MTF Advanced DMI [NexusSignals]The MTF Advanced DMI is a multi-timeframe (MTF) enhancement of the classic Directional Movement Index (DMI) and Average Directional Index (ADX) indicator. It provides traders with insights into trend strength, direction, and momentum across multiple timeframes simultaneously. This version of DMI extends the single-timeframe analysis by incorporating two higher timeframes, allowing for better alignment of trends (e.g., confirming a short-term signal with longer-term context). It includes visual plots, a customizable data table showing MTF data, and expanded alert conditions for trend changes, consolidations, and reversals. Ideal for multi-timeframe strategies, trend confirmation, or avoiding false signals in volatile markets.
Key features include:
Multi-Timeframe Analysis: Displays DMI/ADX data for the current chart timeframe, plus two user-defined higher timeframes (e.g., 4H and 1D).
A trend strength metric that quantifies bullish/bearish dominance on each timeframe.
A dynamic table summarizing real-time MTF values, with color-coded signals, arrows, and buy/sell pressure percentages.
Visual fills and arrows for intuitive trend reading.
Built-in alerts for key events, including MTF-specific conditions (note: higher TF alerts may repaint due to live candle calculations via request.security).
How It Works
The indicator calculates DMI/ADX on three timeframes: the current chart TF, a mid-higher TF (default: 4H), and a highest TF (default: 1D).
For each:
+DI (Plus Directional Indicator): Upward movement strength.
-DI (Minus Directional Indicator): Downward movement strength.
ADX: Overall trend strength.
Trend Strength: ((+DI - -DI) / (+DI + -DI)) * ADX – positive for bullish, negative for bearish.
Buy/Sell %: Percentage of buyer/seller control in the candle based on HLC.
Plots focus on the current TF:
Strength Histogram: Color-coded (green bullish, red bearish).
ADX Line: White, with direction arrows.
+DI/-DI Lines: Green/red, with fills above 15 for strong trends.
Horizontal lines at 15 (consolidation) and 25 (strong trend).
The table (optional) shows data for the current timeframe candle, previous current timeframe candle, and the two higher TFs (if different from current), enabling quick cross-TF comparisons.
Inputs
General Settings:
DMI Length (default: 14): Period for +DI/-DI.
ADX Smoothing (default: 14): ADX period.
ADX Consolidation Threshold (default: 15): Low ADX suggests sideways.
ADX Stronger Trend Threshold (default: 25): High ADX indicates strong trends.
Higher Timeframe (default: 240/4H): Mid-level TF for MTF analysis.
Highest Timeframe (default: 1D): Top-level TF for broader context.
Threshold for Strong Bullish/Bearish DMI Strength (defaults: 10 / -10): For strength alerts.
Table Settings:
Show Table? (default: true): Toggle table visibility
Table Text Color, Header Color, Text Size (default: small)
Position (default: middle_right): Customize for your chart
Interpretation
Bullish Alignment: +DI > -DI across TFs, rising +DI (↑), Strength > 0 (green), Buy% > Sell%. Stronger if ADX > 25 on higher TFs.
Bearish Alignment: -DI > +DI, rising -DI (↑), Strength < 0 (red), Sell% > Buy%. Confirm with rising ADX on MTF.
Consolidation: +DI/-DI < 20 and ADX ≤ 15 (blue fill). Check if higher TFs show the same for range-bound confirmation.
Crossovers: +DI above -DI for bullish; reverse for bearish. MTF agreement reduces false signals.
Fills: Highlight dominant trends above 15 (green bullish, maroon bearish).
MTF Insight: Use the table to spot divergences (e.g., bullish current TF but bearish on daily) for potential reversals.
Combine with support/resistance or other momentum oscillators like macd, rsi, stochastic for robust strategies. Test on various assets and TFs to find the best settings that suit your trading style.
Alerts
Includes 20 alert conditions, with MTF extensions (higher TF alerts may repaint – use with caution for live trading):
Strength crossing 0 or bullish/bearish thresholds (on current and higher TFs).
+DI/-DI crossovers (bullish/bearish) on current TF.
ADX above strong threshold.
+DI/-DI above 25 or below 15.
Consolidation detection.
MTF-specific: Strength changes on higher TFs (e.g., "Strength Above Bullish Threshold on TF1").
Configure in TradingView by selecting from the alert dropdown.
Usage Tips
Select higher TFs that suit your strategy (e.g., 1H chart with 4H and Daily for day trading).
Use the table for at-a-glance MTF alignment without switching charts.
Customize appearance to avoid clutter on busy setups.
Backtest thoroughly, especially noting potential repainting on higher TFs.
インジケーターとストラテジー
Sicari Stress Map - Flash Crash / Stabilising Detection EngineA flash crash & stabilisation detection engine measuring volatility compression in 5 min candles printed no matter what timeframe you are on.
Most “flash-crash” legs start with a local stress shock on a small timeframe (5-min works well):
- a burst in true range (high TR percentile),
- short-term vol jumps vs long-term (RV ratio),
- bands expand and price snaps below fast EMA,
- often a quick reflex bid (buy-the-dip) for a few 5-min candles…
…and then the main liquidation leg hits.
This engine keys off that first shock on 5m and bubbles it up to your chart TF as a single FLASHCRASH pulse. Then it watches for Stabilising, when panic fades:
- ATR compresses,
- BB width z goes negative (pinch),
- ranges shrink,
- structure improves (≥ fast EMA by default).
Engulfing Failure & Overlap Zones [HASIB]🧭 Overview
Engulfing Failure & Overlap Zones is a smart price action–based indicator that detects failed engulfing patterns and overlapping zones where potential liquidity traps or reversal setups often occur.
It’s designed to visually highlight both bullish and bearish failed engulfing areas with clean labels and zone markings, making it ideal for traders who follow Smart Money Concepts (SMC) or price action–driven trading.
⚙️ Core Concept
Engulfing patterns are powerful reversal signals — but not all of them succeed.
This indicator identifies:
When a Buy Engulfing setup fails and overlaps with a Sell Engulfing zone, and
When a Sell Engulfing setup fails and overlaps with a Buy Engulfing zone.
These overlapping areas often represent liquidity grab zones, reversal points, or Smart Money manipulation levels.
🎯 Key Features
✅ Detects both Buy and Sell Engulfing Failures
✅ Highlights Overlapping (OL) zones with colored rectangles
✅ Marks Buy EG OL / Sell EG OL labels automatically
✅ Fully customizable visuals — colors, padding, and zone styles
✅ Optimized for both scalping and swing trading
✅ Works on any timeframe and any instrument
⚡ How It Helps
Identify liquidity traps before reversals happen
Visually see Smart Money overlap zones between opposing engulfing structures
Strengthen your entry timing and confirmation zones
Combine with your own SMC or ICT-based trading setups for higher accuracy
📊 Recommended Use
Use on higher timeframes (e.g., M15, H1, H4) to confirm major liquidity zones.
Use on lower timeframes (e.g., M1–M5) for precision entries inside the detected zones.
Combine with tools like Order Blocks, Break of Structure (BOS), or Fair Value Gaps (FVG).
🧠 Pro Tip
When a failed engulfing overlaps with an opposite engulfing zone, it often signals market maker intent to reverse price direction after liquidity has been taken. Watch these zones closely for strong reaction candles.
Swing Points LiquiditySwing Points Liquidity
Unlock advanced swing detection and liquidity zone marking for smarter trading decisions.
Overview:
Swing Points Liquidity automatically identifies key swing highs and swing lows using a five-candle “palm” structure, marking each significant price turn with precise labels: “BSL swing high” for potential bearish liquidity and “SSL swing low” for potential bullish liquidity. This transparent swing logic provides a robust way to highlight areas where price is most likely to react—making it an invaluable tool for traders applying Smart Money Concepts, supply and demand, or liquidity-based strategies.
How It Works:
The indicator scans every candle on your chart to detect and label swing highs and lows.
A swing high (“BSL swing high”) is identified when a central candle’s high is greater than the highs of the previous two and next two candles.
A swing low (“SSL swing low”) is identified when a central candle’s low is lower than the lows of the previous two and next two candles.
Labels are plotted for every detected swing point, providing clear visualization of important market liquidity levels on any symbol and timeframe.
How to Use:
Liquidity levels marked by the indicator are potential price reversal zones. To optimize your entries, combine these levels with confirmation signals such as reversal candlestick patterns, order blocks, or fair value gaps (FVGs).
When you see a “BSL swing high” or “SSL swing low” label, observe the price action at that area—if a reliable reversal pattern or order block/FVG forms, it can signal a high-probability trade opportunity.
These marked liquidity swings are also excellent for locating confluence zones, setting stop losses, and identifying where institutional activity or smart money may trigger significant moves. Always use market structure and price action in conjunction with these levels for greater consistency and confidence in your trading.
Features:
Customizable label display for swing highs (BSL) and swing lows (SSL)
Automatic detection using robust 5-candle palm logic
Works with all symbols and chart timeframes
Lightweight, clear visual style—easy for manual and algorithmic traders
Notes:
The indicator requires at least two candles both before and after each swing point, so labels will start appearing after enough historical data is loaded.
For deeper historical analysis, simply scroll left or zoom out on your chart to load more candles—the indicator will automatically process and display swing points on all available data.
Empower your trading with the clarity of Swing Points Liquidity—boost your edge with sharper entries, exits, and liquidity-driven setups.
Litecoin Rainbow Chart by Crypto LamaThis script adapts the popular Bitcoin Rainbow chart to Litecoin to visualize Litecoin's long-term price trend on a logarithmic scale.
It highlights potential buying or caution zones based on a power law growth model tied to Litecoin's halving cycles.
What it does:
The indicator overlays 23 colored bands from purple/blue (undervalued) to orange/red (overvalued) around a power law trend line.
It supports forward projections by extending the chart with user-defined future bars.
How it works:
The core trend uses a power law formula: P(t) = 10^(0.5 + 4.34 * log10(h + 1)), where h represents time in halving cycles.
23 colored bands are constructed by applying multipliers with a decaying factor that narrows over time.
To put it simple, it is the same power law trendline shifted up or down 23 times.
For projections, it adds future bars to the timeline and recalculates the trend and bands accordingly.
How to use it:
Apply the indicator to a Litecoin chart (VANTAGE:LTCUSD for best results).
Adjust the "Future Bars" input to extend projections, usually staying below 600 future bars prevents visual bugs.
Blue/green bands signal potential accumulation zones, as has been demonstrated for Bitcoin, an average price close to these levels will likely prove to be an excellent buying opportunity, while orange/red suggest distribution or caution.
This indicator should be used to visualize the macro long-term trend of Litecoin, and it is not supposed to be used for short-term forecasts as its accuracy decreases.
Originality:
While inspired by Bitcoin's Rainbow Chart, this version is customized for Litecoin by incorporating its unique halving schedule and calibrated power law parameters in the power law formula, offering a tailored tool for LTC-specific analysis.
Note: This is not financial advice. Use it alongside other tools and manage risks appropriately!
Dinkan Price Action Pro | Hidden Liquidity & Smart Candle EngineDinkan Price Action Pro is a next-generation pure price action indicator designed to uncover hidden liquidity, smart order blocks, and candle structures that most traders never see.
Unlike traditional tools that rely on lagging signals or static market structures, this indicator focuses purely on raw price behavior — blending institutional concepts such as Order Blocks, Fair Value Gaps (FVGs), Hidden Candle Structures, and High-Timeframe Liquidity Bias into one cohesive toolkit.
With its Smart Candle Merge Engine, this tool can dynamically regroup candles into custom segments — revealing unique formations and liquidity footprints that occur between standard timeframes. These insights help you visualize true market intent and identify points of interest with unmatched precision.
Reveal hidden liquidity, smart order blocks, and unseen candle formations with pure price action logic.
🔶 FEATURES
Everything inside Dinkan Price Action Pro is built on pure price action and liquidity logic — no indicators, no oscillators, just price.
🧠 Smart Candle Merge Engine — Reconstructs custom candle formations by merging defined candle groups (e.g., 3, 4, 5). Reveals “in-between” structures unseen on regular charts.
📊 Automatic Order Block Detection — Bullish & Bearish Order Blocks with volume sensitivity and dynamic visualization.
⚡ Fair Value Gaps (FVGs) — Auto-detected imbalances for spotting potential retracement or continuation zones.
🌊 Liquidity Zones — Highlights both normal and HTF-based liquidity levels, showing where price is likely to target or react.
📈 Smart Trendlines & Chart Patterns — Dynamic auto-drawn trendlines that adapt to real market swings and structure.
🕵️♂️ Hidden Candle Structures — Visualize secret price formations that form outside fixed timeframes — unseen by classic charts or pattern indicators.
💡 WHY IT’S UNIQUE
Most price action indicators show what’s already visible — Dinkan Price Action Pro goes deeper by reconstructing candles, analyzing unseen data segments, and uncovering hidden liquidity footprints that form between standard timeframe boundaries.
It’s like looking through the market’s blueprint — seeing what institutional traders see before the rest of the market reacts.
🕒 BEST FOR
Intraday & Swing Traders
Crypto, Forex, and Indices
Traders who follow Smart Money Concepts (SMC) or pure price action strategies
⚠️ DISCLAIMER
This tool is designed for educational purposes only and does not constitute financial advice.
Always test thoroughly and manage risk before applying it to live markets.
MAX TRADEA professional smart trading indicator built for precision and profitability.
It automatically detects market structure breaks, trendline breaches, and Fibonacci zones to generate high-probability BUY and SELL signals.
Optimized for XAU/USD and crypto pairs, it works best on lower timeframes (M1–M15).
BRIMSTONE SESSION INDICATOR🧭 Brimstone Session Indicator
Brimstone Session Indicator highlights global trading sessions (Asia, London/Frankfurt, New York) and key Kill Zones, showing when real liquidity and volatility enter the market.
⸻
🔍 Why It’s Useful
Markets move in time cycles, not just price.
This tool makes institutional timing visible — so you instantly see:
• Session ranges & volatility shifts
• Liquidity grabs and reversals in Kill Zones
• Perfect timing for precision entries (ICT / SMC style)
⸻
⚔️ Kill Zones
Fully customizable timing windows for liquidity hunts, stop raids, and engineered moves — where the market is most likely to attack highs/lows.
⸻
🎯 Built For
• ICT / Smart Money Traders
• Intraday scalpers & bias traders
• Anyone who trades price + time, not price alone
BRIMSTONE SESSION INDICATOR🧭 Brimstone Session Indicator
Brimstone Session Indicator highlights global trading sessions (Asia, London/Frankfurt, New York) and key Kill Zones, showing when real liquidity and volatility enter the market.
⸻
🔍 Why It’s Useful
Markets move in time cycles, not just price.
This tool makes institutional timing visible — so you instantly see:
• Session ranges & volatility shifts
• Liquidity grabs and reversals in Kill Zones
• Perfect timing for precision entries (ICT / SMC style)
⸻
⚔️ Kill Zones
Fully customizable timing windows for liquidity hunts, stop raids, and engineered moves — where the market is most likely to attack highs/lows.
⸻
🎯 Built For
• ICT / Smart Money Traders
• Intraday scalpers & bias traders
• Anyone who trades price + time, not price alone
Adaptive MACD Fusion (Dual-Core Momentum Engine)Adaptive MACD Fusion merges two complementary engines - an *Adaptive MACD Core* and a *Phase Momentum Core* - into a single self-tuning framework.
It’s built for traders who need early, stable, and volatility-aware momentum confirmation without lag or repaint.
Core Architecture
Adaptive MACD Core
Reconstructs classic MACD with z-score normalization and dynamic length adjustment driven by volatility energy.
It adapts automatically between calm and trending regimes for smoother responsiveness.
Volatility Gating System
A logistic ATR-based gate dynamically adjusts signal strength between 0.5 and 1.5.
It suppresses fake impulses during quiet markets and amplifies valid ones in breakouts.
Higher-Timeframe Confirmation
Synchronizes local momentum with higher-timeframe direction using adaptive state decay.
Avoids false reversals by maintaining trend persistence.
Phase Momentum Core
Tracks short-term acceleration/deceleration phases using adaptive EMAs with directional boosts.
Confirms valid shifts and filters market noise — acting as a zero-lag complement to MACD.
Unified Visualization Layer
Merged color logic enables viewing either MACD-only, Phase-only, or combined (Merged) signals in a single visual system.
Key Features
✅ Dual-core adaptive momentum engine
✅ Dynamic volatility weighting
✅ Regime-aware z-score normalization
✅ Persistent higher-timeframe trend memory
✅Multi-mode color & alert system
Conceptual Summary
This is not a cosmetic MACD tweak.
Adaptive MACD Fusion combines structural momentum (MACD) and phase acceleration (short-term engine) to form a coherent adaptive system.
It delivers earlier entries, smoother exits, and consistent cross-regime performance.
Disclosure
This indicator is published as *closed-source* to protect the proprietary adaptive-fusion and volatility-weighting logic.
The architecture, concepts, and functional behavior are fully described above so that traders can understand how it works, how to use it, and what makes it unique — in compliance with TradingView’s House Rules on originality and closed-source publication.
Bitcoin Gold Fair Value Model | AlphaNattBitcoin Gold Fair Value Model | AlphaNatt
A quantitative regression-based projection model that estimates Bitcoin’s fair value using gold as a macro-monetary benchmark.
This model, inspired by RJAlpha, applies a lag-adjusted statistical regression between gold and Bitcoin to identify the time-shifted correlation that historically aligns Bitcoin’s market value with gold’s macro trends. It produces a forward-looking projection, statistical confidence intervals, and explanatory metrics that assess the reliability of the relationship.
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🧠 Core Concept
Gold serves as a proxy for global liquidity and real monetary value, often leading risk assets during liquidity expansions and contractions.
Bitcoin’s long-term trend tends to react to these same liquidity cycles, but with a measurable lag.
This indicator models that lag statistically, estimating Bitcoin’s “fair value” as if its price were fully caught up to gold’s recent movements.
The regression captures both directional influence and proportional magnitude through slope and intercept coefficients.
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⚙️ Model Features
Dynamic Lag Regression – Uses a configurable leadDays period to align gold’s prior movements with Bitcoin’s current pricing behavior.
Rolling Sample Window – Continuously recalibrates the regression coefficients using a user-defined lookback length, allowing the model to adapt to new market conditions.
Forward Projection – Extends Bitcoin’s fair value into the future, based on present gold levels and the established lag relationship.
Volatility-Adjusted Confidence Bands – Displays one standard deviation and 95% confidence intervals around the projected path to visualize expected uncertainty.
Model Fitness Metric – Includes an R² score that quantifies the strength and stability of the BTC–Gold relationship within the active window.
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📈 Visualization Breakdown
Cyan Line: Historical gold-driven fair value of Bitcoin.
Magenta Lines: Future fair value projection and confidence bands (offset by leadDays).
Projection Label: Displays the 60-day projected price target.
Statistical Table: Shows live model output including the projected fair value, 1-SD range, 95% confidence interval, and R² score.
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🔧 User Inputs
Show 1 SD Bands? – Toggles visibility of the standard deviation boundaries.
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📊 Interpretation Guide
When Bitcoin trades below its projected fair value, the model suggests it is temporarily undervalued relative to gold’s macro trend.
When Bitcoin trades above its projected fair value, it may be overextended in relation to the model’s equilibrium estimate.
A higher R² implies greater reliability — periods where gold explains a large portion of Bitcoin’s price variance.
Confidence intervals represent uncertainty, not directional certainty; deviation beyond them often implies a structural shift in correlation or market regime.
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⚠️ Disclaimer
This indicator is designed for quantitative research and macro correlation analysis. It does not constitute investment advice, price prediction, or trading signal generation. Always verify assumptions and cross-check results with independent analysis before using in a live environment.
Mean reversion strategyThis is mean reversion strategy.
Use this strategy with MTF.
This strategy has low risk reward ratio but drawdowns are also limited
scalping signals 1 min xauusd + eurusd v2Transform Your 1-Minute Scalping with Precision Entry Signals
RSI Signals EUR/USD is a cutting-edge scalping indicator specifically optimized for EUR/USD on the 1-minute timeframe. Designed for active traders seeking quick profits from micro-movements, this indicator delivers crystal-clear entry signals with automatic Stop Loss and Take Profit levels.
What This Indicator Does
🎯 Smart Entry Signals
Get instant visual alerts when high-probability trading opportunities arise. The indicator identifies multiple types of reversal patterns and momentum shifts, displaying clear labels directly on your chart so you never miss a trade.
🎨 Color-Coded Candles
Candlesticks automatically change color based on active signals, making it effortless to track your current position at a glance. Each signal type has its unique color, eliminating confusion in fast-moving markets.
📊 Automatic Risk Management
Every signal comes with pre-calculated Stop Loss and Take Profit levels displayed as dynamic horizontal lines that extend across your chart. Set and forget - no more manual calculations or guesswork.
🎚️ Multiple Take Profit Targets
Maximize your profits with three progressive TP levels (TP1, TP2, TP3) based on optimal risk-reward ratios. Scale out of positions strategically as price moves in your favor.
🛡️ Intelligent Signal Management
When a Stop Loss is triggered, all visual indicators automatically disappear, and candle colors reset until the next fresh signal appears. This keeps your chart clean and focused on what matters.
⚡ Built for Speed
Specifically calibrated for EUR/USD volatility and spread characteristics, ensuring signals are actionable in real-time without lag or repainting.
Good For
Scalpers targeting 5-15 pip moves
Day traders looking for quick in-and-out opportunities
Forex traders focused on EUR/USD pair
Traders who value clear visual cues over complex analysis
RPT Position Sizer🎯 Purpose
This indicator is a position sizing and stop-loss calculator designed to help traders instantly determine:
How many shares/contracts to buy,
How much risk (₹) they are taking per trade,
How much capital will be deployed, and
The precise stop-loss price level based on user-defined parameters.
It displays all key values in a compact on-chart table (bottom-left corner) for quick trade planning.
💡 Use Case
Perfect for discretionary swing traders, systematic position traders, and risk managers who want instant visual feedback of trade sizing metrics directly on the chart — eliminating manual calculations and improving discipline.
⚙️ Key Features
Dynamic Inputs
Trading Capital (₹) — total available capital for trading.
RPT % — risk-per-trade as a percentage of total capital.
SL % — stop-loss distance in percent below CMP (Current Market Price).
CMP Source — can be linked to close, hl2, etc.
Rounding Style — round position size to Nearest, Floor, or Ceil.
Decimals Show — control number formatting precision in the table.
Core Calculations
SL Points: CMP × SL%
SL Price: CMP − SL Points
Risk Amount (₹): Capital × RPT%
Position Size: Risk ÷ SL Points
Capital Used: Position Size × CMP
Clean On-Chart Table Display
Displays:
Trading Capital
RPT %
Risk Amount (₹)
Position Size (shares/contracts)
Capital Required (₹)
Stop-Loss % & SL Price
The table uses a minimalistic white-on-black design with clear labeling and rupee formatting for quick reference.
Data Window Integration
Plots hidden values (Position Size, Risk Amount, SL Points, Capital Used) for use in TradingView’s Data Window—ideal for strategy testing and exporting values.
Multi-Asset Universal Valuation Z_score -> PROFABIGHI_CAPITAL🌟 Overview
The Multi-Asset Universal Valuation Z-Score → PROFABIGHI_CAPITAL indicator delivers a sophisticated portfolio screening tool by calculating normalized Z-scores for multiple assets simultaneously, incorporating price deviations alongside a suite of technical and risk-adjusted metrics to uncover relative overvaluations or undervaluations.
It empowers traders to monitor up to 25 assets—such as cryptocurrencies—in real-time through comprehensive tables, highlighting mispriced opportunities via statistical extremes, fair value estimates, and dynamic rankings for strategic rebalancing in diversified holdings.
📅 Assets Configuration
– Number of Assets : Define the portfolio size from 1 to 25 symbols, optimizing for computational load while expanding coverage for broader market scans.
– Asset Symbols (1-25) : Individually select tickers, often crypto pairs like BTCUSD or ETHUSD, to form a watchlist tailored to specific sectors or correlations for comparative analysis.
📊 General Settings
– Z-Score Lookback Period : Set the historical window for mean and standard deviation computations, influencing sensitivity to recent versus long-term deviations.
– Correlation Analysis Period : Establish the span for evaluating metric-price relationships, ensuring robust adjustments for interdependent signals.
– Show Main Table : Activate a central dashboard aggregating all assets' prices, sigma bands, fair values, and Z-scores for at-a-glance portfolio oversight.
– Show Ranking Tables : Enable sorted overviews of the top oversold and overbought assets, prioritizing high-conviction opportunities by deviation severity.
– Use Price Weighting : Blend direct price Z-scores with indicator-derived ones, anchoring the final score in raw market behavior.
– Adaptive Weighting : Dynamically scale metric influences by their correlation strength to price, promoting relevance in varying regimes.
📈 RSI Settings
– Enable RSI : Incorporate relative strength index to capture momentum extremes within the Z-score framework.
– RSI Length : Adjust the computation period to fine-tune overbought/oversold detection in asset valuations.
📈 ROC Settings
– Enable ROC : Include rate of change to highlight acceleration or deceleration in price trends for deviation scoring.
– ROC Period : Specify the lookback for percentage shifts, balancing short-term volatility with trend persistence.
📈 BB% Settings
– Enable BB% : Factor in Bollinger Bands position to measure range-bound extremes relative to volatility.
– BB Length : Define the moving average span for the bands' centerline.
– BB Standard Deviation : Set the multiplier for band width, controlling sensitivity to price envelopes.
📈 Crosby Ratio Settings
– Enable Crosby Ratio : Activate this trend angle proxy using smoothed Heikin-Ashi for directional slope analysis.
– Crosby Length : Choose the smoothing window to refine the ratio's responsiveness to price arcs.
📈 Sharpe Ratio Settings
– Enable Sharpe Ratio : Embed risk-adjusted returns to penalize volatility in the valuation score.
– Sharpe Period : Select the calculation horizon for mean returns and standard deviation.
– Sharpe Smoothing : Apply exponential averaging to stabilize the annualized efficiency metric.
📈 Sortino Ratio Settings
– Enable Sortino Ratio : Focus on downside volatility for a more trader-friendly risk gauge.
– Sortino Period : Determine the span for excess returns over the risk-free benchmark.
– Risk-Free Rate (%) : Input the annual safe yield to adjust for opportunity costs.
– Sortino Smoothing : Smooth the downside-focused ratio for consistent signals.
📈 Omega Ratio Settings
– Enable Omega Ratio : Use gains-versus-losses probability for threshold-sensitive performance ranking.
– Omega Period : Set the evaluation window for return distributions.
– Target Return (%) : Define the minimum acceptable yield to bifurcate positive/negative outcomes.
– Omega Smoothing : Refine the ratio with averaging to mitigate outlier impacts.
🛡️ Threshold Settings
– Extreme Overbought Level : Mark severe positive deviations warranting aggressive sells or hedges.
– Extreme Oversold Level : Flag profound negative deviations for opportunistic buys.
– Overbought Level : Signal moderate upward stretches for cautionary monitoring.
– Oversold Level : Indicate mild downward pulls for potential accumulation.
🎨 Color Settings
– Neutral Color : Subtle shade for assets within normal ranges, avoiding false alarms.
– Overbought Color : Alerting red for high-valuation warnings.
– Oversold Color : Inviting green for undervaluation opportunities.
– Extreme Overbought Color : Intense maroon for crisis-level bubbles.
– Extreme Oversold Color : Bright lime for deep-value bargains.
🔧 Helper Functions
– RSI/ROC/BB% Computations : Standard oscillators for momentum, change rate, and band positioning.
– Crosby Ratio : Approximates trend slope via Heikin-Ashi averages and ATR-normalized angles.
– Sharpe/Sortino/Omega Ratios : Annualized efficiency metrics, with Sortino emphasizing downside and Omega using return thresholds.
– Z-Score Normalization : Transforms series into standard deviations from means for cross-asset comparability.
– Correlation & Beta Adjustments : Quantifies metric-price links to refine weighted influences.
– Weighted Z-Score Blend : Integrates indicators with price via betas and correlations for holistic scoring.
– Symbol Cleanup : Strips exchange prefixes and pairs for concise table labels.
📦 Multi-Asset Processing
– Security Fetching : Pulls comprehensive data—prices, Z-scores, means, deviations, expectations—for each asset in parallel.
– Array Management : Dynamically stores metrics in expandable arrays, scaling to the selected portfolio size.
– Ranking Engine : Bubble-sorts by Z-scores to prioritize undervalued (low) and overvalued (high) assets for quick scans.
📋 Main Table
– Central Dashboard : Rows for prices, ±1/2/3 sigma bands, fair values, expected prices, and dual Z-scores; columns per asset with color-coded cells by deviation severity.
– Dynamic Headers : Asset symbols highlighted if ranked in top oversold/overbought quintiles for immediate focus.
🏆 Ranking Tables
– Oversold Rankings : Top 5 (or fewer) by lowest Z-scores, detailing symbols, individual Z's, averages, and the weakest metric.
– Overbought Rankings : Top 5 (or fewer) by highest Z-scores, mirroring structure for symmetry in bubble detection.
📊 Current Asset Visualization
– Sigma Deviation Plots : Lines mapping ±1/2/3 standard deviations from the mean for contextual over/undervaluation.
– Fair Value & Expected Price Traces : Central mean and Z-adjusted projection to visualize reversion targets.
– Live Price Overlay : Blue line tracking current close against bands for real-time deviation monitoring.
– Zone Backgrounds : Faint tints scaling from neutral to extreme colors based on the asset's Z-score status.
🔔 Alerts
– Overbought Entry : Activates on crossing into moderate high-deviation territory.
– Oversold Entry : Triggers upon entering low-deviation zones.
– Extreme Overbought/Oversold : High-priority warnings at critical thresholds for portfolio-wide risks.
✅ Key Takeaways
– Cross-asset Z-scores reveal portfolio imbalances via statistical lenses, blending raw price with advanced ratios.
– Adaptive correlations ensure metric relevance, while rankings accelerate opportunity hunting.
– Comprehensive tables and band visuals turn complex data into actionable insights for diversified trading.
– Customizable metrics and thresholds adapt to crypto volatility or traditional equities alike.
