Range Breakout by AVRange Compression Breakout
Volatility compression and expansion system
Range Compression Breakout automatically detects periods of low-volatility consolidation, draws and maintains the range in real time, and signals when price transitions into expansion.
How it works
Compression is measured relative to the market's own recent behavior rather than a fixed price distance. In Adaptive Percentile mode, a range qualifies when its high-low span sits among the quietest percentile of its recent history — so the same settings work across futures, FX, crypto, and equities without retuning. ATR Multiple mode is also available for a fixed volatility-based threshold.
Once a range is detected, the box is dynamic. While price stays contained, the box expands to absorb new highs and lows, capturing the full churn of the consolidation instead of resetting on every probe.
Signals
Break — price closes decisively beyond the boundary plus a buffer, with optional multi-bar confirmation and an optional volume-spike filter.
Wick Long / Wick Short — a failed probe outside the range that closes back inside on a long wick, confirmed by the following bar, indicating mean reversion toward the midline.
A cooldown period after each break prevents the box from immediately reforming on the expansion move.
Settings
Four preset profiles — Tight Ranges for low-timeframe scalping, Normal Ranges for intraday, Swing Trading for multi-day consolidations, and Options Selling for extended sideways chop — each configuring lookback, tightness, minimum bars, confirmation, and cooldown. Custom mode exposes all parameters. Box fill, borders, midline, and signal colors are fully adjustable, and each signal type toggles independently.
Alerts
Range Detected, Range Breakout, Breakout with Volume Confirmation, and Range Reversal.
Notes
Volume confirmation should be left off on spot FX and other symbols reporting tick-based volume. Diagnostic values including the range-to-ATR ratio and compression state are available in the Data Window for calibration. インジケーター
FVG IFVG SMT Sweep Engine by Ticker TradingFair value gaps, their inversions, and SMT divergence against a correlated symbol, built to one specification instead of to the conventions that circulate in open Pine scripts. Where the two disagree, this follows the specification, and every disagreement is listed below.
FAIR VALUE GAPS
A gap is the three-candle pattern: candle 1 and candle 3 fail to overlap, candle 2 spans the space between. The zone runs from candle 3's high to candle 1's low on a bearish gap, and the reverse on a bullish one. The boundary that matters later is candle 1's low, or its high on a bullish gap.
You define mitigation: a wick into the zone, a touch of the midline (consequent encroachment), or a close past the far edge. Mitigated gaps then fade, delete, or stay put. Bullish and bearish gaps live in separate buckets, so "keep the last 10" means ten of each, whatever order they printed in. Gaps can also be pulled from a higher timeframe onto a lower-timeframe chart, and mitigation is still judged on the chart's own closes.
INVERTED FVG
When price closes through a gap's boundary the gap flips polarity. A bearish gap becomes support; a bullish gap becomes resistance. A close, never a wick. That is the only structural filter here, and it is why a chart in a strong rally turns green: every bearish gap gets closed through and recolours. An IFVG dies when price closes back through it, or wicks back through, your choice.
SMT DIVERGENCE
This is where the script diverges most from what is already published. Most SMT scripts run ta.pivothigh() on both symbols and need the two pivots to confirm on the same bar. When they land a bar apart, which is often, nothing prints and nothing tells you a comparison was skipped.
This one asks whether each symbol took out its own reference level. Bar timing never has to line up. Four level sources are available and can run together:
prev: the previous candle's high or low. Highest frequency by a wide margin, and the first source to switch off if the chart gets busy.
rec: the extreme of the last N closed bars.
piv: the last confirmed swing pivot. The structural read, and behind by the right-bar count by construction.
sess: the session high or low, on a clock you pick.
Four filters sit on top.
Penetration and miss distance. The sweeper has to clear its level by a set number of ticks, and the partner has to fall short of its own by a set number. The second one does the real work. If the partner missed by half a tick, both instruments did the same thing, and calling that a divergence is a lie. Public scripts test the partner with a bare inequality.
Two-candle filter. When the sweep lands on the bar immediately after the bar that set the level, one candle of disagreement is not yet a narrative, so the divergence is marked pending. A later bar has to trade back to the sweep bar's extreme or the setup dies. A three-plus candle gap confirms on the spot. Pending divergences draw dotted and go solid the moment they confirm, so you can watch one build.
Both-swept neutralisation. If the partner takes out its own level too, inside a window you set, the divergence was never real and the marker is removed.
Stale-partner guard. request.security carries the last known value forward when the partner has no bar at a given timestamp. A carried-forward high can never exceed its own level, so the partner reads as "did not sweep" and a divergence gets invented out of a data hole. This compares the partner's bar time against the chart bar's and skips the bar when they disagree.
REPAINTING
Detection on bar close is the default, and nothing repaints. Reference levels advance on closed bars only, and each bar is tested against the level as it stood before that bar ran. History therefore shows what you would have seen live. Live intrabar detection is there if you want it, and it marks a sweep the moment a wick takes the level. Those markers can appear and vanish as bars reverse.
SETUP
Point the comparison input at the correlated partner and never at the chart symbol. MNQ against MES, NQ against ES, US100 against US500. Use a real-time feed. A delayed partner is stale on the newest bars, and every divergence there is fiction.
Five alerts: bullish FVG, bearish FVG, IFVG inversion, bullish SMT, bearish SMT.
Open source. The reasoning behind each rule is in the header comments. インジケーター
Virgin CPR Zones (Open Source) D / W / M / YVirgin CPR Zones — D / W / M / Y
OVERVIEW
This indicator plots the Central Pivot Range (CPR) for four timeframes — Daily, Weekly,
Monthly and Yearly — and automatically marks the "virgin" ones as extending zones on the
chart.
A CPR is called virgin when price never traded inside it during the period it belonged to.
Because that range was never tested while it was active, many traders treat it as an
untouched area of interest that price may react to when it eventually returns.
WHAT IT DRAWS
1. CPR lines for each enabled timeframe:
- TC (Top Central) = 2 × Pivot − BC
- Pivot = (High + Low + Close) / 3
- BC (Bottom Central) = (High + Low) / 2
The CPR is latched at the first bar of each new period using the previous period's
completed HLC, so the levels never repaint or shift mid-period.
2. Virgin CPR zones: when a period closes without price having traded into its own CPR,
a box is drawn between TC and BC and extended forward bar by bar. The zone stops
extending the moment price trades into it, leaving a permanent record of where and
when it was consumed.
HOW IT WORKS
Each timeframe runs through its own self-contained state machine, so the Daily, Weekly,
Monthly and Yearly logic never share arrays, latches or touch flags with one another.
Higher-timeframe data is requested with lookahead disabled and gaps off, so nothing is
known before it would have been known in real time.
The touch test is reset at the start of each new period before the current bar is
evaluated, which means the very first candle of a period can register as a touch. A CPR
is only promoted to a virgin zone after its own period has closed untouched, so zones
appear at the period boundary rather than intrabar.
Each timeframe only draws if the chart timeframe is equal to or lower than the CPR
timeframe. For example, Weekly zones will not appear on a Monthly chart.
INPUTS
- General: toggle the D / W / M / Y text tags on each zone.
- Per timeframe (Daily, Weekly, Monthly, Yearly):
- Show CPR lines on/off
- Show virgin CPR zones on/off
- Maximum number of zones to keep (oldest is deleted first)
- Colour
Defaults: Daily and Weekly lines are on, Monthly and Yearly lines are off to keep the
chart clean, while zones are enabled for all four.
HOW TO USE IT
Untested zones from a higher timeframe tend to carry more weight than lower ones, so a
virgin Monthly or Yearly CPR is generally treated as more significant than a virgin
Daily. Common uses are watching for a reaction on the first tag of a zone, or using the
zone edges (TC and BC) as reference levels for entries, targets and invalidation.
This is a levels and context tool. It does not generate buy or sell signals and should be
combined with your own structure, trend and risk management rules.
NOTES
- Zones are capped per timeframe to stay within drawing object limits. Increase the
"Max zones" input if you want more history, reduce it if the chart feels crowded.
- Because CPR is built from the previous period's completed data, the levels for the
current period are fixed from its first bar onward.
Author: Vishwajeeth J K インジケーター
One Minute Algo Run Enhanced v6 sunny1. OMAR Enhanced v6
Welcome to the beginner training for OMAR Enhanced version six. This indicator organizes opening-range information, directional context, market levels, volume profile, trade plans, and alerts. It is a decision-support tool, not a promise of profit. Use replay or simulation first, define your maximum daily loss, and never take a trade only because a label appears.
2. Learning goals
By the end of this lesson, you should be able to read the opening range, distinguish fixed levels from developing levels, understand long, short, and no-trade conditions, and interpret the complete entry, stop, and target plan. You will also learn what the journal records and what the adaptive filter can and cannot do.
3. Indicator map
The indicator has four layers. Context explains the market environment. Levels show prices that may attract, reject, or accelerate price. Signals appear only when the entry rules are satisfied. Management tracks target one, target two, stop, and breakeven. Read the layers in this order so that a single signal is never separated from its context.
4. Chart orientation
On the chart, trade labels stay close to the breakout candle, while key-level labels sit farther to the right. Horizontal lines remain anchored to their actual prices, so zooming or scrolling does not change the level. Developing labels can move while their calculation window is open. Use the display settings to reduce label size, distance, color intensity, and transparency.
5. Opening range
The default New York opening range measures from nine thirty to ten oh five Eastern time. On a one-minute chart, the first completed bar can lock the range at nine thirty-one when that option is enabled. The high, midpoint, and low become reference prices. The normal trade window runs from nine thirty-one to four p.m. Eastern.
6. Target ladder
The entry is the breakout candle close. The default stop is the opening-range midpoint. The distance from entry to stop is one unit of risk, called one R. Target one is one R from entry, and target two is two R. A wider stop creates wider targets, so position size must be chosen separately to keep account risk controlled.
7. Opening bias
Opening bias is a frozen context check. Completed fifteen-minute and sixty-minute bars compare the nine and twenty-one exponential moving averages. Price at range lock must also agree with the opening VWAP side. When all three agree, the result is long or short. If alignment is incomplete, the indicator says wait. Bias narrows the preferred direction but does not create an entry by itself.
8. Live outlook
The live outlook updates as conditions change. It counts six directional votes: fifteen-minute trend, sixty-minute trend, VWAP side, position relative to the range midpoint, directional movement, and whether price is expanding outside the range. Scores of plus three or more show long, minus three or less show short, and the middle is neutral. This is context, not an entry alert.
9. Range state
Range state describes what price has done relative to the opening range. Building means the range is still forming. Inside range means price remains between the high and low. Expanding up or down requires a close outside the range, not only a wick. Back inside identifies a failed expansion. Both sides means the session closed beyond both boundaries at different times.
10. Fixed and developing levels
A fixed level stops changing after its measurement is complete. Examples include the prior-day high, low, and close, completed session ranges, locked initial balance, and confirmed pivots. A developing level can still move, such as the current regular-hours high or weekly profile. The word D E V on the chart warns you that the calculation has not finished.
11. Asia and London ranges
The default Asia session runs from six p.m. to midnight Eastern, and London runs from two to five a.m. These overnight highs and lows give context before New York opens. A sweep can reject and reverse, or it can accept and continue. Treat each boundary as a reaction area, then look for alignment with bias, structure, and an actual entry signal.
12. Asia opening range
The first fifteen minutes after the six p.m. futures open create a compact Asia opening range. It begins at six and becomes fixed at six fifteen. The high, midpoint, and low can help judge overnight acceptance and later retests. Use it together with the broader Asia high and low; the line alone is not a reason to enter.
13. Initial balance
Initial balance measures the first regular-hours hour, from nine thirty to ten thirty. After it completes, the indicator can project half-range and full-range expansions above and below. These are continuation and stretch references. They may also become reaction zones. Always check whether another opposing level sits before the projected expansion target.
14. Confirmed pivots
One-hour and four-hour pivots add higher-timeframe structure. With the default strength of three, a pivot needs three completed bars on each side, so confirmation arrives after the turning bar. This delay prevents the script from using future information. A confirmed pivot is possible support or resistance, but it does not guarantee that price will reverse there.
15. POC, VAH, and VAL
Volume profile estimates where trading activity occurred during a measured period. P O C is the price row with the most calculated volume. V A H and V A L are the top and bottom of the seventy-percent value area. Current regular-hours and weekly profiles develop until their periods finish. Watch for acceptance, rejection, and confluence; never assume the level must hold.
16. Naked weekly levels
At each completed week, the indicator stores weekly P O C, V A H, and V A L. If price has not traded through one of those levels, it remains naked and extends to the right as a possible future magnet or reaction area. When price touches it, the level becomes inactive. The default history is eight prior weeks, and no naked level is guaranteed to be reached today.
17. Why profile values differ
Two volume-profile indicators can show different values without either being broken. Differences may come from session hours, number of price rows, volume allocation method, lower-timeframe precision, contract symbol, continuous-contract adjustment, or whether the profile is still developing. For a fair comparison, match symbol, session, row count, value-area percentage, and data precision first.
18. Choppy and no trade
The indicator blocks entries when market quality falls below its rules. Common reasons are an opening range below ten points, A D X below eighteen, price balancing close to the developing daily P O C, or a breakout candle whose body is less than thirty-five percent of its full range. No trade is a valid signal and should remain until the blocking condition clears.
19. Signal gate
A long or short alert requires every enabled condition to be true on the breakout bar. The opening range must be locked, the time must be inside the trade window, no choppy block can be active, the candle body must be strong enough, and optional bias must agree. Finally, the close must cross the proper range boundary and the daily signal-frequency rule must permit it.
20. Entry, stop, and targets
For either direction, the alert provides a complete plan: entry at the breakout close, stop at the opening-range midpoint, and target one and target two from the risk distance. After target one, the journal protects the remaining simulated position at the original entry and records breakeven if price returns. Actual order size, fills, slippage, and partial exits remain the trader's responsibility.
21. Alerts and display controls
To receive the full dynamic message in TradingView, create an alert using Any alert function call. That message includes direction, symbol, entry, stop, both targets, opening bias, and range state. Display settings let you hide level groups and adjust trade-label size, key-level distance, naked-level distance, font appearance, text color, transparency, and full-width horizontal lines.
22. Journal and adaptive filter
The journal records trade count, target-one and target-two results, stops, breakevens, monthly totals, and recent target-one success. With fewer than ten results, the filter is learning only. Below fifty-five percent, it tightens quality rules, and below forty-five percent it tightens them further. This is rule adjustment, not machine learning. Pine does not rewrite itself or preserve unlimited learning after reloads.
23. Beginner daily workflow
Before regular hours, mark overnight ranges, prior-day levels, pivots, and naked profile levels. At nine thirty, let the range form. After lock, read bias, live outlook, range state, and any no-trade condition. At a breakout, require the alert and check room to the next opposing level. Manage the planned stop and targets. After the session, review in replay and change only one setting at a time. Education only; futures can produce losses quickly.
Gurpreet Sappal インジケーター
ATK/DEF Temporal Dual-Axis Market Engine# ATK / DEF — Temporal Dual-Axis Market Engine
ATK / DEF — Temporal Dual-Axis Market Engine is a multi-layer market analysis framework that dynamically combines multiple timeframes with three major market sessions: Asia, Europe, and America.
The framework processes higher, middle, and lower timeframe data together with session-based calculations to organize market conditions across different temporal layers.
## Core Framework
* HTF / MTF / LTF multi-timeframe structure
* Monthly / Weekly / Daily / 4-Hour / 1-Hour data
* Asia / Europe / America session framework
* Dynamic session-based calculations
* Price-layer classification
* Liquidity and volume-based conditions
* Direction and momentum states
* Drive and breakout conditions
* Market structure and swing levels
* Fibonacci-based retracement levels
* POC reference and price deviation
* Support / resistance reference levels
* Multi-layer analytical dashboards
## Temporal Analysis
The engine combines timeframe structure and session structure into a unified analytical view.
Each layer provides calculated information related to:
Price Position · Liquidity · Direction · Momentum · Drive · Breakout · Structure · Retracement · POC · Deviation
The dashboard organizes these calculated conditions so different timeframe and session states can be observed together.
## POC & Deviation
The framework includes a calculated POC reference based on the selected price rang, together with price deviation from the POC.
These values provide additional reference points for observing price concentration and distance within the calculated range.
## Market Structure
Swing High / Low calculations provide dynamic structural reference levels, including calculated support and resistance areas.
The framework also incorporates Fibonacci-based retracement classification to describe the current position within the calculated price range.
## Analytical Framework
ATK / DEF is designed as an observation and analysis framework rather than a system.
The displayed values are calculated from market data, timeframe conditions, session ranges, volume relationships, price movement, swing structure, retracement levels, POC, and deviation.
The dashboard is intended to provide customizable analytical references across different market layers. Interpretation remains dependent on the use own market analysis and decision-making process.
This indicator does nt provide , recommendations, or rik raos.
Market observation and analysis only.
インジケーター
インジケーター
ICT Liquidity HunterICT Liquidity Hunter
OVERVIEW
ICT Liquidity Hunter is not another "trade the CHoCH" indicator. It is built on the same Inner Circle Trader (ICT) / Smart Money Concepts structure that most ICT traders use to enter a trade, but it uses that structure for the opposite purpose: to locate where those traders end up placing their stop-loss orders, so that level can be marked as a probable liquidity target instead of an entry signal.
CONCEPT
The vast majority of retail ICT traders execute the same textbook sequence: wait for a Change of Character (CHoCH), wait for price to return to the Order Block (OB) or Fair Value Gap (FVG) left behind by that break, and enter when price shows a clean, obvious rejection at that zone. Because this sequence is taught everywhere and followed by a huge number of traders in exactly the same way, the stop-loss orders from all those entries cluster tightly just beyond the extreme of that rejection candle - a very predictable, crowded pool of resting liquidity.
This script does not stop at marking the OB/FVG zone the way a conventional ICT indicator would. It goes one step further: it waits for the same rejection the crowd is trading, then marks the exact high or low left by that rejection candle as a "Liquidity Level" - the level where the stops of everyone who just entered on that textbook retest are most likely resting. That level, not the zone itself, is the actual point of interest: it is a probable target for a subsequent liquidity run/stop hunt, either before price resumes in the "expected" direction or as the setup for a reversal against the crowd that just entered.
In short: conventional ICT tools show you where to copy the crowd's entry. This one shows you where the crowd's stops are sitting once they've already entered - so you can plan around that liquidity instead of trading the same obvious retest everyone else is watching.
WHAT IT'S MADE OF
1. Market structure / CHoCH
The script builds an alternating (zig-zag) sequence of swing highs and lows from pivot points, filtered by a minimum size (in ATR) so minor internal noise doesn't count as real structure. A CHoCH is flagged the first time price closes back through the currently active opposite swing level since the trend last flipped - the same first break of structure a traditional ICT trader would use as their starting signal.
2. Order Blocks and Fair Value Gaps
Once a CHoCH fires, the script looks back over a configurable number of bars for:
- Order Block: the last candle of the opposite color before the impulse that caused the break.
- Fair Value Gap: a 3-candle imbalance (a gap between candle 1 and candle 3) formed during that same impulse.
Both are drawn as shaded zones - above the breakout candle for a bearish CHoCH, below it for a bullish CHoCH - exactly where a conventional ICT trader would be watching for their own entry. Only a small number of zones are kept on the chart at once, and each one expires automatically if price never returns to it within a set number of bars.
3. Rejection detection
When price returns and touches an active OB/FVG zone, the script checks the candle that touches it (or the one immediately after) for a strong, obvious rejection: a candle whose range is a multiple of the recent average range, closing decisively away from the zone - the exact kind of clean reaction that convinces the crowd to enter and place stops just beyond it.
4. Liquidity Level
A valid rejection prints a solid horizontal line - the Liquidity Level - starting at the exact high (bearish rejection) or low (bullish rejection) of that candle, extending forward in time. This is not the entry the crowd took; it is the resting-stop level just beyond it, and therefore the level most likely to get run before or instead of continuation in the "obvious" direction. Liquidity lines expire automatically after a set number of bars if price never reaches them.
5. Alerts
Two alert conditions are built in: one for a bullish rejection (liquidity marked below) and one for a bearish rejection (liquidity marked above), so alerts can be set directly from the TradingView alert dialog the moment a new Liquidity Level appears.
HOW TO USE IT
- Structure group: controls how strict the swing/CHoCH detection is (pivot lookback, minimum swing size in ATR) and how long an OB/FVG zone stays valid before it expires unused.
- Order Block / FVG group: toggle Order Blocks and/or FVGs independently, set how far back to search for them after a CHoCH, and optionally require a minimum FVG size.
- Rejection candle group: controls what counts as a "strong" rejection candle (size relative to average range, how close the close must be to the extreme of the candle) and how many liquidity lines/zones stay visible at once.
- Style group: colors for bullish/bearish OB, FVG and liquidity lines, and an optional display of the raw swing pivot points.
A typical read: let the CHoCH and the OB/FVG zone form exactly as a conventional ICT trader would expect. Once a rejection candle prints and a "Liquidity Level" line appears, treat that line - not the zone - as the point of interest: the resting liquidity from everyone who just entered on the retest. Whether you plan a position through that level, tighten risk ahead of it, or simply use it as a warning that the "obvious" move may get run first, always combine it with your own higher-timeframe context, confirmation and risk management.
NOTES
This is an educational tool for visualizing where ICT-style retest liquidity is likely to build up, based on standard market structure, order blocks and FVGs. It does not constitute financial advice and does not guarantee any outcome. Like any structure-based tool, back-test it on the instrument and timeframe you intend to trade before using it live. インジケーター
Daybreak Strategy [Achira Meegasthanne]Daybreak Strategy
Daybreak Strategy is an Opening Range Breakout (ORB) strategy designed to capture potential directional moves based on the high and low of the 9:00 opening candle on the 1-hour timeframe.
The strategy places breakout stop orders above and below the opening range, with the entry distance dynamically adjusted using ATR and the selected Sensitivity.
🔹 KEY FEATURES
⏱️ 1-HOUR TIMEFRAME
The strategy is specifically designed to operate on the 1-hour timeframe .
The opening range is taken from the 9:00 candle, making the 1H timeframe important for the intended ORB calculation.
📊 OPENING RANGE BREAKOUT
The strategy records:
• Opening Range High
• Opening Range Low
• Opening Range Range
• Opening Range Midpoint
These levels are displayed in the on-chart dashboard and used to establish potential breakout entries.
🟢 LONG BREAKOUT
A Long stop order is placed above the Opening Range High.
The entry level is calculated using:
Opening Range High + ATR × Sensitivity
This allows the breakout distance to adapt to current market volatility.
🔴 SHORT BREAKOUT
A Short stop order is placed below the Opening Range Low.
The entry level is calculated using:
Opening Range Low − ATR × Sensitivity
This provides a volatility-adjusted downside breakout level.
⚙️ CUSTOMIZABLE SETTINGS
The strategy provides several user-controlled settings:
• Sensitivity
• Take Profit
• Stop Loss
• Up Color
• Down Color
• Dashboard
• Dashboard Size
• Dashboard Color
The default Sensitivity is 0.5 .
🎯 TAKE PROFIT & STOP LOSS
Each Long and Short entry uses predefined Take Profit and Stop Loss values.
Default settings:
• Take Profit = 40 ticks
• Stop Loss = 25 ticks
These values can be adjusted according to the user's preferred testing configuration.
📈 ATR-BASED ENTRY
The strategy uses a 14-period ATR to dynamically calculate the distance between the opening range and the breakout entry level.
This allows the entry distance to respond to changing market volatility.
🌅 DAILY OPENING RANGE
The opening range is reset at the beginning of each new trading day.
The 9:00 candle high and low are captured once per day and used as the day's Opening Range levels.
🔄 ONE-TIME ORDER PLACEMENT
The strategy places the Long and Short breakout orders only once after the Opening Range has been established.
This prevents repeated placement of the same breakout orders during the session.
⏰ END-OF-DAY ORDER CANCELLATION
Untriggered Long and Short stop orders are cancelled during the defined end-of-session period around 21:30–22:00 .
This prevents remaining breakout orders from continuing indefinitely after the intended trading session.
📍 VISUAL BREAKOUT LEVELS
The Opening Range High and Opening Range Low are plotted on the chart as step-style levels.
• Buy Stop level = Opening Range High
• Sell Stop level = Opening Range Low
These levels make the daily breakout structure easy to identify visually.
📋 TRADING DASHBOARD
The strategy includes an on-chart dashboard displaying important Opening Range information.
The dashboard can show:
• Current Bias
• Opening Range High
• Opening Range Low
• Opening Range Range
• Opening Range Mid
The dashboard also displays a message when the strategy is not being used on the 1-hour timeframe.
🧭 MARKET BIAS
The strategy determines a directional bias from the 9:00 opening candle.
The dashboard displays either:
Long
or
Short
based on the opening candle's relationship between its Close and Open.
📊 PERFORMANCE STATISTICS
The strategy includes a statistics dashboard containing:
• Total Trades
• Win Rate
• Starting Capital
• Ending Capital
• Average Win
• Average Loss
• Profit Factor
• Max Runup
• Return
• Max Drawdown
These statistics provide a quick overview of the strategy's historical backtest performance.
💰 PROFIT & LOSS ANALYSIS
The performance section uses the strategy's calculated trading results to display:
• Net Profit
• Gross Profit
• Gross Loss
• Winning Trades
• Losing Trades
• Return Percentage
• Profit Factor
This allows users to evaluate the historical performance directly from the chart.
🧠 HOW IT WORKS
1. Detect New Trading Day
The strategy resets the Opening Range variables at the beginning of each new day.
2. Capture the 9:00 Candle
The high and low of the 9:00 candle are recorded as the day's Opening Range High and Opening Range Low.
3. Calculate ATR
A 14-period ATR is used to measure current market volatility.
4. Calculate Breakout Levels
Long and Short stop orders are positioned around the Opening Range using ATR multiplied by Sensitivity.
5. Wait for Breakout
A Long position can be triggered when price reaches the upper breakout level.
A Short position can be triggered when price reaches the lower breakout level.
6. Apply Risk Management
Take Profit and Stop Loss values are applied to the corresponding position.
7. Cancel Remaining Orders
Untriggered breakout orders are cancelled during the defined end-of-day session.
8. Display Performance
The dashboard provides Opening Range information and historical strategy statistics.
📌 CORE CONCEPT
9:00 Opening Range → ATR Adjustment → Breakout Stop Orders → Take Profit / Stop Loss → End-of-Day Management
⚠️ IMPORTANT DISCLAIMER
This strategy is provided for market analysis, backtesting, and educational purposes .
Historical strategy performance does not guarantee future results.
Backtest statistics such as Win Rate, Profit Factor, Return, and Max Drawdown can vary significantly depending on the market, timeframe, trading session, and selected inputs.
Always perform your own analysis, apply proper risk management, and thoroughly test the strategy before using it with real capital.
Capture the opening range. Wait for the breakout. Let volatility define the entry.
ストラテジー
Weighted Adaptive Moving Average [Achira Meegasthanne]Weighted Adaptive Moving Average
Weighted Adaptive Moving Average is an adaptive trend-following indicator designed to adjust its responsiveness according to market movement and price efficiency.
The indicator combines an Efficiency Ratio, adaptive moving average calculation, dynamic price deviation, ATR-based trend analysis, and bullish/bearish flow detection to create a responsive trend line and visual market direction.
🔹 KEY FEATURES
📈 ADAPTIVE MOVING AVERAGE
The indicator uses an adaptive moving average that dynamically changes its behavior according to the relationship between price movement and total price movement over the selected length.
When price movement is more directional, the moving average can respond more efficiently to changes in price.
⚙️ CUSTOMIZABLE SETTINGS
The indicator provides the following settings:
• Sensitivity
• Length
• Source
The default Length is 14 , while the default Sensitivity is 2.5 .
📊 EFFICIENCY RATIO
The adaptive calculation uses an Efficiency Ratio based on:
• Net price change over the selected length
• Sum of absolute price changes over the same period
This allows the moving average to adapt according to the efficiency of current price movement.
🎯 DYNAMIC PRICE ADJUSTMENT
The indicator calculates a dynamic deviation using cumulative price movement and the selected Sensitivity.
This adjustment allows the adaptive moving average to respond to significant price movement while filtering smaller price fluctuations.
📈 ADAPTIVE TREND LINE
The main moving average is displayed as a step-style trend line.
Its color changes according to the detected trend condition:
• Bullish
• Bearish
• Flat
This provides a simple visual representation of the current adaptive trend.
🟢 BULLISH FLOW
Bullish Flow becomes active when the adaptive moving average is rising.
When Bullish Flow is active:
• The trend area uses the bullish color
• Price bars are colored bullish
• The indicator can generate a bullish transition label
🔴 BEARISH FLOW
Bullish Flow becomes inactive when the adaptive moving average is falling.
When Bearish Flow is active:
• The trend area uses the bearish color
• Price bars are colored bearish
• The indicator can generate a bearish transition label
📐 ATR-BASED TREND ANALYSIS
The indicator uses a 14-period ATR to measure price movement and normalize the slope of the adaptive moving average.
The relationship between the moving average slope and ATR is used to determine whether the market is showing stronger directional movement or a flatter condition.
📊 TREND CONDITIONS
The indicator classifies the adaptive moving average into three conditions:
UP
The adaptive moving average is moving strongly in the upward direction according to the configured trend threshold.
DOWN
The adaptive moving average is moving strongly in the downward direction according to the configured trend threshold.
FLAT
The adaptive moving average does not meet the required upward or downward threshold.
🎨 DYNAMIC TREND AREA
The indicator creates an upper and lower adaptive band around the main moving average.
The area between these bands is filled according to the current Bullish Flow:
• Bullish Flow = Bullish shaded area
• Bearish Flow = Bearish shaded area
This provides a visual representation of the current market flow.
🕯️ BAR COLORING
Chart candles are automatically colored according to the current Bullish Flow.
• Bullish Flow = Bullish candle color
• Bearish Flow = Bearish candle color
This makes the prevailing market direction easy to identify at a glance.
🎯 TREND TRANSITION LABELS
The indicator creates labels when Bullish Flow changes direction.
BUY TRANSITION
A bullish transition occurs when Bullish Flow changes from bearish to bullish.
The indicator displays a label below the candle containing the current low value.
SELL TRANSITION
A bearish transition occurs when Bullish Flow changes from bullish to bearish.
The indicator displays a label above the candle containing the current high value.
🧠 HOW IT WORKS
1. Calculate Price Efficiency
The indicator measures net price movement relative to total absolute price movement.
2. Calculate Adaptive Average
The Efficiency Ratio is used to create an adaptive moving average.
3. Apply Dynamic Deviation
A sensitivity-based deviation is calculated from cumulative price movement.
4. Adjust the Moving Average
The adaptive calculation incorporates the dynamic deviation to make the moving average responsive to significant price movement.
5. Analyze Moving Average Slope
The indicator compares the current adaptive moving average with its previous value.
6. Apply ATR Normalization
The moving average movement is evaluated relative to ATR to determine the current trend condition.
7. Determine Bullish or Bearish Flow
The direction of the adaptive moving average determines the current Bullish Flow state.
8. Display the Trend
The indicator visualizes the trend using the adaptive line, shaded area, bar colors, and transition labels.
📌 CORE CONCEPT
Price Efficiency → Adaptive Moving Average → Dynamic Deviation → ATR Trend Analysis → Bullish/Bearish Flow → Visual Trend Confirmation
⚠️ IMPORTANT DISCLAIMER
This indicator is designed for market analysis and educational purposes .
The adaptive moving average, trend conditions, Bullish Flow, Bearish Flow, and transition labels should not be considered guaranteed buy or sell signals.
Moving averages are reactive tools and market conditions can change quickly.
Always perform your own analysis, use proper risk management, and thoroughly test the indicator before using it with real capital.
Adapt to the market. Follow the flow. Understand the trend.
インジケーター
KAMA H KAMA H is the companion pane for KAMA Regime. It carries the identical decision logic as the overlay version and re-draws it as an oscillator, so you can see what the engine sees: how far price has stretched from its adaptive anchor, and exactly where the signal thresholds sit.
The main histogram is the distance between price and the adaptive average, measured in units of typical bar range: gold above the line, blue below, brighter while the stretch is expanding and dimmer while it contracts. A smoothed signal line rides on top. Dotted lines mark the dead zone and the two learned stretch bands in the same distance units, so a signal is always visible as the histogram reaching a line. An efficiency shading along the bottom shows when the tape is traveling cleanly versus chopping, and a small status card summarizes the current regime, distance, efficiency, band position, and momentum at a glance.
To use it as intended, load it in a pane beneath KAMA Regime with both left at default settings; the triangles in the pane will line up bar for bar with the markers on the price chart. If you change a setting on one, make the same change on the other and they stay in step. On its own, the pane also works as a general stretched-or-not oscillator for any symbol.
All the overlay's optional filters are present here with the same defaults, and every internal reading is exported to the data window for anyone who wants to study the components. Background regime tinting is available in settings and ships off.
Research and educational use only; not financial advice. No prediction is made or implied. インジケーター
MYND Risk-Based Position Size Calculator [v1.5]MYND Risk-Based Position Size Calculator
A standalone position-sizing calculator with 3 selectable risk philosophies - Fixed % Risk, Van Tharp R-Multiple/Expectancy, and Kelly Criterion - plus an optional Break-Even Trigger, a 3-tier Partial Profit-Taking Ladder, a Losing-Streak Survivability estimate, a Risk:Reward Ratio readout, live milestone status tags, a live P&L row, and a ladder allocation check.
WHAT IT DOES
Answers "given my account, my entry, my stop, and my chosen risk philosophy, how many shares/contracts should I actually put on" - a calculator, not another chart signal.
HOW IT WORKS
Fixed % Risk is the industry-standard baseline: position size = (Account Equity x Risk%) / Stop Distance. Van Tharp R-Multiple/Expectancy uses the same math but gates it on a positive Expectancy first, computed from your own supplied Win Rate / Average Win (R) / Average Loss (R) via Van Tharp's textbook formula. Kelly Criterion computes a dynamic risk% from your supplied Win Rate and Win/Loss Ratio using the classic f* = p - q/b formula, applied within the same stop-distance sizing formula (a disclosed practitioner adaptation, not a literal full-bankroll wager), with a Kelly Fraction Multiplier (Half-Kelly by default) on top.
This tool has NO access to your actual trade history - it is not a strategy backtester. The Van Tharp, Kelly, and Losing-Streak Survivability inputs are numbers you supply from your own trading record.
KEY FEATURES
A live dashboard showing every step of the calculation, including live status tags and P&L. A Max Position Size safety cap always applied on top of whichever mode's raw output. Up to 7 reference lines plotted directly on the chart, each with an optional price label. Full Total Control, Light/Dark/Custom theme plus a Colorblind-Safe Okabe-Ito palette, full tooltip coverage on every non-obvious setting, and Combo Alert Bundling.
HOW TO USE IT
Set your Account Equity, Direction, Entry Price, and Stop Method. For an actual open trade, set a fixed Entry Price so Live P&L and the tags mean something. Start with Fixed % Risk if you don't have reliable win-rate/R-multiple stats yet. Check the Risk:Reward Ratio and Ladder Allocation Check rows as quick sanity checks. Turn on the Partial Ladder if you scale out of positions, and the Break-Even Trigger if you follow a move-to-break-even habit.
SETTINGS WORTH TUNING FIRST
Account Equity + Risk % of Equity Per Trade. Max Position Size (% of Equity). Entry Price - fixed vs. 0/live close. Risk % Warning Threshold. Partial Ladder Tier R-Multiples/%. Milestone Status Lookback (bars) - increase for trades held longer than 100 bars.
ALERTS
11 individual alertcondition()s (Negative Expectancy Warning, No Kelly Edge Warning, Position Capped by Max Size, Zero Stop Distance Warning, High Risk % Warning, Ladder Over-Allocated Warning, Break-Even Trigger Reached, Take-Profit Target Reached, Partial Ladder Tier 1/2/3 Reached) plus 2 combo bundles (ALL Risk Warnings, ALL Trade Management Milestones).
This tool does not evaluate whether any trade is a good idea - every number is a mechanical consequence of the inputs you provide, and the Van Tharp/Kelly/Streak-Survivability inputs are only as good as your own supplied historical stats. This tool is provided for informational and educational purposes and does not constitute financial advice. Trading involves risk; past performance and historical patterns do not guarantee future results. インジケーター
Imbalance Concept [Achira Meegasthanne]Imbalance Concept
Imbalance Concept is a price-action and market-liquidity indicator designed to help traders identify and visualize Imbalance Zones, Volume Gaps, Unfilled Orders, Liquidity Absorption, and Market Structure directly on the chart.
The indicator combines multiple market-analysis concepts into a single visual framework, allowing traders to study how price interacts with inefficient price areas, liquidity, volume, and structural conditions.
🔹 KEY FEATURES
📊 Imbalance Zones
Automatically detects bullish and bearish imbalance areas and displays them as dynamic zones on the chart.
Features include:
• Primary scan timeframe
• Fill sensitivity
• Dynamic zone reduction
• Forward zone projection
• Maximum zone age
• Bullish and bearish zone visualization
Zones can dynamically shrink as price enters them and can be removed once the configured fill threshold is reached.
💧 Volume Gaps
The indicator can detect potential Volume Gaps and display them as dedicated zones.
Volume gaps can remain visible until price fully interacts with the defined area.
A separate timeframe can also be used for volume-gap scanning.
📦 Unfilled Orders
The indicator tracks pending imbalance areas and provides optional zone levels and metrics.
You can control:
• Show Metrics
• Show Zone Levels
• Maximum Pending Zones
• Up Metrics Color
• Down Metrics Color
This helps visualize areas that may remain relevant until price interacts with them.
⚡ Liquidity Absorption
The Liquidity Absorption module evaluates volume relative to candle movement and calculates absorption levels using a statistical threshold.
It provides:
• Absorption Levels
• Absorption Index
• Buy Absorption
• Sell Absorption
• Configurable Zigma Threshold
• Absorption-based candle coloring
Absorption index values from 1 to 7 can be displayed directly on the chart.
📈 Market Structure
The indicator evaluates recent price structure using a configurable swing range and provides a simple market-bias classification:
• BULLISH
• BEARISH
• NEUTRAL
The dashboard displays the current structural bias for quick reference.
🎯 Footprint Metrics
When an imbalance is detected, the indicator can display footprint-style information based on candle range, body size, and volume.
The displayed information provides an estimated relationship between buying and selling volume within the detected imbalance area.
🖥️ Dashboard
A built-in dashboard provides quick market information directly on the chart.
The dashboard can display:
• Volume Gap status
• Current market trend
• Imbalance information
• Configurable dashboard position
• Configurable dashboard text size
Dashboard location can be set to Top Right, Bottom Right, or Bottom Left.
⚙️ CUSTOMIZATION
The indicator provides multiple settings to adapt the visualization to different trading styles:
• Primary Scan Timeframe
• Fill Sensitivity
• Dynamic Zone Reduction
• Project Zones Forward
• Price Gaps
• Volume Gaps
• Maximum Zone Age
• Unfilled Order Metrics
• Liquidity Absorption
• Absorption Threshold
• Dashboard Location
• Dashboard Size
• Bullish/Bearish Colors
🧠 HOW THE CONCEPT WORKS
1. Detect Imbalance
The indicator scans price relationships to identify potential bullish and bearish imbalance areas.
2. Create Dynamic Zones
Detected areas are drawn as zones and can dynamically adjust as price interacts with them.
3. Monitor Volume Gaps
Potential volume gaps are identified and tracked until price fills or interacts with the zone.
4. Track Absorption
Volume and price movement are analyzed to identify potential absorption levels and display absorption strength.
5. Evaluate Market Structure
Recent swing behavior is used to determine the current market bias.
6. Combine the Information
The dashboard and chart visualization bring these elements together to help traders study the relationship between Imbalance → Liquidity → Volume → Absorption → Market Structure .
⚠️ IMPORTANT DISCLAIMER
This indicator is provided for educational and analytical purposes only .
The zones, imbalance signals, volume information, absorption readings, and market-structure conditions should not be considered guaranteed buy or sell signals.
Market conditions can change rapidly, and no indicator can predict future price movement with certainty.
Always perform your own analysis, use appropriate risk management, and thoroughly test the indicator before using it in live trading.
Study the market. Understand the imbalance. Manage your risk.
インジケーター
Session Sweep Concept [Achira Meegasthanne]Session Sweep Concept
Session Sweep Concept is a price-action and liquidity-based indicator designed to help traders visualize session ranges, identify liquidity sweeps, and monitor potential market-structure shifts.
The indicator focuses on the relationship between a Start Session and an End Session , using the previous session's high and low as important liquidity reference levels.
🔹 KEY FEATURES
Session Range Detection
Automatically identifies and displays the selected Start Session and End Session ranges.
You can customize:
• Start Session
• End Session
• Session ranges
• Session timezone
• Session colors
💧 Liquidity Sweep Detection
The indicator monitors previous session highs and lows for potential liquidity sweeps.
It can identify situations where price:
• Takes the previous session high
• Takes the previous session low
• Sweeps liquidity with a wick
• Breaks a level and later retests it
This allows traders to visually study how price interacts with previously established liquidity levels.
📊 Market Structure & BoS
After a session liquidity sweep, the indicator can monitor subsequent market structure and identify potential Break of Structure (BoS) events.
BoS markings help visualize a possible shift in short-term price structure following a liquidity event.
📈 Optional Trend Filter
An optional trend filter uses EMA and ATR-based slope calculations to determine whether the market is showing bullish, bearish, or neutral conditions.
The trend filter can be enabled or disabled from the settings.
🎯 Swing & Liquidity Visualization
The indicator can display:
• Session Highs
• Session Lows
• Swing Points
• Liquidity Sweep Areas
• Break of Structure
• Bullish/Bearish Structure
• Session-Based Bar Coloring
Liquidity sweeps can be configured using:
• Only Wicks
• Only Outbreaks & Retest
• Wicks + Outbreaks & Retest
⚙️ CUSTOMIZATION
The indicator provides multiple controls, including:
• Session visibility
• Swing-point visibility
• Market-structure visibility
• BoS visibility
• Session timezone
• Session colors
• Swing colors
• Structure colors
• Liquidity sweep mode
• Trend filter
• Session-end trade cutoff
• Debug information
🧠 HOW THE CONCEPT WORKS
1. Define the Start Session
The indicator establishes the session high and low.
2. Monitor the End Session
Price is observed as it interacts with the previous session's range.
3. Identify Liquidity Sweeps
A move above the previous high or below the previous low can indicate that liquidity has been taken.
4. Monitor Market Structure
Following the sweep, the indicator looks for a potential structure shift.
5. Identify BoS
A confirmed structure break is marked on the chart for further analysis.
The overall framework is:
Session Liquidity → Sweep → Market Structure → BoS Confirmation
⚠️ IMPORTANT DISCLAIMER
This indicator is an analytical and educational tool and does not guarantee profitable trading results.
Liquidity sweeps and Break of Structure signals can occur in many market conditions and should not be treated as standalone buy or sell signals.
Always perform your own analysis, use proper risk management, and test the indicator on historical and real-time market data before relying on it for live trading.
Use this tool to understand price behavior — not to predict the market with certainty.
インジケーター
BitcoinOnChainWHAT IT IS
BitcoinOnChain reads the Bitcoin network rather than the price chart. It pulls six on-chain metrics from the Glassnode feeds on TradingView, scores each against its own recent history, and blends them into one line called ChainPulse, shown in MACD form with a composite line, a signal line, a histogram and an information table.
The purpose is context. Price shows what the market did; these metrics describe what the network did underneath it - who transacted, whether coins moved at a profit or a loss, whether miners stayed committed, whether new users arrived. When the two stories disagree, that disagreement is the thing worth seeing.
THE METHOD
Raw on-chain numbers are hard to read directly. Whether 654,000 active addresses is a lot depends entirely on the last few months, so nothing here is compared to a fixed level. Each metric is percentile ranked over its own trailing window, 90 periods by default, and mapped onto a scale from -100 to +100. Zero means the metric sits at its own median; positive is healthier than its recent norm, negative is weaker. That is what lets one setting work across different price regimes.
The six scores are blended using adjustable weights, defaulting to SOPR 25, Active Addresses 20, New Addresses 15, Transaction Fees 15, Hash Rate 15 and Sending Addresses 10. The blend is smoothed into ChainPulse; smoothing that again gives the signal line, and the gap between them is the histogram.
Two metrics are handled specially. SOPR is ranked on its distance from 1.0 rather than its level, because 1.0 is its natural breakeven. Sending Addresses is inverted before blending, since heavy spending is treated as distribution rather than health.
THE SIX METRICS
SOPR, the Spent Output Profit Ratio, shows whether coins moving on the network are spent at a profit or a loss. Above 1.0 the average coin sold for more than it was acquired for; below 1.0, for less. Sustained readings under 1.0 describe holders realising losses. It carries the heaviest default weight.
Active Addresses counts unique addresses transacting, a direct read on participation. Participation holding up while price falls is a different situation from participation falling with it.
New Addresses counts first-time addresses, standing in for the rate of fresh adoption.
Transaction Fees, in dollars, measures demand for limited block space. Fees rise when people will pay to transact and fall when the network is quiet.
Hash Rate measures the computing power securing the network, standing in for miner commitment.
Sending Addresses counts addresses spending Bitcoin, and is the one metric scored in reverse: heavy movement out is treated as distribution, so a high reading pushes the composite down.
READING THE CHART
The histogram is the gap between ChainPulse and its signal, drawn in four states: gold above zero, blue below, bright while the gap widens and faded while it narrows. The fade softens before the histogram crosses zero.
ChainPulse is the thick white line, the lime green line is its signal, and the gold line across the middle is zero. The shading between ChainPulse and zero grows more solid the further the composite sits from normal.
Circular dots mark crosses between ChainPulse and its signal and are deliberately restrictive: a dot prints only when both lines are still on the same side of zero and the histogram is expanding, so a cross up marks a recovery beginning from weak territory and a cross down marks deterioration beginning from strong territory. They describe turns in on-chain flow, not trade instructions.
Green and red triangles mark divergence between price and ChainPulse: green where price made a lower low while the composite made a higher low, red for the mirror. Pivots define those highs and lows, defaulting to five bars left, three right, with a maximum reach of twenty four bars between compared pivots.
THE INFORMATION TABLE
Five columns, ten rows, placeable in any of nine positions.
The top row summarises: the labels BTC and ONCHAIN, then a regime word, the composite value, and a feed count. The regime word comes from the composite, reading STRONG at 50 or above, HEALTHY from 20 to 50, NEUTRAL between -20 and +20, WEAK down to -50 and STRESSED below that. The last cell shows how many of the six metrics are reporting; anything under six out of six means a feed has stopped and the composite is running on the rest.
The second row holds the headline numbers. Comp is ChainPulse, Signal is its signal line, and the last cell is the histogram, Comp minus Signal.
The third row holds the column headings for the six metric rows beneath: Metric, Raw, Score, Rank and Contrib.
Each metric row shows Raw, the measurement in its own units, with SOPR to four decimals, address counts and fees abbreviated in thousands and hash rate in exahashes per second; Score, the normalised -100 to +100 reading; Rank, the underlying percentile, so 70 percent means it sits above 70 percent of its own readings in the window; and Contrib, how many points that metric contributes to the composite given its weight. Score and Rank describe the same thing two ways, with one exception: Sending Addresses is inverted, so a rank above 50 percent beside a negative score is expected. The six Contrib values add up to the composite before smoothing, so the column shows directly which metrics are moving the number. A metric whose feed has stopped shows DEAD there and is excluded from the blend.
The bottom row covers timing. Div reports a recent divergence as BULL, BEAR or a dash. Last X reports how many bars since the most recent cross dot, and whether it was a buy or sell type.
SETTINGS AND DATA
The lookback, on-chain resolution, all six weights, divergence and pivot settings, smoothing lengths, colours and table position are adjustable, and any weight can be set to zero to drop that metric. A dead feed guard, on by default, removes a non-reporting metric from the blend and rescales the rest, because a missing value read as zero would rank at the bottom of its history and look like an extreme bearish reading when nothing had happened. Eleven alert conditions cover the cross dots, zero line crosses, strong and stressed readings, SOPR extremes, both divergences and a feed failure warning.
Data comes from the Glassnode feeds carried on TradingView, and availability depends on your account. On-chain data updates far less often than price: at the default daily resolution these values change once a day, so an intraday chart holds the same reading all session. Requests use a one bar shift with lookahead disabled, so history does not repaint. Divergence markers are the exception by design, since a pivot cannot be confirmed until the required bars have printed after it. The triangle is placed on the pivot it describes but appears only once those bars complete, while the exported divergence values are stamped on the confirmation bar, showing when the divergence could actually have been known.
LIMITATIONS
This is built for Bitcoin. The feeds are Bitcoin network metrics, so applying it to another symbol shows Bitcoin data beside an unrelated price series. On-chain metrics describe network conditions; they do not measure or forecast price, and there are long stretches where the network reads healthy while price falls, or the reverse. Every score is relative to the chosen lookback, so a metric can rank high simply because the recent past was quiet, which is why the Rank column is always shown.
This script is a research and analysis tool. It is not financial advice, not a recommendation to buy or sell, and not a signal service. The dots and triangles describe what the data has already done. No indicator predicts future price. Do your own research and manage your own risk. インジケーター
ICT Killzones + Liquidity [TakingProphets]OVERVIEW
ICT Killzones + Liquidity maps the trading day: session killzones, the highs and lows each session leaves behind, key opens, and optional macro windows, all handled by a single levels engine.
It draws the Asia, London, NY AM, NY Lunch, and NY PM sessions as killzone boxes, tracks each session's high and low as liquidity levels, marks the midnight, 8:30, and True Day opens, and can bracket ICT macro windows. A shared engine governs how every level is published, swept, merged, and retired.
This indicator does not provide trading signals, entries, or forecasts. It is a visualization aid for studying session structure, timing, and liquidity within an ICT-style analytical framework.
WHAT THIS ENGINE DOES DIFFERENTLY
-----------------------------------------------------------------------------------------------
This is a rebuilt levels engine rather than a plain session drawer. The behavior below is what defines it:
Live confirmation — A session high or low is only published as a live level after its extreme has held for ten minutes, so the working level does not flicker on every new wick during the session.
Mitigated parking — When a level is traded through, it can be frozen at the bar where it was swept instead of being deleted, so the study of where liquidity was taken stays on the chart.
Label merging — Levels that sit within a tick tolerance of one another are merged into a single label, ordered by significance (All-Time High, then previous week, previous day, opens, then sessions), so overlapping levels read cleanly.
Lookback retention — Each finished session keeps its own high and low within a chosen lookback window (one day, week, month, or max), so prior sessions remain available for review.
Style presets — A Default preset with colored lines and boxes, and a Clean preset that renders everything in black, shrinks labels, and hides the killzone boxes for a minimal chart.
COMPONENTS
-----------------------------------------------------------------------------------------------
Session Killzones — Asia, London, NY AM, NY Lunch, and NY PM, each as a box tracking the session's range, with independent color, style, and toggles.
Session Liquidity — Each session's high and low, published live after confirmation and retained per the lookback window.
Key Levels — Previous day high and low, previous week high and low, and the running All-Time High.
Key Opens — Midnight open, 8:30 open, and True Day open (6 PM), each drawn as its own reference line.
Macros — Up to four editable macro windows, drawn as bracket lines on the 1-minute chart.
LOGIC STRUCTURE
-----------------------------------------------------------------------------------------------
Session Tracking
Each session's high and low are tracked while the session is active.
A level is published as live only after its extreme has held for ten minutes; when the session ends, the final extreme is locked and becomes sweepable.
Sweeps and Mitigation
Once locked, a level is considered swept when price trades through it.
With mitigated levels enabled, a swept level is parked at the sweep bar rather than removed.
Label Handling
Levels within the merge tolerance are combined into one label, with the most significant tag owning it.
Retention
The lookback setting controls how far back finished session, day, and week levels are kept.
Timeframe Filtering
Drawings appear only up to a chosen timeframe limit; macros draw only on the 1-minute chart.
INPUT CATEGORIES
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General — Style preset, timeframe limit, lookback period, mitigated-level toggle, and label-merge controls.
Sessions — Per-session line and box toggles, colors, styles, thickness, and editable session times, plus shared label and box options.
Key Levels — Previous day, previous week, and All-Time High toggles and styling.
Key Opens — Midnight, 8:30, and True Day open toggles and styling.
Macros — Enable toggle, bracket styling, labels, and four editable macro windows.
USAGE GUIDELINES
-----------------------------------------------------------------------------------------------
ICT Killzones + Liquidity is suited for the review and documentation of session timing and liquidity.
Recommended educational workflows:
Study how price reacts at session highs and lows once they lock and become sweepable.
Review how sessions transition into one another across the day.
Keep prior sessions on the chart via the lookback setting to study multi-session structure.
Use the Clean preset for a minimal chart, or Default for full color coding.
Enable the macro windows on the 1-minute chart to study those specific time brackets.
The tool is oriented toward forex and futures, where these session times apply.
OPERATIONAL NOTES AND LIMITATIONS
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Session times are defined in New York time and are oriented toward forex and futures.
A session level publishes only after its extreme has held for ten minutes, so it appears slightly after the raw extreme.
Drawings are hidden above the chosen timeframe limit; macros are limited to the 1-minute chart.
The lookback setting and mitigated-level toggle change how many levels remain on the chart.
The lines, boxes, and labels are visual study aids only.
This tool does not include setups, entries, targets, or alerts.
ORIGINALITY AND ATTRIBUTION
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The levels engine is written from scratch in Pine v6, using a session tracker with a ten-minute live-confirmation gate, a lock-then-sweep model, mitigated-level parking, significance-ranked label merging, a lookback-based retention system, All-Time High tracking, and two style presets.
Core concepts such as killzones, session liquidity, key opens, and ICT macros are publicly taught within ICT-style market education. This implementation was designed and engineered by TakingProphets.
TERMS AND DISCLAIMER
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This indicator is for educational and informational use only. It does not provide financial advice or predictive output. Historical patterns do not guarantee future results. All users remain responsible for their own decisions. Use of this script implies agreement with TradingView's Terms of Use. インジケーター
ATK/DEF LTF Analysis Multi hunting zone ATK / DEF LTF Analysis is a multi dimensional LTF (Lower Timeframe) market analysis to observe detailed price behavior, liquidity conditions, volatility, market position, and changing market states through a structured analytical framework.
Unlike conventional sigle-indicator desis, the dashboard does not rely on one islated value. LTF market data is searated into multiple analytical dimensions and presented through a unified dashboard, allowing different market conditions and levels to be observed togher.
### LTF Analysis Dashboard
The dashboard consists of several independent analytical modules:
* **LTF Hunting Zone**
Divides the current LTF price range into multiple relative zones based on the selected lookback period. The current price position is classified into Top, High, Mid, Low, or Bottom Hunting Zones, with a visual OB box marking the active zone.
* **LTF Liquidity Gap**
Combines LTF volume activity, pric displacement, and ATR-normalized distance to describe different liquidity conditions, including liquidity injection, balance, drain, and lo-liquidity states.
* **LTF Rik Level**
Combines ATR, ADX, and RSI conditions to measure the degree of market activity and volatility pressure, searating different levels of market intensiy.
* **LTF Liquidity Trend**
Evaluates the relationship between volume changes and price changes to describe the current liquidity flo state, including inflo, balance, and outflo conditions.
* **LTF Reversal Probability**
Combines price-zone position, RSI extremes, and liquidity conditions to measure the concentration of conditions assoated with pontial market state changes.
* **LTF Final Result**
Aregates the core Hunting Zone, Liquidity Gap, and Liquidity Trend dimensions into a unified scor and classifies the current LTF market condition into different levels.
### Multi Hunting Zone
The Multi Hunting Zone structure is one of the main components of the framework.
The selected LTF price range is divided into several relative zones. Each zone represents the current position of price within the defined observation range.
The Hunting Zone OB Box provides a direct visual representation of the actve area on the chart.
These zones are not innded to represent conventional fixed suort or re levels. They are relative market-position areas calculated from the selected LTF observation range.
### LTF Liquidity Analysis
The dashboard goes beyond price direction by combining volume, ATR, ADX, RSI, price displacement, and relative price position.
These data relationships are organized into several layers:
Pric Postion → Liqdity Condion → Mart Actity → Liquity Fl → Stte Concration → Composite Analysis
This structure allows different market characristics to be observed simultaously rather than relying on a single indicator value.
### Market State Classification
LTF Analysis serates market conditions into different levels insad of presenting only one isolated measurement.
The dashboard preserves multiple dimensions of information, including:
Market Position, Liquidity Condition, Volatility, Price Behavior, Activity Level, and Composite State.
The final score is a structured representation of the relationships between these calculated components within the selected LTF framework.
### Parameter Configuration
The LTF timeframe, Hunting Zone lookback, ATR parameters, and other settings are us-defed.
Different instruments and chart environments can produce different analytical characteristics. Parameter configuration therefore forms an important part of the observation framework.
Use should adjust the available parameters according to the market and chart environment being analyzed.
### Usage Scope
ATK / DEF LTF Analysis is designed strtly as a market observation and analytical dashbo.
It orgazes and displays relationships between LTF market data and does not provide tra insttions, enr sials, et sials, or final recomations.
The result represents the calculated state of the selected analytical framework and should be intereted tother with other market-analysis tools and the brder chart enviroent.
LTF timeframes and relent parameters should be configured by the use according to the market and analytical context.**
インジケーター
OBV+OBV+
OBV+ tracks On Balance Volume against a moving average of itself and turns
that relationship into a directional state, then gates entries behind a
statistical trend test and manages the trade with a chandelier stop that only
ever moves in your favor.
HOW THE STATE WORKS
The indicator plots OBV with a configurable moving average (EMA, SMA, WMA,
RMA, or HMA). The distance between the two is ranked as a percentile against
its own recent history, so a strong OBV move is defined relative to what this
symbol has actually been doing rather than by a fixed number that means
something different on every chart. When that strength clears your threshold,
the state turns bullish or bearish and stays there until a qualifying move
flips it the other way. A minimum bar spacing keeps the state from
oscillating.
HOW ENTRIES WORK
A state flip on its own does not open a trade. The flip arms an entry window,
and within that window a linear regression on price must independently confirm
that a trend exists in the same direction, measured by the t statistic of the
regression slope. If the trend test agrees, the trade opens. If the window
closes without confirmation, the flip expires and prints a small gray circle
so you can see exactly which signals were passed over. The next entry then
waits for a fresh flip.
Price bars are colored by the gate rather than by raw OBV, so bars show green
or red only where both conditions are satisfied and gray everywhere else. You
can see at a glance which parts of the chart the indicator considers
tradeable.
HOW EXITS WORK
The stop arms immediately on the entry bar, placed beyond that bar's range so
a wide entry candle cannot take you out on the next bar. From there it trails
from the highest high reached since entry (or lowest low when short) at a
configurable ATR multiple, and it is hard clamped so it can only tighten. In a
long it never moves down. It tightens as volatility contracts and holds its
ground when volatility expands. The stop line is drawn directly on price
alongside entry triangles and exit crosses.
The trailing stop is the only exit by default. Opposite states are ignored
while a position is open, so a brief counter signal that does not reach your
stop leaves the trade running. If you would rather have state changes close
and reverse the position, there is a switch for it.
INPUTS
MA type and length, strength lookback and minimum percentile, minimum bars
between flips, regression lookback, minimum absolute t statistic, confirmation
window length, ATR length and chandelier multiple, plus a flip reverses
position toggle. Display options cover the fill, the trail, trade markers, and
bar coloring, with configurable bull, bear, and neutral colors. An optional
pane mode swaps OBV for the signed strength percentile with the threshold
lines drawn, which makes it easy to see which moves clear the bar.
ALERTS
Separate alert conditions for long entry, short entry, and exit, plus a single
combined alert carrying the ticker, timeframe, strength percentile, t
statistic, and current stop level.
NOTES
Because the signal is built from volume, results depend on the volume series
your data feed provides, and the same symbol can behave differently across
exchanges. Signals evaluate on bar close. Settings are deliberately open
ended: a low strength percentile with a short regression lookback produces
frequent, permissive signals, while raising the percentile and the t threshold
narrows it toward fewer and more selective ones. This is for informational purposes
only and isn't meant as financial advice. インジケーター
インジケーター
Andean Oscillator ProFull credit to alexgrover for the Andean Oscillator, which this is built on.
Original script:
Original writeup: alpaca.markets/learn/andean-oscillator-a-new-technical-indicator-based-on-an-online-algorithm-for-trend-analysis/
WHAT THE ORIGINAL MEASURES
The oscillator tracks two exponential envelopes, one on price and one on price
squared. Differencing them recovers a standard deviation for each direction of
travel. The bull component grows as price pulls away above its lower envelope. The
bear component grows as price pulls away below its upper envelope. Whichever is
larger tells you which side is doing the work, and how hard.
The important thing to understand about this family of readings is that it is a
measure of distance already travelled. It cannot be large until a move has already
happened. That shapes everything about how you use it.
WHAT THIS VERSION ADDS
Adaptive envelope decay. The original decays its envelopes at a fixed rate set by one
length input. This version computes an efficiency ratio over a lookback and slides the
decay rate between a fast bound and a slow bound. In a clean directional move the
envelope forgets old extremes quickly, so the reading responds sooner. In chop it
slows back down to roughly the original behaviour. ER Power controls how much trend
quality it demands before speeding up.
Normalization. The raw components come out in price units, which means a threshold you
find on one symbol is meaningless on another. Percent mode expresses them as a share of
price. ATR mode expresses them in volatility units. Either way your settings travel.
Energy gate. The original compares the components to their own moving average, which
costs you several bars of lag. This version ranks the larger component as a percentile
of its own recent history instead. There is no smoothing involved, so it reacts the
moment expansion starts, and the number means the same thing on every instrument. A
gate of 90 means you only act on readings in the top tenth of what this market
normally produces.
Deadband with hysteresis. Entry requires the spread between the two components to
clear a percentile band. Exit only requires the spread to change sign. That asymmetry
is what lets the faster envelope run without producing constant flips around the zero
line.
Trade management on the chart. When bias flips, the script marks the entry and places
a stop at a multiple of ATR, both drawn on the price chart. Once price has moved a set
distance in your favour the stop jumps to just past your cost, then a chandelier trail
arms and ratchets in one direction only. It never loosens. The trade ends at that stop
or on an opposite signal, which closes and reverses. Stop colour tells you the state
at a glance. Red is the initial stop, orange means breakeven is locked, blue means the
trail is running.
Everything else. Optional squeeze filter requiring a quiet stretch before the gate
opens, the envelopes drawn on the price chart, bias shown three ways so you can read
direction without looking at numbers, and a single alert carrying entry, stop and
energy.
HOW TO READ IT
Green bars, green background, LONG label means the bull component leads and the gate
was open when it flipped. Red is the reverse. Grey bars mean no position. The two
faint black lines in the pane are the deadband, so you can see how far the spread has
to travel before a flip qualifies. Fill intensity between the components tracks
energy, so a washed out fill means the market is quiet by its own standards even if
the components have crossed.
Orange dots along the bottom mark bars where the gate is open but no bias has been
established yet. Think of those as armed and waiting.
SETTINGS
Energy Gate is the one that matters. It sets how selective the entries are, and
nothing else in the script changes behaviour as much. Raise it for fewer and larger
setups, lower it for more frequent ones. Expect a high gate to feel quiet. That is the
setting working.
Stop, breakeven and trail distances are all measured in ATR rather than in R, and that
is deliberate. Denominating protection distance in R ties how far you wait before
protecting profit to how far you are willing to be wrong, and those two should move
independently.
Defaults are set for 15 minute crypto. Presets are included for 5 minute and 1 hour.
Published open source under CC BY-NC-SA 4.0, same license as the original. インジケーター
GxT SuiteGxT SMT Divergence & Liquidity Suite
A multi-concept indicator built around Smart Money Technique (SMT) divergence and liquidity-based market structure. It compares your chart symbol against a correlated asset you choose, and layers on the core tools used to confirm reversals and continuations: swing structure, key liquidity levels, fair value gaps, premium/discount positioning, displacement, and precision divergence signals.
What it plots:
SMT Divergence (▲/▼ labels) — Flags when your chart makes a new swing high/low that the comparison asset fails to confirm (a classic sign of smart money divergence between correlated markets, e.g. ES vs NQ, or EURUSD vs GBPUSD).
PSP (Precision Swing Point) — Diamond markers on candles where your asset and the comparison asset close in opposite directions, highlighting single-candle inefficiency/divergence.
Fair Value Gaps (FVG) — Auto-detects 3-candle imbalances, draws them as shaded zones, and automatically removes them once price fully mitigates the gap.
IRL / ERL (Range Liquidity) — Plots the most recent swing high (External Range Liquidity / target) and swing low (Internal Range Liquidity / reversal point) as dotted reference lines.
Premium / Discount Zones — Shades the upper (premium) and lower (discount) halves of the current range around a 50% equilibrium line, helping gauge where price sits relative to fair value.
Displacement Candles — Highlights candles with unusually large range (ATR-based), typically marking aggressive institutional moves that precede or confirm structure shifts.
Inputs:
Comparison symbol (for SMT/PSP calculations)
Swing/pivot length and SMT sync window
Toggle visibility for each component (SMT labels, swings, PSP, FVG, range levels, premium/discount, displacement)
Custom colors for FVG and premium/discount zones
Alerts included for:
Bullish/bearish SMT divergence
Bullish/bearish PSP
New bullish/bearish FVG formation
Best used for: Confirming reversals or continuations at key liquidity levels by cross-checking structure between two correlated instruments, in the spirit of ICT-style SMT divergence and multi-timeframe liquidity trading frameworks. インジケーター
Troy H v1Troy H is a companion pane for the Troy accumulation model. It plots the internal readings that drive Troy's entries and exits, so you can see why a signal fired instead of only that it fired.
It must be run alongside the Troy overlay. Troy places its markers on price; Troy H shows the state underneath them. Neither is complete on its own — the overlay tells you what happened, this pane tells you what the model was reading at the time. This is why the published chart carries both.
What the pane shows
The histogram — volume-weighted spread. This is the distance between price and its own smoothed anchor, weighted by the volume that moved it. Amber columns above zero mean price is stretched above the anchor on real participation. Teal below zero means stretched below. Darker patches mark bars where the move happened on thin volume, which the model treats as less trustworthy than the same distance on heavy volume.
The point of weighting by volume is that a two percent move on quiet tape and a two percent move on heavy tape are not the same event, but a plain spread reading scores them identically.
The magenta line — the smoothed signal. A short moving average of the spread. Crossings between the histogram and this line are what the model reads as a turn in the stretch, rather than a fixed level being touched.
The horizontal levels. These are the model's current arming thresholds, drawn live. They are not fixed numbers. They are learned from this symbol's own recent distribution of spread readings, so the same code arms at different absolute values on a quiet stock and a volatile one. Watching them move is the clearest way to see the model recalibrating to the instrument.
The zero line is the anchor. Above it price is extended, below it price is discounted, relative to the model's own reference rather than to a fixed average.
The vertical bands mark bars where the model's gates were open. Teal for the accumulation side, magenta for the harvest side.
The triangles mirror the overlay's entries and exits, on the same bars, so you can line a marker up against the reading that produced it. They come from a shadow position tracker inside this pane that reproduces the overlay's position rules exactly. If a triangle here does not land on the same bar as the overlay, the two are out of sync and neither should be trusted until that is resolved.
The readings table
Regime — whether the model currently classifies the tape as trending up, trending down, or neither. Entries are only permitted outside an established uptrend.
Spread — the current volume-weighted distance from the anchor, in the same units as the histogram.
PnL Z — how unusual the shadow position's current profit or loss is against its own history, in standard deviations. This is a measure of the position, not of price. It is what lets the model tell an ordinary drawdown from an exceptional one on the same instrument.
VFI — the volume flow reading and the size multiplier it is currently contributing.
DMFI — a directional money-flow reading, centred at zero, and its current multiplier. Oversold readings increase conviction. Overbought readings do not reduce it below the base — the multiplier only ever adds.
Buy$ — the size the model would commit on an entry right now, given all the multipliers above. This is a relative figure showing how conviction stacks, not a recommendation of how much anyone should trade.
Zone — which arming zone, if any, the spread currently sits in. A dash means no zone is active.
How to read it
Watch three things together: where the histogram sits against the learned thresholds, whether the regime permits action, and what the position reading is doing. An entry marker appearing while the spread is deeply negative, the regime is not up, and the position reading is stretched is the model's clearest case. A marker appearing with only one of those in place is a weaker one, and the pane is what lets you tell them apart.
The size row is the other reason to run this pane. Troy does not commit the same amount to every entry. Watching Buy$ move as the multipliers change shows you how much the model actually thinks of a given setup, which the overlay's marker alone cannot tell you.
Limitations, and what this will not do
This pane does not trade and does not issue advice. It is a display of one model's internal state.
The position readings come from a hypothetical book held inside the script, not from any real account. It assumes fills at the close of the signal bar, with no slippage, spread, or commission. Real results will differ, and on thin instruments they will differ substantially.
The learned thresholds need history to settle. On a chart with few bars loaded, or immediately after adding the script, the levels will move around before stabilising. Give it a full data set before reading anything into them.
The volume-weighted components require meaningful volume data. On instruments where volume is synthetic, aggregated across venues, or simply absent, those readings degrade and the multipliers they feed will be less informative.
Nothing here is a forecast. The readings describe what has already happened. Past behaviour of any model, including this one, does not indicate what it will do next.
This is a decision-support display, not a system to follow. Use it to understand what a model is reading, and make your own decisions. インジケーター
CrosswindCROSSWIND
Crosswind is a signal and trade management indicator built on EMA crossovers, but the crossover itself is only the starting point. Most crossover systems break down in two predictable places. They enter on the cross, which is very often the worst price in the whole move, and they exit at a fixed percentage target, which caps the rare large trends that are supposed to pay for all the small losers. Crosswind addresses both problems and then reports every result net of trading costs, so you can judge whether an edge actually survives the fee schedule.
THREE TIMEFRAME PRESETS
Selecting a trading style sets the EMA pair for you. 15 Min Scalping uses 9 and 21. 1 Hour Swing uses 13 and 48. Daily Trend uses 15 and 150. The preset also sets the width of the trailing stop, since noise that is meaningless on a daily chart will repeatedly eject you from a position on a 15 minute chart.
TREND FILTER
A 200 period SMA gates direction. Long signals are only considered while price trades above it and short signals only while price trades below it. The chart background shades faint green above and faint red below so the active regime is visible at a glance.
TWO SIGNAL MODES
Crossover mode fires when the fast EMA crosses the slow EMA in the direction of the trend filter.
Pullback mode waits. After the fast EMA crosses above the slow EMA, no signal is issued yet. The indicator waits for price to retrace into the slow EMA and then close back across it, within a window of bars that you control. You are buying the first dip after trend confirmation rather than the extension itself. Fewer signals, but a materially better average entry, and your initial stop sits closer to structure.
OPTIONAL MACD CONFIRMATION
A standard MACD can be required to agree with the signal direction. It reduces frequency and filters some counter momentum entries.
HOW A TRADE IS MANAGED
Risk is measured in R, where 1R is the initial stop distance of 2x ATR. Every number the indicator reports is expressed in these units, which makes results comparable across symbols and volatility regimes.
A trade passes through three stages.
Initial stop. Placed 2x ATR from entry. Nothing moves while the trade is proving itself.
Breakeven. Once the trade reaches 1R in your favour, the stop advances to entry plus the full round trip cost plus a small cushion. This is a real breakeven, not a nominal one, so a trade stopped at this stage does not quietly book a small loss.
Trail. Once the trade reaches 1.5R, a chandelier trail arms. It tracks the highest high reached since entry, offset by an ATR multiple, and it only ever ratchets in your favour. The stop line turns blue when the trail is live, so the current stage is always obvious on the chart.
There is no fixed profit target by default. A winning trade runs until the trail takes it out. If you want a cap for comparison purposes you can set a hard target expressed in R.
An alternative EMA trail is included, which follows the slow EMA with an ATR buffer, for traders who prefer a moving average exit.
COST ACCOUNTING
Fees and slippage are charged per side against the actual entry and exit prices, so cost scales properly with price rather than being a flat assumption. Funding is optional and charged per eight hours held, scaled by your chart timeframe. Defaults assume 0.06 percent taker fees and 0.02 percent slippage. Lower the fee if you post maker orders.
This matters more than most traders expect. Cost per trade is roughly twice the round trip percentage divided by the stop distance. On a daily chart with a wide stop this rounds to almost nothing. On a 15 minute chart with a tight ATR it can exceed a tenth of an R on every single trade, which is enough to turn a system with a respectable win rate into a losing one.
READING THE LABEL
The status label reports the live trade state and the closed trade record. Net R and average R per trade are the headline numbers. Gross R and cost drag are shown alongside them deliberately. If cost drag is consuming a large fraction of gross R, the honest conclusion is that the configuration trades too frequently for the size of its edge, and the fix is a stricter entry filter rather than a cleverer exit.
Best and worst trade, win rate, and the outcome of the most recent trade are also shown. Trend following configurations typically produce a win rate below fifty percent while remaining profitable, because the winners are much larger than the losers. Judge the system on average R, not on win rate.
ALERTS
Five alert conditions are available. Long signal, short signal, either signal, stop or trail hit, and trail armed.
THE CONFIGURATION I USE
1 Hour Swing preset with signal mode set to Pullback, and the reversal option left off so that an opposite signal does not close and flip an open position. Trades finish on their own stop or trail, and the next signal is only taken once flat. This produces a lower trade count with cleaner entries and lets the trail do the work of deciding when a move is over.
LIMITATIONS WORTH KNOWING
Signals evaluate on bar close. Stop resolution uses the level carried in from the previous bar before the trail updates on the current bar, which avoids look ahead but means the trail lags by one bar. When a single bar's range covers both the stop and a hard target, the result is scored as a stop, because OHLC data cannot reveal which level was reached first. The statistics are a study of signal quality, not a full backtest, and they assume constant risk per trade with no position sizing or compounding.
This indicator is a tool for analysis and is not financial advice. Test any configuration on your own market and timeframe before risking capital. インジケーター
The Curly ShuffleThe Curly Shuffle
This is a dual CCI oscillator built around one question. When a market has run to an extreme and starts coming back, do both the fast and the slow reading of momentum agree that the run is finished?
A single CCI crossing back inside a threshold is a common event, and on its own it means very little, since it happens constantly in the middle of strong trends. Requiring two CCIs of different speeds to make that same crossing within a few bars of each other is a far narrower condition. The fast line almost always moves first, so what you are really asking is whether the slower and more structural view confirms what the fast one just did, and whether it confirms soon enough that the two are describing the same event rather than two unrelated ones.
How the signal works
The script plots two CCIs on typical price. The slow one defaults to 55 periods and the fast one to 21. Both are watched at a threshold of 170 and negative 170.
A short fires on the bar where the second of the two lines crosses back below 170, provided the first one crossed within the window you set, which defaults to 5 bars. A long fires on the mirror condition at negative 170. A cooldown of 6 bars prevents a line whipsawing across the threshold from producing a cluster of repeat signals. There is also an optional filter, off by default, that requires each line to have travelled a minimum distance past the threshold before its return counts, which stops a CCI that barely touched 171 from carrying the same weight as one that ran to 400.
These defaults are deliberately slow and the threshold is deliberately far out. A 55 period CCI beyond 170 is roughly two and a half mean deviations away from its own moving average, which is not an everyday occurrence, and requiring the 21 period line to be out there with it narrows things further. Expect this to be an infrequent signal on higher timeframes. If you want more of them, shorten both periods together to preserve the speed ratio, or bring the threshold down toward 100, rather than widening the window, which loosens the relationship between the two crossings instead of loosening the setup itself.
The scale
Clamping an oscillator at a fixed ceiling destroys exactly the information you want during capitulation or euphoria, because a reading of 500 and a reading of 250 draw the same flat line. This script does something different. Inside the threshold the plot is completely linear and untouched, so the trigger levels sit where they actually belong. Beyond the threshold the excess is compressed so that the plot approaches a cap of 250 without ever reaching it. The compression softness of 185 controls how gradually that happens. Ordering is preserved throughout, so a more extreme reading always draws further out than a less extreme one, just with tightening spacing. Every calculation behind the signals uses the raw uncompressed values.
Because the visual is compressed above the threshold, a small table shows the true numbers, along with a running count of signals and two diagnostics described below.
Reading the table
Mean gap tells you the average number of bars between the two crossings across every signal so far. Use it to set your window from measured behaviour rather than guesswork. If the mean gap on your instrument and timeframe comes back at 2, a window of 5 is letting through pairs that are not really related.
Fast leads tells you how often the fast CCI crossed first. If that figure sits near 50 percent, the two lines are not in a lead and confirm relationship at all, they are just both crossing a threshold independently, and the pairing rule is not adding information. That is a signal to widen the gap between the two periods.
Notes
Background shading marks stretches where the slow CCI has held one side of zero for 6 or more bars, which is the classic Woodies idea of a trend run.
Signals are evaluated on closing values. A marker can appear and disappear while a bar is still forming and should only be treated as final once the bar closes. The alert is set for once per bar close for the same reason.
This is a signal generator, not a strategy. It produces no stops, no targets and no position sizing, and it makes no claim about profitability. Fading an extreme is a difficult approach and deserves testing on your own instruments before any capital goes near it. The same detector is equally valid read as a continuation signal, since a return inside the threshold during a trend often marks the end of a pullback rather than the end of a move, and comparing both readings on the same data is worth doing. This is not financial advice. インジケーター
