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Candlestick analysis

Vector Sniper Pro Vector Sniper Pro V3 | Session Edge Overview Vector Sniper Pro V3 is a multi-layered signal detection system built around four core concepts: institutional order flow, smart money manipulation patterns, volume-weighted momentum, and inter-session directional bias. It paints candles to reflect signal state — no separate panel required. Core Signal Engine The foundation is a volatility-normalized momentum filter. Each bar is scored using a Z-score of ATR(1) against a rolling mean and standard deviation — this isolates bars where volatility is statistically elevated above baseline noise rather than simply "large." Volume is scored the same way. A signal requires both to exceed their respective thresholds simultaneously, filtering out high-volume low-range bars (absorption) and high-range low-volume bars (false breakouts) from the primary vector set. Delta volume is approximated by weighting bar volume by the close position within the range: bull volume = volume × (close − low) / range, bear volume = volume × (high − close) / range. The delta ratio (net delta / total volume) must confirm directional conviction, requiring >0.2 for bull signals and <−0.2 for bear. This proxy for order flow imbalance eliminates candles where volume was present but directionally uncommitted. Structure Break Requirement Rather than using a raw N-bar highest/lowest comparison, the script identifies confirmed swing points — a pivot high requires the bar to be higher than the two bars on each side. Price must close beyond the most recent confirmed swing high (for bulls) or swing low (for bears) to qualify as a structure break. This reduces false signals during consolidation where price repeatedly tests but never genuinely breaks a level. Smart Money / Manipulation Detection Five manipulation signatures are detected independently and fed into the scoring system: Stop Hunt: Price spikes below the N-bar low (or above the N-bar high) then immediately closes back in the opposite direction with elevated volume — characteristic of liquidity sweeps before reversal. Absorption: High volume Z-score but very low ATR Z-score (range < 0.5 SD). When volume is present but range is compressed, large participants are absorbing retail orders rather than moving price. Wick Rejection: A wick exceeding a configurable percentage of the total bar range, combined with volume above the 20-bar average — institutional rejection at a level. Cumulative Delta Divergence: Price makes a new N-bar high but the current delta is lower than the prior period's highest delta (distribution). Conversely, price makes a new low while delta is rising (accumulation). This is the most reliable leading indicator of manipulation in the system and carries the highest score weight (2.0 points). RSI Divergence: Price makes a new 14-bar extreme while RSI fails to confirm, indicating momentum exhaustion. Pre-Signal Scoring System Before a full vector fires, each bar receives a weighted composite score (maximum ~14 points) across 13 factors: Factor Weight Spring / Upthrust (Wyckoff) 2.0 Cumulative Delta Divergence 2.0 RSI Divergence 1.5 Stop Hunt detection 1.5 VWAP + EMA trend alignment 1.5 Session bias alignment 1.5 (configurable) Fade of prior session level 1.5 No Supply / No Demand (VSA) 1.0 Delta imbalance ratio 1.0 Near structure break zone 1.0 Break of prior session level 1.0 Volume ratio > 1.2× average 0.5 Bar direction (close vs open) 1.0 A pre-signal requires the score to meet a configurable minimum threshold and to appear N times within a rolling M-bar window, preventing single-bar spikes from triggering. A cooldown period prevents signal clustering, and a hysteresis lock prevents rapid directional flipping. Session Edge System The script tracks live OHLC for Asia (20:00–02:00 ET), London (02:00–08:00 ET), NY Pre-Market (04:00–09:30 ET), NY Regular (09:30–16:00 ET), and NY After-Hours (16:00–20:00 ET). All times and timezone are configurable. When a session closes, its high, low, midpoint, and directional close (green or red) are stored. During the following session: Prior session levels (H/L/Mid) are plotted as reference lines — yellow for Asia levels during London, aqua for London levels during NY. Session bias activates based on the closing direction of the prior session. A green Asia close generates a bull bias for London; a red Asia close generates a bear bias. The same logic applies London→NY. Bias adds configurable weight to the scoring system and can optionally hard-block counter-trend signals. Level interaction detection fires when price touches a prior session level: a fade signal requires a wick rejection back through the level with volume; a break signal requires a close through the level with volume. Both feed the scoring system. Live hit-rate table (toggle-able) tracks how often the prior session's direction correctly predicted the current session's direction — validated on your specific instrument and timeframe in real time rather than relying on aggregate statistics. Candle Color System Color Meaning Neon green Bull vector (base condition met) Red Bear vector White Confirmed bull trend change (regime flip + extreme conditions) Purple Confirmed bear trend change Blue Pre-bull signal (score threshold met, not yet full vector) Orange Pre-bear signal Dark green (faint) Regular bull reversal (regime flip, standard strength) Dark purple (faint) Regular bear reversal Grey No qualifying condition How to Use The indicator is designed to be used on any liquid instrument with real volume data. Session times are set for US Eastern Time by default — adjust the timezone input for your exchange. Start with candle colors only (all markers off by default). Enable the hit-rate table to validate whether the Asia→London and London→NY bias is statistically meaningful on your specific symbol before relying on it. Enable prior session levels to identify the key prices where fade and break decisions occur. The pre-signal (blue/orange) candles appear before a full vector fires and can be used for earlier entries with the understanding that confirmation has not yet occurred. All inputs have been grouped and labelled to allow systematic adjustment: tighten the Z-score thresholds to reduce signal frequency, raise the minimum score to require stronger multi-factor confluence, and use the cooldown and hysteresis settings to control how often the system can re-trigger in the same direction.
Pine Script® インジケーター
RickyTSpanishの投稿
Adaptive Fibonacci Compass [JOAT]Adaptive Fibonacci Compass Overview Adaptive Fibonacci Compass is a dynamic, pivot-anchored Fibonacci retracement and extension system built in Pine Script v6. It continuously detects the most recent confirmed swing pivot pair, grades the pivot's ATR-normalised strength, checks for Break of Structure or Change of Character on the swing axis, then draws a live Fibonacci grid of seven standard levels (0, 0.236, 0.382, 0.5, 0.618, 0.786, 1.0) with fill-highlighted Optimal Trade Entry zones (OTE: 0.382–0.618 and 0.618–0.786) — all rendered at barstate.islast using the delete-before-create pattern for zero ghost-drawing artifacts. Why Adaptive Fibonacci? Static Fibonacci tools require manual anchor selection, which introduces subjectivity and results in different traders drawing the same move differently. Adaptive Fibonacci Compass removes this ambiguity by algorithmically detecting the pivot pair that defines the most recent significant swing and anchoring the grid there automatically. The grid updates whenever a new, stronger pivot forms — keeping the Fibonacci reference aligned with the current market structure without any manual intervention. Pivot Detection and ATR Strength Grading Swing pivots are detected using ta.pivothigh() and ta.pivotlow() with configurable left and right bar confirmation windows (default 10/10). When a new pivot forms, its ATR-normalised strength is computed: Strength = (pivotHigh - pivotLow) / ATR(14) This ratio grades the swing on a universal scale independent of price level or instrument. Pivots grading above a configurable minimum strength (default 1.5 ATR) are accepted as valid Fibonacci anchors. Smaller price structures that do not meet the threshold are ignored, preventing the grid from anchoring to noise. BOS / CHoCH Detection on Pivot Axis Each time a new pivot pair is accepted, the engine checks whether the new swing extreme exceeds the prior swing extreme of the same type: - BOS Up: New swing high exceeds the previous swing high — structural expansion to the upside - BOS Down: New swing low is below the previous swing low — structural expansion to the downside - CHoCH: A swing extreme that forms against the prevailing structure — e.g., a new swing high forming when prior context was bearish BOS and CHoCH labels are stamped at the pivot level to provide structural context for interpreting the Fibonacci grid. Dynamic Fibonacci Grid (7 Levels) The grid spans from the last confirmed swing low to the last confirmed swing high (for bullish pivots) or the reverse (for bearish pivots). Seven retracement levels are drawn as horizontal lines: - 0.0 (swing origin) — white/neutral - 0.236 — subtle grey - 0.382 — teal (start of OTE zone) - 0.5 — gold (midpoint) - 0.618 — teal (end of deep OTE zone) - 0.786 — purple - 1.0 (swing extreme) — white/neutral Each level label shows both the ratio and the exact price value. Optimal Trade Entry (OTE) Fill Zones Two fill zones are highlighted as semi-transparent boxes between specific Fibonacci levels, representing the confluence areas where institutional entries are statistically most concentrated: - OTE 0.382–0.618: The standard OTE zone — the area of highest probability for pullback continuation trades - OTE 0.618–0.786: The deep OTE zone — commonly used for higher-conviction reversal entries where the move has retraced deeply into the prior swing Both zones are rendered with directional colour (teal for bullish swings, red for bearish swings) at 80–85% transparency. Live Pivot Tracking and Grid Refresh On every bar, the indicator tracks whether price is forming a new potential extreme beyond the current grid's anchor. When a new confirmed pivot qualifies (passes the ATR strength threshold), the previous grid is fully deleted (all lines, labels, and boxes) and rebuilt from the new anchor points. The delete-before-create pattern at barstate.islast ensures no duplicate or orphaned drawing objects accumulate over the session. Inputs Reference - Pivot Left Bars (10) — left confirmation bars for swing detection - Pivot Right Bars (10) — right confirmation bars for swing detection - Min ATR Strength (1.5) — minimum swing size in ATR units to accept as a valid anchor - Show Fib Grid — toggles the full Fibonacci grid - Show OTE Zones — toggles the 0.382–0.618 and 0.618–0.786 fill zones - Show BOS / CHoCH Labels — toggles structural labels on pivot extremes - Show Level Labels — toggles price and ratio annotations on each Fibonacci line - Extend Lines (bars, default 30) — how far right the grid lines extend from the current bar - Theme: Dark, Light, Auto How to Use 1. Apply to any liquid market on any timeframe. The indicator needs at least (PivotLeft + PivotRight) * 3 bars to warm up. 2. The gold 0.5 level and teal 0.382/0.618 lines define the primary trade management area. In a confirmed uptrend, look for price to pull back into the OTE 0.382–0.618 zone with a bullish reaction for long entries. 3. The deep OTE 0.618–0.786 zone is valid for entries only in strong, high-momentum swings where the pullback is orderly and accompanied by decreasing volume. 4. Treat the 0.0 and 1.0 levels as structural extremes. A confirmed close beyond the 1.0 level triggers a new BOS and should cause the grid to reload on the next qualifying pivot. 5. Use BOS labels to confirm that the current Fibonacci swing direction aligns with the broader structural bias from a higher timeframe. Non-Repainting Design Pivots are only detected once the full right-bar confirmation period has elapsed. The grid is always anchored to confirmed historical pivots. No drawing is created based on the current in-progress bar. All grid refreshes occur at barstate.islast using confirmed pivot data. Limitations - The indicator anchors to the most recent qualifying pivot pair. In multi-week trends with no significant retracement, the grid may anchor to a very old pivot that is no longer contextually relevant. - The minimum ATR strength filter helps but does not eliminate all noise pivots on highly volatile instruments. Increasing the threshold on crypto assets is recommended. - Fibonacci levels are probabilistic reference zones, not guaranteed reversal or support/resistance levels. Confluence with other structure (OBs, PDH/PDL, volume profile POC) significantly increases their reliability. - The grid does not account for higher-timeframe Fibonacci structures. Always check alignment with HTF pivots manually. Disclaimer This indicator is for educational and informational purposes only. Fibonacci retracements are historical price relationships and do not predict future market behaviour with certainty. Always use proper risk management and conduct your own analysis. Made with passion by officialjackofalltrades
Pine Script® インジケーター
officialjackofalltradesの投稿
Temporal Candle Grid [JOAT]Temporal Candle Grid Overview Temporal Candle Grid is a multi-timeframe structural confluence indicator that automatically pairs the current chart timeframe with a logical higher timeframe (HTF), fetches the HTF's open, high, low, and close series using non-repainting request.security() calls, and renders the resulting HTF candle geometry as a precision box overlay on the lower timeframe chart. Confirmation counters, buy-side/sell-side liquidity labels, and Fair Value Gap detection operate on confirmed bars only, giving traders a clean, lag-aware view of where HTF price structure begins and ends. Intelligent Auto-Pairing The indicator contains a timeframe pairing table that maps the current chart to a contextually appropriate higher timeframe without any manual configuration: - 1m chart → 15m HTF - 5m chart → 1H HTF - 15m chart → 4H HTF - 1H chart → Daily HTF - 4H chart → Weekly HTF - Daily chart → Monthly HTF This auto-pairing logic ensures the HTF candle shown is always meaningfully larger than the current view — avoiding the degenerate case of pairing a 5m chart with a 10m HTF, which provides almost no additional information. Users may override the auto-pair by specifying a custom HTF via input. Non-Repainting HTF Data Four separate request.security() calls retrieve HTF open, high, low, and close using: - close offset on the HTF series (current-bar data from the HTF is never used) - barmerge.lookahead_off This combination guarantees that the HTF values shown were already fixed before the current bar opened — making the indicator safe for signal generation and alert use without lookahead contamination. HTF Candle Box Rendering The HTF candle is rendered as a transparent box spanning the full high-to-low range, with an inner body box (open-to-close) rendered in the candle direction colour (teal for bullish, red for bearish). At each HTF boundary (detected via ta.change() on the HTF open), the previous candle's boxes are finalised and new boxes begin drawing. This creates a visual grid of HTF candles overlaid on the lower timeframe, making the internal structure of each HTF bar immediately visible. Confirmation Counter for HTF Range Breaks Rather than signalling the moment price crosses an HTF boundary, the engine counts consecutive closes above the HTF high (for bullish breaks) or below the HTF low (for bearish breaks). A break is only confirmed after the count reaches a configurable threshold (default 2 consecutive closes). This eliminates wick-driven false breaks that resolve within the same HTF session. Buy-Side / Sell-Side Liquidity Labels (BSL / SSL) When a confirmed HTF high break occurs, the BSL (buy-side liquidity) level is marked with an upward label at the HTF high. When a confirmed HTF low break occurs, an SSL (sell-side liquidity) label is stamped at the HTF low. These labels persist and serve as reference levels for future pullbacks — common targets in institutional liquidity analysis. Fair Value Gap Detection Running on the current timeframe, the FVG engine identifies three-bar price gaps: - Bullish FVG: Current bar's low is above the high from two bars ago — a gap in downside coverage indicating aggressive buying - Bearish FVG: Current bar's high is below the low from two bars ago — a gap in upside coverage indicating aggressive selling FVG boxes are drawn spanning the gap range and extend forward for 30 bars, rendering as reference zones for expected price return. HTF Candle Projection On the last bar (barstate.islast), the current in-progress HTF candle is projected forward as a semi-transparent dashed box, giving traders a visual reference for the current HTF session's range as it develops in real time. Dashboard A compact table at the bottom right displays: - Current chart TF and detected HTF - HTF candle direction (BULL / BEAR) - Current break confirmation count - Number of active BSL / SSL levels - FVG status (open / filled) for the most recent gap Inputs Reference - Custom HTF Override — leave blank for auto-pair, enter a TF string (e.g., "60") to override - Confirmation Bars Required (2) — consecutive closes beyond HTF range before break is confirmed - Show HTF Candle Boxes — toggles the HTF overlay - Show BSL / SSL Labels — toggles liquidity sweep labels - Show FVG Boxes — toggles fair value gap boxes - FVG Lookback (50) — how many bars back to scan for active FVGs - Max BSL / SSL Labels (10) — prevents label accumulation over long sessions - Theme: Dark, Light, Auto How to Use 1. Apply on a 5m, 15m, or 1H chart. The indicator auto-detects the appropriate HTF. 2. The HTF candle boxes show the full range of each higher-timeframe session. Price tends to respect the HTF open, high, and low as decision levels. 3. Wait for the confirmation counter to reach the threshold before treating a HTF range break as confirmed. 4. BSL labels above prior HTF highs and SSL labels below prior HTF lows indicate pools of resting orders — common institutional sweep targets. 5. FVG boxes within the current HTF candle body often act as intra-session return targets. Non-Repainting Design All HTF data uses close with lookahead_off. Break signals require barstate.isconfirmed. FVG detection is based entirely on confirmed historical bars. The projection box at barstate.islast is explicitly marked as in-progress and does not generate signals. Limitations - Auto-pairing is based on standard timeframe relationships. Non-standard chart intervals (e.g., 3m, 7m) default to the nearest logical pair. - The confirmation counter approach adds 1–2 bars of lag to break signals. This is intentional and necessary for non-repainting accuracy. - On very fast-moving instruments, HTF candle boxes may be violated frequently, limiting their utility as structural references. - FVG relevance degrades significantly on very high timeframes (Daily+) where gaps are rare and may take weeks to fill. Disclaimer This indicator is for educational and informational purposes only. Multi-timeframe structure analysis describes historical price behaviour and does not guarantee any specific future market outcome. Conduct your own analysis and use proper risk management at all times. Made with passion by officialjackofalltrades
Pine Script® インジケーター
officialjackofalltradesの投稿
Absorption Arrows v2Absorption Arrows v2 Pine Script v6 Indicator for TradingView ________________________________________ Overview Absorption Arrows v2 is an order flow indicator designed to identify price levels where significant volume has been absorbed by opposing market participants. When price moves aggressively into a level but fails to sustain that move — leaving a wick — and that price action is accompanied by statistically elevated volume, it suggests that large limit orders absorbed the incoming market orders. This is known as absorption, and it often precedes reversals or stalls at key levels. The indicator plots directional arrows above or below bars where absorption is detected, sized according to the relative significance of the volume event. ________________________________________ How It Works Step 1 — Wick Zone Detection The indicator first identifies where within the bar the volume occurred relative to price movement. The bar is divided into two zones: • Upper Wick Zone — the bar's midpoint (high + low / 2) falls above the body (above the open/close range). This indicates price ran up into a level and was rejected — a potential selling absorption event where sellers absorbed buying pressure. • Lower Wick Zone — the bar's midpoint falls below the body. This indicates price ran down into a level and was rejected — a potential buying absorption event where buyers absorbed selling pressure. Bars where the midpoint is inside the body are ignored — no significant wick means no absorption signal regardless of volume. Step 2 — Percentile-Based Volume Thresholds Rather than using a fixed volume threshold or standard deviation, v2 measures volume against its own recent history using linear interpolation percentiles. This approach is more statistically robust for futures instruments like ES and NQ because volume distributions are heavily right-skewed — a few extreme spikes can distort standard deviation, making thresholds inconsistent. Percentiles are immune to this distortion. Three volume tiers are defined by user-configurable percentile thresholds: Tier Default Percentile Small 75th Top 25% of volume bars — notably elevated Medium 90th Top 10% — significant, often institutional activity Big 97th Top 3% — rare, high-impact events Step 3 — Three-Window Consensus A single lookback window can be fooled by the intraday volume profile of futures markets, where volume is naturally heavy at the open, light at midday, and active into the close. To address this, v2 calculates percentile thresholds across three independent lookback windows simultaneously: • Short Window (default: 20 bars) — reacts quickly to recent volume shifts • Medium Window (default: 50 bars) — balanced between recent and broader context • Long Window (default: 100 bars) — resistant to short-term noise, flags truly exceptional volume A signal is only confirmed when the majority (2 of 3) windows agree that volume is elevated at the specified tier. This consensus requirement significantly reduces false signals caused by temporary volume spikes or session-specific volume patterns. Step 4 — Directional Filter (Optional) When enabled, the directional filter adds a bar direction requirement to each signal: • Selling absorption requires a bull bar (close > open) — price ran up into supply on a green candle and was rejected. This is the higher-conviction version of a selling absorption signal. • Buying absorption requires a bear bar (close < open) — price ran down into demand on a red candle and was absorbed. Higher-conviction buying absorption. When disabled, absorption signals fire regardless of bar direction. ________________________________________ Signal Output Arrows are plotted directly on the price chart, sized according to volume tier: | Arrow | Direction | Meaning | |---|---|---|| 🟢 Small up arrow | Below bar | Low-tier buying absorption | | 🟢 Medium up arrow | Below bar | Mid-tier buying absorption | | 🟢 Large up arrow | Below bar | High-tier buying absorption | | 🔴 Small down arrow | Above bar | Low-tier selling absorption | | 🔴 Medium down arrow | Above bar | Mid-tier selling absorption | | 🔴 Large down arrow | Above bar | High-tier selling absorption | Arrow colors are fully user-configurable. ________________________________________ Settings Reference Consensus Settings Setting Default Description Small Cluster Percentile 75 Volume percentile floor for Small tier signals Medium Cluster Percentile 90 Volume percentile floor for Medium tier signals Big Cluster Percentile 97 Volume percentile floor for Big tier signals Consensus Mode Majority (2 of 3) How many windows must agree before a signal fires Short Window 20 Short-term lookback for percentile calculation Medium Window 50 Medium-term lookback Long Window 100 Long-term lookback Detection Settings Setting Default Description Filter by bar direction Off When on, requires bull bar for sell signals and bear bar for buy signals Visual Settings Setting Default Description Show Small Arrows On Toggle visibility of Small tier signals Show Medium Arrows On Toggle visibility of Medium tier signals Show Big Arrows On Toggle visibility of Big tier signals Buy Arrow Color Bright green Color for buying absorption arrows Sell Arrow Color Bright red Color for selling absorption arrows Color Bars on Heavy On Highlights bars where heavy volume is inside the body Volume Body ________________________________________ Bar Coloring When enabled, the indicator also colors bars where heavy volume (Medium or Big tier) is concentrated inside the candle body rather than in a wick. This is a separate but complementary signal: • Bright green bar — heavy volume bull bar with body-dominant price action. Strong committed buying with no significant rejection. This is a momentum/conviction signal rather than absorption — price moved decisively on volume. • Pink/red bar — heavy volume bear bar with body-dominant structure. Strong committed selling. Note that bar coloring and absorption arrows are measuring different things. An absorption arrow identifies where price was rejected on volume. A colored bar identifies where price moved decisively on volume. When they appear together or in sequence, they can provide useful confluence context. ________________________________________ Alerts Four alert conditions are available: Alert Trigger Buying Absorption Any buying absorption arrow fires on a confirmed bar Selling Absorption Any selling absorption arrow fires on a confirmed bar Absorption (Any) Either buying or selling absorption on a confirmed bar Big Absorption Only Big tier absorption only — highest conviction events All alerts use barstate.isconfirmed to prevent false triggers on developing bars. ________________________________________ Settings Settings should really be thought of as instrument-specific rather than universal. Here's a framework for thinking through it: The core variables that drive settings Three things determine what settings make sense for any instrument: 1. Average daily volume and liquidity — how many bars of meaningful volume exist in a session 2. Volatility regime — how much price moves per bar, which affects wick frequency 3. Trading session structure — does it trade 24 hours, have a defined RTH session, have regular volume spikes at known times ________________________________________ By instrument category Equity index futures (ES, NQ, RTY, YM) Well-defined RTH session, predictable volume profile, high liquidity. Your current settings are a solid baseline. Commodity futures (CL, GC, NG) Crude oil and gold have sharp volume spikes around inventory reports and geopolitical events that can distort percentile thresholds significantly. Recommendations: • Push Big percentile to 98–99 — spikes are more extreme and more common • Longer windows — 150/300/500 on 5-minute to capture multi-day context • Directional filter on — commodity moves are more impulsive and noisy Individual equities Highly variable depending on the stock. A mega-cap like AAPL behaves more like an index future. A mid-cap can have very uneven volume. General guidance: • Use longer windows relative to average daily bar count • Turn off Small arrows — individual stock volume is spikier and small signals are unreliable • Be aware that pre/post market volume can heavily skew percentile calculations — consider only trading signals during regular market hours Forex majors (EURUSD, GBPUSD etc.) No central exchange volume — TradingView shows tick volume, not real volume. The indicator will still run but the signals lose their fundamental meaning. Tick volume is a proxy at best. Use with significant skepticism and treat signals as supplementary rather than primary. Crypto (BTCUSD, ETHUSD) Trades 24/7 with no session structure, which is actually a challenge for the lookback windows — there's no natural "one session" anchor like the 390-bar RTH window on ES. Volume also has strong time-of-day patterns driven by Asian/European/US overlap periods. Recommendations: • Much longer windows — 100/300/600 to capture meaningful history • Higher percentile thresholds — crypto volume is fat-tailed, spikes are more extreme • Consensus on All Windows (strictest) — noise is very high ________________________________________ A general calibration process for any new instrument Rather than guessing settings, this is the process I'd suggest whenever you add a new instrument: 1. Pull up 2–3 weeks of history on your target timeframe 2. Identify 5–10 obvious absorption moments by eye — major level holds, capitulation wicks on high volume, clear reversals 3. Adjust settings until those known events show Medium or Big signals without the chart being flooded with Small arrows everywhere else 4. Check a few false reversal bars — bars that looked like absorption but price continued through. Good settings should produce few or no signals on those bars. That visual calibration process on known historical events will get you to good settings faster than any formula. ________________________________________ The one universal principle Regardless of instrument, the relationship between your lookback windows and the instrument's typical session length should stay roughly consistent. You want: • Short window ≈ 20–25% of a typical session in bars • Medium window ≈ 50–60% of a typical session • Long window ≈ one full session or slightly more That anchor keeps the percentile thresholds meaningful relative to the instrument's natural volume rhythm rather than an arbitrary number of bars. ________________________________________ Recommended Settings for ES/NQ/RTY/YM 5-Minute Charts Setting Recommendation Consensus Mode Majority (2 of 3) Short / Medium / Long Windows 20 / 50 / 100 Big Cluster Percentile 97–99 for extreme-only signals Directional Filter Try both — on for higher conviction, off for more signals Show Small Arrows Optional — disable to reduce noise ________________________________________ Recommended Settings for ES/NQ/RTY/YM 1-Minute Charts Setting Recommendation Consensus Mode Majority (2 of 3) Short / Medium / Long Windows 50 / 150 / 390 Big Cluster Percentile 98–99 for extreme-only signals Directional Filter Try both — on for higher conviction, off for more signals Show Small Arrows Optional — disable to reduce noise ________________________________________ What Absorption Is — and Is Not Absorption is not a standalone trading system. It identifies potential inflection points where significant volume activity occurred at a wick, suggesting that large participants may have been defending a level. It does not guarantee reversal. Best used in confluence with: • Key support and resistance levels — absorption at a known level is more meaningful than in open space • Volume delta indicators (e.g. CVD) — confirms whether net buying or selling pressure supports the signal • Higher timeframe context — absorption at a higher timeframe level carries more weight • Price action confirmation — a follow-through bar in the expected direction strengthens the signal ________________________________________ Version History Version Changes v1 Basic absorption detection using volume standard deviation, single lookback window, close > open directional proxy v2 Replaced standard deviation with percentile thresholds; added three-window consensus system; simplified to single plotshape per direction for rendering stability on futures instruments
Pine Script® インジケーター
WaveWalker1の投稿
Minicharts Pro+ [Herman]Minicharts Pro+ Minicharts Pro+ is a multi-timeframe visualization tool designed to display higher timeframe price action directly on your current chart. The script renders multiple compact “mini charts” representing selected timeframes, allowing users to observe structure, candle behavior, and relative positioning without switching between charts. It is intended for traders who want to maintain awareness of higher timeframe context while working on a lower timeframe, without interrupting their workflow. Purpose The main purpose of this tool is to improve chart workflow and situational awareness by: Providing a clear overview of multiple timeframes in one place Reducing the need to switch between charts Helping users visually align lower timeframe activity with higher timeframe structure This script is designed as a visual analysis aid and can be used alongside any trading methodology. How it works The indicator uses request.security() to retrieve OHLC data from selected timeframes and reconstructs them as miniature charts displayed on the right side of the screen. Each mini chart: Displays historical candles from the selected timeframe Is scaled dynamically based on recent price range and volatility Is rendered independently to preserve clarity of structure The layout is organized in a grid format, where each panel represents a different timeframe. Users can adjust positioning, spacing, and sizing to fit their chart preferences. Moving Averages & VWAP Each mini chart includes optional overlays for additional visual context: EMA (Exponential Moving Average) VWAP (Volume Weighted Average Price) These can be enabled or disabled individually for each mini chart, allowing flexible customization depending on user preference. Both EMA and VWAP are calculated using standard methods based on the selected timeframe data and are displayed purely for reference. SMT (Intermarket Comparison) The script includes an optional SMT-style comparison feature between correlated instruments. By default, the script automatically selects a related symbol (e.g., NQ ↔ ES, GC ↔ SI) Users can manually override the symbol if needed Pivot-based comparisons are used to highlight differences in swing highs and lows between instruments This feature provides a visual way to compare price behavior between instruments and is based solely on historical price data. HTF FVG Visualization Optional higher timeframe imbalance (FVG) zones can be displayed within each mini chart. Both standard and inverted FVG structures are supported Users can choose between extended zones or next-bar-only display Only the most recent inverted FVG is highlighted to reduce visual clutter These zones are derived from candle relationships within the selected timeframe and are provided for visual reference only. Inputs & Customization The script provides multiple configuration options to adapt to different workflows: Minicharts Setup Up to 6 independent timeframes Enable/disable each mini chart Optional SMT overlay per timeframe Individual EMA and VWAP toggles per mini chart SMT Configuration Automatic or manual symbol selection Pivot lookback setting Custom colors for high/low comparisons HTF FVG Configuration Enable/disable FVG display Extension mode selection Custom colors for bullish, bearish, and inverted zones Style & Layout Number of candles displayed per mini chart Spacing and positioning Chart size and grid layout Candle colors and background frames Timeframe label visibility Notes This script is designed for visualization purposes only It does not generate trading signals, alerts, or recommendations All calculations are based on historical price data The tool is intended to support chart analysis, not replace independent decision-making
Pine Script® インジケーター
helmans13の投稿
18
Asia Range / DR / KillzoneCombined Session Hub: Asia Range + DR/IDR + Vertical Markers This all-in-one session indicator is designed for intraday traders who prioritize precise visual structure and clean charts. It merges three essential trading tools into a single, high-performance script to help identify key liquidity zones and session expansions. Key Features: Custom Asia Range: Automatically plots a customizable box for the Asia session (19:00-00:00 (UTC-4)). This allows you to track overnight consolidation and potential "Asia Range" breakouts effortlessly. DR/IDR Logic: Full implementation of the Defined Range (DR) and Institutional Defined Range (IDR) levels. Supports both Regular (RDR) and Overnight (ODR) sessions. Features dynamic directional coloring (Up/Down boxes) and automated line extensions. Killzone trading session: Includes ultra-fine, white dotted vertical lines to mark the 10:00 and 13:00 (UTC-4) window. These markers help track afternoon volatility shifts or session transitions without cluttering price action. Fully Customizable: Toggle any session on or off and adjust colors, line styles, and timezones directly from the settings menu.
Pine Script® インジケーター
M4rshall_fx_の投稿
Engulfing Candles with Filters// ============================================================================= // ENGULFING CANDLES WITH FILTERS — Pine Script v6 // ============================================================================= // // WHAT IT DOES // Detects bullish/bearish engulfing patterns with three optional filters: // - ATR body filter : engulfing candle body ≥ bodyMult × ATR // - Prior-body floor : engulfed candle body ≥ priorMult × ATR // - Volume confirmation : volume > volume // Each filter has its own on/off toggle. Disabled = ignored (always passes). // // QUICK SETUP // 1. Paste into TradingView Pine Editor → Save → Add to chart // 2. Open gear icon on indicator legend to toggle filters / adjust parameters // 3. Triangles plot on signals; alertconditions wired for both directions // // DEFAULT SETTINGS // ATR(14), bodyMult 1.0, priorMult 0.3, volume filter ON // Good starting point for 1H–4H on liquid equities/futures/crypto. // On FX: disable volume filter (TV volume = broker tick count, not real flow). // // STRATEGY / BACKTEST MODE // 1. Comment out the indicator(...) line // 2. Uncomment the strategy(...) line // 3. Uncomment the two if/strategy.entry/exit blocks at bottom // 4. Set From/To date inputs; replace placeholder qty/profit/loss values // // FILTER TUNING WORKFLOW // Disable all filters first → baseline signal count. // Enable one at a time to isolate each filter's effect on hit rate. // Don't trust combined-filter results without per-filter attribution. // // CAVEATS // - Engulfing patterns are regime-dependent; stratify results by ADX/RV. // - Strategy block defaults (qty=25000, profit=1000, loss=50) are placeholders. // - No explicit prior-candle color check; priorMult filter is the proxy. // // =============================================================================
Pine Script® インジケーター
Wenwendaddyの投稿
HTF Candle Profile & Dealing RangeBuilt around the concept of HTF candle profiling and dealing ranges. When a new HTF candle opens, the open line gives you an immediate reference point to profile price from. For a bullish candle formation, price typically trades lower first to form its wick before expanding higher and then closing. You are looking to spot the protraction phase (aka wick formation) of the HTF candle you are trading to then align yourself with the body (aka the expansion phase of the candle). The open line is your reference for validating the profile and confirming the candle is behaving as expected. For bearish it is the mirror. Price trades high first to form the wick, then expands lower to create the candle body and then closes. The EQ of the previous candle's dealing range acts as your continuation/invalidation level. In a true expansion, price should not make deep retracements back into the prior range. A breach of EQ questions the move. If price holds and continues, you stay in and target the prior swing high or low along with whatever HTF draws you have mapped beyond that. The dealing range, wick high to wick low of the previous HTF candle, gives you the full boundary of where price came from and what it needs to respect or break to confirm the next move. Auto-detects your chart timeframe. No manual setup needed. Pairings: M1/M15 · M3/M30 · M5/1H · M15/4H · M90/6H · 1H/1D · 4H/1W
Pine Script® インジケーター
nevelstradesの投稿
Shadows & Engulfing PatternsThis is a minimalist, combined price action indicator designed to identify key market reversal points by detecting Long Shadows and Engulfing Patterns. Built for traders who prefer clean charts, it completely removes bulky labels and background colors in favor of micro-triangle icons. 🌟 Key Features Dual Pattern Detection: Combines two of the most reliable candlestick reversal patterns into a single, lightweight script. Smart Trend Filtering: Engulfing patterns utilize a built-in SMA (50/200) trend filter to ensure signals only trigger at the end of established trends, significantly reducing false breakouts. Ultra-Clean Visuals: Uses tiny text-based triangles (▴ and ▾) instead of standard shapes to keep your candlesticks fully visible and clutter-free. 📊 Visual Guide Long Lower Shadow (Bullish): Marked by a White ▴ (Up). Indicates rejection of lower prices and potential support. Long Upper Shadow (Bearish): Marked by a White ▾ (Down). Indicates rejection of higher prices and potential resistance. Bullish Engulfing: Marked by a Green ▴ (Up). Shows strong buying momentum completely overtaking sellers. Bearish Engulfing: Marked by a Red ▾ (Down). Shows strong selling momentum completely overtaking buyers. 这是一个极简风格的裸K反转指标，专门用于捕捉图表上的关键价格行为：长影线（Long Shadows）与吞噬形态（Engulfing Patterns）。该指标专为追求图表整洁的交易者打造，彻底摒弃了笨重的文本标签和背景色，全部采用微型三角图标进行提示。 🌟 核心亮点 双重形态捕捉：将两种最经典的K线反转形态合并在一个轻量级脚本中，为您节省宝贵的指标栏位。 智能趋势过滤：吞噬形态内置了 SMA（50/200）趋势过滤逻辑，确保信号只在明确的趋势末端触发，大幅过滤震荡市中的无效信号。 极致清爽体验：采用微型字符三角（▴ 和 ▾）替代系统默认图形，即使在大幅缩放图表时也绝不会遮挡K线实体。 📊 视觉图例 下长影线 (看涨)： 提示为 白色 ▴ (正三角)。代表价格拒绝下跌，正在测试潜在支撑位。 上长影线 (看跌)： 提示为 白色 ▾ (倒三角)。代表价格拒绝上涨，正在测试潜在阻力位。 看涨吞噬： 提示为 绿色 ▴ (正三角)。代表买盘强劲，多头动能完全反包空头。 看跌吞噬： 提示为 红色 ▾ (倒三角)。代表卖盘强劲，空头动能完全反包多头。
Pine Script® インジケーター
Evelyn_Chengの投稿
Kinetic Hull Matrix [JOAT]Kinetic Hull Matrix Overview Kinetic Hull Matrix is an adaptive trend-following indicator centred on a Hull Moving Average cloud with ATR-proportional envelopes, a custom ADX engine, a 0–100 composite signal scoring system, and a multi-timeframe trend table — all rendered in a layered fill system that visually communicates trend strength and cloud penetration depth simultaneously. Retest signals fire when price touches the cloud boundary from within the trending direction, scored by four independent quality factors. The Hull Moving Average — Why It Matters The Hull Moving Average (HMA) was designed to reduce lag while maintaining smoothness. The calculation uses weighted moving averages at half-length and full-length, doubles the half-length result, subtracts the full-length result (creating a de-lagged series), then applies a final WMA at the square root of the length: WMA(2 * WMA(src, n/2) - WMA(src, n), sqrt(n)) This produces a moving average that reacts significantly faster to price changes than a standard EMA or SMA of the same length, while filtering micro-noise through the final WMA pass. The result is a responsive midline that rarely produces whipsaws in trending markets. ATR-Adaptive Cloud Architecture The HMA midline is expanded into a four-layer cloud using the current ATR: - Inner cloud (upper and lower bands): HullMid ± ATR × CloudMultiplier (default 1.0). This is the primary retest detection zone. - Outer bands: HullMid ± ATR × CloudMultiplier × OuterMultiplier (default 1.618, the golden ratio). These define the statistical extreme of the cloud envelope. The cloud dynamically widens during volatile markets and contracts during compression — naturally adapting to market conditions without manual parameter changes. Four fill layers are rendered between the bands using trend-coloured gradients: bright teal in uptrends, muted red in downtrends, creating an intuitive visual heat map of trend energy. Custom ADX Engine Rather than relying on the built-in ta.dmi(), Kinetic Hull Matrix implements its own ADX from first principles: 1. Positive directional movement (plusDM) = max(high - high , 0) when high-to-high exceeds low-to-low 2. Negative directional movement (minusDM) = max(low - low, 0) when low-to-low exceeds high-to-high 3. Both are smoothed via ta.rma() over the ADX length, then divided by the RMA of true range to produce +DI and -DI 4. The directional index DX = abs(+DI - -DI) / (+DI + -DI) * 100, finally smoothed via ta.rma() to produce ADX This gives a transparent, auditable ADX implementation. Values above 25 indicate a trending regime; below 25 indicates ranging conditions. The dashboard and scoring system both use this value. Composite Signal Score (0–100) A retest signal qualifies only when close price enters the inner cloud (touches upper cloud from above in a downtrend or lower cloud from below in an uptrend) while the candle closes back in the trend direction. The resulting signal is then scored: - Proximity score (up to 50): How deeply price penetrated into the cloud. Deeper retests score higher. - Volume score (up to 25): Current volume relative to its 20-bar SMA. Higher participation scores higher. - RSI score (up to 15): RSI directional headroom — long signals score better when RSI has room below 55, short signals when RSI has room above 45. - ADX score (up to 10): Raw ADX value × 0.4, capped at 10. Strong trends produce higher-quality retests. Only signals meeting the configurable minimum score threshold (default 40) are displayed. S/R Line Stamping Each confirmed retest signal stamps a horizontal dotted line at the close price, extending 60 bars forward. These lines serve as dynamic support (for bull retests) and resistance (for bear retests). Lines are automatically invalidated and deleted if price closes through them by more than 0.5 ATR — the indicator only keeps lines that have not been structurally broken. Multi-Timeframe Trend Table (Top Right) Five user-configurable timeframes are assessed using the same dual-EMA logic (fast = HullLen/2, slow = HullLen). Each cell displays BULL or BEAR in the trend's colour. A "X/5 Bull" counter at the bottom summarises alignment. The table also shows current ADX value, RSI, and number of active S/R lines. Inputs Reference Hull Cloud - Hull MA Length (21) — primary HMA period - ATR Length (14) — period for ATR cloud width - Cloud Width (1.0 ATR) — inner cloud half-width multiplier - Outer Band Mult (1.618) — outer band golden-ratio expansion - ADX Length (14) — custom ADX smoothing period - Volume SMA Length (20) — reference for volume scoring - RSI Length (14) Retest Detection - Min Signal Score (40) — minimum composite score to display signal - Max S/R Lines (8) — maximum simultaneous S/R lines on chart - S/R Break Buffer (0.5 ATR) — tolerance before a line is considered broken - Show Score Label / Show S/R Lines MTF Dashboard - Show MTF Trend Table - TF 1–5 — five independently configurable timeframes Visual - Theme: Dark, Light, Auto How to Use 1. Apply to a liquid trending instrument. Allow warmup (roughly 3× Hull Length bars). 2. Identify the trend from cloud colour: teal fills = uptrend, red fills = downtrend. 3. Wait for price to dip into the inner cloud during an uptrend (or spike into it during a downtrend) and close back in the trend direction. 4. Check the score label — prefer grade 55+ (B or higher). Crosscheck with the MTF table: 4+ of 5 timeframes aligned significantly improves reliability. 5. The stamped S/R line from the retest level serves as a reference for re-entry if price pulls back again. Non-Repainting Design All retest signals are gated by barstate.isconfirmed. MTF data uses lookahead_off. S/R line management runs only on confirmed bars. No visual element shifts position after the bar closes. Limitations - In ranging, choppy markets, the cloud direction changes frequently and retest signals may have low predictive value. The ADX score component partially mitigates this, but consider increasing the minimum score threshold in low-trend environments. - S/R lines accumulate during active trend periods. The max line count setting prevents chart clutter. - MTF trend data requires request.security() calls per timeframe. On lower timeframes with very high bar counts, this may slightly affect indicator load time. Disclaimer This indicator is for educational and informational purposes only. No signal scoring system guarantees future performance. Always use proper risk management and conduct independent analysis before trading. Made with passion by officialjackofalltrades
Pine Script® インジケーター
officialjackofalltradesの投稿
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