Mid Line📌 Mid Line – Volatility-Based Equilibrium Levels
This indicator draws horizontal mid lines at the midpoint of high-volatility candles.
When a candle exceeds the defined volatility threshold, its midpoint is marked as a potential short-term equilibrium level. These levels often act as temporary support or resistance, especially after strong impulsive moves.
If price pulls back, it may react around the mid line before continuing or breaking, helping traders identify reaction zones, pullback areas, and momentum shifts.
Key features:
Detects strong candles based on body volatility
Draws midpoint equilibrium levels automatically
Adjustable line length (up to 6 bars)
Designed for clean price action and intraday analysis
Best used on lower and intraday timeframes after impulsive moves.
波動率
Etherium 4H backtester&strategy&signal ALPHAThis is a comprehensive 4-hour trend-following strategy designed specifically for Ethereum (ETHUSDT), optimized for long-term growth and drawdown protection.
1. Hybrid Trend Filter: Combines Trend Magic (CCI+ATR) and ZLSMA (Zero-Lag LSMA) to identify the true market direction with minimal lag.
2. Volatility Squeeze: Uses TTM Squeeze logic (Bollinger Bands inside Keltner Channels) to enter trades only when volatility expands.
3. Daily Regime Filter: Checks the Daily 200 EMA to ensure trades align with the macro trend (Longs only in Bull markets, Shorts only in Bear markets).
1. Dynamic Stop Loss: Utilizes a "Smart" Stop Loss system that automatically selects the tighter stop between ATR Chandelier and Recent Swing High/Low.
2. Equity Guard: A unique feature that reduces position size by 50% when the current equity falls below its moving average, protecting the account during drawdown periods.
1. Timeframe: 4 Hours (Recommended)
2. Symbol: ETHUSDT.P (Binance/Bybit Perpetual)
3. Settings: All parameters (Risk, Filters, SL Mode) are fully customizable in the settings menu.
This script does not guarantee future profits. Past performance is not indicative of future results. Use at your own risk.
To access this script, please check the link in my signature or profile status.
[AboBassel] RS + RS.ROC + Inverted ATR (Unified Channel)
This is a multi-indicator channel tool combining Relative Strength (RS), RS Rate of Change (RS.ROC), and Inverted ATR Percentage (ATRP) into a single unified channel for clear visual trend analysis.
Features:
• All three lines are normalized into one visual channel with five distinctive threshold levels (Upper/Lower Curbs, Inner Bands, and Middle).
• RS , ATR , ROC Lines all are invertable for better follow up on trends
• RS.ROC period and timeframe are editable independently from RS.
• ATR time frame and lookback period are fully adjustable.
• Channel thresholds are fully editable. Lines can exceed upper/lower curbs, showing extreme conditions.
• Suitable for trend detection, swing trading, and risk assessment.
Usage Tips:
• Look for lines crossing bands or curbs for potential trade setups.
• Observe background color for overall market sentiment.
• Major blue arrows indicate strong shifts in trend direction.
Ideal For: Swing traders, trend followers, and advanced technical analysts who want combined momentum, volatility, and relative strength insights in a single chart.
Manual "Frozen" ATR Multi-Levels [Fixed Fibonacci Style]Overview
This tool is designed for traders who use ATR (Average True Range) to set their take-profit and stop-loss levels but are tired of standard ATR indicators that "wiggle" or move as volatility changes during the trade.
Unlike standard indicators, this tool behaves like a drawing tool (similar to a Fibonacci Retracement). You click your entry price once, input the current ATR value, and the script "freezes" 8 perfectly horizontal, dashed levels on your chart.
Key Features
Custom Entry Anchor: Click anywhere on the chart to set your "Open Price."
No-Wiggle Levels: Once placed, the lines stay perfectly straight, regardless of how the live ATR fluctuates.
Strategic Labels:
+1 to +5 ATR: Clear upside targets for scaling out.
-2 ATR STOP LOSS: Automatically labeled for disciplined risk management.
-3 ATR EMER STOP: A final "Emergency Stop" level for high-volatility events.
High Visibility: Heavy dashed lines with color-coded labels (Green for Profit, Red for Risk, Gray for Entry).
Fully Customizable: Toggle any level on/off to keep your chart clean.
How to Use
Note the current ATR value from your preferred timeframe.
Load this script and click your Entry/Open Price on the chart.
In the Settings box that appears, type the ATR value into the "Manual ATR Value" field.
VolumeX Candle Engine By GRID N GRITSWhat it is
Volume X Candle Engine is a price-action + volume system that converts raw candles into a clear control narrative — using candle anatomy, relative volume, and a buyer/seller control heatmap to show who’s actually in charge of price.
It’s built to answer one question fast:
Is this move real, or is it just noise?
Core Features
1) Volume-Weighted Candle Classification
Candles are evaluated in relative volume context, not isolation.
You immediately see:
high-participation candles (real intent)
low-participation candles (drift / chop)
volume spikes (events, stops, forced moves)
exhaustion vs continuation (same size candle, different meaning)
2) Candle Strength & Control Readout
Candle bodies vs wicks are combined with volume to identify:
Control candles → clean bodies, follow-through favored
Rejection candles → dominant wicks, failed attempts
Indecision candles → balance, no clear winner
Wicks tell the story. Volume tells whether the story matters.
3) Buyer / Seller Control Heatmap (Background)
A background heatmap visually shows who has control:
buyer-dominant zones
seller-dominant zones
fading control / transition areas
This lets you:
see trend pressure without staring at indicators
spot shifts in control before price fully reacts
instantly recognize when moves are being absorbed or supported
It’s contextual, not noisy — meant to support the candles, not override them.
4) “Decision Candle” Detection
The engine highlights candles that tend to matter most:
first break of structure
first failed reclaim
first control flip at key levels
These are your pay-attention moments, not random signals.
5) Trend vs Chop Filtering
Helps separate:
trend conditions → continuation more likely
chop conditions → fakeouts & whipsaws more likely
So you stop forcing trades in environments that punish impatience.
6) Momentum Shift & Fatigue Awareness
Detects early warning signs:
rising price + declining volume
repeated wick rejection at the same level
large candle with no follow-through
volume spikes after extended moves (climax risk)
This is about risk awareness, not prediction.
7) Reversal Risk Zones
Identifies areas where continuation becomes fragile:
extended runs with waning participation
heavy rejection inside control zones
control heatmap fading near prior structure
Not calling tops or bottoms — just showing when odds shift.
8) Lower-Timeframe Structure Clarity
On 5m / 15m / 30m:
clearer reads on who’s winning the fight
earlier clues of control shifts
better alignment with higher-timeframe structure
Lower TF doesn’t predict higher TF — it gives a glimpse into pressure.
9) Clean, Readable Visual Design
Designed for speed:
minimal noise
candle-first visuals
background heatmap for context
no cluttered dashboards or signal spam
StradihgyOverview
This is a structured intraday trading framework built around identifying when market conditions are actually worth participating in. Instead of forcing trades, the system is designed to engage when price behavior shows alignment, participation, and directional intent.
The goal is not signal volume. The goal is quality control.
Core Design
* Multi-layer confluence must align before a setup appears
* Filters are in place to reduce participation during unstable or inefficient price conditions
* Focuses on sustained movement rather than emotional spikes
* Context and structure are evaluated together, not in isolation
The framework behaves more like a decision engine than a traditional indicator.
Adaptive Participation
While the system is naturally selective, it is also built with adaptive engagement logic.
When market conditions become favorable such as clean structure, sustained flow, and strong participation, the model can be configured to increase trade frequency and take advantage of extended opportunity windows.
In quieter or less organized environments, it scales back automatically.
This allows traders to shift between:
Precision mode (high selectivity)
Opportunity mode (increased participation during strong conditions)
Trade Management Philosophy
Management is a defining component of the framework:
* Trades aim to capture efficient portions of movement
* Exposure is reduced when structure weakens or opposing pressure builds
* Exit logic is systematic and condition based
This keeps performance driven by process rather than hope.
Performance Style
Traders can expect:
* Structured setups during organized price action
* Lower noise compared to reactive indicators
* A process driven approach
* Stability focused trade behavior
The design prioritizes consistency mechanics over aggressive risk exposure.
Who This Fits
Best suited for traders who value:
* Rule based execution
* Context-aware setups
* Risk conscious participation
* A system that adapts instead of forcing trades
Closing Note
This is a process-first trading framework built around structure, control, and adaptability. It is designed to operate in real market conditions not idealized ones and can be tuned for both selectivity and opportunity expansion when conditions justify it.
Use responsibly alongside proper risk management. Not financial advice. Feel free to message me for access.
NWOG/NDOG + Quarterly Theory (Dark Theme)Description: NWOG/NDOG + Quarterly Theory (Integrated)
This indicator combines two powerful price action concepts into a single, cohesive tool designed for intraday and swing traders. By merging Opening Gaps with Time-Based Quarterly Theory, traders can identify high-probability institutional footprints and manipulation cycles on a single chart.
🌓 The Concept
This script bridges the gap between Static Price Levels (Opening Gaps) and Dynamic Time Windows (Quarterly Cycles). It allows you to see how price reacts to structural gaps during specific phases of the weekly market cycle (Accumulation, Manipulation, Distribution).
🚀 Key Features
1. NWOG & NDOG (New Week/Day Opening Gaps)
Based on ICT concepts, these gaps represent "true" institutional openings.
Automatic Gap Detection: Plots New Week (NWOG) and New Day (NDOG) gaps.
Consequent Encroachment (C.E.): Optional toggle to view the 50% equilibrium level of every gap.
Historical Tracking: Look back at previous gaps to find "Event Horizons" where multiple gaps overlap or align.
Dark Mode Optimized: Clean, high-contrast UI tailored for dark-themed terminals.
2. Quarterly Theory (Weekly Cycles)
Divides the trading week into four distinct "Quarters," each with a specific institutional objective:
Q1 (Monday): Accumulation – Defines the initial range.
Q2 (Tuesday): Manipulation – Features the "Judas Swing" and Fakeouts.
Q3 (Wednesday): Distribution – The primary trend expansion of the week.
Q4 (Thursday): Extension/Reversal – The final push or weekly profit-taking.
3. Confluence Tools
Weekly True Open: Highlights the Tuesday 00:00 opening price, a critical pivot for bullish or bearish bias.
Fakeout Detection: Identifies potential traps when price sweeps the Monday range but fails to hold, confirmed by VWAP and True Open confluence.
Monday Range Box: Automatically draws the high/low boundary of the first quarter.
🛠 How to Use
Identify the Bias: Use the Weekly True Open (Red Line). If price is above the True Open during Q3, look for long distribution.
Locate Liquidity: Look for NWOG/NDOG levels that sit just outside the Monday Range. These are prime targets for the Q2 Manipulation phase.
Entry Confluence: A "Fakeout" signal occurring at a New Day Opening Gap level provides a high-probability "SMT-style" or "Stop Run" entry.
⚖️ Credits & Original Authors
This script is a collaborative merge and refinement of existing institutional logic:
NWOG/NDOG Logic: Based on the framework by cryptonnnite.
Quarterly Theory Logic: Based on the Weekly Quarters/Time-Price theory.
Refinement: Optimized for standalone performance (library-free) and Dark Theme visibility.
Disclaimer: Trading involves significant risk. This tool is for educational purposes and should be used in conjunction with a complete trading plan.
Multi-Asset Rotation ModelOverview
This indicator provides a quantitative framework for analyzing a dual-leg rotation model between growth assets (Equities) and defensive assets (Precious Metals). It uses a mathematical approach—selectable between DMI-based Trend Spread or Rate of Change (ROC)—to determine relative strength and simulate a hypothetical rebalanced portfolio.
How it Works
The script evaluates two primary "legs" of a portfolio:
Domestic Growth: Rotates between Midcap (NSE:NIFTYMIDSML400) and Metals based on relative momentum.
International Growth: Rotates between NASDAQ-100 (NSE:MON100) and Metals.
Hedge Logic: When the model shifts to defensive mode, it further splits the allocation between Gold and Silver based on their internal relative strength.
Key Features
Dual Signal Engine: Toggle between a DMI (Directional Movement Index) spread or simple ROC (Rate of Change) to suit your research style.
Friction Modeling: Includes a user-defined "Slippage" input to account for the impact of transaction costs and tracking errors in hypothetical historical data.
Performance Dashboard: Displays total return, CAGR (Average Annual Return), Sharpe Ratio, and Rolling Returns for the model vs. benchmarks.
Dynamic Visualization: The Strategy NAV line changes color based on the model's current regime (Aggressive vs. Defensive).
Compliance & Risk Warning
Hypothetical Performance: This script displays a "Net Asset Value" (NAV) line based on historical data. These results are hypothetical and do not represent actual trading.
Educational Use Only: This tool is intended for research and backtesting analysis. It does not provide trade signals or investment advice.
No Future Predictions: Past performance, as modeled here, is not indicative of future market behavior.
Pacco LevelsGEX (BTC) v2Pacco LevelsGEX (BTC) is a Bitcoin level-mapping indicator that turns a user-pasted CSV (exported by my dashboard) into a complete on-chart map of key dealer/option-driven zones and targets.
What you get on the chart
Automatic horizontal levels from the CSV (e.g., ZGL, GEX+, GEX-, Confluence, Tail Gamma, MaxPain, Vol50/Vol95, Charm/Delta/Vega targets, etc.).
Right-side labels with price + level name, plus an optional short explanation to speed up interpretation.
Controls for line thickness, label size, and right-side spacing, with either:
Built-in color coding per level type, or
An optional single custom color for all levels.
Gamma/Delta by level (Profile mode)
If the CSV includes gamma_usd and delta_usd for each level, the indicator can draw a horizontal profile bar at every mapped price:
Gamma Profile (gamma_usd) or Delta Profile (delta_usd)
Profile position: Centered / Left / Right
Adjustable maximum width, thickness, and transparency
When multiple labels share the same price, the script consolidates them and sums Gamma/Delta to show the combined impact at that level.
ZGL regime background
ZGL is used as a regime reference to paint either:
A band around ZGL (height configurable as a %), or
The entire panel (green above ZGL / red below), with configurable transparency.
Extra context
If present in the CSV, the script displays Impl. Move Day in a top-right info box.
CSV format expected (example)
The script reads a flat comma-separated list like:
KEY,PRICE,gamma_usd,delta_usd, KEY,PRICE,gamma_usd,delta_usd, ...
Some keys may provide only a single value (e.g., Impl. Move Day,VALUE).
Why this script is protected (closed-source)
This script is published as protected because it implements a specific CSV parsing + aggregation workflow designed to match my dashboard’s export structure (including multi-level consolidation and profile aggregation) and to keep that workflow consistent across my tooling.
The description above explains the indicator’s outputs, inputs, and usage so traders can evaluate it without needing the full source.
How to use
Add the indicator to a BTC chart
Paste the dashboard CSV into “Paste BTC CSV” input
(Optional) Enable Profile mode and choose Gamma or Delta
Choose ZGL background mode (Band or Full Panel)
Disclaimer: For educational/informational purposes only. Not financial advice.
Simple Buy The Dip (Signals + TP/SL)take buy the dip profits. adjust timeframe and settings according to symbol.
STDV Extension Zones from Daily Open - OnlyFlowSTDV Extension Zones from Daily Open
This indicator plots standard deviation extension zones based on the current day’s opening price. At the start of each trading day, it calculates the daily standard deviation using a configurable lookback and projects price zones at ±0.5 and ±1.0 standard deviations above and below the daily open.
Each zone is displayed as a horizontal band with a center line and a customizable thickness, extending forward throughout the session. Zones automatically reset and lock in place when a new day begins, preserving prior sessions for historical context.
The indicator is designed to visually highlight statistically significant price extensions relative to the daily open, helping users quickly identify areas where price may be stretched, balanced, or reacting around volatility-based levels.
ARZ LIQ LEVELSARZ LIQ LEVELS is a liquidity-focused Volume Profile tool that maps where the market has traded the most (and the least) over a customizable lookback range. It highlights key high-volume nodes (HVN), low-volume nodes (LVN), and optional peak/trough clusters, while also plotting the main institutional reference levels: POC (Point of Control), VAH (Value Area High), and VAL (Value Area Low).
Use it to identify acceptance vs. rejection, locate high-probability reaction zones, and build clean trade plans around volume-based support/resistance.
Quantum X Strategy (with Alert)Quantum X Strategy — Expanded Description
Quantum X Strategy is a carefully structured market-participation framework designed to initiate trades only when strong directional alignment is detected across multiple independent market dimensions.
Unlike reactive or single-indicator systems, this strategy evaluates the broader market context to ensure participation only under conditions with a higher probability of meaningful directional movement.
Random or partial signals are ignored, with the system prioritizing structured, high-quality opportunities over trade frequency.
Structural Design
The strategy’s decision-making process is based on a multi-dimensional analysis of price behavior:
Directional Alignment: Multiple independent market behaviors are evaluated collectively to determine bullish or bearish intent.
Weighted Contribution: Each component contributes independently to an internal alignment score. Trades are considered only when the combined state reaches a meaningful threshold.
Quality Filtering: Low-quality, ambiguous, or unstable conditions are filtered out to reduce exposure during uncertain market phases.
This structure ensures that no single condition can trigger a trade on its own, maintaining discipline, consistency, and robustness in execution.
Trade Dynamics
Trade Activation: Trades are initiated only when internal alignment reaches a significant level of directional consensus. Partial or weak signals are ignored.
Trade Closure & Reversal: Positions are dynamically closed when alignment weakens or when a directional bias reversal is detected. The system is designed to reverse positions rather than stack trades.
Market Inactivity: During periods of indecision, low volatility, or insufficient directional clarity, the strategy remains inactive to avoid overtrading.
Backtesting Context
The strategy is restricted to post-January 2025 market data to ensure relevance to current volatility structures and market behavior.
Older regimes are intentionally excluded to maintain realistic and contemporary performance evaluation.
Intended Use
Instrument: MIDCAPNIFTY Futures
Timeframe: 15-Minute
Application: Intraday trading and short-term directional participation
Position Size: 1 lot (120 quantity)
Initial Capital (Backtest Reference): ₹10,000
Risk Management: Designed to be used alongside independent stop-loss, position sizing, and capital allocation rules defined by the user
Strict adherence to the system’s signals is recommended. Manual overrides may compromise the integrity of the framework.
Dhan In-Built Execution (Usage Summary)
This strategy supports alert-based automated execution via Dhan, using TradingView webhooks.
TradingView generates alerts only
Order execution is handled externally via Dhan’s system
TradingView does not place trades directly
Futures Quantity Logic (Important)
MIDCAPNIFTY 1 lot = 120 quantity
Because the strategy uses reversal logic:
If you want to trade 1 lot, set quantity = 2
One quantity is used to exit the existing position
The second quantity creates the new reversed position
Contract Symbol Mapping
Current month: MIDCPNIFTY1!
Next month: MIDCPNIFTY2!
Far month: MIDCPNIFTY3!
To trade a different expiry, simply replace the symbol in the input field accordingly.
Intellectual Property Notice
The internal scoring model, alignment logic, weighting structure, and activation thresholds are intentionally abstracted to protect the originality and intellectual property of the strategy.
This prevents direct replication while still allowing conceptual understanding for evaluation and moderation.
Disclaimer
This strategy is provided strictly for educational, research, and backtesting purposes only.
Market conditions change over time, and past performance does not guarantee future results.
Users are solely responsible for forward testing, capital deployment, risk control, and compliance with broker and platform rules before using the strategy in live environments.
Moderator-Friendly Expanded Summary
Instrument & Timeframe: MIDCAPNIFTY, 15-Minute
Start Date: January 2025 onward
Position Size: 1 lot (120 quantity)
Initial Capital: ₹10,000
Commission & Slippage: 0.01% commission, 2-point slippage
Trade Logic: Multi-dimensional internal alignment model
Trade Activation: Only when strong directional consensus is achieved
Trade Closure: Alignment deterioration or trend bias reversal
Market Inactivity: Passive during low-information or ambiguous phases
Execution: Alert-based, via third-party (Dhan) webhook system
Risk Management: User-defined stop-loss and capital allocation required
IP Protection: Internal logic abstracted
Purpose: Educational, research, and demonstration use only
CAN Sector Rotation Momentum, Invite OnlyCanadian Sector Rotation Momentum — Invite-Only (Integrity Edition)
Contact : gm2hoops@gmail.com
Purpose
Sector rotation + market alignment dashboard using normalized Heat (-100..100) with higher timeframe confirmation, confluence scoring, optional whale markers, and an MTF matrix.
Documentation (PDF)
Quick Start:
github.com
github.com
Support: Send screenshot + BUILD ID shown on the dashboard. gm2hoops@gmail.com
Access is tied to your TradingView username & email address.
Policy: Cancel anytime; access remains until the end of the paid period. Because access is granted immediately (invite-only + digital docs), refunds are generally not provided. Billing issues: contact within 7 days with your TradingView username.
Disclaimer
Informational/educational only. Not financial advice. No guarantees. You are responsible for all decisions and risk management.
Pump and Dump Volatility Context [yigdeli]Overview
Pump and Dump Volatility Context is a market behavior indicator designed to highlight unusual price expansion and contraction by evaluating how current price action deviates from its recent volatility structure.
The indicator focuses on identifying periods of aggressive price displacement, providing a visual framework to help users contextualize extreme market behavior rather than anticipate future outcomes.
The script does not generate trade entries, exits, or predictions.
It provides contextual visual labels to help users observe moments when price behavior deviates significantly from its typical volatility structure.
📸
General overview highlighting periods of abnormal price displacement across the chart.
Core Logic
The indicator uses adaptive volatility measurements combined with short-term momentum context to highlight behavioral extremes during periods of heightened market activity.
It does not focus on direction, execution, or outcomes, but rather on visualizing how price behaves relative to its recent volatility environment.
📸
Close-up view of volatility expansion and contraction markers.
Intended Use
Labels appear during periods of abnormal upward or downward price behavior
All labels are contextual visual references only, not trading signals
All interpretation and decision-making remain entirely the responsibility of the user
📸
Overview of user-adjustable settings available within the indicator.
Data & Chart Behavior
The indicator operates on the active chart’s price data and does not independently generate, transform, or reinterpret candle types.
All outputs adapt dynamically to the chart configuration selected by the user.
Important Notes
Does not predict market direction
Does not identify manipulation
Does not guarantee reversals or outcomes
All outputs are visual context markers only
Disclaimer
This indicator is provided for analytical and visualization purposes only.
It does not constitute financial or trading advice.
Keltner Channels For Loop | RakoQuantKeltner Channels For Loop | RakoQuant is a regime-based trend indicator built on a robust volatility engine using a for-loop True Range mean, designed specifically for clean trend-state classification in crypto markets.
This tool is part of the RakoQuant protected research line, combining institutional visuals, persistent breakout logic, and built-in backtest-grade performance metrics.
Core Concept
This indicator answers one key question:
Is price breaking into a bullish expansion regime, or collapsing into bearish volatility?
Unlike standard Keltner Channels that rely on ATR smoothing, this version computes volatility using a loop-based TR mean, producing a more structurally consistent envelope.
How It Works
1. Adaptive Keltner Basis
The channel baseline can be selected from:
EMA (default)
HMA (faster trend anchor)
DEMA (low-lag institutional baseline)
2. For-Loop True Range Volatility Engine
Instead of ATR, volatility is measured by:
True Range calculated per candle
Mean(TR) computed through a for-loop population average
This reduces noise artifacts and creates cleaner trend corridors.
3. Regime Breakout Logic
Two signal modes are supported:
Breakout Persistent Mode
State flips only when price breaks beyond the channel
Live Mode
State updates dynamically based on position relative to bands
Regime states:
Bullish → active bullish expansion
Bearish → defensive contraction
Neutral → no volatility breakout
Visual Engine (UniStrat Palette)
This script uses the full RakoQuant Premium Palette System:
Alpha, Desert, Premium, Navy, Warm, Toxic, Neo, Matrix
Bull and Bear states automatically repaint:
Rails
Candle colors
Buy/Sell labels
BUY / SELL Labels
On confirmed regime flips:
𝓑𝓾𝔂 prints on bullish breakout
𝓢𝓮𝓵𝓵 prints on bearish breakdown
Designed for clean regime shifts — not candle-to-candle noise.
RQ Custom Metrics Table (Built-In Backtest)
This protected release includes the full RakoQuant Indicator Backtest Engine, displaying:
Equity Max Drawdown
Intra-Trade Max Drawdown
Profit Factor
Win Rate
Sharpe Ratio
Sortino Ratio
Omega Ratio
Half Kelly Exposure
Total Trades
Net Profit %
Displayed in the signature:
𝓑𝓪𝓬𝓴𝓽𝓮𝓼𝓽 𝓜𝓮𝓽𝓻𝓲𝓬𝓼
All metrics update live directly from the indicator logic.
How to Use
✅ Trend regime filter for swing systems
✅ Volatility breakout confirmation layer
✅ Portfolio regime gating (RSPS / UniStrat frameworks)
✅ Best suited for 4H–1D markets
Trade only in alignment with the active regime:
Bull → long-biased environment
Bear → defensive / short environment
Screenshot Placement
📸 Example chart / screenshot:
DEMA Volatility SuperTrend | RakoQuantDEMA Volatility SuperTrend is a clean trend-regime indicator built for volatile markets such as crypto.
It combines a Double Exponential Moving Average (DEMA) baseline with a standard deviation volatility envelope, then applies classic SuperTrend trailing logic to produce persistent bullish and bearish regimes.
This tool is designed for traders who want a smooth but responsive trend structure without relying on ATR alone.
Core Concept
This indicator answers one simple question:
Are we currently in a bullish trend regime or a bearish trend regime?
It does this by building a dynamic volatility corridor around a DEMA baseline and flipping only when price breaks beyond the active band.
How It Works
1. DEMA Baseline (fast + low lag)
A DEMA is used instead of a normal EMA to reduce lag while maintaining smooth trend behavior.
2. Volatility Engine (Standard Deviation)
Volatility bands are created using:
Raw Source Volatility
Classic standard deviation behavior
Residual vs Baseline Volatility
Measures deviations from the DEMA baseline for cleaner regime detection
Band formula:
Upper Band = baseline + multiplier × stdev
Lower Band = baseline − multiplier × stdev
3. SuperTrend Trailing Regime Logic
Instead of flipping every touch, the bands trail using SuperTrend persistence rules:
Bull regime → active lower band acts as support
Bear regime → active upper band acts as resistance
Flips occur only when price breaks beyond the trailing band.
Visual System
Bull regime: Ice-Blue active band
Bear regime: Violet active band
Optional faint inactive bands provide structure
Optional fill highlights the active regime corridor
Optional candle painting matches the regime state instantly
Alerts Included
Bull Flip Alert → regime turns bullish
Bear Flip Alert → regime turns bearish
Perfect for automation or regime-based filtering.
How to Use
✅ Trend filter for swing trading
✅ Regime confirmation layer for systems
✅ Works best on higher timeframes (4H / 1D)
✅ Combine with momentum or breakout triggers for entries
Inputs Summary
DEMA Length → baseline responsiveness
Volatility Length + Multiplier → band width + sensitivity
Volatility Mode → raw vs residual volatility
Flip Source → Close or HL2 for regime switching
Visual toggles → fill, candles, inactive rails
Screenshot Placement
📸 Example chart / screenshot:
Tip: show one bullish flip + one bearish flip with candle painting enabled.
SuperTrend Pro [Topstep Scalping Edition]SuperTrend Pro
Description:
🚀 SuperTrend Pro: The Ultimate Scalping Tool for Prop Firms
This indicator is an optimized version of the classic SuperTrend, specifically tuned with parameters used by professional traders and Topstep coaches to trade in fast-moving markets like the Nasdaq (NQ) and S&P 500 (ES).
Unlike the default configuration, which is often too slow for 1-minute charts, this edition adjusts sensitivity to detect early trend changes, significantly reducing risk in scalping operations.
🎯 Key Features
1. Optimized for Scalping (1m - 5m) While the standard SuperTrend often reacts late, this version is designed to work with ATR 10/3 configurations (Topstep Standard) or the more aggressive 7/2 (NQ Scalping), allowing you to enter the market before the crowd.
2. Clean & Professional Visualization Visual distractions have been removed to keep your chart clean.
Green (Bullish): Look for buys only. Price stays above the dynamic line.
Red (Bearish): Look for sells only. Price falls under selling pressure.
Smooth Fill: Facilitates quick trend identification without cluttering the candles.
3. Dynamic Trailing Stop The indicator line works as your perfect Trailing Stop Loss. If the trend is strong, simply move your stop following the line candle-by-candle until the market takes you out with profit.
⚙️ Recommended Settings
This script comes with adjustable inputs to adapt to your trading style:
"Topstep Combine" Style (Balanced):
ATR Period: 10
Factor: 3.0
Usage: Ideal for 5-minute charts or conservative scalping on 1-minute charts. Filters noise very effectively.
"NQ Scalper" Style (Aggressive):
ATR Period: 7
Factor: 2.0
Usage: Designed specifically for the Nasdaq on 1-minute charts. Provides very fast entries to capture short volatility bursts. (Warning: Be careful during ranging/choppy markets!).
🛠️ How to Trade
Identify the Trend: Never trade against the indicator color.
If GREEN, only look for buy patterns (pullbacks to the line).
If RED, only look for sell patterns.
The Entry: Wait for the price to close above/below the line and for the color to change.
Risk Management: Place your initial Stop Loss just behind the SuperTrend line and trail it manually candle-by-candle.
Disclaimer: This indicator is a technical assistance tool and replicates popular configurations in the prop trading environment. It does not guarantee profits. Futures trading involves significant risks.
Volatility Simulation & Analysis🙏🏻 The main purpose of this tool is to define your stop-losses and take-profits, even tho it's really fast (time complexity O(n)), it does Monte Carlo simulations inside, providing you the Way higher info gain.
This method is more advanced than using structural volatility analysis , such as stdev on raw data, in a sense that the outputs have lower variance but higher bias . However, in return for that, it provides means to know where to look for breakeven exits, smth you can't really do non-arbitrary with structural volatility.
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How to use:
The script outputs 4 lines, 2 outer lines are used for hard stop-losses and take-profits distances, and inner 2 lines are used for the soft stop-losses and take-profits distances.
Hard ones are used to setup final SLs and TP.
Soft ones are used to trigger attempts to exit at breakeven.
The choice of direction (blue/red line) should be based according to your initial position direction. So for longs you'll need blue lines for soft & hard take profits, and red lines for soft & hard stop-losses. Vice versa for shorts.
Feel free to improve it, but that's the baseline ruleset and tbh it's more than enough.
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How it works
It's fully O(N).
This method is closely related to Monte Carlo and VaR , but adapts them to live use for more practical tasks rather than offline simulations & post analysis. The method fully resides in L2 .
I use 2 separate streams of innovations from MFPM model (explained here ).
From each stream I learn it's parameters, and generate numerous Gamma distributed noise instances, that unlike Exponential noise are more flexible and allow to use both location and scale as separate parameters. Synthetic data generation is the Only part of the method that degrades it to O(N), everything else is O(1).
Then I process data cross-sectionally (all samples per one time-stamp), to discover location and scale of each section. These 2 streams then smoothed with attributing higher weights to higher values, so even tho we smooth, we still are honest to the higher importance of higher values.
Finally I construct soft and hard volatility envelopes, and scale them from local to global frame. Soft (inner) envelopes model the typical max excursions, while outer (hard) envelopes model rare extreme excursions.
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be cool aye?
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Reverse/BounceReverse/Bounce Indicator
(EN) Indicator shows expected price rebound/reverse positions.
(RU) Индикатор показывает ожидаемые места отбоя/отскока цены.
Rango Estrategia V5 | enbolsa.netRango Estrategia V5 analyzes volatility and price structure to define trading ranges, detect consolidations, and confirm breakouts using objective entry and exit criteria
