Statistical Price Deviation Index (MAD/VWMA)SPDI is a statistical oscillator designed to detect potential price reversal zones by measuring how far price deviates from its typical behavior within a defined rolling window.
Instead of using momentum or moving averages like traditional indicators, SPDI applies robust statistics - a rolling median and Mean Absolute Deviation (MAD) - to calculate a normalized measure of price displacement. This normalization keeps the output bounded (from −1 to +1 by default), producing a stable and consistent oscillator that adapts to changing volatility conditions.
The second line in SPDI uses a Volume-Weighted Moving Average (VWMA) instead of a simple price median. This creates a complementary oscillator showing statistically weighted deviations based on traded volume. When both oscillators align in their extremes, strong confluence reversal signals are generated.
How It Works
For each bar, SPDI calculates the median price of the last N bars (default 100).
It then measures how far the current bar’s midpoint deviates from that rolling median.
The Mean Absolute Deviation (MAD) of those distances defines a “normal” range of fluctuation.
The deviation is normalized and compressed via a tanh mapping, keeping the oscillator in fixed boundaries (−1 to +1).
The same logic is applied to the VWMA line to gauge volume-weighted deviations.
How to Use
The blue line (Price MAD) represents pure price deviation.
The green line (VWMA Disp) shows the volume-weighted deviation.
Overbought (red) zones indicate statistically extreme upward deviation -> potential short-term overextension.
Oversold (green) zones indicate statistically extreme downward deviation -> potential rebound area.
Confluence signals (both lines hitting the same extreme) often mark strong reversal points.
Settings Tips
Lookback length controls how much historical data defines “normal” behavior. Larger = smoother, smaller = more sensitive.
Smoothing (RMA length) can reduce noise without changing the overall statistical logic.
Output scale can be set to either −1..+1 or 0..100, depending on your visual preference.
Alerts and color fills are fully customizable in the Style tab.
Summary:
SPDI transforms raw price and volume data into a statistically bounded deviation index. When both Price MAD and VWMA Disp reach joint extremes, it highlights probable market turning points - offering traders a clean, data-driven way to spot potential reversals ahead of time.
波動率
XAUUSD Family Scalping (5min)💎 Advanced Gold Strategy — "Max Profit | Min Drawdown | High Profit Factor"
📊 Overview
This script is designed for XAUUSD (Gold) trading and optimized for maximum net profit, minimum drawdown, and a high profit factor.
It combines advanced momentum filters, market structure logic, and trend confirmation to ensure only the strongest entries are executed.
⚙️ Core Features
✅ Max Net Profit Optimization: Selects entry points based on the highest historical profitability.
🔵 Min Drawdown Filter: Automatically filters out high-risk trades to preserve equity and stability.
🟡 High Profit Factor Focus: Ensures that reward significantly outweighs risk for each trade.
📈 EMA 200 Trend Filter: Trades only in the direction of the main market trend.
🕐 Smart Signal Control: Avoids repetitive signals in the same area to reduce overtrading.
🔔 Clear Visual Alerts: Buy/Sell signals with strong accuracy and confirmation logic.
💡 Recommended Use
Symbol: XAUUSD (Gold)
Timeframe: 5 Minutes (M5) or 15 Minutes (M15)
Works best during London & New York sessions
⚠️ Disclaimer
This strategy is built for educational and backtesting purposes. Past performance does not guarantee future results. Always test before using on live markets.
Adaptive Trend 1m ### Overview
The "Adaptive Trend Impulse Parallel SL/TP 1m Realistic" strategy is a sophisticated trading system designed specifically for high-volatility markets like cryptocurrencies on 1-minute timeframes. It combines trend-following with momentum filters and adaptive parameters to dynamically adjust to market conditions, ensuring more reliable entries and risk management. This strategy uses SuperTrend for primary trend detection, enhanced by MACD, RSI, Bollinger Bands, and optional volume spikes. It incorporates parallel stop-loss (SL) and multiple take-profit (TP) levels based on ATR, with options for breakeven and trailing stops after the first TP. Optimized for realistic backtesting on short timeframes, it avoids over-optimization by adapting indicators to market speed and efficiency.
### Principles of Operation
The strategy operates on the principle of adaptive impulse trading, where entry signals are generated only when multiple conditions align to confirm a strong trend reversal or continuation:
1. **Trend Detection (SuperTrend)**: The core signal comes from an adaptive SuperTrend indicator. It calculates upper and lower bands using ATR (Average True Range) with dynamic periods and multipliers. A buy signal occurs when the price crosses above the lower band (from a downtrend), and a sell signal when it crosses below the upper band (from an uptrend). Adaptation is based on Rate of Change (ROC) to measure market speed, shortening periods in fast markets for quicker responses.
2. **Momentum and Trend Filters**:
- **MACD**: Uses adaptive fast and slow lengths. In "Trend Filter" mode (default when "Use MACD Cross" is false), it checks if the MACD line is above/below the signal for long/short. In cross mode, it requires a crossover/crossunder.
- **RSI**: Adaptive period RSI must be above 50 for longs and below 50 for shorts, confirming overbought/oversold conditions dynamically.
- **Bollinger Bands (BB)**: Depending on the mode ("Midline" by default), it requires the price to be above/below the BB midline for longs/shorts, or a breakout in "Breakout" mode. Deviation adapts to market efficiency.
- **Volume Spike Filter** (optional): Entries require volume to exceed an adaptive multiple of its SMA, signaling strong impulse.
3. **Volatility Filter**: Entries are only allowed if current ATR percentage exceeds a historical minimum (adaptive), preventing trades in low-volatility ranges.
4. **Risk Management (Parallel SL/TP)**:
- **Stop-Loss**: Set at an adaptive ATR multiple below/above entry for long/short.
- **Take-Profits**: Three levels at adaptive ATR multiples, with partial position closures (e.g., 51% at TP1, 25% at TP2, remainder at TP3).
- **Post-TP1 Features**: Optional breakeven moves SL to entry after TP1. Trailing SL uses BB midline as a dynamic trail.
- All levels are calculated per trade using the ATR at entry, making them "realistic" for 1m charts by widening SL and tightening initial TPs.
The strategy enters long on buy signals with all filters met, and short on sell signals. It uses pyramid margin (100% long/short) for full position sizing.
Adaptation is driven by:
- **Market Speed (normSpeed)**: Based on ROC, tightens multipliers in volatile periods.
- **Efficiency Ratio (ER)**: Measures trend strength, adjusting periods for trending vs. ranging markets.
This ensures the strategy "adapts" without manual tweaks, reducing false signals in varying conditions.
### Main Advantages
- **Adaptability**: Unlike static strategies, parameters dynamically adjust to market volatility and trend strength, improving performance across ranging and trending phases without over-optimization.
- **Realistic Risk Management for 1m**: Wider SL and tiered TPs prevent premature stops in noisy short-term charts, while partial profits lock in gains early. Breakeven/trailing options protect profits in extended moves.
- **Multi-Filter Confirmation**: Combines trend, momentum, and volume for high-probability entries, reducing whipsaws. The volatility filter avoids flat markets.
- **Debug Visualization**: Built-in plots for signals, levels, and component checks (when "Show Debug" is enabled) help users verify logic on charts.
- **Efficiency**: Low computational load, suitable for real-time trading on TradingView with alerts.
Backtesting shows robust results on volatile assets, with a focus on sustainable risk (e.g., SL at 3x ATR avoids excessive drawdowns).
### Uniqueness
What sets this strategy apart is its **fully adaptive framework** integrating multiple indicators with real-time market metrics (ROC for speed, ER for efficiency). Most trend strategies use fixed parameters, leading to poor adaptation; here, every key input (periods, multipliers, deviations) scales dynamically within bounds, creating a "self-tuning" system. The "parallel SL/TP with 1m realism" adds custom handling for micro-timeframes: tightened initial TPs for quick wins and adaptive min-ATR filter to skip low-vol bars. Unlike generic mashups, it justifies the combination—SuperTrend for trend, MACD/RSI/BB for impulse confirmation, volume for conviction—working synergistically to capture "trend impulses" while filtering noise. The post-TP1 breakeven/trailing tied to BB adds a unique profit-locking mechanism not common in open-source scripts.
### Recommended Settings
These settings are optimized and recommended for trading ASTER/USDT on Bybit, with 1-minute chart, x10 leverage, and cross margin mode. They provide a balanced risk-reward for this volatile pair:
- **Base Inputs**:
- Base ATR Period: 10
- Base SuperTrend ATR Multiplier: 2.5
- Base MACD Fast: 8
- Base MACD Slow: 17
- Base MACD Signal: 6
- Base RSI Period: 9
- Base Bollinger Period: 12
- Bollinger Deviation: 1.8
- Base Volume SMA Period: 19
- Base Volume Spike Multiplier: 1.8
- Adaptation Window: 54
- ROC Length: 10
- **TP/SL Settings**:
- Use Stop Loss: True
- Base SL Multiplier (ATR): 3
- Use Take Profits: True
- Base TP1 Multiplier (ATR): 5.5
- Base TP2 Multiplier (ATR): 10.5
- Base TP3 Multiplier (ATR): 19
- TP1 % Position: 51
- TP2 % Position: 25
- Breakeven after TP1: False
- Trailing SL after TP1: False
- Base Min ATR Filter: 0.001
- Use Volume Spike Filter: True
- BB Condition: Midline
- Use MACD Cross (false=Trend Filter): True
- Show Debug: True
For backtesting, use initial capital of 30 USD, base currency USDT, order size 100 USDT, pyramiding 1, commission 0.1%, slippage 0 ticks, long/short margin 0%.
Always backtest on your platform and use risk management—risk no more than 1-2% per trade. This is not financial advice; trade at your own risk.
JOPA Channel (Dual-Volumed) v1 [JopAlgo]JOPA Channel (Dual-Volumed) v1
Short title: JOPAV1 • License: MPL-2.0 • Provider: JopAlgo
We have developed our own, first channel-based trading indicator and we’re making it available to all traders. The goal was a channel that breathes with the tape—built on a volume-weighted backbone—so the outcome stays lively instead of static. That led to the JOPA Channel.
All important features (at a glance)
In one line: A Rolling-VWAP channel whose width adapts with two volumes (RVOL + dollar-flow), adds order-flow asymmetry (OBV tilt) and regime awareness (Efficiency Ratio), and frames risk with outer containment bands from residual extremes—so you see fair value, momentum, and exhaustion in one view.
Feature list
Rolling VWAP centerline: Tracks where volume traded (fair value).
Dual-volume width: Bands expand/contract with relative volume and value traded (price×volume).
OBV tilt: Upper/lower widths skew toward the side actually pushing.
Regime adapter (ER): Tighter in trend, wider in chop—automatically.
Outer containment rails: Residual-extreme ceilings/floors, smoothed + margin.
20% / 80% guides: 20% light blue (discount), 80% light red (premium).
Squeeze dots (optional): Orange circles below candles during compression.
Non-repainting: Uses rolling sums and past-only math; no lookahead.
Default visual in this release
Containment rails + fill: ON (stepline, medium).
Inner Value rails + fill: Rails OFF (stepline, thin), fill ON (drawn only if rails are shown).
20% & 80% guides: ON (dashed, thin; 20% light blue, 80% light red).
Squeeze dots: OFF by default (orange circles when enabled).
What you see on the chart
RVWAP (centerline): Your compass for fair value.
Inner Value Bands (optional): Tight rails for breakouts and pullback timing.
Outer Containment Bands (default ON): High-confidence ceilings/floors for targets and fades.
20% / 80% guides: Quick read of “where in the channel” price is sitting.
Squeeze dots (optional): Volatility compression heads-up (no text labels).
Non-repainting note: The indicator does not revise closed bars. Forecast-Lock uses linear regression to extrapolate 1–3 bars ahead without using future data.
How to use it
Core reads (works on any timeframe)
Bias: Above a rising RVWAP → long bias; below a falling RVWAP → short bias.
Breakouts (momentum): Close beyond an Inner Value rail with RVOL ≥ threshold (alert provided).
Reversions (fades): Tag Outer Containment, stall, then close back inside → expect mean reversion toward RVWAP.
20/80 timing:
At/above 80% (light red) → premium/exhaustion risk; trim longs or consider fades if RVOL cools.
At/below 20% (light blue) → discount/exhaustion risk; trim shorts or consider longs if RVOL cools.
Squeeze clusters: When dots bunch up, expect a range break; use the Breakout alert as confirmation.
Playbooks by trading style
Day Trading (1–5m)
Setup: Keep the chart clean (Containment ON, Value rails OFF). Toggle Inner Value ON when hunting a breakout or timing a pullback.
Pullback Long: Dip to RVWAP / Lower Value with sub-threshold RVOL, then a close back above RVWAP → long.
Stop: Just beyond Lower Containment or the pullback swing.
Targets (1:1:1): ⅓ at RVWAP, ⅓ at Upper Value, ⅓ trail toward Upper Containment.
Breakout Long: After a squeeze cluster, take the Breakout Long alert (close > Upper Value, RVOL ≥ min). If no retest, demand the next bar holds outside.
Range Fade: Only when RVWAP is flat and dots cluster; short Upper Containment → RVWAP (mirror for longs at the lower rail).
Intraday (15m–1H)
HTF compass: Take bias from 4H.
Pullback Long: “Touch & reclaim” of RVWAP while RVOL cools; enter on the reclaim close or break of that candle’s high.
Breakout: Run Inner Value ON; act on Breakout alerts (RVOL gate ≈ 1.10–1.15 typical).
Avoid low-probability fades against the 4H slope unless RVWAP is flat.
Swing (4H–1D)
Continuation: In uptrends, buy pullbacks to RVWAP / Lower Value with sub-threshold RVOL; scale at Upper Containment.
Adds: Post-squeeze Breakout Long adds; trail on RVWAP or Lower Value.
Fades: Prefer when RVWAP flattens and price oscillates between containments.
Position (1D+)
Framework: Daily RVWAP slope + position within containment.
Add rule: Each reclaim of RVWAP after a dip is an add; trim into Upper Containment or near 80% light red.
Sizing: Containment distance is larger—size down and trail on RVWAP.
Inputs & Settings (complete)
Core
Source: Price input for RVWAP.
Rolling VWAP Length: Window of the centerline (higher = smoother).
Volume Baseline (RVOL): SMA window for relative volume.
Inner Value Bands (volatility-based width)
k·StdDev(residuals), k·ATR, k·MAD(residuals): Blend three measures into base width.
StdDev / ATR / MAD Lengths: Lookbacks for each.
Two-Volume Fusion
RVOL Exponent: How aggressively width responds to relative volume.
Dollar-Flow Gain: Adds push from price×volume (value traded).
Dollar-Flow Z-Window: Standardization window for dollar-flow.
Asymmetry (Order-Flow Tilt)
Enable Tilt (OBV): Lets flow skew upper/lower widths.
Tilt Strength (0..1): Gain applied to OBV slope z-score.
OBV Slope Z-Window: Window to standardize OBV slope.
Regime Adapter
Efficiency Ratio Lookback: Measures trend vs chop.
ER Width Min/Max: Maps ER into a width factor (tighter in trend, wider in chop).
Band Tracking (inner value rails)
Tracking Mode:
Base: Pure base rails.
Parallel-Lock: Smooth RVWAP & width; track in parallel.
Slope-Lock: Adds a fraction of recent slope (momentum-friendly).
Forecast-Lock: 1–3 bar extrapolation via linreg (non-repainting on closed bars).
Attach Strength (0..1): Blend tracked rails vs base rails.
Tracking Smooth Length: EMA smoothing of RVWAP and width.
Slope Influence / Forecast Lead Bars: Gains for the chosen mode.
Outer Containment Bands
Show Containment Bands: Master toggle (default ON).
Residual Extremes Lookback: Highest/lowest residual window.
Extreme Smoothing (EMA): Stability on extreme lines.
Margin vs inner width: Extra padding relative to smoothed inner width.
Squeeze & Alerts
Squeeze Window / Threshold: Width vs average; at/under threshold = dot (when enabled).
Min RVOL for Breakout: Required RVOL for breakout alerts.
Style (defaults in this release)
Inner Value rails: OFF (stepline, thin).
Inner & Containment fills: ON.
Containment rails: ON (stepline, medium).
20% / 80% guides: ON — 20% light blue, 80% light red, dashed, thin.
Squeeze dots: OFF by default (orange circles below candles when enabled).
Practical templates (copy/paste into a plan)
Momentum Breakout
Context: Squeeze cluster near RVWAP; Inner Value ON.
Trigger: Breakout Long (close > Upper Value & RVOL ≥ min).
Stop: Below Lower Value (tight) or below RVWAP (safer).
Targets (1:1:1): ⅓ Value → ⅓ Containment → ⅓ trail on RVWAP.
Pullback Continuation
Context: Uptrend; dip to RVWAP / Lower Value with cooling RVOL.
Trigger: Close back above RVWAP or break of reclaim candle’s high.
Stop: Just outside Lower Containment or pullback swing.
Targets: RVWAP → Upper Value → Upper Containment.
Containment Reversion (range)
Context: RVWAP flat; repeated containment tags.
Trigger: Stall at containment, then close back inside.
Stop: A step beyond that containment.
Target: RVWAP; runner only if RVOL stays muted.
Alerts included
DVWAP Breakout Long / Short (Value Bands)
Top Zone / Bottom Zone (20% / 80% guides)
Tip: On lower TFs, act on Breakout alerts with higher-TF bias (e.g., trade 5–15m in the direction of 1H/4H RVWAP slope/position).
Best practices
Let RVWAP be the compass; if unsure, wait until price picks a side.
Respect RVOL; low-RVOL breaks are prone to fail.
Use guides for timing, not certainty. Pair 20/80 zones with flow context.
Start with defaults; change one knob at a time.
Common pitfalls
Fading every containment touch → only fade when RVWAP is flat or RVOL cools.
Over-tuning inputs → the defaults are robust; small tweaks go a long way.
Fighting the higher timeframe on low TFs → expensive habit.
Footer — License & Publishing
License: Mozilla Public License 2.0 (MPL-2.0). You may modify and redistribute; keep this file under MPL and provide source for this file.
Originality: © 2025 JopAlgo. No third-party code reused; Pine built-ins and common formulas only.
Publishing: Keep this header/description intact when releasing on TradingView. Avoid promotional links in the public script text.
Squeeze Breakout Strategy [KedArc Quant]Description:
Squeeze Breakout strategy looks for volatility compression (Bollinger Bands inside Keltner Channels = a “squeeze”), then trades the volatility expansion in the direction of a momentum filter.
🧠 How the “Squeeze → Expansion” works
- Markets alternate between quiet (compressed) and active (expanded) phases.
- We call it a squeeze when Bollinger Bands (BB)—which reflect standard deviation around price—shrink inside the Keltner Channels (KC)—which reflect ATR/range.
- This means dispersion (stdev) is small relative to typical range (ATR). Price is coiling; participants are agreeing on value.
- When BB pops back outside KC, the squeeze releases. That’s the first sign that volatility is expanding again.
- A release alone doesn’t tell you direction. That’s why this strategy pairs the release with a momentum filter:
- We estimate momentum using a smoothed linear-regression slope of price (a clean proxy for acceleration).
- If the slope is positive at release, we favor longs; if negative, we favor shorts.
- Optionally, you can require Band Break + Momentum (price closes beyond the BB) for a stricter entry.
- This combination aims to capture the first leg of the range-to-trend transition while avoiding random pokes that often occur during tight consolidations.
💡 Why this is unique
Two entry modes (toggle):
1. Release + Momentum (enter when the squeeze turns off)
2. Band Break + Momentum (enter on a close beyond BB with momentum)
- Momentum = smoothed linear-regression slope, a clean thrust detector that’s less laggy than many oscillators.
- Risk module included: ATR stop, optional 1R partial take-profit, and a Chandelier trailing stop for the runner.
- Practical filters: higher-timeframe EMA trend alignment, volume surge, minimum BB width, and session window—so it adapts across markets/timeframes.
- Backtest-ready: uses TradingView’s `strategy.` framework with commission/slippage controls.
📈 How it helps traders
✅Regime clarity: distinguishes compression vs. expansion so you’re not forcing trades during dead zones.
✅Objective entries: momentum + band logic reduces discretionary “feel” and late chases.
✅Built-in risk plan: stop/targets/trailing defined in inputs—consistent execution across tickers.
✅Adaptable: works across instruments/timeframes; filters let you tailor noise tolerance per market session.
✅Alerts: real-time signals for entry and squeeze release.
✅Not a Mash-Up / Original Work
✅Fully authored in Pine Script v6; no external libraries or copied logic blocks.
✅Uses well-known, documented formulas (BB, KC, ATR, LinReg slope) combined into a new rule set (two entry modes + momentum + structured exits).
✅Code and parameters are transparent and adjustable; the script stands alone.
🧩 Formulas (core)
Bollinger Bands
# Basis = `SMA(close, bbLen)`
# Upper/Lower = `Basis ± bbMult × stdev(close, bbLen)`
# Width% = `(Upper − Lower) / Basis × 100`
Keltner Channels
# Basis = `EMA(close, kcLen)`
# Upper/Lower = `Basis ± kcMult × ATR(kcATR)`
Squeeze state
# ON: `BB_Upper < KC_Upper` and `BB_Lower > KC_Lower`
# Release: `squeeze_on ` and `not squeeze_on`
Momentum (this script)
# `lin = linreg(close, momLen, 0)`
# `mom = SMA( lin − lin , momSmoothing )`
# Long bias when `mom > 0`; short bias when `mom < 0`.
⚙️ Inputs
Compression
`bbLen`, `bbMult` — BB length & std-dev multiplier
`kcLen`, `kcATR`, `kcMult` — KC lengths & ATR multiplier
`Entry Mode` — Release + Momentum, Band Break + Momentum, or Either
Momentum
`momLen`, `momSmoothing`
Filters (optional)
`Use HTF Trend Filter` + `HTF Timeframe` + `HTF EMA Length`
`Require Volume Surge` (`volLen`, `volMult`)
`Avoid Ultra-Low Vol` (`Min BB Width %`)
`Session` window
Risk / Exits
`ATR Length`, `ATR Stop Multiplier`
`Take Profit at 1R` (with Partial 50%)
`Chandelier` (`chLen`, `chMult`)
Optional `Time Stop (bars)`
🎯 Entry & Exit Rules
Entry (choose one mode):
1. Release + Momentum (default)
Long: on the bar the squeeze releases and `mom > 0`, passing all enabled filters.
Short: on the bar the squeeze releases and `mom < 0`, passing filters.
2. Band Break + Momentum
Long: `close > BB_Upper` and `mom > 0`, with filters.
Short: `close < BB_Lower` and `mom < 0`, with filters.
Initial Stop
ATR-based: `Stop Distance = atrMult × ATR(atrLen)` from entry.
Targets & Runner
TP1 at 1R (optional): take 50% at `entry + 1R` (long) / `entry − 1R` (short).
Runner: remaining position trails a Chandelier stop:
Long trail = `highest(high, chLen) − chMult × ATR`
Short trail = `lowest(low, chLen) + chMult × ATR`
Optional Time Stop: close the trade after N bars in position.
Labels on chart
“Long” / “Short” = entry signals.
“L-TP1 / S-TP1” = partial exits at 1R.
“L-Runner / S-Runner” = trailing-stop exits of the runner.
Alerts
Provided for Long Entry, Short Entry, and Squeeze Release.
💬 How to use
1. Choose your market/timeframe (e.g., NSE 5–15m intraday, 60m–Daily for swing).
2. If you prefer cleaner trends, enable the HTF EMA filter (e.g., 240m/1D).
3. For intraday, consider Band Break + Momentum with Volume Surge and a small Min BB Width.
4. Adjust ATR/Chandelier multipliers to fit your risk tolerance and instrument.
Abbreviations
BB – Bollinger Bands
KC – Keltner Channels
ATR – Average True Range
SMA / EMA – Simple/Exponential Moving Average
HTF – Higher Timeframe
R – Risk unit (equal to the initial stop distance)
⚠️ Disclaimer
This script is for educational purposes only. Past performance ≠ future returns. Always paper trade first. Options trading carries high risk — manage exposure responsibly.
Trend Following Reflectometry🧭 Trend Following Reflectometry (TFR)
Author: Stef Jonker
Version: Pine Script® v6
The Trend Following Reflectometry (TFR) indicator translates market behavior into the language of impedance and signal reflection theory, providing a unique way to measure trend strength, stability, and purity.
🧩 Summary
Trend Following Reflectometry acts as a trend-quality meter, helping traders identify when a trend is strong, efficient, and worth following — or when the market is too noisy to trust.
It blends physics-inspired logic with practical trading insight, offering both a directional oscillator and a trend stability filter in one tool.
⚙️ Concept
Inspired by electrical impedance matching, this tool compares the market’s characteristic impedance (Z₀) — its natural volatility-to-price behavior — with the load impedance (Zₗ), representing current trend momentum.
The interaction between these two produces a reflection coefficient (Gamma) and a VSWR ratio, which reveal how efficiently market trends are transmitting energy (moving smoothly) versus reflecting noise (becoming unstable).
📊 Core Components
Z₀ (Characteristic Impedance): Market baseline, derived from ATR and SMA.
Zₗ (Load Impedance): Trend momentum based on fast and slow EMAs.
Γ (Gamma – Reflection Coefficient): Measures the mismatch between Z₀ and Zₗ.
VSWR (Voltage Standing Wave Ratio): Quantifies trend purity — lower = cleaner trend.
Impedance Oscillator: Combines momentum and reflection to produce directional bias.
⚡ Gamma & VSWR Interpretation
Gamma (Γ) represents the reflection coefficient — how much of the market’s trend energy is being reflected instead of transmitted.
When Gamma is low, the market trend is smooth and efficient, moving with little resistance.
When Gamma is high, the market becomes unstable or overextended, signaling potential turbulence, exhaustion, or reversal pressure.
VSWR (Voltage Standing Wave Ratio) measures trend purity — how clean or distorted the current trend is.
A low VSWR indicates a well-aligned, steady trend that’s likely to continue smoothly.
A high VSWR suggests an unbalanced or noisy market, where trends may struggle to sustain or could soon reverse.
Together, Gamma and VSWR help identify how well the market’s current momentum aligns with its natural behavior — whether the trend is stable and efficient or reflecting instability beneath the surface.
Market Opens + Killzones — Tokyo, London & New York (Pro)Market Opens + Institutional Killzones — Tokyo, London & New York (Pro)
This indicator automatically plots the opening times and Institutional Killzones for the three most important financial centers in the world: Tokyo, London, and New York.
Designed for SMC / ICT traders, it provides a precise visual map of when liquidity, volatility, and institutional order flow are most active.
🕓 Sessions Included:
Tokyo → Opening Line (09:00 JST) | Killzone 09:00–11:00 JST
London → Opening Line (08:00 London) | Killzone 07:00–10:00 London
New York → Opening Line (09:30 NY) | Killzone 08:30–10:30 NY
London–New York Overlap → 13:30–16:00 London / 08:30–11:00 NY
⚙️ Features:
Opening lines for each major market
Configurable colors, line styles, and transparencies
Optional Killzones (session blocks) for each region
Auto-adjusts for Daylight Saving Time (DST)
Works on any timeframe and any symbol
💡 Usage:
Use it to align your analysis with the times when institutional traders are active — the most likely moments for liquidity grabs, reversals, or true directional moves.
Combine with other concepts like Liquidity Pools, Fair Value Gaps, Order Blocks, and Session Bias for maximum precision.
© javierpueblamolina — Built for Smart Money Traders.
Choppiness Index | CipherDecodedThe Choppiness Index is a multi-timeframe regime indicator that measures whether price action is trending or consolidating.
This recreation was inspired by the Choppiness Index chart from Checkonchain, with full credit to their team for the idea.
🔹 How It Works
CI = 100 * log10( SUM(ATR(1), n) / (highest(high, n) – lowest(low, n)) ) / log10(n)
Where:
n – lookback length (e.g. 14 days / 10 weeks / 10 months)
ATR(1) – true-range of each bar
SUM(ATR(1), n) – total true-range over n bars
highest(high, n) and lowest(low, n) – price range over n bars
Low values → strong trend
High values → sideways consolidation
Below is a simplified function used in the script for computing CI on any timeframe:
f_ci(_n) =>
_tr = ta.tr(true)
_sum = math.sum(_tr, _n)
_hh = ta.highest(high, _n)
_ll = ta.lowest(low, _n)
_rng = _hh - _ll
_rng > 0 ? 100 * math.log10(_sum / _rng) / math.log10(_n) : na
Consolidation Threshold — 50.0
Trend Threshold — 38.2
When Weekly CI < Trend Threshold, a trending zone (yellow) appears.
When Weekly CI > Consolidation Threshold, a consolidation zone (purple) appears.
Users can toggle either background independently.
🔹 Example Background Logic
bgcolor(isTrend and Trend ? color.new(#f3e459, 50) : na, title = "Trending", force_overlay = true)
bgcolor(isConsol and Cons ? color.new(#974aa5, 50) : na, title = "Consolidation", force_overlay = true)
🔹 Usage Tips
Observe the Weekly CI for regime context.
Combine with price structure or trend filters for signal confirmation.
Low CI values (< 38) indicate strong trend activity — the market may soon consolidate to reset.
High CI values (> 60) reflect sideways or range-bound conditions — the market is recharging before a potential new trend.
🔹 Disclaimer
This indicator is provided for educational purposes.
No trading outcomes are guaranteed.
This tool does not guarantee market turns or performance; it should be used as part of a broader system.
Use responsibly and perform your own testing.
🔹 Credits
Concept origin — Checkonchain Choppiness Index
Market Opens + Killzones — New York, London & Tokyo (SMC/ICT)Market Opens + Killzones — New York, London & Tokyo (SMC/ICT) — PueblaATH
Trade where liquidity is born .
This clean, professional overlay marks the world’s three most influential trading sessions — New York , London , and Tokyo — plus the London–New York overlap, giving you an instant visual map of when and where real price delivery happens.
Every opening is drawn with precise session lines and full-height killzone blocks that extend from the very top to the very bottom of your chart — so you’ll never miss the market’s true rhythm again.
🔍 What You’ll See
New York Killzone (08:30 – 10:30 NY) → Gray block
London Killzone (07:00 – 10:00 London) → Dark-gray block
Tokyo Killzone (09:00 – 11:00 Tokyo) → Black block
London–New York Overlap (13:30 – 16:00 London) → Orange block
Each killzone fills the entire column, creating crystal-clear time partitions.
Session openings are marked with vertical lines (solid or dotted), labeled, and fully adjustable.
⚙️ Features
🌍 True market timezones — Auto-adjusts for daylight saving (no manual changes needed).
🕒 Session opening lines with customizable width, color, and label.
🧱 Full-height killzone blocks for maximum clarity on any timeframe.
🔄 Daily auto-reset — clean sessions, no repaint, no overlap.
🧭 Minimal, efficient, and accurate — ideal for ICT/SMC traders.
💡 Perfect For
Intraday & scalping traders who operate within session volatility.
ICT / Smart Money Concepts enthusiasts who time executions by liquidity windows.
Anyone wanting precise visual timing of market sessions on any pair or asset.
⚡ Quick Tips
Focus on London + New York if you trade major liquidity shifts.
Set line width to 3 – 4 for best visibility.
Keep block transparency between 60–75 % for a clean balance.
Combine with structure or liquidity tools for maximum precision.
🧠 In Short
“ Simple. Accurate. Powerful. ”
Instantly identify when true liquidity enters the market — and align your executions with the world’s most active trading hours.
Created by: PueblaATH
Risk Management - Stop Loss Distance (Pips)This indicator helps traders estimate an optimal Stop Loss distance in pips based on market volatility (ATR) and a chosen risk percentage.
It does not generate buy or sell signals — it is purely a risk management visualization tool designed for educational and analytical use.
🔧 How it works
Calculates the current ATR (Average True Range) to measure market volatility.
Multiplies ATR by a user-defined factor to suggest a realistic stop-loss distance.
Displays this distance in pips, helping you understand how wide or tight your SL should be.
Optionally draws reference lines above and below the current price to visualize potential SL placement for long and short positions.
⚙️ Inputs
Account Balance (USD): Used for risk visualization.
Risk per Trade (%): Defines the percentage of account balance at risk.
ATR Period: Number of bars used to calculate volatility.
ATR Multiplier for SL: Adjusts how far the SL should be from the entry based on volatility.
Show SL Lines: Toggle visual stop-loss reference lines on or off.
📈 Display
The indicator shows:
Account balance and risk percentage.
Current ATR value.
Suggested stop-loss distance in pips.
Optional SL lines (for visualization only).
⚠️ Disclaimer
This script is for educational and analytical purposes only.
It does not provide financial advice or trade recommendations.
Use it at your own discretion and always manage risk responsibly.
Hyper SAR Reactor Trend StrategyHyperSAR Reactor Adaptive PSAR Strategy
Summary
Adaptive Parabolic SAR strategy for liquid stocks, ETFs, futures, and crypto across intraday to daily timeframes. It acts only when an adaptive trail flips and confirmation gates agree. Originality comes from a logistic boost of the SAR acceleration using drift versus ATR, plus ATR hysteresis, inertia on the trail, and a bear-only gate for shorts. Add to a clean chart and run on bar close for conservative alerts.
Scope and intent
• Markets: large cap equities and ETFs, index futures, major FX, liquid crypto
• Timeframes: one minute to daily
• Default demo: BTC on 60 minute
• Purpose: faster yet calmer PSAR that resists chop and improves short discipline
• Limits: this is a strategy that places simulated orders on standard candles
Originality and usefulness
• Novel fusion: PSAR AF is boosted by a logistic function of normalized drift, trail is monotone with inertia, entries use ATR buffers and optional cooldown, shorts are allowed only in a bear bias
• Addresses false flips in low volatility and weak downtrends
• All controls are exposed in Inputs for testability
• Yardstick: ATR normalizes drift so settings port across symbols
• Open source. No links. No solicitation
Method overview
Components
• Adaptive AF: base step plus boost factor times logistic strength
• Trail inertia: one sided blend that keeps the SAR monotone
• Flip hysteresis: price must clear SAR by a buffer times ATR
• Volatility gate: ATR over its mean must exceed a ratio
• Bear bias for shorts: price below EMA of length 91 with negative slope window 54
• Cooldown bars optional after any entry
• Visual SAR smoothing is cosmetic and does not drive orders
Fusion rule
Entry requires the internal flip plus all enabled gates. No weighted scores.
Signal rule
• Long when trend flips up and close is above SAR plus buffer times ATR and gates pass
• Short when trend flips down and close is below SAR minus buffer times ATR and gates pass
• Exit uses SAR as stop and optional ATR take profit per side
Inputs with guidance
Reactor Engine
• Start AF 0.02. Lower slows new trends. Higher reacts quicker
• Max AF 1. Typical 0.2 to 1. Caps acceleration
• Base step 0.04. Typical 0.01 to 0.08. Raises speed in trends
• Strength window 18. Typical 10 to 40. Drift estimation window
• ATR length 16. Typical 10 to 30. Volatility unit
• Strength gain 4.5. Typical 2 to 6. Steepness of logistic
• Strength center 0.45. Typical 0.3 to 0.8. Midpoint of logistic
• Boost factor 0.03. Typical 0.01 to 0.08. Adds to step when strength rises
• AF smoothing 0.50. Typical 0.2 to 0.7. Adds inertia to AF growth
• Trail smoothing 0.35. Typical 0.15 to 0.45. Adds inertia to the trail
• Allow Long, Allow Short toggles
Trade Filters
• Flip confirm buffer ATR 0.50. Typical 0.2 to 0.8. Raise to cut flips
• Cooldown bars after entry 0. Typical 0 to 8. Blocks re entry for N bars
• Vol gate length 30 and Vol gate ratio 1. Raise ratio to trade only in active regimes
• Gate shorts by bear regime ON. Bear bias window 54 and Bias MA length 91 tune strictness
Risk
• TP long ATR 1.0. Set to zero to disable
• TP short ATR 0.0. Set to 0.8 to 1.2 for quicker shorts
Usage recipes
Intraday trend focus
Confirm buffer 0.35 to 0.5. Cooldown 2 to 4. Vol gate ratio 1.1. Shorts gated by bear regime.
Intraday mean reversion focus
Confirm buffer 0.6 to 0.8. Cooldown 4 to 6. Lower boost factor. Leave shorts gated.
Swing continuation
Strength window 24 to 34. ATR length 20 to 30. Confirm buffer 0.4 to 0.6. Use daily or four hour charts.
Properties visible in this publication
Initial capital 10000. Base currency USD. Order size Percent of equity 3. Pyramiding 0. Commission 0.05 percent. Slippage 5 ticks. Process orders on close OFF. Bar magnifier OFF. Recalculate after order filled OFF. Calc on every tick OFF. No security calls.
Realism and responsible publication
No performance claims. Past results never guarantee future outcomes. Shapes can move while a bar forms and settle on close. Strategies execute only on standard candles.
Honest limitations and failure modes
High impact events and thin books can void assumptions. Gap heavy symbols may prefer longer ATR. Very quiet regimes can reduce contrast and invite false flips.
Open source reuse and credits
Public domain building blocks used: PSAR concept and ATR. Implementation and fusion are original. No borrowed code from other authors.
Strategy notice
Orders are simulated on standard candles. No lookahead.
Entries and exits
Long: flip up plus ATR buffer and all gates true
Short: flip down plus ATR buffer and gates true with bear bias when enabled
Exit: SAR stop per side, optional ATR take profit, optional cooldown after entry
Tie handling: stop first if both stop and target could fill in one bar
Bollinger Bands Breakout StrategyHey guys check out this strategy script.
Chart plotting:
I use a classic plot of Bollinger Bands to define a consolidation zone, I also use a separate Trend Filter (SMA).
Logic:
When the price is above the SMA and above the Bollinger Upper Band the strategy goes Long. When the price is below the SMA and below the Bollinger Lower Band the strategy goes Short. Simple.
Exits:
TP and SL are a percentage of the price.
Notes: This simple strategy can be used at any timeframe (I prefer the 15min for day trading). It avoids consolidation, when the price is inside the Bollinger Bands, and has a good success rate. Adjust the Length of the BB to suit your style of trading (Lower numbers=more volatile, Higher numbers=more restrictive). Also you can adjust the Trend Filter SMA, I presonally chose the 50 SMA. Finally the SL/TP can be also adjusted from the input menu.
Test it for yourself!
Have great trades!
HV-SMA DeltaHistorical Volatility with SMA Multiplier
Concept
This indicator acts as a "volatility explosion meter" for the market. Its core principle is to compare the current volatility with its historical average to detect moments when the market begins to "swing" with significantly more force.
The main components are as follows:
① Historical Volatility (HV) This line is an indicator of the current price volatility.
If this line moves higher, it means the price is swinging wildly (high volatility).
If this line is low, it means the price is calm or moving within a narrow range (low volatility).
② SMA x Multiplier This line functions as a "threshold" or "volatility resistance" level. It is calculated from the moving average of past volatility and then multiplied by an adjustable number (smaMultiplier) to create an upper band. In simple terms, this line tells us: "Normally, volatility should not exceed this level."
③ Difference (Histogram) This is the result of subtracting the Threshold Line (②) from the HV value (①).
Appear when the HV breaks above the threshold line. This signals that "volatility has now spiked significantly above its historical average."
Appear when the HV is still below the threshold line. This indicates that volatility remains at a normal or below-average level.
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How to Use
This indicator does not tell you the direction of the price. Instead, it indicates the "power" or "momentum" of the movement. Therefore, it should always be used in conjunction with other tools to confirm the direction.
① Look for "Volatility Breakout" signals.
② Use it to confirm the strength of a trend.
③ Use it for risk management.
You can try adjusting the smaLength and smaMultiplier values in the indicator's settings to fit the specific asset and timeframe you are trading. More volatile assets may require a higher Multiplier.
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หลักการทำงาน (Concept)
Indicator ตัวนี้เป็น "เครื่องวัดการระเบิดของความผันผวน" ในตลาด
โดยแกนหลักเป็นการเปรียบเทียบความผันผวนในปัจจุบันกับความผันผวนโดยเฉลี่ยในอดีต
เพื่อหาจังหวะที่ตลาดเริ่ม "เหวี่ยง" แรงขึ้นอย่างมีนัยสำคัญ
ส่วนประกอบหลักๆ มีดังนี้:
① Historical Volatility (HV)
เส้นนี้คือตัวชี้วัดความผันผวนของราคา ณ ปัจจุบัน
ถ้าเส้นนี้วิ่งขึ้นสูง แปลว่าราคากำลังแกว่งตัวรุนแรง (ผันผวนสูง)
ถ้าเส้นนี้อยู่ต่ำ แปลว่าราคานิ่งๆ หรือเคลื่อนไหวในกรอบแคบๆ (ผันผวนต่ำ)
② SMA x Multiplier
เส้นนี้ทำหน้าที่เป็น "เส้นเกณฑ์" หรือ "แนวต้านของความผันผวน"
ถูกคำนวณมาจากเส้นค่าเฉลี่ยของความผันผวนในอดีต
แล้วคูณด้วยตัวเลข Adjustable (sma-Multiplier) เพื่อสร้างเป็นกรอบบน
พูดง่ายๆ คือ เส้นนี้บอกเราว่า "โดยปกติแล้ว ความผันผวนไม่ควรจะเกินระดับนี้"
③ Difference (Histogram)
เป็นผลลัพธ์จากการนำค่า HV ข้อ ① มาลบกับ เส้นเกณฑ์ ข้อ ②
เกิดขึ้นเมื่อ HV ทะลุเส้นเกณฑ์ขึ้นไป
เป็นสัญญาณว่า ณ ตอนนี้ "ความผันผวนได้พุ่งสูงกว่าค่าเฉลี่ยในอดีตอย่างมีนัยสำคัญ"
เกิดขึ้นเมื่อ HV ยังอยู่ต่ำกว่าเส้นเกณฑ์
บอกว่าความผันผวนยังอยู่ในระดับปกติหรือต่ำกว่าค่าเฉลี่ย
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วิธีการนำไปใช้ (How to Use)
Indicator ตัวนี้ ไม่ได้บอกทิศทางของราคา
แต่จะบอก "พลัง" หรือ "โมเมนตัม" ของการเคลื่อนไหว
เราจึงควรใช้มันร่วมกับเครื่องมืออื่นเพื่อยืนยันทิศทางเสมอ
① มองหาสัญญาณ "การระเบิดของราคา" (Volatility Breakout)
② ใช้ยืนยันความแข็งแกร่งของเทรนด์
③ ใช้ในการบริหารความเสี่ยง
สามารถลองปรับค่า smaLength และ smaMultiplier ในการตั้งค่า Indicator
เพื่อให้เข้ากับสินทรัพย์และ Timeframe ที่เทรดได้นะ
สินทรัพย์ที่เหวี่ยงแรงๆ อาจต้องใช้ Multiplier ที่สูงขึ้น เป็นต้น
VIX 10WMA > 21WMA Crossovers Quickfire way to signal each instance the 10wma has crossed above the 21wma on the VIX dating back to 2005
ATR %ATR % Oscillator
A simple and effective Average True Range (ATR) indicator displayed as a percentage of the current price in a separate panel.
FEATURES:
• ATR displayed as percentage of current price for easy cross-asset comparison
• EMA smoothing line using the same period as ATR
• Configurable ATR period (default: 20)
• Clean visualization with zero reference line
HOW IT WORKS:
The indicator calculates ATR and converts it to a percentage: (ATR / Close) × 100
This normalization allows you to:
- Compare volatility across different instruments regardless of price
- Identify high and low volatility periods
- Use the EMA line to spot volatility trends
PARAMETERS:
ATR Period - The lookback period for ATR calculation (default: 20)
Timeframe - Choose any timeframe for ATR calculation independently from the chart timeframe (default: chart timeframe)
Custom Net ATR Mapping - NateThis indicator measures how much an asset actually moves — both on average and across full periods — so traders can compare short-term volatility with longer-term net momentum.
It displays four key metrics in a simple color-coded table:
Standard ATR – the average daily (or per-bar) range, showing typical volatility.
Net ATR – the average open-to-close move, revealing how much price tends to travel directionally within each bar.
Total Net Move – the total distance price has moved from the start to the end of the most recent measurement window.
Average Net Move – the typical size of that full-period move, averaged across multiple recent windows.
Together these readings help you see whether recent price action is choppy but contained (high ATR, low net move) or sustained and directional (high net move relative to ATR) — useful for spotting trend strength, breakout potential, or range-bound conditions.
TST Rahmat RamadhanThis indicator was created to simplify (Time Session Trading) in regions with GMT +7 time zones, using the London Session, Asia Session, and New York Session time systems.
The purpose of dividing trading sessions is to make it easier to see price movements during trading hours based on the trading session.
This indicator was created for personal use, but can be used by anyone in the same time zone.
Please note that this indicator does not display buy or sell signals, so technical analysis skills are required to use it.
Good luck!
Low Range Predictor [NR4/NR7 after WR4/WR7/WR20, within 1-3Days]Indicator Overview
The Low Range Predictor is a TradingView indicator displayed in a single panel below the chart. It spots volatility contraction setups (NR4/NR7 within 1–3 days of WR4/WR7/WR20) to predict low-range moves (e.g., <0.5% daily on SPY) over 2–5 days, perfect for your weekly 15/22 DTE put calendar spread strategy.
What You See
• Red Histograms (WR, Volatility Climax):
• WR4: Half-length red bars, widest range in 4 bars.
• WR7: Three-quarter-length red bars, widest in 7 bars.
• WR20: Full-length red bars, widest in 20 bars.
• Green Histograms (NR, Entry Signals):
• NR4: Half-length green bars, only on NR4 days (tightest range in 4 bars) within 1–3 days of a WR4.
• NR7: Full-length green bars, only on NR7 days within 1–3 days of a WR7.
• Panel: All signals (red WR4/WR7/WR20, green NR4/NR7) show in one panel below the chart, with green bars marking put calendar entry days.
Probabilities
• Volatility Contraction:
• NR4 after WR4: 65–70% chance of daily ranges <0.5% on SPY for 2–5 days (ATR drops 20–30%). Occurs ~2–3 times/month.
• NR7 after WR7: 60–65% chance of similar low ranges, less frequent (~1–2 times/month).
• Backtest (SPY, 2000–2025): 65% of NR4/NR7 signals lead to reduced volatility (<0.7% daily range) vs. 50% for random days.
• Signal Frequency: NR4 signals are more common than NR7, ideal for weekly entries. WR20 provides context but isn’t tied to NR signals.
London Breakout Structure by AleThis indicator identifies market structure breakouts (CHOCH/BOS) within a specific London session window, highlighting potential breakout trades with automatic entry, stop loss (SL), and take profit (TP) levels.
It helps traders focus on high-probability breakouts when volatility increases after the Asian session, using price structure, ATR-based volatility filters, and a custom risk/reward setup.
🔹 Example of Strategy Application
Define your session (e.g. 04:00 to 05:00).
Wait for a CHOCH (Change of Character) inside this session.
If a bullish CHOCH occurs → go LONG at candle close.
If a bearish CHOCH occurs → go SHORT at candle close.
SL is set below/above the previous swing using ATR × multiplier.
TP is calculated automatically based on your R:R ratio.
📊 Example:
When price breaks above the last swing high within the session, a “BUY” label appears and the indicator draws Entry, SL, and TP levels automatically.
If the breakout fails and price closes below the opposite structure, a “SELL” signal will replace the bullish setup.
🔹 Details
The logic is based on structural shifts (CHOCH/BOS):
A CHOCH occurs when price breaks and closes beyond the most recent high/low.
The indicator dynamically detects these shifts in structure, validating them only inside your chosen time window (e.g. the London Open).
The ATR filter ensures setups are valid only when the range has enough volatility, avoiding false signals in low-volume hours.
You can also visualize:
The session area (purple background)
Entry, Stop Loss, and Take Profit levels
Direction labels (BUY/SELL)
ATR line for volatility context
🔹 Configuration
Start / End Hour: define your preferred trading window.
ATR Length & Multiplier: adjust for volatility.
Risk/Reward Ratio: set your desired R:R (default 1:2).
Minimum Range Filter: avoids signals with tight SLs.
Alerts: receive notifications when breakout conditions occur.
🔹 Recommendations
Works best on 15m or 5m charts during London session.
Designed for breakout and structure-based traders.
Works on Forex, Crypto, and Indices.
Ideal as a visual and educational tool for understanding BOS/CHOCH behavior.
London Breakout Structure by AleThis indicator identifies market structure breakouts (CHOCH/BOS) within a specific London session window, highlighting potential breakout trades with automatic entry, stop loss (SL), and take profit (TP) levels.
It helps traders focus on high-probability breakouts when volatility increases after the Asian session, using price structure, ATR-based volatility filters, and a custom risk/reward setup.
🔹 Example of Strategy Application
Define your session (e.g. 04:00 to 05:00).
Wait for a CHOCH (Change of Character) inside this session.
If a bullish CHOCH occurs → go LONG at candle close.
If a bearish CHOCH occurs → go SHORT at candle close.
SL is set below/above the previous swing using ATR × multiplier.
TP is calculated automatically based on your R:R ratio.
📊 Example:
When price breaks above the last swing high within the session, a “BUY” label appears and the indicator draws Entry, SL, and TP levels automatically.
If the breakout fails and price closes below the opposite structure, a “SELL” signal will replace the bullish setup.
🔹 Details
The logic is based on structural shifts (CHOCH/BOS):
A CHOCH occurs when price breaks and closes beyond the most recent high/low.
The indicator dynamically detects these shifts in structure, validating them only inside your chosen time window (e.g. the London Open).
The ATR filter ensures setups are valid only when the range has enough volatility, avoiding false signals in low-volume hours.
You can also visualize:
The session area (purple background)
Entry, Stop Loss, and Take Profit levels
Direction labels (BUY/SELL)
ATR line for volatility context
🔹 Configuration
Start / End Hour: define your preferred trading window.
ATR Length & Multiplier: adjust for volatility.
Risk/Reward Ratio: set your desired R:R (default 1:2).
Minimum Range Filter: avoids signals with tight SLs.
Alerts: receive notifications when breakout conditions occur.
🔹 Recommendations
Works best on 15m or 5m charts during London session.
Designed for breakout and structure-based traders.
Works on Forex, Crypto, and Indices.
Ideal as a visual and educational tool for understanding BOS/CHOCH behavior.
Spread Trading Z-ScoreIndicator: Z-Score Spread Indicator
Description
The "Z-Score Spread Indicator" is a powerful tool for traders employing mean-reversion strategies on the spread between two financial assets (e.g., futures contracts like MNQ and MES). This indicator calculates and plots the Z-score of the price spread, indicating how far the current spread deviates from its historical mean. It features customizable entry and exit thresholds with adjustable offsets, along with an estimated p-value displayed in a table to assess statistical significance.
Key Features
Asset Selection: Allows users to select two asset symbols (e.g., CME_MINI:MNQ1! and CME_MINI:MES1!) via customizable inputs.
Z-Score Calculation: Computes the Z-score based on the spread’s simple moving average and standard deviation over a user-defined lookback period.
Customizable Thresholds with Offset: Offers adjustable base entry and exit thresholds, with an optional offset to fine-tune trading levels, plotted as horizontal lines.
P-Value Estimation: Provides an approximate p-value to evaluate the statistical significance of the Z-score, displayed in a table anchored to the top-left corner.
Visual Representation: Plots the Z-score with a zero line and threshold lines for intuitive interpretation.
Adjustable Parameters
Asset A Symbol: Symbol for Asset A (default: CME_MINI:MNQ1!).
Asset B Symbol: Symbol for Asset B (default: CME_MINI:MES1!).
Z-Score Lookback: Lookback period for Z-score calculation (default: 40, minimum 2).
Base Entry Threshold: Threshold for entry signals (default: 1.8, adjustable with a step of 0.1).
Base Exit Threshold: Threshold for exit signals (default: 0.5, adjustable with a step of 0.1).
Threshold Offset (+/-): Offset to adjust entry and exit thresholds symmetrically (default: 0.0, range -5.0 to 5.0, step 0.1).
Usage
Add the indicator to your chart via the "Indicators" tab.
Customize the parameters based on your preferred assets and trading strategy (lookback period, thresholds, offset).
Observe the Z-score plot and threshold lines (red for short entry, green for long entry, orange dotted for exits) to identify potential trade setups.
Check the p-value table in the top-left corner to assess the statistical significance of the current Z-score.
Use this data to inform mean-reversion trading decisions, ideally in conjunction with other indicators.
Notes
A Z-score above the entry threshold (positive) or below the negative entry threshold suggests a potential short or long entry, respectively. Exits are signaled when the Z-score crosses the exit thresholds.
The p-value is an approximation based on the normal distribution; a value below 0.05 typically indicates statistical significance, but further validation is recommended.
The indicator uses a simple spread (Asset A - Asset B) without volatility adjustments; consider pairing it with a lots calculator for hedging.
Limitations
The p-value is an approximation and may not reflect advanced statistical tests (e.g., ADF) due to Pine Script constraints.
No automatic trading signals are generated; it provides data for manual analysis.
Author
Developed by grogusama, October 15, 2025, 07:29 PM CEST.
Real Time UVXY Spike Level TrackerKey Features
Real Time All-Time Low Tracking: Continuously updates the ATL using daily timeframe data.
Multiple Spike Levels: Displays +20%, +50%, +75%, and +100% levels above the ATL.
Real-Time Spike Percentage: Shows current distance from ATL in an easy-to-read table.
Understanding the Chart Lines
Red Line (ATL): The all-time low baseline. This is your reference point for measuring volatility spikes.
Yellow Line (+20%): First level of moderate volatility increase. Minor market stress or routine volatility expansion.
Blue Line (+50%): Significant volatility event. Indicates elevated market concern or technical dislocation.
Purple Line (+75%): Major volatility spike. Typically coincides with substantial market selloffs or uncertainty.
Fuchsia Line (+100%): Extreme volatility event. Rare occurrences associated with market crashes, black swan events, or severe panic.
The Data Table Displays: Current Spike %: Real-time percentage showing how far price is above the ATL (highlighted in green)
Level Column: Each spike threshold level
Price Column: Exact price at each level for quick reference
Understanding UVXY spike levels is valuable for several reasons:
Market Timing & Entry/Exit Points UVXY typically experiences extreme spikes during market panics or crashes. Knowing historical spike levels helps you:
Identify extreme fear levels - When UVXY hits unusually high levels, it often signals peak panic and potential market bottoms
Avoid chasing volatility - Understanding what constitutes an "extreme" spike prevents buying in after the move is already exhausted Mean Reversion Trading
UVXY has a strong tendency to decay over time due to its leveraged structure and the contango in VIX futures. Spike levels matter because:
High probability reversals - When UVXY reaches extreme levels (say 2-3x normal), there's historically been a high probability of reversion
Risk/reward assessment - You can better evaluate whether a short position or volatility-selling strategy makes sense Leveraged ETF enthusiasts and volatility traders often use specific spike percentages as triggers to open short positions. For example, some traders might short when UVXY spikes 5-50%+ in a week or reaches certain percentage thresholds, betting on the inevitable decay back down
