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
波動率
Dual ATR with OffsetGives you a cross when ATR moves unusually, perhaps like would happen at the beginning of a trade.
SuperTrend MAAfter building SuperBands, I kept thinking about what happens at the midpoint between those two volatility-adaptive envelopes. The upper and lower bands are both trailing price based on ATR and EMA smoothing, but they're operating independently in opposite directions. Taking their average seemed like it might produce an interesting centerline that adapts to volatility in a way that regular moving averages don't. Turns out it does, and that's what this indicator is.
The core concept is straightforward. Instead of plotting the upper and lower SuperBands separately, this calculates both of them internally, averages their values, and then applies an additional smoothing pass with EMA to create a single centerline. That centerline sits roughly in the middle of where the bands would be, but because it's derived from ATR-offset trailing stops rather than direct price smoothing, it behaves differently than a standard moving average of the same length. During trending periods, the centerline tracks closer to price because one of the underlying bands is actively trailing while the other is dormant. During consolidation, both bands compress toward price and the centerline tends to oscillate more with shorter-term movements.
What's interesting is that this acts like a supertrend all by itself with directional behavior baked in. When one of the underlying supertrend waves dominates, meaning price is strongly trending in one direction and only one band is active, you get what feels like a "true" supertrend, whatever that means exactly. The centerline locks into trend-following mode and the color gradient reflects that commitment. You get bright bullish colors during sustained uptrends when the upper band is doing all the work, and strong bearish colors during downtrends when the lower band dominates. But when both bands are active and fighting for control, which happens during consolidation or choppy conditions, the centerline settles into more neutral tones that clearly signal you're in a ranging environment. The colors really do emphasize this behavior and make it visually obvious which regime you're in.
The smoothing parameter controls how aggressively the underlying SuperBand trails adapt to price, which indirectly affects how responsive the centerline is. Lower values make the bands tighter and more reactive, so the centerline follows price action more closely. Higher values create wider bands that only respond to sustained moves, which produces a smoother centerline that filters out more noise. The center smoothing parameter applies a second EMA pass specifically to the averaged midpoint, giving you independent control over how much additional lag you want on the final output versus the raw band average.
What makes this different from just slapping an EMA on price is that the underlying bands are already volatility-aware through their ATR calculations. When volatility spikes, the bands widen and the centerline adjusts its position relative to price based on where those bands settle. A traditional moving average would just smooth over the volatility spike without adjusting its distance from price. This approach incorporates volatility information into the centerline's positioning, which can help it stay relevant during regime changes where fixed-period moving averages tend to lag badly or whipsaw.
The color gradient adds a momentum overlay using the same angle-based calculation from SuperBands. The centerline's rate of change gets normalized by an RMS estimate of its historical movement range, converted to an angle through arctangent scaling, and then mapped to a color gradient. When the centerline is rising, it gradients from neutral toward your chosen bullish color, with brightness increasing as the rate of ascent steepens. When falling, it shifts toward the bearish color with intensity tied to the descent rate. This gives you an immediate visual sense of whether the centerline is accelerating, decelerating, or moving at a stable pace.
Configuration is simpler than SuperBands since you're only dealing with a single output line instead of separate bull and bear envelopes. The length parameter controls the underlying band behavior. ATR period and multiplier determine how much space the bands allocate around price before they trail. Center smoothing adds the extra EMA pass on the averaged midpoint. You can tune these independently to get different characteristics. A tight ATR multiplier with heavy center smoothing creates a smooth line that stays close to price. A wide multiplier with light center smoothing produces a line that swings more freely and adapts faster to directional changes.
From a practical standpoint, this works well as a trend filter or dynamic support and resistance reference. Price above the centerline with bullish coloring suggests a favorable environment for long positions. Price below with bearish coloring indicates the opposite. Crossovers can signal trend changes, though like any moving average system, you'll get whipsaws in choppy conditions. The advantage over traditional MAs is that the volatility adaptation tends to reduce false signals during transitional periods where volatility is expanding but direction hasn't fully committed.
The implementation reuses the entire SuperBands logic, which means all the smoothing and state management for the trailing stops is identical. The only addition is averaging the two band outputs and applying the final EMA pass. The color calculation follows the same RMS-normalized angle approach but applies it to the centerline's delta rather than the individual band deltas. This keeps the coloring consistent with how SuperBands handles momentum visualization while adapting it to a single line instead of dual envelopes.
What this really highlights is that you can derive moving averages from mechanisms other than direct price smoothing. By building the centerline from volatility-adjusted trailing stops, you get adaptive behavior that responds to both price movement and volatility regime without needing separate inputs or complex multi-stage calculations. Whether that adaptation provides a meaningful edge depends on your strategy and market, but it's a fundamentally different approach than the typical fixed-period or adaptive MAs that adjust length based on volatility or momentum indicators.
SuperBandsI've been seeing a lot of volatility band indicators pop up recently, and after watching this trend for a while, I figured it was time to throw my two chips in. The original spark for this idea came years ago from RicardoSantos's Vector Flow Channel script, which used decay channels with timed events in an interesting way. That concept stuck with me, and I kept thinking about how to build something that captured the same kind of dynamic envelope behavior but with a different mathematical foundation. What I ended up with is a hybrid that takes the core logic of supertrend trailing stops, smooths them heavily with exponential moving averages, and wraps them in Donchian-style filled bands with momentum-based color gradients.
The basic mechanism here is pretty straightforward. Standard supertrend calculates a trailing stop based on ATR offset from price, then flips direction when price crosses the trail. This implementation does the same thing but adds EMA smoothing to the trail calculation itself, which removes a lot of the choppiness you get from raw supertrend during sideways periods. The smoothing period is adjustable, so you can tune how reactive versus stable you want the bands to be. Lower smoothing values make the bands track price more aggressively, higher values create wider, slower-moving envelopes that only respond to sustained directional moves.
Where this diverges from typical supertrend implementations is in the visual presentation and the separate treatment of bullish and bearish conditions. Instead of a single flipping line, you get persistent upper and lower bands that each track their own trailing stops independently. The bullish band trails below price and stays active as long as price doesn't break below it. The bearish band trails above price and remains active until price breaks above. Both bands can be visible simultaneously, which gives you a dynamic channel that adapts to volatility on both sides of price action. When price is trending strongly, one band will dominate and the other will disappear. During consolidation, both bands tend to compress toward price.
The color gradients are calculated by measuring the rate of change in each band's position and converting that delta into an angle using arctangent scaling. Steeper angles, which correspond to the band moving quickly to catch up with accelerating price, get brighter colors. Flatter angles, where the band is moving slowly or staying relatively stable, fade toward more muted tones. This gives you a visual sense of momentum within the bands themselves, not just from price movement. A rapidly brightening band often precedes expansion or breakout conditions, while fading colors suggest the trend is losing steam or entering consolidation.
The filled regions between price and each band serve a similar function to Donchian channels or Keltner bands, creating clearly defined zones that represent normal price behavior relative to recent volatility. When price hugs one band and the fill area compresses, you're in a strong directional regime. When price bounces between both bands and the fills expand, you're in a ranging environment. The transparency gradients in the fills make it easier to see when price is near the edge of the envelope versus safely inside it.
Configuration is split between bullish and bearish settings, which lets you asymmetrically tune the indicator if you find that your market or timeframe has different characteristics in uptrends versus downtrends. You can adjust ATR period, ATR multiplier, and smoothing independently for each direction. This flexibility is useful for instruments that exhibit different volatility profiles during bull and bear phases, or for strategies that want tighter trailing on longs than shorts, or vice versa.
The ATR period controls the lookback window for volatility measurement. Shorter periods make the bands react quickly to recent volatility spikes, which can be beneficial in fast-moving markets but also leads to more frequent whipsaws. Longer periods smooth out volatility estimates and create more stable bands at the cost of slower adaptation. The multiplier scales the ATR offset, directly controlling how far the bands sit from price. Smaller multipliers keep the bands tight, triggering more frequent direction changes. Larger multipliers create wider envelopes that give price more room to move without breaking the trail.
One thing to note is that this indicator doesn't generate explicit buy or sell signals in the traditional sense. It's a regime filter and envelope tool. You can use band breaks as directional cues if you want, but the primary value comes from understanding the current volatility environment and whether price is respecting or violating its recent behavioral boundaries. Pairing this with momentum oscillators or volume analysis tends to work better than treating band breaks as standalone entries.
From an implementation perspective, the supertrend state machine tracks whether each direction's trail is active, handles resets when price breaks through, and manages the EMA smoothing on the trail points themselves rather than just post-processing the supertrend output. This means the smoothing is baked into the trailing logic, which creates a different response curve than if you just applied an EMA to a standard supertrend line. The angle calculations use RMS estimation for the delta normalization range, which adapts to changing volatility and keeps the color gradients responsive across different market conditions.
What this really demonstrates is that there are endless ways to combine basic technical concepts into something that feels fresh without reinventing mathematics. ATR offsets, trailing stops, EMA smoothing, and Donchian fills are all standard building blocks, but arranging them in a particular way produces behavior that's distinct from each component alone. Whether this particular arrangement works better than other volatility band systems depends entirely on your market, timeframe, and what you're trying to accomplish. For me, it scratched the itch I had from seeing Vector Flow years ago and wanting to build something in that same conceptual space using tools I'm more comfortable with.
MACD AI Flux Pro Dashboard V. 2Acknowledgment
This indicator is built upon the MACD-V (Volatility-Normalized MACD) methodology originally created by Alex Spiroglou, CMT, whose research (2015–2022) introduced the principle of normalizing MACD momentum by volatility (MACD/ATR). Full acknowledgment and credit are hereby given to Mr. Spiroglou as the original author of the MACD-V concept and framework.
Indicator Overview — MACD-V Flux Pro Dashboard V.2
The MACD-V Flux Pro Dashboard advances Spiroglou’s volatility-normalized foundation into a comprehensive multi-system architecture that unifies momentum, trend, volatility, and compression analytics in one visual framework. It is engineered for precision decision-making in both intraday and swing-trading environments.
Key Dashboard Features:
Dynamic Probability Engine: Calculates real-time long and short probabilities by weighting momentum, slope, compression, and volume pressure components into a composite score.
Multi-Timeframe Confirmation (HTF Tiles): Displays live directional agreement across fast, mid, and slow timeframes for confidence filtering and signal validation.
Regime Detection System: Automatically classifies the market as Trend Up, Trend Down, Compression, or Transition, applying background color cues for instant context.
Risk and News Filters: Integrates ATR-based risk gating and customizable “mute windows” to block trade signals during high-volatility or scheduled news events.
VWAP and Adaptive Bands: Plots VWAP with configurable ATR or standard-deviation bands to highlight over-extension and pullback zones.
Trend-Day and Opening-Range Logic: Monitors RTH (Regular Trading Hours) price behavior to identify potential trend-day conditions.
Smart Entry Arrows: Generates visual long/short signals only when multiple subsystems confirm direction, slope strength, and proximity to VWAP within defined thresholds.
On-Chart Dashboard Panel: Presents live metrics including probability bias, regime state, ATR level, risk status, and news filters with adaptive color-coding and optional emoji cues for intuitive interpretation.
Chart Display Summary:
All elements are presented directly on the main chart, combining price structure, VWAP bands, EMAs, and regime background shading with the real-time dashboard panel. The design eliminates the need for a secondary pane, offering a consolidated and context-rich view of market dynamics
ATR-Normalized MACD w/ Visual BackgroundChatGPT said:
Absolutely! Let’s break down the YON MACD indicator in detail so you understand what it does, how it works, and how to use it.
1. Purpose
The YON MACD is a volatility-adjusted version of the classic MACD. Instead of just using EMA differences, it normalizes the MACD by the Average True Range (ATR), which means:
High-volatility markets → the MACD signal is scaled down.
Low-volatility markets → the MACD signal is scaled up.
This gives a more consistent momentum signal across different market conditions, avoiding false spikes during high volatility.
2. Components
a. Fast and Slow EMAs
fastEMA → Typically 12-period EMA of price.
slowEMA → Typically 26-period EMA of price.
The difference between them measures short-term momentum.
b. ATR Normalization
atr → Average True Range over a specified period (default 26).
Formula:
YON MACD=fastEMA - slowEMAATR×100
YON MACD=
ATR
fastEMA - slowEMA
×100
This adjusts the MACD for market volatility.
c. Signal Line
EMA of the YON MACD (default 9 periods).
Acts like a trigger line for crossovers.
d. Histogram
hist = YON MACD - Signal Line
Visualizes divergence: how far the MACD is from the signal line.
Positive histogram → bullish momentum, negative → bearish momentum.
3. Visual Features
Plot Lines
YON MACD → colored green (rising), red (falling), gray (unchanged).
Signal line → always blue.
Histogram → columns: green (positive), red (negative).
Background Coloring
Green → MACD rising + histogram positive (bullish momentum).
Red → MACD falling + histogram negative (bearish momentum).
Yellow/Orange → histogram flips (early momentum change).
This makes trend and momentum immediately visible without having to study the panel in detail.
4. Alerts
MACD Cross Alerts
YON MACD crosses above the signal → potential buy.
YON MACD crosses below the signal → potential sell.
Histogram Flip Alerts
Histogram flips from negative → positive → early bullish signal.
Histogram flips from positive → negative → early bearish signal.
This allows automation or notifications for momentum changes.
5. How to Use
Trend Confirmation
Green background + MACD above signal → trend is bullish.
Red background + MACD below signal → trend is bearish.
Entry/Exit Signals
Buy: MACD crosses above signal or histogram flips positive.
Sell: MACD crosses below signal or histogram flips negative.
Volatility Adjustment
Since the MACD is ATR-normalized, it avoids overreacting in volatile conditions and highlights true momentum shifts.
Summary
The YON MACD is a trend-following and momentum indicator with:
Volatility normalization (ATR)
MACD cross signals
Histogram divergence visualization
Background colors for instant momentum reading
Alerts for crossovers and early momentum flips
It’s a powerful all-in-one momentum tool that can work for day trading, swing trading, or even longer-term analysis.
Market Sentiment Suite: PCCE + VIX + Signals📊 Market Sentiment Suite: PCCE + VIX + Signals
Identify fear, greed, and turning points in the market.
This script combines the CBOE Put/Call Ratio (PCCE) with the VIX volatility index percentile to visualize crowd sentiment and highlight potential market tops and bottoms.
🔍 Key Features
Dual-indicator design: PCCE + normalized VIX percentile
Color-coded zones for Greed (<0.6) and Fear (>1.2)
Automatic alert signals when sentiment reaches extremes
Live sentiment table displaying real-time PCCE and VIX data
Works seamlessly on SPX, SPY, QQQ, or any major index
🧠 How to Use
When PCCE > 1.2 and VIX percentile > 80%, fear is extreme → possible market bottom
When PCCE < 0.6 and VIX percentile < 20%, greed is extreme → possible market top
Perfect for contrarian traders, sentiment analysts, and swing traders
✨ Best Timeframe: Daily
⚙️ Markets: SPX / SPY / QQQ / Global Indexes
📈 Type: Contrarian Sentiment Indicator
Simple Keltner ChannelsThis script is just a fun little project I decided to do. It serves as a way for me to practice my coding and was not made with the intent of making money.
ATR DAILY PROGRESSION)Indicator: ATR Daily Progression — Final Compact Edition
1. Indicator Objective
The ATR Daily Progression indicator measures the progression of intraday volatility as a percentage of the daily Average True Range (ATR).
It provides a quick visual overview of whether the market has reached or exceeded its average daily range of movement.
This helps traders avoid entering low-probability continuation trades once the day’s ATR is already completed.
2. Visual Presentation
Horizontal bar ranging from 0% to 150% of the ATR.
Green color up to 100%, then red beyond that point.
Main ticks: 0, 25, 50, 75, 90, 100, and 150%.
Full-height white vertical lines at 0%, 100%, and 150%.
A floating badge displaying the current ATR completion percentage, always visible.
Compact Height mode enabled by default for optimal visual integration.
3. Key Features
Function Description
Precise alignment The transition from green to red occurs exactly after the 100% tick.
Audio & visual alerts Triggered at 75%, 90%, 100%, and 150%.
Session flash effects The filled bar blinks when the ATR is reached (100%) or exceeded (150%).
Dynamic badge Displays the current ATR %, green before 100%, red after.
Compact layout Three-line table format for better chart integration.
4. Recommended Settings
ATR Length (Daily): 14
Bar width (steps): 32–40 (depending on chart size)
Always green below 100%: enabled
Show floating % badge: enabled
Compact Height: enabled by default
Flash at 75% and 90%: enabled
Flash at 100% and 150%: enabled
5. Strategic Use
The ATR Done Today is a visual discipline tool designed to help traders:
Identify when the market has likely completed its daily move.
Avoid late-session counter-trend trades.
Visualize volatility compression or expansion.
Determine optimal times to take profits or pause trading.
EU & US Open Signals (Triple Confirmation)🚀 EU & US Open Signals: Triple Confirmation Breakouts
💡 What This Indicator Does
This indicator plots the opening prices of the European (EU) and American (US) trading sessions as key daily support/resistance levels. Its main function is to generate three distinct levels of signals based on the breakout of these levels, strictly filtered by candlestick type.
The goal is to easily spot market momentum following the opening of the major trading sessions.
🔑 Key Features
1. Daily Session Levels
The indicator plots two crucial horizontal lines that reset daily:
EU Open (Black Line): The European session opening price (Default: 06:00 UTC).
US Open (Dark Blue Line): The American session opening price (Default: 12:00 UTC).
2. Triple Signaling Logic
All signals are only generated if the breakout candle is bullish (for Buy) or bearish (for Sell), and only within your set trading hours.
Logic I. EU Single Break
Condition: Close breaks above/below the EU Open Level + Bullish/Bearish candle.
Visual Plot: Small Cross (Green for Buy / Red for Sell).
Meaning: Early signal focused on EU session momentum.
Logic II. US Single Break
Condition: Close breaks above/below the US Open Level + Bullish/Bearish candle.
Visual Plot: Small Cross (Green for Buy / Red for Sell).
Meaning: Signal focused on US session momentum.
Logic III. Double Break (HIGH CONFIRMATION)
Condition: Close breaks above Both Levels (EU and US) for Buy, or below Both Levels for Sell + Bullish/Bearish candle.
Visual Plot: Large Triangle (Dark Green/Red).
⚠️ Crucial: This is the strongest signal, indicating strong momentum as both key daily levels have been broken.
⚙️ Simple Settings
Easily customize the indicator to fit your strategy:
EU/US Session Open Hour (UTC): Set the exact session open times.
Time Zone: Select your time zone for accurate level calculation.
Start/End Trading Hour: Define the daily window for when signals will be active.
🎯 Recommended Use
High Confidence: Focus on the Double Break (Logic III) - Large Triangle for your most confirmed entries.
Context: Use the Single Break signals (I and II) to confirm early market bias.
Risk: The Open Levels can serve as natural points for setting Stop-Loss orders.
Disclaimer: Trading carries risk. This tool is for analysis purposes only. Use it at your own discretion.
Quadruple AlphaTrendKivancOzbilgi's 'Alpha Trend' indicator has been developed as 'Quadruple Alpha Trend'.
It has been extended to AlphaTrend1,2,3,4, and each line allows users to freely choose colors.
Each of the AT1 to 2 and AT3 to 4 was again color-transformed at the crossing point, respectively.
We believe that the value of AT can compensate a lot for all the shortcomings of a regular moving average.
It can show the support and resistance of the low and high points at each horizontal section and
pressed neck point at the same time
Draw a horizontal line type.
These advantages make it easy to visually break through and collapse support and resistance on the monthly, weekly, and daily charts
It makes it possible to distinguish. I think it's an excellent indicator design by Kivanc Ozbilgi.
The most similar indicator to this one is the "UT BOT", which is close to the moving average in terms of support and resistance
Because it gives a euphemism, the value of "Alpha Trend" as an index that includes horizontal support and resistance
Very highly appreciated. If you have any issues or need to develop further, please leave a note.
CM_Donchian Channels V5NOTE: this indicator was created by @ChrisMoody. I found it really useful, so I upgraded it from v3 to v5
This Indicator replicates the Donchian Channels, but with Alerts Capability
You can set up an alert for when the price breaks above the upper band or when the price breaks below the lower band
It will display respectively a green upward arrow or a red downward arrow
It is possible to change the length of the Indicator
Original Post:
MACD-V Adaptive FluxProMACD-V Adaptive FluxPro
Type: Multi-Factor Volatility-Normalized Momentum & Regime Framework
Overlay: ✅ Yes (on price chart)
Purpose: Detect high-probability trend continuation or reversal zones through volatility-adjusted momentum, VWAP structure, and adaptive filters.
🧩 Concept Overview
MACD-V Adaptive FluxPro is a next-generation, multi-factor analytical framework that merges the principles of Linda Raschke’s 3-10-16 MACD with modern volatility normalization and adaptive filtering.
Instead of generating raw buy/sell signals, it builds a probability-driven environment model — showing when price action, volatility, and structure align for high-confidence trades.
The “V” in MACD-V stands for Volatility Normalization: every MACD component is divided by ATR to stabilize amplitude across fast or slow markets.
This enables the indicator to remain consistent across timeframes, instruments, and volatility regimes.
⚙️ Core Components
1️⃣ Volatility-Normalized MACD (MACD-V)
A traditional MACD built on Linda Raschke’s 3-10-16 structure, but adjusted by ATR to create a volatility-invariant momentum profile.
You can toggle to alternative presets (Scalp / Swing / Trend) for faster or slower environments.
2️⃣ Dynamic Regime Detection
A slope-based classifier that identifies whether the market is:
Trend Up 🟢
Trend Down 🔴
Compression / Squeeze 🟧
Transition / Neutral ⚫
The background color updates dynamically as momentum, volatility, and slope shift between these states.
3️⃣ VWAP Structure Bands
Adaptive VWAP with inner and outer ATR-scaled envelopes.
These act as short-term mean-reversion and breakout zones.
The indicator can optionally gate entries to occur only within defined VWAP proximity.
4️⃣ EMAs for Micro-Trend Confirmation
Includes 9-EMA and 21-EMA, color-configurable for visual crossovers and short-term momentum bias.
5️⃣ Multi-Timeframe Confirmation Tiles
Top-center dashboard tiles display directional bias from higher timeframes (e.g., 15m / 1h / 4h).
When all align, it confirms multi-frame trend coherence.
6️⃣ Adaptive Probability Engine
All subsystems — MACD-V, slope, compression, volume z-score, and VWAP distance — feed into a logistic scoring model that outputs a real-time AOI Probability (0-100%).
When conditions align, probabilities rise above 60% (long bias) or drop below 40% (short bias).
These are your high-probability “Areas of Interest.”
7️⃣ Dashboard HUD
The top-right status console provides a one-glance view of system state:
Field Meaning
AOI Prob Long Real-time probability of bullish bias
Regime Market state (Trend, Transition, Compression)
Risk Gate ATR-based volatility filter
News Mute Manual toggle for event-risk suppression
ATR (≈ risk) Real-time volatility readout
Status ✅ Trading OK / 🧱 Risk Gate / 🔇 News Mute / 🟧 Compression
🎯 Interpretation Guide
Visual Meaning
🟢 Green background Confirmed uptrend regime
🔴 Red background Confirmed downtrend regime
🟧 Orange background Volatility compression (squeeze forming)
⚫ Gray background Transitional / indecisive structure
Teal % (AOI Prob Long) Bullish probability > 60%
Arrows Optional: appear only when all gates align (rare, filtered signals)
🧮 Mathematical Notes
MACD-V = (EMA_fast(src) − EMA_slow(src)) / ATR(n)
Normalized score is smoothed, scaled 0–100 via logistic curve
Slope = Δ(EMA(src, n)) / ATR(n)
Probabilities gated by:
Minimum slope magnitude (minAbsSlope)
VWAP proximity (maxVWAPDistATR)
Multi-TF agreement
Cooldown interval (cooldownBars)
ATR-based risk gate
No repainting — all calculations use barstate.isconfirmed.
⚡ Use Cases
✅ Identify trend regime changes before major expansions
✅ Filter breakout vs. compression setups
✅ Quantify volatility conditions before entries
✅ Confirm multi-timeframe alignment
✅ Serve as a visual regime map for automated systems or discretionary traders
🧠 Recommended Presets
Market Type Setting Preset Behavior
Index Futures (ES/NQ) LBR 3-10-16 SMA (default) Classic swing/momentum balance
Scalping (1m–5m) Fast Adaptive Higher frequency, shorter cooldown
Swing Trading (1h–4h) Smooth ATR Broader, trend-only signals
Trend-Following Futures Wide ATR Bands Filters noise, favors strong continuation
⚠️ Notes
Non-repainting, bar-confirmed calculations
Signal arrows are optional and rare — intended for precision setups
ATR and slope thresholds should be tuned per instrument
Compatible with all TradingView markets and resolutions
🏁 Summary
“MACD-V Adaptive FluxPro” is not a simple MACD — it’s a volatility-normalized market state engine that adapts to changing conditions.
It fuses Linda Raschke’s timeless MACD logic with modern volatility, slope, and multi-timeframe analytics — giving you a live market dashboard that tells you when not to trade just as clearly as when you should.
Volume Pressure Oscillator (VPO)🔹 Core Logic
VPO Calculation:
The indicator measures price momentum weighted by volume, smoothed by EMA, and normalized within a dynamic range to highlight relative pressure extremes.
Signal Line:
A secondary EMA of VPO acts as a signal baseline for crossovers and trend confirmation.
Entry Triggers:
Zero-line Crossovers: Momentum shifts from bearish to bullish (or vice versa).
Signal Crossovers: Confirmation of sustained directional momentum.
Filters:
Volume Filter: Only trades when volume is above the moving average.
VWAP Slope Filter: Ensures trades align with intraday institutional flow.
Higher Timeframe VWAP: Confirms multi-timeframe directional bias.
RSI Filter: Avoids overextended entries.
Optional Divergence Confirmation: Adds precision in reversal environments.
SFC Bollinger Band and Bandit概述 (Overview)
SFC 布林通道與海盜策略 (SFC Bollinger Band and Bandit Strategy) 是一個基於 Pine Script™ v6 的技術分析指標，結合布林通道 (Bollinger Bands)、移動平均線 (Moving Averages) 以及布林海盜 (Bollinger Bandit) 交易策略，旨在為交易者提供多時間框架的趨勢分析與進出場訊號。該腳本支援風險管理功能，並提供視覺化圖表與交易訊號提示，適用於多種金融市場。
This script, written in Pine Script™ v6, combines Bollinger Bands, Moving Averages, and the Bollinger Bandit strategy to provide traders with multi-timeframe trend analysis and entry/exit signals. It includes risk management features and visualizes data through charts and trading signals, suitable for various financial markets.
功能特點 (Key Features)
布林通道 (Bollinger Bands)
提供可調整的標準差參數 (σ1, σ2)，支援多層布林通道顯示。
進場訊號基於價格穿越布林通道上下軌，並結合連續K線確認機制。
Provides adjustable standard deviation parameters (σ1, σ2) for multi-layer Bollinger Bands display.
Entry signals are based on price crossing the upper/lower bands, combined with a consecutive bar confirmation mechanism.
移動平均線 (Moving Averages)
支援簡單移動平均線 (SMA) 或指數移動平均線 (EMA)，可自訂快、中、慢線週期。
Supports Simple Moving Average (SMA) or Exponential Moving Average (EMA) with customizable fast, medium, and slow line periods.
布林海盜策略 (Bollinger Bandit Strategy)
基於變動率 (ROC) 與布林通道動態止損，提供做多與做空訊號。
包含動態止損均線與平倉天數設定，增強交易靈活性。
Utilizes Rate of Change (ROC) and Bollinger Bands with dynamic stop-loss for long and short signals.
Includes dynamic stop-loss moving average and liquidation days for enhanced trading flexibility.
多時間框架分析 (Multi-Timeframe Analysis)
支援六個時間框架 (5分、15分、1小時、4小時、日線、週線) 的趨勢分析。
通過表格顯示各時間框架的連續上漲/下跌趨勢，輔助交易決策。
Supports trend analysis across six timeframes (5m, 15m, 1h, 4h, daily, weekly).
Displays consecutive up/down trends in a table to aid decision-making.
風險管理 (Risk Management)
提供基於 ATR 或布林通道的停利/停損設定。
自動計算交易手數，根據報價貨幣匯率調整風險敞口。
Offers take-profit/stop-loss settings based on ATR or Bollinger Bands.
Automatically calculates trading lots, adjusting risk exposure based on quote currency exchange rates.
視覺化與提示 (Visualization and Alerts)
繪製布林通道、移動平均線、海盜策略動態止損線及交易訊號。
提供多時間框架趨勢表格、交易手數標籤及浮水印。
支援交易訊號快訊，方便即時監控。
Plots Bollinger Bands, Moving Averages, Bandit strategy stop-loss lines, and trading signals.
Includes multi-timeframe trend tables, trading lot labels, and watermark.
Supports alert conditions for real-time trade monitoring.
使用說明 (Usage Instructions)
設置參數 (Parameter Setup)
布林通道 (Bollinger Bands): 可調整週期 (預設21)、標準差 (σ1=1, σ2=2) 及停利/停損依據 (ATR 或 BAND)。
移動平均線 (Moving Averages): 可選擇顯示快線 (10)、中線 (20)、慢線 (60)，並切換 SMA/EMA。
布林海盜 (Bollinger Bandit): 調整通道週期 (50)、平倉均線週期 (50) 及 ROC 週期 (30)。
時間框架 (Timeframes): 自訂六個時間框架，預設為 5分、15分、1小時、4小時、日線、週線。
Adjust Bollinger Band period (default 21), standard deviations (σ1=1, σ2=2), and take-profit/stop-loss basis (ATR or BAND).
Configure Moving Averages (fast=10, medium=20, slow=60) and toggle SMA/EMA.
Set Bollinger Bandit parameters: channel period (50), liquidation MA period (50), ROC period (30).
Customize six timeframes (default: 5m, 15m, 1h, 4h, daily, weekly).
交易訊號 (Trading Signals)
買入訊號 (Buy): 價格穿越下軌且滿足連續K線條件。
賣出訊號 (Sell): 價格穿越上軌且滿足連續K線條件。
海盜策略訊號: 基於 ROC 與布林通道穿越，結合動態止損。
Buy signal: Price crosses below lower band with consecutive bar confirmation.
Sell signal: Price crosses above upper band with consecutive bar confirmation.
Bandit strategy signals: Based on ROC and band crossings with dynamic stop-loss.
視覺化 (Visualization)
布林通道以不同顏色顯示上下軌與中軌。
移動平均線以快、中、慢線區分顏色。
趨勢表格顯示各時間框架的趨勢狀態 (🔴上漲, 🟢下跌, ⚪中性)。
海盜策略顯示動態止損線與交易狀態。
Bollinger Bands display upper, lower, and middle bands in distinct colors.
Moving Averages use different colors for fast, medium, and slow lines.
Trend table shows timeframe trends (🔴 up, 🟢 down, ⚪ neutral).
Bandit strategy displays dynamic stop-loss and trading status.
Composite Momentum System⚙️ Composite Momentum System — RSI + CCI + Momentum + MFI + (DI·ADX) × MACD² (4-Color Smoothed Signal)
This advanced indicator fuses multiple momentum, volume, and trend components into one unified oscillator, dynamically visualized around a zero line. It helps traders identify powerful directional moves, trend reversals, and momentum exhaustion far earlier than traditional MACD or RSI alone.
🧩 Core Formula
Composite = ((RSI + CCI + Momentum + MFI) + (((DI− × −1) + DI+) × ADX)) × (MACD²)
RSI – captures relative strength and short-term momentum
CCI – measures deviation from price mean (volatility & cycles)
Momentum – shows raw velocity of price change
MFI – volume-weighted momentum, adds money flow confirmation
DI / ADX – directional strength and market trend intensity
MACD² – amplifies strong momentum moves and filters weak noise
🌈 Visual Design & Features
Zero-Centered Histogram:
Green = Bullish momentum, Red = Bearish momentum
MACD Signal Line (4 Colors):
🟢 Positive & Rising → strong up momentum
🟡 Positive & Falling → weakening uptrend
🔴 Negative & Falling → strong downtrend
🟠 Negative & Rising → possible bearish fade or reversal
Adjustable Signal Smoothing:
Choose MA type (SMA, EMA, RMA, WMA, VWMA) and custom smoothing length for cleaner visualization.
ATR Normalization:
Optional setting to keep MACD and composite values consistent across instruments.
Centering Options:
RSI and MFI can be centered (−50/+50) to balance oscillation around zero.
🎯 How to Use
Above 0: Bullish composite energy → favor long setups.
Below 0: Bearish composite energy → favor short setups.
Signal line color changes highlight momentum acceleration or slowdown.
Crosses through zero often precede major shifts or breakout moments.
⚡ Best Practice
Use this indicator as a momentum strength filter in confluence with price action or volume patterns.
Combine it with VWAP, higher-timeframe trend, or support/resistance zones for high-probability entries.
Squeeze Momentum MACDSqueeze Momentum MACD
🧠 Description
Squeeze Momentum MACD combines the concept of market volatility compression (the “squeeze”) from Bollinger Bands (BB) and Keltner Channels (KC) with a MACD-style momentum oscillator to reveal potential breakout phases.
The indicator first calculates:
BB Width = Upper Band − Lower Band
KC Width = Upper Band − Lower Band
Then it computes their difference:
Δ = BB Width − KC Width
When Δ > 0 → BB width is greater than KC width → volatility is expanding → potential momentum breakout.
When Δ < 0 → BB is inside KC → volatility is compressing → potential squeeze phase before expansion.
This Δ value is then processed through a MACD-style calculation:
MACD Line = EMA(fast) − EMA(slow)
Signal Line = EMA(MACD, signal length)
Histogram = MACD − Signal
The result is a visual momentum oscillator that behaves like MACD but measures volatility expansion instead of price direction.
🔹 Features:
Dynamic 4-color MACD & Signal lines (positive/negative + rising/falling)
Optional display of raw BB & KC widths
Fully adjustable parameters for BB, KC, and MACD
Works on all timeframes and instruments
🔹 Ideal For:
Detecting market squeezes and breakout momentum
Timing entries before volatility expansion
Integrating volatility and momentum into a single framework
SPY vs VIX SMA Slope Alignment (Adjustable Days)Use this on VIX Chart only.
This indicator compares the SLOPE of the daily SMA of SPY, to the SLOPE of the Daily SMA to VIX
When SPY and VIX are trending UP for the length of time that you define, you will get a GREEN ARROW on the VIX chart showing that the condition has been met.
EXAMPLE:
Set 3 day SMA for VIX and SPY
THEN
Set Look back time to 2 days
---IF SPY 3day SMA AND VIX 3day SMA are both ASCENDING during any 3 day lookback period, a green indicator arrow will be showing on the VIX Chart
DO NOT Use this indicator on SPY Chart
(SPY and VIX have different daily open/close times. This indicator DOES NOT work propertly on SPY Chart. But it DOES work properly on VIX chart. )
XAUUSD Scalper-AbsoluteTesting for first time, indicator with an idea to get the volitality. first time will be bad but let us see with time
(RSI + CCI) × (MACD/ATR)^2⚙️ (RSI + CCI) × (MACD / ATR)² Composite — Normalized, Compressed, Dynamic Colors
This advanced composite oscillator merges three powerful momentum indicators — RSI, CCI, and MACD — into one normalized and volatility-adjusted signal that reacts smoothly across all markets.
By dividing MACD by ATR (Average True Range), the indicator self-scales for different symbols, and an optional tanh-like compression prevents extreme spikes while keeping the movement fluid and responsive.
🧩 Core Formula
(RSI + CCI) × (MACD / ATR)²
(optionally passed through a tanh compression for stability)
RSI and CCI are normalized (RSI ÷ 50, CCI ÷ 100) → roughly −2 to +2 range.
MACD is volatility-adjusted by ATR → scale-independent between assets.
The result is centered around 0 for clear bullish/bearish momentum comparison.
🎨 Visual Features
🟢🔴 Dynamic 4-Color Histogram
Positive + Rising = Strong Teal
Positive + Falling = Light Teal
Negative + Falling = Strong Red
Negative + Rising = Light Red
🟡⚫ 4-Color Smoothing Line
Positive & Rising = Bright Yellow
Positive & Falling = Soft Yellow
Negative & Rising = Grey
Negative & Falling = Dark Grey
Zero-centered layout for intuitive bullish/bearish visualization.
⚙️ Adjustable Parameters
Individual RSI, CCI, and MACD lengths and sources.
ATR length for volatility normalization.
Optional tanh-style compression with adjustable gain (to keep values in ±1 range).
Fully customizable colors and line widths for both bars and smoothing line.
🔔 Alerts
Triggered automatically when the composite crosses above or below zero, signaling potential trend reversals or momentum shifts.
💡 How to Use
Composite > 0 → Bullish momentum ↑
Composite < 0 → Bearish momentum ↓
A brightening line or bar = momentum accelerating.
A fading color = momentum weakening or reversal forming.
Combine with higher-timeframe trend filters (EMA, VWAP, Supertrend) for confirmation.
Aggregated Long Short Ratio (Binance + Bybit)This indicator displays the Long/Short Ratio (LSR) from Binance and Bybit exchanges, plus an aggregated average. LSR shows the ratio between traders holding long positions vs short positions.
Settings AvailableExchanges Group:
☑️Show Binance - Display Binance LSR line
☑️ Show Bybit - Display Bybit LSR line
☑️ Show Aggregated LSR - Display combined average
Timeframe - Choose data timeframe (leave empty for chart timeframe)
Visualization Group:
🎨 Binance Color - Default: Yellow
🎨 Bybit Color - Default: Orange
🎨 Aggregated Color - Default: White
📖 How to Read the Indicator
⚠️ CRITICAL: Always analyze LSR together with Open Interest (OI)
Key Levels:
LSR = 1.0 (gray dashed line) = Balance - Equal longs and shorts
LSR > 1.0 = More longs than shorts (bullish sentiment)
LSR < 1.0 = More shorts than longs (bearish sentiment)
Extreme Zones:
LSR > 1.5 (green zone) = Very bullish - Possible market top
LSR < 0.5 (red zone) = Very bearish - Possible market bottom
Why Open Interest Matters:
LSR alone doesn't tell the full story. You MUST check Open Interest:
Rising OI + High LSR (>1.5) = New longs opening → Strong momentum OR potential trap
Rising OI + Low LSR (<0.5) = New shorts opening → Strong momentum OR potential trap
Falling OI + Extreme LSR = Positions closing → Weak signal, avoid trading
Stable OI + Extreme LSR = No new positions → Less reliable signal
💡 Trading Interpretation
⚠️ ALWAYS combine LSR with Open Interest analysis!
Contrarian Strategy (High Leverage Zones):
High LSR (>1.5) + Rising OI → Many new longs → Potential short squeeze OR reversal down
Low LSR (<0.5) + Rising OI → Many new shorts → Potential long squeeze OR reversal up
Trend Confirmation:
Rising LSR + Rising price + Rising OI = Strong bullish trend with new positions
Falling LSR + Falling price + Rising OI = Strong bearish trend with new positions
Weak Signals (Avoid):
Extreme LSR + Falling OI = Positions closing → Low conviction
Extreme LSR + Stable OI = No new money → Wait for confirmation
Divergences:
Price higher highs but LSR falling + Rising OI = Bearish divergence (shorts accumulating)
Price lower lows but LSR rising + Rising OI = Bullish divergence (longs accumulating)
Best Setups:
Reversal: Extreme LSR (>1.5 or <0.5) + Rising OI + Price rejection
Trend: LSR trending with price + Steadily rising OI
Caution: Extreme LSR + Falling OI = Ignore signal
Built-in Alerts
The indicator includes 4 preset alerts:
LSR Crossed Above 1.0 - Market turned bullish
LSR Crossed Below 1.0 - Market turned bearish
LSR Very High - Above 1.5 (possible top)
LSR Very Low - Below 0.5 (possible bottom)
To Set Up Alerts:
Click the "..." on the indicator
Select "Add Alert"
Choose the condition you want
Configure notification method
Best Practices
MANDATORY: Always add Open Interest indicator to your chart alongside LSR
To add OI: Click Indicators → Search "Open Interest" → Add official TradingView OI
Use on perpetual futures charts (symbols ending in .P)
Works best on USDT pairs (BTCUSDT, ETHUSDT, etc.)
Combine LSR + OI + price action + support/resistance levels
Higher timeframes (4h, 1D) give more reliable signals
Don't trade LSR extremes without confirming OI direction
Golden Rule: Rising OI = Strong signal | Falling OI = Weak signal
⚠️ Important Notes
Indicator requires TradingView Premium or above (uses Request library)
Only works on crypto perpetual futures
Data availability depends on exchange API
NA values mean data is not available for that exchange/symbol
Never use LSR without Open Interest context
Risk ModuleThis indicator provides a visual reference for position sizing and approximate stop and target placement. It supports trade planning by calculating equalized risk per trade and maintaining consistent exposure across different markets.
For more information about the concept, see the post Position Sizing and Risk Management .
Fixed Fractional Risk
The indicator calculates the number of shares that can be traded to maintain consistent monetary risk. The formula is based on the distance between the current price and stop reference, adjusting position size proportionally. A closer stop results in a larger position size, while a wider stop results in a smaller one.
Position Size = (Account Size × Risk %) ÷ (Entry Price – Stop Price)
Stop and Target
Stop placement is derived from volatility using the Average True Range (ATR). The target is plotted as a multiple of the stop distance, defining the risk-to-reward relationship in R units.
Stop = Price ± ATR × Multiplier
Target = Price ± (R × Risk Distance)
Chart Elements
The stop and target levels are plotted above and below the current price, with the stop marked by a red dot and the target by a green dot. The information table displayed on the chart shows the number of shares to trade, stop level, and target level.
Setup and Configuration
This configuration only needs to be set once, but can be adjusted later if preferred.
1. Start by setting the account size and risk percentage per trade to define the monetary amount risked on each trade. These values form the basis for position size calculation.
2. Set the ATR multiplier to determine stop distance, common values range between 1 and 3 ATR. Lower values place stops closer to price, increasing sensitivity but risking short-term noise. Higher values widen the stop, which reduces noise impact but extends time in risk.
3. Set the R-multiple to determine target distance relative to the stop. A value of 1 represents a 1:1 risk-to-reward relationship. Lower values reduce potential reward but tend to increase win rate, whereas higher values increase potential reward but tend to reduce win rate. The selection depends on system characteristics and trade expectancy.
When the parameters are defined, the indicator displays the stop, target, and calculated position size on the chart. All that remains is to enter the trade with the number of shares shown in the table and place bracket orders at the plotted stop and target levels.
Settings Overview
Account Size / Risk %: Defines account capital and per-trade exposure.
ATR Multiplier: Adjusts stop distance relative to volatility.
R Multiple: Sets target distance relative to stop (risk-reward ratio).
Position: Choose Long or Short direction.
Table Position: Controls information table placement and scale.
CMF, RSI, CCI, MACD, OBV, Fisher, Stoch RSI, ADX (+DI/-DI)
Stoch RSINine indicators in one, CMF, RSI, CCI, MACD, OBV, Fisher, Stoch RSI, ADX (+DI/-DI) You can use whichever of the nine indicators you want. I use CFM, CCI, MACD, Stoch RSI.
