Institutional Rebound Sniper [DGT Fear Engine]

Institutional Rebound Sniper [DGT Fear Engine]
🚀 Stop Catching Falling Knives. Start Trading with the Whales.

Most traders lose money during market dips because they mistake a "Dead Cat Bounce" for a real recovery. They buy based on price action alone, while institutions buy based on data.

Institutional Rebound Sniper is a comprehensive strategy script designed to identify high-probability reversal points. It combines Market Psychology (Fear), Institutional Interest (CME Premium), and Capital Flow (Volume/CMF) to filter out fake rebounds and identify "Sniper" entries.

🧠 The Core Logic: The 3-Signal System

This script is built on the philosophy that a True Rebound requires the convergence of three specific factors. If these are not met, the rebound is likely a trap.

1. Signal 1: Capital Flow (Smart Money)

Price dropping while Money Flow rises is a classic sign of accumulation.

How it works: We use a modified Capital Flow algorithm (similar to CMF) to detect when money is entering the asset even if the price is suppressed.

2. Signal 2: Whale Activity (CME & Volume)

Retail traders trade on spot exchanges; Institutions often hedge or speculate on the CME (Chicago Mercantile Exchange).

CME Premium: The script monitors the spread between CME Bitcoin Futures and Spot prices. A Positive Premium indicates institutional bullishness.

Volume Spikes: Detects anomalous volume accumulation relative to the moving average.

3. Signal 3: The DGT Fear Engine (The Filter)

This is the most critical part. The script incorporates the advanced DGT Fear & Greed Model (combining PMACD, RoR, VIX, and Gold volatility).

The Rule: The script will NEVER signal a buy unless the market is in a state of Fear (Index < -15).

Levels:

Fear (< -15): Entry zone open.

Heavy Fear (< -25): High conviction zone.

Extreme Fear (< -35): "Blood in the streets" (Historically high win-rate zone).

🎯 How to Use

1. The Setup

Timeframe: Optimized for 4H and 1D, but works on lower timeframes (15m/1h) for scalping.

Asset: Best used on BTCUSD or ETHUSD (as the CME logic is pegged to BTC futures).

2. Visual Signals

Green "SNIPER" Label: Appears when:

DGT Index is in Fear Zone (< -15).

AND Institutional Funds (Signal 1) OR Whale Activity (Signal 2) are detected.

AND The candle closes Green (Bullish).

Red "EXTREME SNIPER" Label: Appears when all conditions are met AND the market is in Extreme Fear (< -35).

3. The Dashboard (Bottom Right)

The HUD provides a real-time checklist:

DGT Sentiment: Shows the current fear score and color-coded status.

CME Premium: Shows if institutions are paying a premium (Green) or discount (Red).

Signal Status: Shows which conditions are met (✅) or Waiting.

System Status: Shows if the script is "Ready" or in "Cooldown".

4. Risk Management (Stop Loss)

When a signal fires, the script automatically draws a Red Dashed Line.

This represents the recent Swing Low.

Strategy: If price closes below this red line, the thesis is invalidated (Fake Rebound). Exit the trade.

⚙️ Settings & Customization

Manual Confirmation Mode: If you subscribe to external data (Glassnode/CryptoQuant), you can manually toggle Signal 1 or 2 to "True" in the settings to force the script to respect your external data.

DGT Smoothing: Adjust the sensitivity of the Fear Engine.

CME Symbol: Default is CME:BTC1!. You can change this if you are analyzing other assets or want to turn off the CME check.

Cooldown Bars: Prevents signal spamming. Default is 20 bars (after a signal, it waits 20 bars before scanning again).

⚠️ Disclaimer

This script is a technical analysis tool that uses price, volume, and inter-market correlations (CME) as proxies for institutional activity. No indicator guarantees 100% accuracy. Always use proper risk management and do your own research.

Credits: The Fear Engine logic is adapted from the DGT Fear & Greed Index concepts.



(Chinese translation)


机构反弹狙击手 [DGT 恐慌引擎]
Institutional Rebound Sniper [DGT Fear Engine]

恐慌指数引用 DGT, 但是调节了恐慌指数定义 (他那个太极端了, 不好用).

(下面描述是AI写的, 但是东西都是好东西)

大多数交易者在市场下跌时亏损，是因为他们误将“死猫跳”当作真正的反转。散户看价格，机构看数据。

Institutional Rebound Sniper (机构反弹狙击手) 是一款综合策略脚本，专为识别高胜率的反转点而设计。它结合了市场心理 (恐慌指数)、机构兴趣 (CME 溢价) 以及资金流向 (成交量/CMF)，帮你过滤假反弹，锁定“狙击”入场点。

🧠 核心逻辑：三信号共振系统

本脚本的核心理念是：一个真正的反弹通常需要三个特定因素的共振。如果条件不满足，反弹很可能是陷阱。

1. 信号一：资金流向 (Smart Money)

价格下跌但资金流上升，是经典的吸筹信号。

原理： 我们使用改良版的资金流算法（类似 CMF）来侦测主力资金是否在价格受压时悄悄入场。

2. 信号二：鲸鱼动向 (CME & 成交量)

散户在现货交易所交易，而机构通常在 CME（芝加哥商品交易所）进行对冲或投机。

CME 溢价： 脚本自动监测 CME 比特币期货与现货价格的价差。正溢价 (Positive Premium) 代表机构情绪看涨。

成交量突刺： 识别相对于移动平均线的异常放量行为。

3. 信号三：DGT 恐慌引擎 (核心过滤器)

这是本策略最关键的部分。 脚本内置了先进的 DGT 恐慌与贪婪模型（结合价格乖离率 PMACD、动量 RoR、波动率 VIX 和黄金波动）。

铁律： 除非市场进入恐慌状态 (指数 < -15)，否则脚本绝对不会发出买入信号。

分级标准：

恐慌 (Fear < -15): 入场区开启，允许寻找交易机会。

重度恐慌 (Heavy Fear < -25): 高信念区域。

极度恐慌 (Extreme Fear < -35): “遍地带血筹码”时刻（历史高胜率区）。

🎯 如何使用

1. 设置建议

时间周期： 针对 4小时 (4H) 和 日线 (1D) 进行了优化，但也适用于短线 (15m/1h)。

资产： 最适合 BTCUSD 或 ETHUSD (因为 CME 逻辑锚定的是 BTC 期货)。

2. 视觉信号

绿色 "SNIPER" 标签： 出现条件：

DGT 指数进入 恐慌区 (< -15)。

并且 侦测到资金流入 (信号1) 或 鲸鱼活动 (信号2)。

并且 收盘为阳线 (拒绝接飞刀)。

红色 "EXTREME SNIPER" 标签： 当所有条件满足且市场处于 极度恐慌 (< -35) 时出现。

3. 仪表盘 (右下角)

HUD 面板提供实时的条件检查清单：

DGT 情绪： 显示当前恐慌数值及状态颜色。

CME 溢价： 显示机构是正溢价 (绿色) 还是折价 (红色)。

信号状态： 显示哪些条件已满足 (✅) 或 正在等待 (Wait)。

系统状态： 显示脚本是“就绪”还是处于“冷却中”。

4. 风控管理 (止损线)

当信号触发时，脚本会自动画出一条 红色虚线。

这代表了近期的 前低 (Swing Low)。

策略： 如果价格收盘跌破此红线，说明反弹逻辑失效（假反弹），应止损离场。

⚙️ 设置与自定义

手动确认模式： 如果你订阅了链上数据 (Glassnode/CryptoQuant)，可以在设置中手动勾选信号 1 或 2，强制脚本通过校验。

DGT 平滑度： 调整恐慌引擎的灵敏度。

CME 代码： 默认为 CME:BTC1!。如果你分析其他资产或不需要 CME 检查，可更改或关闭。

冷却时间 (Cooldown)： 防止信号刷屏。默认 20 根 K 线（即发出一次信号后，系统会休息 20 根 K 线再重新扫描）。