator useful, please:
• Give it a like 👍
• Add to favorites ⭐
• Share with fellow traders 🔄
• Leave a comment with your feedback 💬
Thank you for using Institutional Z-Score Pro!
Happy Trading! 🚀📈
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#zscore, #mean #reversion, #momentum, #statistical analysis, #regime detection, #multi-timeframe, #quantitative, #institutional, #probability, #statistics, #overbought, #oversold,
RONBO UT Bot + BUY - SELL 4h rangebased on the UT BOT this will work on the 4 h range
it will set a box with calculations between BUY and SELL
RONBO UT Bot + SELL - BUY 4h rangebased on the UT BOT in the 4 hr range
it will set a box with calculations between the SELL and BUY moments
so you can see the profit if you SELL and BUY
ROBO UT Bot + BUY - SELL rangebased on the UT BOT in the 4 hr range
it will set a box with calculations between the SELL and BUY moments
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MC Stats V.51. Automatically draws the opening price line of the first H4 candlestick of the day and changes it at the start of the new day.
2. Automatically draws a line of +/- 500 points from the opening price line.
3. Displays the number of pips of the candlestick body and the total including the wick in real-time.
1. ตีเส้นราคาเปิดของ H4 แท่งแรกของวัน โดยอัตโนมัติและเปลี่ยนเม่ื่อเริ่มวันใหม่
2. ตีเส้น +-500 จุดจากเส้นราคาเปิด โดยอัตโนัมัติ
3. แสดงจำนวน pip ของเนื้อเทียนและทั้งหมดรวมไส้เทียน แบบ Realtime
Jenkins Volume/Volatility (NNFX)A composite indicator designed for use in an No Nonsense Forex system. Utilizes concepts of efficiency and volatility breakout standardized and then scaled by ATR. Highly conservative indicator that only "fires" upon the confluence of all three variables.
Spectrum Matrix [CryptoScripts]📊 Spectrum Matrix Indicator — How to Use It
The Spectrum Matrix is a statistical extremes-based momentum indicator designed to help you identify high-probability pullback zones, exhaustion points, and reversal risk across any market.
It does not predict the future.
It identifies when price behavior reaches statistically rare extremes relative to its recent history.
Use this indicator as a confluence tool, not a standalone entry system.
🎨 Color System Explained
The Spectrum Matrix uses line color + background shading to represent how statistically extreme price conditions are.
🔴 Red Line (Overbought Warning)
- Indicates price is approaching statistically overbought conditions
- Momentum is elevated
- Risk of a pullback or consolidation is increasing
- Does NOT guarantee a drop, especially in strong uptrends
👉 Think of this as “caution: momentum is stretched”
🔴 Red Background (Extreme Overbought)
- Price has reached rare statistical extremes
- Historically unsustainable without a reset
- Pullbacks or sharp volatility are very likely
- Strong signal to:
- Take partial profits
- Tighten stops
- Avoid chasing longs
👉 This is the highest-risk zone for new longs
🟣 Purple Line (Oversold Warning)
- Indicates price is approaching statistically oversold conditions
- Downside momentum is stretched
- Bounce or relief rally probability increases
👉 Think of this as “selling pressure is exhausting”
🟢 Green Background (Extreme Oversold)
- Price is at statistically rare downside extremes
- Historically favors:
- Relief bounces
- Trend continuation entries
- Mean reversion moves
-Often aligns with fear-driven selloffs
👉 This is the highest-probability zone for long-side opportunities
🧠 Key Concept: Probability, Not Certainty
This indicator measures statistical rarity, not certainty.
Important rules to understand:
- ❌ Overbought does not mean price must drop
- ❌ Oversold does not mean price must instantly bounce
- ✅ It means continuation becomes riskier and mean reversion becomes more likely
In strong trends, price can remain overbought or oversold for extended periods.
🎯 Best Practices for Trading with Spectrum Matrix
✅ When to Use Signals
It’s best to wait for at least one of the following before acting:
-Red line (overbought)
- Purple line (oversold)
- Red shaded background (extreme overbought)
- Green shaded background (extreme oversold)
These zones act as decision areas, not automatic trade buttons.
🔗 Use in Confluence With:
- Market structure (higher highs / lower lows)
- Support & resistance
- Trend direction
- Volume
- Higher timeframe bias
- Other momentum or trend indicators
Spectrum Matrix tells you when to pay attention — not what to trade alone.
📈 Trend Context Matters (Very Important)
Strong Uptrend:
- Red line may appear repeatedly
- Price can continue higher despite overbought conditions
- Best used for:
- Profit-taking
- Risk reduction
- Avoiding late entries
Strong Downtrend:
- Purple lines and green zones may cluster
- Bounces may be short-lived
- Best used for:
- Relief rally trades
- Short covering
- Scaling into long-term positions carefully
🔬 Backtesting Is Required
Different assets behave differently.
- Some coins respect extremes very cleanly
- Others can stay overextended for long periods
- Volatility profiles matter
📌 Always backtest the Spectrum Matrix on each coin and timeframe you trade.
⚠️ Risk Management Reminder
- This is a probability-based tool
- Not financial advice
- Never trade purely off one indicator
- Always use:
- Defined risk
- Stop losses
- Position sizing
- Only trade with capital you can afford to lose
🧠 Final Summary
The Spectrum Matrix helps you:
- Identify statistically rare price extremes
- Avoid chasing late moves
- Anticipate pullbacks, bounces, and volatility shifts
- Trade with probability and discipline, not emotion
Used correctly, it becomes a powerful timing and risk-management edge .
CRR Nemesis v6 Institutional Permission Engine for XAUUSDCRR Nemesis — Institutional Permission Engine for XAUUSD
This script is a single integrated workflow; each module exists only to support the same permission decision.
CRR Nemesis is an institutional multi-layer permission engine designed specifically for XAUUSD scalping and intraday execution.
This script is not a mashup of indicators.
All its internal modules exist for a single unified purpose:
to produce a trade permission state only when institutional structure, timing and power are aligned.
Nemesis does not emit random buy/sell signals.
It releases professional execution permissions only when all institutional layers agree.
System architecture
Multi-timeframe direction engine
Nemesis analyzes directional permission across 1m, 5m, 15m and 1D.
Lower timeframes must align with or not contradict higher-timeframe structure.
Smart Money Structure (SMC)
Tracks HH, HL, LH, LL, Break of Structure (BOS), Change of Character (ChoCH) and internal swing ranges to define accumulation, manipulation and expansion phases.
Institutional mitigation zones
Automatically draws bullish and bearish mitigation zones based on internal swing structure and ATR logic.
Fibonacci mitigation engine
Defines institutional premium and discount zones (38.2%–78.6%) to locate execution areas.
Anti-trap institutional filter
Blocks low-probability and retail-type entries, preventing buy/sell traps and false momentum trades.
Institutional session timing engine
Uses real New York, London and Tokyo session windows to define high-probability trading periods.
Candlestick power confirmation
Validates execution using engulfing behavior, impulse displacement and reversal structures.
Pro setup engine
Final PRO BUY and PRO SELL permissions are released only when all institutional layers align.
How to use
• Symbol: XAUUSD
• Execution timeframe: 1 minute (recommended)
• Trade primarily during London & New York sessions
• Execute only when PRO BUY / PRO SELL permissions appear
• Avoid trades when blocked states are shown
Chart rule
Publish with a clean chart.
Use this script alone, without other indicators or drawings, unless explicitly explained.
UI Translation (Spanish → English)
ALCISTA = Bullish
BAJISTA = Bearish
NEUTRAL = Neutral
COMPRA = Buy
VENTA = Sell
ESPERAR = Wait
BLOQ BUY = Buy blocked
BLOQ SELL = Sell blocked
NO TRADE DEAD = No-trade dead zone
NO TRADE ROLL = No-trade rollover
Español
CRR Nemesis es un motor institucional de permisos por capas diseñado para scalping e intradía en XAUUSD.
No es un mashup de indicadores, sino un sistema de decisión que integra estructura Smart Money, zonas de mitigación, Fibonacci, sesiones reales y confirmación por velas para liberar permisos PRO solo cuando el contexto institucional está alineado.
BUY/SELL Pressure [SnakeTurtle]BUY/SELL Pressure Volumes (INCLUDED WITH FREE SIGNALS)
Customization available in the Settings of the Script
Comment Below to request new features
🐍🐢
DISCLAIMER:
Educational & analytical tool only.
Not investment advice.
No buy/sell recommendation.
Markets involve risk.
Backtests ≠ future results.
Signals may repaint or fail.
Author not liable for losses.
Use at own risk.
© 2025 SnakeTurtle. This script may not be sold, redistributed, or used commercially without explicit permission from the author.
CloverKnight## CloverKnight (4H Inside Bar Breakout) — Description for Publishing
**CloverKnight** is a 4H-only inside-bar breakout indicator that identifies **Nested** or **Chained** inside-bar patterns (children candles inside a “mother” candle), then suggests a breakout entry with **EP / SL / TP** and shows a performance summary (Win/Draw/Loss, Win Rate, and ORPT) for a selected backtest window.
This script is designed for traders who want a clean, rule-based inside-bar breakout with optional filters and risk sizing calculations.
---
## What it does
### 1) Inside Bar Pattern Detection
CloverKnight detects inside-bar structures with two pattern styles:
* **Nested**: all child candles must be inside the same mother candle
* **Chained**: each child candle must be inside the previous candle
You control how many child candles are required via **Inside Bar Count**.
### 2) Direction Logic (Buy/Sell)
Direction can be determined by:
* **Last** candle direction
* **Mother** candle direction
* **Vote** (majority of bull/bear candles across mother + children)
You can also restrict trading signals via **Trade Side**:
* Both / Buy Only / Sell Only
### 3) Optional EMA200 Direction Filter
If enabled:
* Buy signals only when price is above EMA
* Sell signals only when price is below EMA
### 4) Day-of-Week Filter
You can allow or block signals by weekday (Mon–Sun).
### 5) Risk & Position Size Estimation
For each valid signal, the script calculates:
* **SL distance (pips)** based on mother range
* **Lot size** based on:
* Account Balance
* Risk per Trade (%)
* Pip Value per 1.0 lot (user input)
> Note: This is an estimation tool. Pip value depends on broker/symbol/contract size.
### 6) Trade Simulation & Outcome Tracking (Simple Backtest)
The script simulates a simplified trade lifecycle:
* Signal creates a **pending** breakout order
* Trade triggers when price hits EP
* Outcomes:
* **Win** if TP hit
* **Loss** if SL hit
* **Draw (BE)** if price reaches **+1R**, then returns to EP
### 7) Summary Table (Top Right)
A compact table shows:
* **W / D / L**
* **WR** (Win Rate)
* **MCL** (Max Consecutive Losses)
* **ORPT** (Optimized Risk Per Trade)
---
## Backtest Modes
### A) Years Mode
Backtest only within the last **X years** (default 5, max 10).
Stats reset when a new “Years window” begins.
### B) Trades Mode
Backtest based on last **N completed trades** (default 100, max 500).
This mode uses a rolling array of outcomes.
---
## Inputs (Quick Guide)
**Pattern**
* Inside Bar Count (Only Children)
* Inside Pattern Type: Nested / Chained
* Direction Source: Last / Mother / Vote
* Trade Side: Both / Buy Only / Sell Only
**Backtest**
* Backtest Mode: Years / Trades
* Lookback (Years) / Lookback (Trades)
**Filters**
* Max SL distance (pips): ignore signals with SL larger than this (0 = no limit)
* EMA200 filter: show line + enable/disable filter
* Day-of-Week filter: allow selected days only
**Risk & Sizing**
* Account Balance
* Risk per Trade (%)
* Maximum Drawdown (%) for ORPT
* Pip Value per 1.0 Lot (adjust per symbol)
**UI**
* Font Size: Tiny / Small / Normal / Large / Huge
* Label Offset Multiplier: controls label distance from pattern range
---
## How to use
1. Apply the indicator on **4H timeframe** (required).
2. Tune **Inside Bar Count** and pattern type to match your style.
3. Enable filters (EMA / Day-of-Week) if you want cleaner signals.
4. Set your **Account Balance**, **Risk %**, and **Pip Value per Lot** for realistic sizing.
5. Use the label output (EP/SL/TP) and the summary table to evaluate behavior over your selected backtest window.
---
## Alerts
The script triggers an alert when a valid signal is found (once per bar), including:
* Buy Stop / Sell Stop
* EP / SL / TP
* RRR and estimated lot sizing
---
## Important Notes / Limitations
* **Timeframe restriction**: This script is intended for **4H only**. It will not operate correctly on other timeframes.
* **Simulation limitation**: This is not a broker-grade backtest engine. It uses candle-based logic (high/low) and simplified assumptions.
* **Lot sizing is approximate**: Pip value varies by symbol and broker contract settings. Always verify before trading.
* This indicator **does not place real orders** (not a strategy, not an EA).
