Impulsive Trend Detector [dtAlgo]This advanced Pine Script indicator identifies and tracks impulsive price movements based on Break of Structure (BOS) and Change of Character (CHoCH) concepts from Smart Money trading methodology.
The indicator automatically detects pivot highs and lows, then monitors when price breaks these key levels to signal potential impulsive moves. BOS indicates continuation in the current trend direction, while CHoCH signals potential trend reversals. Each detected move is measured from the break point to the next opposing pivot, providing accurate percentage calculations that match TradingView's measuring tool.
Impulsive moves are categorized into four levels based on magnitude (Level 1: 5-10%, Level 2: 10-15%, Level 3: 15-20%, Level 4: 20%+), with color-coded visual labels and connecting lines displayed directly on the chart.
Comprehensive Session Analysis:
Track moves across 11 distinct trading sessions in Eastern Time: Pre-London/NY, London/NY overlap, NY (with Power Hour and End subdivisions), Sydney, Asia, Sake Time, Asia/London overlap, London, Weekend, and No Session periods.
Three Dynamic Tables provide:
Real-time statistics (bullish/bearish, BOS/CHoCH, levels)
Session breakdown with move counts and average percentages
Event log showing last 10 moves with date, day, session, direction, type, level, percentage, duration, and bar count
Perfect for Smart Money traders seeking data-driven insights into market structure behavior across global trading sessions.
趨勢分析
CCI Standard DeviationCCI Standard Deviation – Asymmetric Volatility-Adjusted Trend Filter (CCI SD)
The Commodity Channel Index (CCI), created by Donald Lambert in 1980, measures how far the typical price deviates from its statistical average to identify cyclical momentum and trend strength.
The standard formula is:
CCI = (Typical Price − SMA(Typical Price, n)) / (0.015 × Mean Deviation)
where Typical Price = (High + Low + Close)/3.
CCI is unbounded and centered around zero: sustained readings above zero indicate bullish momentum, below zero bearish. Classic interpretations often use zero-line crosses or fixed levels (±100, ±200, ±250), but these can be unreliable when CCI volatility changes across market regimes.
This indicator was developed to create a more disciplined trend-following tool that aligns with my core risk principle: “always protect to the downside.”
Starting from the standard CCI zero-line concept for trend direction, I experimented with standard deviation bands to make the oscillator volatility-adjusted. I then applied deliberate asymmetry: requiring the lower 1σ envelope (CCI − stdev) to cross above a positive threshold for bullish confirmation (high-probability entry only in robust trends), while exiting immediately on any raw CCI weakness below a negative threshold (quick downside protection). User inputs for both thresholds were added to allow fine-tuning and adaptability across different assets and timeframes.
An optional DEMA-smoothed version of the lower envelope provides additional clarity when desired.
Extreme zones
raw CCI ±240 and lower envelope > 200 or < –200 - are highlighted with background shading to flag rare acceleration or capitulation phases.
How it works
Standard CCI calculated on typical price (default length 38).
Rolling standard deviation of the CCI itself (default length 13) measures the oscillator’s recent volatility.
Lower envelope = CCI − stdev (dn).
Optional DEMA smoothing (default length 12) can be toggled.
Trend logic:
Bullish regime only when lower envelope
→ Long Threshold (default +10)
→ statistical proof of strength
Bearish/neutral immediately when raw CCI
→ Short Threshold (default –25)
→ fast downside protection
Origin and development
The indicator emerged from wanting a cleaner, more reliable CCI for trend direction. After testing volatility-adjusted versions, the asymmetric design proved superior:
it enters only high-conviction uptrends and exits rapidly on weakness, significantly reducing whipsaws while preserving trend capture.
Parameters were optimized through extensive backtests on major assets (BTC, ETH, SOL and many more Cryptos; Magnificent 7 stocks, QQQ, SPX, gold).
The defaults were selected for the best average Sortino ratio and lowest maximum drawdown across this broad universe, ensuring robustness and avoiding single-asset overfitting.
How to use it
Green triangle below bar
→ lower envelope crosses above Long Threshold
→ high-conviction bullish trend confirmed
→ enter or add to longs
Magenta triangle above bar
→ CCI crosses below Short Threshold
→ exit longs or go cash/short
While lower envelope remains above Long Threshold
→ hold bullish positions
Extreme background shading (dn >200 or CCI ±240)
→ rare high-attention zones (potential acceleration or exhaustion)
Recommended defaults
CCI length: 38
SD length: 13
Long threshold: +10
Short threshold: –25
Optional MA length: 12 (DEMA of lower envelope)
All visual elements (bar coloring, signals, background, smoothed line) are toggleable for personal preference.
This indicator is designed as a trend-strength and risk-management filter and is not intended as a standalone trading system.
Disclaimer:
This is not financial advice. Backtests are based on past results and are not indicative of future performance.
UVOL Thrust TrackerUVOL Thrust Tracker identifies institutional breadth thrusts using NYSE up-volume as a percentage of total volume (USI:UVOL / USI:TVOL), plotted directly on price.
The indicator highlights:
TRUE 90% UVOL thrusts (rare, high-conviction breadth events)
Surrogate thrust clusters (multi-day 80–89% participation)
Cluster failures (momentum that fails to expand)
Structural thrust failures (2022-style false starts)
A regime filter based on the chart symbol’s moving averages separates bull vs bear environments, dynamically adjusting thresholds and failure logic.
This tool is designed for regime confirmation and risk management, not short-term entries. TRUE thrusts typically confirm trend continuation, while failures warn when breadth support breaks down.
Note: This indicator is intended for regime and risk assessment, not precise entries or exits.
Price Prediction Forecast ModelPrice Prediction Forecast Model
This indicator projects future price ranges based on recent market volatility.
It does not predict exact prices — instead, it shows where price is statistically likely to move over the next X bars.
How It Works
Price moves up and down by different amounts each bar. This indicator measures how large those moves have been recently (volatility) using the standard deviation of log returns.
That volatility is then:
Projected forward in time
Scaled as time increases (uncertainty grows)
Converted into future price ranges
The further into the future you project, the wider the expected range becomes.
Volatility Bands (Standard Deviation–Based)
The indicator plots up to three projected volatility bands using standard deviation multipliers:
SD1 (1.0×) → Typical expected price movement
SD2 (1.25×) → Elevated volatility range
SD3 (1.5×) → High-volatility / stress range
These bands are based on standard deviation of volatility, not fixed probability guarantees.
Optional Drift
An optional drift term can be enabled to introduce a long-term directional bias (up or down).
This is useful for markets with persistent trends.
Harmonic Patterns [kingthies]Harmonic Patterns
This indicator scans price swings for classic X-A-B-C-D harmonic patterns and plots the structure plus a PRZ (Potential Reversal Zone) to help you frame areas where reactions are statistically more likely. It supports both bullish and bearish setups and can trigger alerts when a new D pivot confirms a pattern.
What it does
Builds a pivot-based swing map (ZigZag-style) using a configurable Pivot Length .
Evaluates the most recent 5 swing points (X, A, B, C, D) against harmonic ratio rules with a user-defined tolerance .
Detects: Gartley, Bat, Butterfly, Crab, Deep Crab, Cypher, Shark (loose) .
Draws the pattern legs (X-A-B-C-D), labels the detection with ratio readouts, and projects a PRZ using 3 target levels (derived from XA/BC logic per pattern).
Offers two rendering modes:
Best only : picks the closest match (lowest score) to reduce clutter.
Show all : plots every valid match (uses filled PRZ boxes to keep object usage under control).
PRZ (Potential Reversal Zone)
PRZ is built from three target levels and expanded into a zone.
Optional padding uses ATR (ATR multiplier) to widen/narrow the zone for volatility.
Display modes: Off, Box, Lines, Both .
Zones can be extended forward by a configurable number of bars to keep the area visible as price develops.
How to use
Start with Confirm only when D pivot forms enabled (recommended) to reduce false positives while patterns are still forming.
Adjust Pivot Length based on timeframe:
Lower values = more swings, more signals, more noise.
Higher values = cleaner structures, fewer signals.
Use Ratio Tolerance to control strictness:
Lower tolerance = fewer, higher-confidence matches.
Higher tolerance = more matches, potentially lower quality.
Treat harmonics as context , not a standalone entry system:
Look for confluence (HTF levels, structure, volume, momentum/RSI divergence, etc.).
Use your own confirmation and risk plan (invalidations beyond PRZ / beyond D).
Settings overview
Swings (Pivot ZigZag)
Pivot Length: pivot sensitivity.
Use Wicks: uses High/Low; if off, uses Close.
Max Stored Swings: limits stored pivots for performance/object control.
Harmonic Detection
Ratio Tolerance (%): allowed deviation around ideal ratios.
Confirm only when D pivot forms: reduces repaint-like behavior.
When multiple match: Best only vs Show all.
Pattern Filters enable/disable each pattern type.
PRZ
PRZ Display: Off / Box / Lines / Both.
PRZ Padding (ATR multiplier): volatility-adjusted zone padding.
PRZ Extend (bars): how far to project the zone.
Visuals
Draw Legs: draws X-A-B-C-D.
Show Pattern Label: prints pattern name, direction, ratios, and score.
Label Offset: shift label forward if you want more space.
Alerts
“Bullish/Bearish Harmonic (Any)” triggers on any detected pattern.
Per-pattern alerts are included for each supported pattern type.
Notes
This indicator is educational and intended to assist with pattern recognition and confluence mapping.
Harmonic patterns do not guarantee reversals—always manage risk and confirm with your own process.
Gaps IdentifierThis indicator identifies up and down Gaps using previous period's close price to the next period's open price. Potentially useful for Gap rebound strategies.
(Will identify gaps 4%–11% by default; can change in settings)
Multi-Timeframe Market Structure [MattyBTradez]Provides a Bullish or Bearish analysis based on market structure for the 1M, 5M, 15M, 30M, 1H, 4H, and 1D timeframes.
SMC Alpha Sentiment Hunter [Crypto Trade]The SMC Alpha Sentiment Hunter is an institutional-grade decision-support tool developed by the Crypto Trade community.
Unlike traditional lagging indicators, this script focuses on Smart Money Concepts (SMC) by analyzing real-time market sentiment data directly from Binance Futures.
Key Features:
- Real-time Open Interest (OI) Tracking: Confirms institutional capital flow.
- Long/Short Ratio (LSR) Analysis: Identifies retail positioning to spot "liquidity traps".
- Volume & Volatility Filters: Built-in ATR and Volume Moving Average to validate entry signals.
- Multi-Asset Compatibility: Optimized for a broad range of Binance Futures pairs on the 15-minute timeframe.
Logic:
Signals are triggered when institutional interest (OI) rises while retail traders (LSR) are caught on the wrong side of the trend, confirmed by RSI exhaustion and strong volume.
Disclaimer: For educational purposes only. Trading involves risk.
MACD Classic MT5 Style (2 Lines + Histogram)MACD Classic MT5 Style (แบบ MetaTrader 5) มีความแตกต่างจาก MACD ทั่วไปที่ใช้กันใน TradingView พอสมควรครับ นี่คือคำอธิบายว่ามันทำงานอย่างไรและอ่านค่าอย่างไรครับ:
1. ความแตกต่างสำคัญ (Key Difference)
MACD ทั่วไป (Standard):
มี 2 เส้น (เส้น MACD และ เส้น Signal)
ฮิสโตแกรม (แท่งกราฟ) คือ ส่วนต่าง (Gap) ระหว่าง 2 เส้นนั้น
MACD แบบ MT5 (Classic MT5):
เส้น MACD จะถูกวาดออกมาเป็น แท่งกราฟ (Histogram) แทนที่จะเป็นเส้น
เส้น Signal จะเป็น เส้น (Line) สีแดงพาดผ่านแท่งกราฟ
สรุปคือ: ในแบบ MT5 แท่งกราฟคือตัวพระเอก (MACD) ส่วนเส้นคือตัวช่วยกรอง (Signal)
Here is the English translation of the explanation:
MACD Classic MT5 Style vs. Standard MACD
The "Classic MT5 Style" MACD differs significantly from the standard MACD typically found on TradingView. Below is an explanation of its mechanics and how to interpret it.
1. Key Differences
Standard MACD (TradingView Default):
Displays 2 Lines (MACD Line and Signal Line).
The Histogram represents the difference (gap) between those two lines.
MT5 Style MACD (Classic):
The MACD value is plotted as a Histogram (bars) instead of a line.
The Signal Line appears as a standard Line (usually red) overlaying the histogram.
In summary: In the MT5 style, the Histogram represents the actual MACD Line, while the separate line acts as the Signal filter.
IDAHL | QuantEdgeBIDAHL | QuantEdgeB
🔍 Overview
The IDAHL indicator builds adaptive, volatility-aware threshold bands from two separate ALMA lines—one smoothed from recent highs, the other from recent lows—then uses percentiles of those lines to define a dynamic “high/low” channel. Price crossing above or below that channel triggers clear long/short signals, with on-chart candle coloring, fills, optional labels and even a built-in backtest table.
✨ Key Features
• 📈 Dual ALMA Bands (with DEMA pre-smoothing)
o High ALMA: ALMA applied to DEMA-smoothed highs (high → DEMA(30) → ALMA).
o Low ALMA: ALMA applied to DEMA-smoothed lows (low → DEMA(30) → ALMA).
• 📊 Percentile Thresholds
o Computes a high threshold at the Xth percentile of the High ALMA over a lookback window.
o Computes a low threshold at the Yth percentile of the Low ALMA.
o Shifts each threshold forward by a small period to reduce repainting.
• ⚡ Dynamic Channel Logic
o When price closes above the high percentile line, the “final” threshold flips down to the low percentile line (and vice versa), creating an adaptive channel that only moves when the outer bound is violated.
o Inside the channel, the threshold holds its last value to avoid whipsaw.
• 🎨 Visual & Alerts
o Plots the two percentile lines and fills between them with a color that reflects the current regime (green for long, yellow for neutral, orange for short).
o Colors your candles to match the active signal.
o Optional “Long”/“Short” labels on confirmed flips.
o Alert conditions fire on each long/short crossover.
• 📊 On-Chart Backtest Metrics
o Toggle on a small performance table—complete with win-rate, net P/L, drawdown—from your chosen start date, without any extra code.
⚙️ How It Works
1. Adaptive Smoothing (ALMA)
o Uses ALMA (Arnaud Legoux Moving Average) for smooth, low-lag filtering. In this script, the inputs are additionally pre-smoothed with DEMA(30) to reduce noise before ALMA is applied—improving stability on highs/lows.
2. Percentile Lines
o The High ALMA series feeds a linear-interpolation percentile function to generate the upper bound; the Low ALMA produces the lower bound.
o These lines are offset by a small look-ahead (X bars) to reduce repaint behavior.
3. Channel Logic
o Breakout Flip: When the selected source (default: Close) closes above the upper bound, the active threshold “jumps” to the lower bound—locking in a new channel until price next crosses.
o Breakdown Flip: Conversely, a close below the lower bound flips the threshold to the upper bound.
4. Signal Generation
o Long while the source is above the current “final” threshold.
o Short while below.
o Neutral inside the channel before any flip.
5. Visualization & Alerts
o Dynamic fills between the two percentile lines change hue as the regime flips.
o Candles adopt the regime color.
o Optional pinned “Long”/“Short” labels at flip bars.
o Alerts on every signal crossover of the zero-based regime line.
6. Backtest Table
o From your chosen start date, a mini-table displays cumulative P/L, win rate and drawdown for this strategy—handy for quick in-chart validation.
🎯 Who Should Use It
• Breakout Traders hunting for adaptive channels that auto-recenter on new highs/lows.
• Volatility Traders who want thresholds that expand and contract with market turbulence.
• Trend-Chasers seeking a fresh take on high/low channels with built-in smoothing.
• Systematic Analysts who appreciate on-chart backtesting without leaving TradingView.
⚙️ Default Settings
• ALMA Length: 14
• Percentile Length: 35 bars
• Percentile Lookback Period (offset): 4 bars
• Upper Percentile: 92%
• Lower Percentile: 50%
• Threshold Source: Close
• Visuals: Candle coloring on, labels off by default, “Strategy” palette
• Backtest Table: on by default (toggleable)
• Start Date (Backtest): 09 Oct 2017
📌 Conclusion
IDAHL blends two smooth, low-lag ALMA filters (fed by DEMA-smoothed highs/lows) with percentile-based channel construction for a self-rewiring high/low envelope. It gives you robust breakout/breakdown signals, immediate visual context via colored fills and candles, optional labels, alerts, and even performance stats—everything you need to spot and confirm regime shifts in one compact script.
🔹 Disclaimer : Past performance is not indicative of future results. Always backtest and align settings with your risk tolerance and objectives before live trading.
🔹 Strategic Advice : Always backtest, optimize, and align parameters with your trading objectives and risk tolerance before live trading.
Hurst-Optimized Adaptive Channel [Kodexius]Hurst-Optimized Adaptive Channel (HOAC) is a regime-aware channel indicator that continuously adapts its centerline and volatility bands based on the market’s current behavior. Instead of using a single fixed channel model, HOAC evaluates whether price action is behaving more like a trend-following environment or a mean-reverting environment, then automatically selects the most suitable channel structure.
At the core of the engine is a robust Hurst Exponent estimation using R/S (Rescaled Range) analysis. The Hurst value is smoothed and compared against user-defined thresholds to classify the market regime. In trending regimes, the script emphasizes stability by favoring a slower, smoother channel when it proves more accurate over time. In mean-reversion regimes, it deliberately prioritizes a faster model to react sooner to reversion opportunities, similar in spirit to how traders use Bollinger-style behavior.
The result is a clean, professional adaptive channel with inner and outer bands, dynamic gradient fills, and an optional mean-reversion signal layer. A minimalist dashboard summarizes the detected regime, the current Hurst reading, and which internal model is currently preferred.
🔹 Features
🔸 Robust Regime Detection via Hurst Exponent (R/S Analysis)
HOAC uses a robust Hurst Exponent estimate derived from log returns and Rescaled Range analysis. The Hurst value acts as a behavioral filter:
- H > Trend Start threshold suggests trend persistence and directional continuation.
- H < Mean Reversion threshold suggests anti-persistence and a higher likelihood of reverting toward a central value.
Values between thresholds are treated as Neutral, allowing the channel to remain adaptive without forcing a hard bias.
This regime framework is designed to make the channel selection context-aware rather than purely reactive to recent volatility.
🔸 Dual Channel Engine (Fast vs Slow Models)
Instead of relying on one fixed channel, HOAC computes two independent channel candidates:
Fast model: shorter WMA basis and standard deviation window, intended to respond quickly and fit more reactive environments.
Slow model: longer WMA basis and standard deviation window, intended to reduce noise and better represent sustained directional flow.
Each model produces:
- A midline (basis)
- Outer bands (wider deviation)
- Inner bands (tighter deviation)
This structure gives you a clear core zone and an outer envelope that better represents volatility expansion.
🔸 Rolling Optimization Memory (Model Selection by Error)
HOAC includes an internal optimization layer that continuously measures how well each model fits current price action. On every bar, each model’s absolute deviation from the basis is recorded into a rolling memory window. The script then compares total accumulated error between fast and slow models and prefers the one with lower recent error.
This approach does not attempt curve fitting on multiple parameters. It focuses on a simple, interpretable metric: “Which model has tracked price more accurately over the last X bars?”
Additionally:
If the regime is Mean Reversion, the script explicitly prioritizes the fast model, ensuring responsiveness when reversals matter most.
🔸 Optional Output Smoothing (User-Selectable)
The final selected channel can be smoothed using your choice of:
- SMA
- EMA
- HMA
- RMA
This affects the plotted midline and all band outputs, allowing you to tune visual stability and responsiveness without changing the underlying decision engine.
🔸 Premium Visualization Layer (Inner Core + Outer Fade)
HOAC uses a layered band design:
- Inner bands define the core equilibrium zone around the midline.
- Outer bands define an extended volatility envelope for extremes.
Gradient fills and line styling help separate the core from the extremes while staying visually clean. The midline includes a subtle glow effect for clarity.
🔸 Adaptive Bar Tinting Strength (Regime Intensity)
Bar coloring dynamically adjusts transparency based on how far the Hurst value is from 0.5. When market behavior is more decisively trending or mean-reverting, the tint becomes more pronounced. When behavior is closer to random, the tint becomes more subtle.
🔸 Mean-Reversion Signal Layer
Mean-reversion signals are enabled when the environment is not classified as Trending:
- Buy when price crosses back above the lower outer band
- Sell when price crosses back below the upper outer band
This is intentionally a “return to channel” logic rather than a breakout logic, aligning signals with mean-reversion behavior and avoiding signals in strongly trending regimes by default.
🔸 Minimalist Dashboard (HUD)
A compact table displays:
- Current regime classification
- Smoothed Hurst value
- Which model is currently preferred (Fast or Slow)
- Trend flow direction (based on midline slope)
🔹 Calculations
1) Robust Hurst Exponent (R/S Analysis)
The script estimates Hurst using a Rescaled Range approach on log returns. It builds a returns array, computes mean, cumulative deviation range (R), standard deviation (S), then converts RS into a Hurst exponent.
calc_robust_hurst(int length) =>
float r = math.log(close / close )
float returns = array.new_float(length)
for i = 0 to length - 1
array.set(returns, i, r )
float mean = array.avg(returns)
float cumDev = 0.0
float maxCD = -1.0e10
float minCD = 1.0e10
float sumSqDiff = 0.0
for i = 0 to length - 1
float val = array.get(returns, i)
sumSqDiff += math.pow(val - mean, 2)
cumDev += (val - mean)
if cumDev > maxCD
maxCD := cumDev
if cumDev < minCD
minCD := cumDev
float R = maxCD - minCD
float S = math.sqrt(sumSqDiff / length)
float RS = (S == 0) ? 0.0 : (R / S)
float hurst = (RS > 0) ? (math.log10(RS) / math.log10(length)) : 0.5
hurst
This design avoids simplistic proxies and attempts to reflect persistence (trend tendency) vs anti-persistence (mean reversion tendency) from the underlying return structure.
2) Hurst Smoothing
Raw Hurst values can be noisy, so the script applies EMA smoothing before regime decisions.
float rawHurst = calc_robust_hurst(i_hurstLen)
float hVal = ta.ema(rawHurst, i_smoothHurst)
This stabilized hVal is the value used across regime classification, dynamic visuals, and the HUD display.
3) Regime Classification
The smoothed Hurst reading is compared to user thresholds to label the environment.
string regime = "NEUTRAL"
if hVal > i_trendZone
regime := "TRENDING"
else if hVal < i_chopZone
regime := "MEAN REV"
Higher Hurst implies more persistence, so the indicator treats it as a trend environment.
Lower Hurst implies more mean-reverting behavior, so the indicator enables MR logic and emphasizes faster adaptation.
4) Dual Channel Models (Fast and Slow)
HOAC computes two candidate channel structures in parallel. Each model is a WMA basis with volatility envelopes derived from standard deviation. Inner and outer bands are created using different multipliers.
Fast model (more reactive):
float fastBasis = ta.wma(close, 20)
float fastDev = ta.stdev(close, 20)
ChannelObj fastM = ChannelObj.new(fastBasis, fastBasis + fastDev * 2.0, fastBasis - fastDev * 2.0, fastBasis + fastDev * 1.0, fastBasis - fastDev * 1.0, math.abs(close - fastBasis))
Slow model (more stable):
float slowBasis = ta.wma(close, 50)
float slowDev = ta.stdev(close, 50)
ChannelObj slowM = ChannelObj.new(slowBasis, slowBasis + slowDev * 2.5, slowBasis - slowDev * 2.5, slowBasis + slowDev * 1.25, slowBasis - slowDev * 1.25, math.abs(close - slowBasis))
Both models store their structure in a ChannelObj type, including the instantaneous tracking error (abs(close - basis)).
5) Rolling Error Memory and Model Preference
To decide which model fits current conditions better, the script stores recent errors into rolling arrays and compares cumulative error totals.
var float errFast = array.new_float()
var float errSlow = array.new_float()
update_error(float errArr, float error, int maxLen) =>
errArr.unshift(error)
if errArr.size() > maxLen
errArr.pop()
Each bar updates both error histories and computes which model has lower recent accumulated error.
update_error(errFast, fastM.error, i_optLookback)
update_error(errSlow, slowM.error, i_optLookback)
bool preferFast = errFast.sum() < errSlow.sum()
This is an interpretable optimization approach: it does not attempt to brute-force parameters, it simply prefers the model that has tracked price more closely over the last i_optLookback bars.
6) Winner Selection Logic (Regime-Aware Hybrid)
The final model selection uses both regime and rolling error performance.
ChannelObj winner = regime == "MEAN REV" ? fastM : (preferFast ? fastM : slowM)
rawMid := winner.mid
rawUp := winner.upper
rawDn := winner.lower
rawUpInner := winner.upper_inner
rawDnInner := winner.lower_inner
In Mean Reversion, the script forces the fast model to ensure responsiveness.
Otherwise, it selects the lowest-error model between fast and slow.
7) Optional Output Smoothing
After the winner is selected, the script optionally smooths the final channel outputs using the chosen moving average type.
smooth(float src, string type, int len) =>
switch type
"SMA" => ta.sma(src, len)
"EMA" => ta.ema(src, len)
"HMA" => ta.hma(src, len)
"RMA" => ta.rma(src, len)
=> src
float finalMid = i_enableSmooth ? smooth(rawMid, i_smoothType, i_smoothLen) : rawMid
float finalUp = i_enableSmooth ? smooth(rawUp, i_smoothType, i_smoothLen) : rawUp
float finalDn = i_enableSmooth ? smooth(rawDn, i_smoothType, i_smoothLen) : rawDn
float finalUpInner = i_enableSmooth ? smooth(rawUpInner, i_smoothType, i_smoothLen) : rawUpInner
float finalDnInner = i_enableSmooth ? smooth(rawDnInner, i_smoothType, i_smoothLen) : rawDnInner
This preserves decision integrity since smoothing happens after model selection, not before.
8) Dynamic Visual Intensity From Hurst
Transparency is derived from the distance of hVal to 0.5, so stronger behavioral regimes appear with clearer tints.
int dynTrans = int(math.max(20, math.min(80, 100 - (math.abs(hVal - 0.5) * 200))))
Smart Gap Concepts [MarkitTick]💡 This indicator automates the identification and classification of price gaps, commonly known as Fair Value Gaps (FVG) or Imbalances, by integrating market structure and volume analysis. Unlike standard gap detectors that simply highlight empty space on a chart, this script applies algorithmic filters to categorize gaps into three distinct phases of market movement: Breakaway, Runaway, and Exhaustion. This helps traders understand the potential context of a move rather than just seeing a support or resistance zone.
● Originality and Utility
The primary innovation of this tool is its dynamic classification system. It moves beyond visual detection by checking the "why" behind the gap. By referencing Swing Highs and Swing Lows (Market Structure) alongside Volume efficiency, it determines if a gap represents a breakout, a trend continuation, or a climatic end to a move. Additionally, the script features an automated mitigation tracking system that removes gaps from the chart once price has re-tested the midpoint, ensuring the visual workspace remains clean and relevant to current price action.
● Methodology
The script operates on a multi-stage logic engine:
• Gap Detection
It first identifies the core imbalance where the Low of the current bar does not overlap with the High of the bar two periods prior (for bullish gaps), ensuring the intervening candle represents a strong displacement.
• Structural Analysis (Breakaway Gaps)
The script monitors Pivot Highs and Lows. If a gap occurs simultaneously with a close beyond a key structural Pivot, it is classified as a "Breakaway Gap." This signals the potential start of a new trend.
• Volume and Time Analysis (Exhaustion Gaps)
To identify potential reversals, the script looks for "Trend Maturity." If a gap forms after a long duration since the last pivot and is accompanied by a volume spike (defined by the Volume Spike Multiplier), it is labeled as an "Exhaustion Gap."
• Continuation (Runaway Gaps)
If a gap is valid but meets neither the Breakaway nor Exhaustion criteria, it is considered a "Runaway Gap," typically found in the middle of an established trend.
• Dynamic Cleanup
The script tracks the midpoint of every active gap. If price creates a lower low (for bullish gaps) or higher high (for bearish gaps) beyond this midpoint, the gap is considered mitigated and is removed from the screen.
📖 How to Use
Traders can utilize the color-coded classifications to gauge market intent:
Breakaway (Default Blue): Watch these zones for potential trend initiations. These are often high-probability areas for a retest entry after a structure break.
Runaway (Default Orange): These indicate strong momentum. They can be used to trail stop-losses or add to winning positions, as price should ideally not close below these gaps in a healthy trend.
Exhaustion (Default Red): Be cautious when these appear. They suggest the current move is overextended and a reversal or complex pullback may be imminent.
• Exhaustion Gap : A Practical Case Study
• Breakaway Gap: A Practical Case Study
• Runaway Gap : A Practical Case Study
⚙️ Inputs and Settings
Min Gap Size (Points): Filters out insignificant gaps smaller than this threshold.
Structure Lookback: Defines the sensitivity of the Pivot detection (Swing High/Low).
Volume Avg Length & Multiplier: Determines what qualifies as a "Volume Spike" for exhaustion logic.
Trend Maturity: The minimum number of bars required to consider a trend "old" enough for an exhaustion signal.
Visual Settings: Custom colors for each gap type and box extension length.
● Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Market Participation Gradient [Interakktive]Market Participation Gradient (MPG) is a diagnostic oscillator that measures the quality and intensity of market participation by combining price efficiency with activity (volume or a FX-safe proxy) into a single 0–100 score.
Most tools tell you "how much activity exists." MPG focuses on "how effective that activity is," helping you differentiate clean directional participation from absorbed / inefficient participation where effort produces limited directional progress.
█ WHAT IT DOES
- Produces a 0–100 participation score (higher = stronger participation environment)
- Uses color as state context (not buy/sell)
- Classifies participation into four tiers for quick readability
- Includes an optional status-line HUD for at-a-glance context without chart clutter
█ WHAT IT DOES NOT DO
- NO buy/sell signals
- NO entries/exits
- NO alerts by default
- NO repainting / no lookahead (diagnostic context only)
█ HOW TO READ MPG
Level (0–100)
- Higher values = stronger participation environment
- Lower values = thin, drifting participation environment
Color (state language, not direction)
- Teal = Clean participation (efficient movement)
- Magenta = Absorbed participation (high activity, low efficiency)
- Amber = Building / transition state
- Grey = Thin / neutral state
█ TIER SYSTEM
MPG uses four tiers:
- THIN (0–20): low participation environment
- BUILDING (20–40): participation emerging / transitional
- STRONG (40–65): solid participation environment (quality becomes more meaningful)
- EXTREME (65+): very high participation environment (contextually important during events or late-cycle pushes)
█ QUALITY ASSESSMENT (STRONG / EXTREME)
Within STRONG and EXTREME tiers, MPG evaluates participation quality:
- Clean (Teal): Efficiency > 55%
- Absorbed (Magenta): Efficiency < 30% AND Activity > 1.5×
- Neutral (Grey): otherwise (mixed quality)
█ STATUS LINE HUD
MPG can display key values in TradingView's status line:
- Minimal: MPG (0–100) + Tier (0–3)
- Full: adds Direction (-1/0/1) and Quality (-1/0/1)
This provides quick context without tables or on-chart panels.
█ HOW IT WORKS (METHODOLOGY)
MPG combines two independent measurements:
1. Efficiency (0–1)
Efficiency = |Net Displacement| / Total Path Length
- High efficiency = price moved more directly
- Low efficiency = price moved less directly (more back-and-forth)
2. Activity (centered at 1.0)
Activity = Current Volume / Average Volume
- Activity > 1 = above-average activity
- Activity < 1 = below-average activity
FX / indices fallback: If volume is unreliable/unavailable, MPG uses a range-based proxy: (High–Low) / ATR (capped) to prevent distortion.
3. Participation Score (0–100)
Participation = Efficiency × √Activity × 100
The square root applies diminishing returns so activity alone cannot dominate without efficiency support.
█ SETTINGS
Core
- ATR Length — normalization baseline
- Efficiency Lookback — bars used for efficiency
- Volume Average Length — baseline for activity
- Smoothing Length — EMA smoothing (1 = minimal smoothing)
Visuals
- Histogram / Line / Tier Bands toggles
- Optional pane background tint (default OFF)
- Theme: Cinematic (subtle) or Vivid (brighter)
HUD
- Status Line HUD toggle
- HUD Detail: Minimal or Full
█ SUITABLE MARKETS
Works on any market with price data. For symbols with unreliable volume (common in FX), MPG automatically uses the range/ATR activity proxy.
█ RELATED (INTERAKKTIVE)
- MER — Market Efficiency Ratio (pure efficiency)
- ERD — Effort–Result Divergence (effort vs outcome)
- VSI — Volatility State Index (expansion/contraction context)
█ DISCLAIMER
This indicator is for educational and informational purposes only and does not constitute financial advice. Always do your own research and use appropriate risk management.
Pivot Levels [BigBeluga]🔵 OVERVIEW
The Pivot Levels indicator automatically detects and draws key market pivot levels across multiple sensitivity settings. Each pivot level represents a significant local high or low in price structure, acting as potential zones of support and resistance. Traders can visualize short-, medium-, and long-term pivot layers simultaneously, helping to identify where price may react, reverse, or break out.
🔵 CONCEPTS
Different pivot lengths provide multi-length sensitivity on the same timeframe — shorter lengths detect local micro-swings, while longer lengths capture broader swing structure within the current chart.
ATR-based color logic marks active, bullish, or bearish pivot zones dynamically.
Lines can extend to the right or both sides to track reactions over time.
🔵 FEATURES
Detects up to four custom pivot levels simultaneously.
Each pivot level has independent settings for length , style , and extension mode .
Auto-colors each pivot as support (green), resistance (orange), or active zone (blue).
Displays dual-width line layers: a solid base and a transparent overlay for visual depth.
Dynamic price labels show exact pivot levels for clarity.
Fully customizable line styles: dashed (--), solid (-), or dotted (..).
Extends lines to the right for future reaction tracking or both directions for structure alignment.
🔵 HOW TO USE
Enable or disable pivot levels (1–4) to control how many layers of structure you want visible.
Use shorter pivot lengths for intraday turning points and longer ones for macro structure.
Watch for multiple pivot lines clustering in the same region — these often mark strong reversal zones.
Observe color changes: green = support, orange = resistance, blue = active neutral zone.
Combine with price action or volume analysis to confirm reactions near major pivots.
🔵 CONCLUSION
The Pivot Levels indicator provides a clean, multi-layered visualization of market structure.
By tracking pivots of varying lengths, traders can easily identify overlapping support and resistance regions, gauge breakout strength, and align trades with the dominant structural zones visible across multiple time horizons.
Daily candle separation + NY open + First hour open Daily candle separation + NY open + First hour open
Malama's Pre-Market BoxThis script is a comprehensive Pre-Market range visualizer designed to replace older, single-candle analysis tools. It automatically highlights the full pre-market session (04:00–09:30 EST) and extends key support/resistance levels into the regular trading day.
Why this script was created (Evolution from previous versions): This is a complete architectural rewrite of the older "Malama's KAYCAP Pre-Market Box."
Old Logic: The previous version focused on isolating a single, specific 1-minute candle (e.g., exactly 4:00 AM) to determine levels.
New Logic: This version tracks the entire pre-market session range. It dynamically updates the True High and True Low as the pre-market develops, providing a much more accurate support/resistance zone for the open.
Visual Overhaul: Instead of static plots, this version uses Pine Script v6 box and line objects to draw a clean, shading-customizable range that automatically extends rightward until the trading session ends.
How it works:
Session Tracking: The script monitors the user-defined session (default 04:00-09:30).
Dynamic Box: As price moves during pre-market, a box is drawn covering the highest high and lowest low of that period.
Level Extension: At 09:30 (Market Open), the script locks the High and Low values. It then projects two horizontal lines (Resistance and Support) across the chart for the rest of the day.
Breakout Detection: If the price closes outside these levels during regular hours, the script can optionally trigger Alerts and plot "BREAK" labels on the chart.
Settings:
Time Settings: Customizable session string (default captures standard US Pre-Market).
Visuals: Fully adjustable box colors, border transparency, and line width.
Signals: Toggle breakout labels on/off.
Alerts Included:
Bullish Breakout: Triggers when price crosses and closes above the Pre-Market High.
Bearish Breakdown: Triggers when price crosses and closes below the Pre-Market Low.
Long Short Trading System With TableSmart Trading System Pro is an advanced TradingView indicator designed for precision and clarity.
It combines Order Blocks, Liquidity Zones, EMA trend alignment, MACD, RSI, Volume, and ATR-based risk management to generate high-quality LONG / SHORT signals.
🔹 Clear trade direction
🔹 Smart entry, stop-loss & multi-level take-profit
🔹 Automatic risk/reward & leverage calculation
🔹 Clean visual dashboard for fast decision-making
Built for traders who value structure, confirmation, and risk control.
Best suited for crypto, forex, and indices on all timeframes.
Disclaimer:
This indicator is for educational and informational purposes only and does not constitute financial advice.
Trading involves risk, and past performance does not guarantee future results.
You are solely responsible for your trading decisions and outcomes.
Daily Candle Bias Backtesting Stats @MaxMaserati This indicator, is a powerful backtesting and probability tool designed to quantify the "follow-through" of specific candle types across different market sessions.
It identifies specific price action setups and tracks whether price hits a "Target" (continuation) or an "Invalidation" (reversal) first, providing real-time win rates for your favorite sessions.
The Candle Bias Stats indicator automatically categorizes every candle based on the MMM candle bias and tracks their historical success rate. It calculates how often a candle's high/low is broken before its opposite end is touched. By breaking this data down into sessions (Asian, London, NY), it identifies high-probability "time-of-day" windows where specific price action setups are most reliable.
MMM CANDLE LOGIC
Bullish Expansion & Breakout Signatures
Bullish Body Close Plus (BuBC Plus): Represents strong bullish momentum where price closes above the previous high and near its own top, signaling that buyers are in complete control.
Bullish Body Close Minus (BuBC Minus): Indicates weak bullish momentum; while the price closes above the previous high, a long top wick shows sellers pushed back, suggesting a potential retest of the previous high.
Bearish Expansion & Breakout Signatures
Bearish Body Close Plus (BeBC Plus): A very strong bearish signal where price closes below the previous low and near its own bottom, indicating sellers are dominant.
Bearish Body Close Minus (BeBC Minus): Signifies weak bearish momentum; the price breaks the previous low but finishes with a long bottom wick as buyers push back, often leading to a retest of the old ceiling.
Bullish Reversal & Trap Signatures (Affinity)
Bullish Affinity Plus (BuAF Plus): A strong bullish reversal where a new low is made, but sellers hit a wall and get trapped, causing price to finish near its top with a long bottom wick.
Bullish Affinity Minus (BuAF Minus): A weak bullish bounce where a new low is made and price finishes back inside the previous range, but buyers lack the energy for a significant move.
Bearish Reversal & Trap Signatures (Affinity)
Bearish Affinity Plus (BeAF Plus): A strong bearish reversal; buyers are trapped after making a new high, and price finishes near its bottom with a long top wick.
Bearish Affinity Minus (BeAF Minus): A weak bearish drop where sellers stop the rise but lack the energy to push price significantly lower.
Neutral & Volatility Signatures
Close Inside Bullish (CI•BuAF): Bullish neutral state where price stays inside the previous candle’s range but finishes in the top half, indicating buyers are slightly more active.
Close Inside Bearish (CI•BeAF): Bearish neutral state where price remains inside the previous box and finishes in the bottom half.
Seek & Destroy Bullish (S&D•BuAF): Bullish volatility characterized by price moving above and below the previous candle before buyers win the battle and close price near the top.
Seek & Destroy Bearish (S&D•BeAF): Bearish volatility where sellers win a high-chaos battle, closing price near the bottom after sweeping both sides of the previous candle.
H4 CANDLE EXAMPLE
Deep Dive: Analysis of the 4H Statistics
The image presents a comprehensive backtest of 4,999 total candles from September 2022 to December 2025. Here is the breakdown of what the interface is telling us:
1. The Strategy: Target vs. Invalidation
The indicator tracks BuBC (Bullish Body Close) and BeBC (Bearish Body Close).
The Target: For a Bullish candle, the target is the High. For a Bearish candle, it is the Low.
The Invalidation: The opposite end of the candle (the Low for Bullish, the High for Bearish).
The Goal: To see which level is touched first in the subsequent bars.
2. Global Performance (The Top Right Table)
Looking at the BuBC (1402 samples) section:
Target First (67.8%): In nearly 7 out of 10 cases, once a 4H candle closes "bullish" (breaking the previous high), the price continues higher to break its own high before it ever returns to take out its own low.
Both Hit (17.7%): This is a critical metric. It represents "Stop Runs" or "Wicks" where price hits the target but also hits the invalidation within the same tracking period.
Efficiency (1.3 Bars): This tells us the "follow-through" is almost immediate. If the trade doesn't work within 1 or 2 candles, the statistical edge drops off significantly.
3. The Session Breakdown (The Bottom Left Table)
This is where the "Edge" is found. Not all hours of the day are created equal.
Asian Late (02:00-06:00) – The "Star" Performer: With a 72.9% Target rate, this is labeled "BEST." It has the lowest "Both%" (6.5%), meaning moves during these hours are incredibly "clean." If a setup forms here, price usually moves directly to the target without looking back.
London Open & Overlap (06:00-14:00): These sessions maintain a high win rate (approx. 70%). This suggests that the European session provides reliable trend continuation for the S&P 500.
NY Session (14:00-18:00) – The "Trap" Zone: This is labeled "WORST" for a reason. While the win rate is basically a coin flip (49.6%), the Both% spikes to 36.7%. This means that even if you are right about the direction, the market is highly likely to "sweep" your stop loss before going to the target. It is the most volatile and "fake-out" prone time for this specific setup.
Summary of the Data
The statistics show that the S&P 500 4H Candle Bias is a highly reliable trend-following indicator, provided you trade it at the right time.
The data suggests a clear three-step logic:
Directional Edge: Both Bullish and Bearish body closes have a natural ~67% probability of continuation.
Timing is Everything: Trading during the Late Asian and London sessions increases your probability of success to over 70% with very low risk of a "fake-out."
Risk Warning: Avoid "Body Close" breakout strategies during the NY Mid-day (14:00-18:00). The statistics prove that this window is dominated by "Seek and Destroy" price action, where price is mathematically likely to hit both your target and your stop, usually hitting the stop first.
