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ORB Breakout Strategy with VWAP and Volume FiltersOverview This strategy implements the classic Opening Range Breakout (ORB) methodology, a well-documented approach in trading literature that has been used by institutional and retail traders for decades. The strategy identifies the high and low of the first 15 minutes of the trading session, then trades breakouts with defined risk management. This implementation includes multiple customizable filters (VWAP, Volume, Candle Strength) that traders can enable, disable, and tune to find configurations that work for their specific markets and trading style. How It Works Opening Range Calculation The strategy captures the high and low of the first N bars after the session open (default: 3 bars on a 5-minute chart = 15 minutes). These levels become the breakout triggers for the session. Entry Logic Long Entry: When a bar closes above the ORB High and all enabled filters pass Short Entry: When a bar closes below the ORB Low and all enabled filters pass Exit Logic Take Profit: Configurable multiple of the ORB range (default: 1x = full range beyond breakout level) Stop Loss: Opposite side of the ORB range Breakeven: Optional stop adjustment to entry price when trade reaches configurable profit threshold Session Close: All positions automatically closed at end of trading session Configurable Filters All filters can be independently enabled or disabled: 1. VWAP Filter Requires price above/below session-anchored VWAP Requires VWAP slope confirmation (configurable lookback and minimum slope) Purpose: Align trades with intraday trend direction 2. Volume Filter Requires minimum volume on the breakout bar Purpose: Confirm institutional participation in the breakout 3. Candle Strength Filter Requires close in upper/lower portion of the bar range Purpose: Filter out weak breakouts with poor conviction Strategy Properties Initial Capital - $50.000USD Position Size - 1 contract (fixed) Commission - $4.00 per contract Slippage - 2 ticks Margin - 1% Pyramiding - Disabled Backtest Results (NQ) Recent Performance (Jan 2025 - Jan 2026) Total Trades - 243 Win Rate - 39.09% Profit Factor - 1.03 Net P&L - $3,581 (+7.16%) Max Drawdown - $25,447 (39.96%) Long-Term Performance (2010 - 2026) Total Trades - 1699 Win Rate - 37.61% Profit Factor - 0.756 Net P&L - ($49,632) (-99.26%) Max Drawdown - $50,262 (99.27%) Important: Long-term results show negative expectancy with default settings. This strategy is published as a research framework, not a ready-to-trade system. Users are encouraged to experiment with different configurations to find their edge. Settings Guide Main Settings ORB Bars: Number of bars for opening range (3 = 15 min on 5-min chart) Trading Session: Time window for trading (e.g., 0930-1200 for morning only) Timezone: Your market's timezone Take Profit: Multiple of ORB range for target Breakeven Trigger: Distance to move stop to entry Max Trades Per Day: Daily trade limit VWAP Filter Use VWAP Filter: Enable/disable VWAP Slope Lookback: Bars to measure VWAP direction Min VWAP Slope: Minimum slope threshold Volume Filter Use Volume Filter: Enable/disable Min Breakout Volume: Minimum contracts required Candle Strength Filter Use Candle Strength Filter: Enable/disable Min Candle Strength: Required close position (0.7 = top/bottom 30%) Research Suggestions This strategy provides a foundation for exploring ORB-based approaches. Consider testing: Different ORB periods: 5, 10, 15, or 30 minutes Session variations: Morning only (0930-1200), afternoon, or full day Direction bias: Long-only or short-only based on daily trend Filter combinations: Different mixes of VWAP, volume, and candle filters Take profit ratios: 0.5x, 1x, 1.5x, or 2x ORB range Market regimes: Performance may vary in trending vs ranging markets Different instruments: Test on ES, NQ, MNQ, or other futures Visual Elements Orange Background: ORB forming period Green Background: Active trading session Green Line: ORB High level Red Line: ORB Low level VWAP Line: Green = upslope, Red = downslope, Gray = flat White Line: Trade entry price Lime Line: Take profit level Red Line: Stop loss level Orange Line: Breakeven trigger level Blue Background: Breakeven activated Triangles: Entry signals (only appear when trade executes) Limitations Negative long-term expectancy: Default settings do not produce profitable results over extended periods Parameter sensitivity: Results highly dependent on filter settings and market conditions Market regime dependent: May perform differently in trending vs choppy markets Commission impact: Frequent trading accumulates significant transaction costs Curve fitting risk: Optimized settings may not persist in future markets Disclaimer This strategy is provided for educational and research purposes only. It does not constitute financial advice. Past performance does not guarantee future results Backtested results may not reflect actual trading conditions The long-term backtest shows significant negative returns Always paper trade before risking real capital Never risk more than you can afford to lose Conduct your own research and due diligence This is a research framework designed for traders to explore and customize, not a plug-and-play trading system.
Pine Script® ストラテジー
luiscaballeroの投稿
2
ST - Price Guard DWM [Soothing Trades] ST – PRICE GUARD DWM Daily / Weekly / Monthly High/Low with Full Style & Color Control © 2026 Soothing Trades '''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''' OVERVIEW Price Guard DWM is a professional key level indicator that tracks and visualizes Daily, Weekly, and Monthly highs and lows. The indicator features an advanced touch-tracking system that dynamically changes line colors and styles based on how many times price has interacted with each level. Perfect for swing traders, day traders, and anyone who uses multi-timeframe analysis to identify significant support and resistance zones. We recommend to use with ST - ZVWAP Zone Scanner '''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''' KEY FEATURES '''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''' MULTI-TIMEFRAME LEVELS • Daily High/Low with session anchoring (1800-1700 ET) • Yesterday's High/Low (special colors and tracking) • Weekly High/Low • Monthly High/Low FULL CUSTOMIZATION • 3 colors per level (Not Touched, Touch 1, Touch 2+) • 3 line styles per level (Solid, Dashed, Dotted, Arrows) • Independent width control per timeframe • 24 total color inputs for complete visual control • 24 total style inputs for maximum flexibility INTELLIGENT TOUCH TRACKING • NT (Not Touched) = Price has never crossed the level • T1 (Touch 1) = Price crossed the level once • T2+ (Touch 2+) = Price crossed the level twice or more • Automatic line style and color changes based on touches • Smart cross detection (only counts actual crosses, not wicks) DYNAMIC LABELS • Customizable label positioning • Optional price display • Auto-matching background colors • Adjustable size and transparency • Touch count displayed in real-time SMART DELETION • Dotted levels (2+ touches) delete after 2 periods • Untouched/Dashed levels delete at max age • Configurable retention periods per timeframe • Automatic cleanup keeps chart clean '''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''' HOW IT WORKS '''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''' LEVEL CREATION • Daily levels created at session flip (1800 ET) • Yesterday levels tracked separately with unique colors • Weekly levels created at week start • Monthly levels created at month start TOUCH DETECTION The indicator uses intelligent close-based cross detection: • High levels: Touched when close crosses ABOVE the level • Low levels: Touched when close crosses BELOW the level • Only actual crosses count (not just wicks touching) • Touch count updates in real-time VISUAL FEEDBACK Each level changes appearance based on touch count: • State 1 (NT): Your chosen "Not Touched" color/style • State 2 (T1): Your chosen "Touch 1" color/style • State 3 (T2+): Your chosen "Touch 2+" color/style Example default setup: • NT = Solid gray line • T1 = Dashed yellow line • T2+ = Dotted red line (deletes after 2 more periods) AUTOMATIC CLEANUP • Levels with 2+ touches become dotted and delete after 2 periods • This prevents chart clutter from heavily tested levels • Untouched and single-touch levels delete at max age • Fully configurable retention periods '''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''' CONFIGURATION GUIDE '''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''' COLOR SETTINGS (New in v3!) Each level type has 3 color states: • Not Touched (NT): Level hasn't been crossed • Touch 1 (T1): Level crossed once • Touch 2+ (T2+): Level crossed twice or more Configure colors for: • Daily High (3 colors) • Daily Low (3 colors) • Yesterday High (3 colors) • Yesterday Low (3 colors) • Weekly High (3 colors) • Weekly Low (3 colors) • Monthly High (3 colors) • Monthly Low (3 colors) Total: 24 independent color inputs! LINE STYLE SETTINGS (New in v3!) Each level type has 3 line styles: • Solid • Dashed • Dotted • Arrow Left • Arrow Right • Arrow Both Same 24 combinations as colors - complete visual control! WIDTH SETTINGS Independent line width per timeframe: • Daily Width: 1 (default) • Yesterday Width: 2 (default) • Weekly Width: 3 (default) • Monthly Width: 5 (default) VISIBILITY TOGGLES Each level can be shown/hidden: • Show Daily High • Show Daily Low • Show Yesterday High • Show Yesterday Low • Show Weekly High • Show Weekly Low • Show Monthly High • Show Monthly Low RETENTION PERIODS Configure how long levels stay on chart: • Max Days to Keep: 21 (default) • Max Weeks to Keep: 8 (default) • Max Months to Keep: 3 (default) Note: Dotted levels (2+ touches) auto-delete after 2 periods regardless LABEL CUSTOMIZATION • Show/hide labels • Right offset in bars • Include/exclude price • Label size (Tiny to Huge) • Text color • Auto background (matches line color) • Manual background with transparency '''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''' USAGE TIPS '''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''' TRADING APPLICATIONS 1. SUPPORT/RESISTANCE • Untouched levels (NT) = Strong potential zones • Single touch (T1) = Confirmed support/resistance • Double touch (T2+) = Heavily tested, may break soon 2. BREAKOUT TRADING • Monitor T1 levels for potential breakouts • T2+ levels often break on third touch • Yesterday's levels excellent for intraday breakouts 3. MEAN REVERSION • Untouched levels good for reversal trades • First touch often provides best risk/reward • Second touch may signal weakening level 4. MULTI-TIMEFRAME CONFLUENCE • Look for Daily + Weekly alignment • Monthly levels = major decision points • Confluence zones = high probability setups VISUAL STRATEGY EXAMPLES Conservative Setup: • NT = Green (level fresh) • T1 = Yellow (caution) • T2+ = Red (likely to break) Aggressive Setup: • NT = Bright colors (watch these) • T1 = Faded colors (already tested) • T2+ = Dotted + dim (ignore/fade) Yesterday Focus: • Make Yesterday levels stand out (orange/red) • Fade older daily levels (gray) • Perfect for day trading setups '''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''' TECHNICAL DETAILS '''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''' • Session Time: 1800-1700 ET (customizable in code) • Time Zone: America/New_York • Max Lines: 500 • Max Labels: 500 • Touch Detection: Close-based cross method • Deletion Logic: 2 periods after dotted / max age for NT/T1 '''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''' IMPORTANT NOTES '''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''' • Yesterday levels dynamically update as days pass • Dotted levels (T2+) auto-delete after 2 periods • Cross detection uses close price, not wicks • Labels update in real-time with touch count • Session anchoring ensures accurate daily levels '''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''' SUPPORT & CONTACT '''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''' Created by: Soothing Trades © 2026 All Rights Reserved For questions, suggestions, or custom indicator development: TradingView: @Soothing_Trades '''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''' If you find this indicator helpful, please leave a comment and boost! Your feedback helps improve future updates. '''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''''' DISCLAIMER For educational and informational purposes only. Not financial advice. Trading involves risk. Past performance does not guarantee future results. Use proper risk management and test on your own markets/timeframes. Created by Soothing Trades
Pine Script® インジケーター
SOOTHING_TRADESの投稿
Liquidation Map [Alpha Extract]A sophisticated liquidity distribution visualization system that identifies potential liquidation zones through pivot-based detection and renders them as an interactive histogram with cumulative distance-to-liquidation curves. Utilizing multi-exchange volume aggregation and ATR-scaled pocket detection, this indicator delivers institutional-grade liquidity mapping with real-time histogram display showing relative concentration of long and short liquidation levels across configurable price ranges. The system's box-based rendering architecture combined with cumulative distribution overlays provides comprehensive visual assessment of asymmetric liquidity positioning for strategic trade planning. 🔶 Advanced Multi-Exchange Aggregation Framework Implements intelligent ticker detection and multi-source volume aggregation across major exchanges including Binance, Bybit, KuCoin, OKX, and MEXC for accurate liquidity weight calculations. The system automatically identifies base currency (BTC, ETH, SOL) from chart ticker, retrieves volume data from matching perpetual contracts across multiple venues, and aggregates into composite volume metric for enhanced pocket weighting accuracy. 🔶 Pivot-Based Liquidation Pocket Detection Features sophisticated swing point identification using configurable pivot width with ATR-scaled vertical zone construction for volatility-adaptive pocket sizing. The system detects pivot highs for short liquidation zones (placed above swing) and pivot lows for long liquidation zones (placed below swing), applying 200-period ATR with percentage multipliers to determine pocket heights that adjust to market volatility conditions. 🔶 Interactive Histogram Visualization Engine Provides real-time box-based histogram rendering in indicator pane with configurable bin counts (up to 400 columns) and adjustable height, displaying liquidity concentration across fixed percentage range above and below current price. The system calculates bin sizes from view range, accumulates pocket weights into price bins, and renders vertical bars with gradient color intensity reflecting relative liquidity concentration at each price level. 🔶 Cumulative Distance Overlay System Implements innovative cumulative distribution curves showing aggregate liquidity distance from current price for both long (left) and short (right) positions. The system calculates running totals of pocket weights from current price outward in both directions, normalizes against maximum span, and overlays line segments showing how much total liquidity exists at various distances, enabling instant assessment of liquidation cascade potential. 🔶 Dynamic Price Range Adaptation Features fixed percentage-based view window that maintains consistent price range visualization across all timeframes and instruments, automatically centering histogram on current price with configurable +/- percentage bounds. The system recalculates histogram bins and pocket distributions on each bar close, ensuring visualization adapts to price movement while maintaining interpretable scale regardless of volatility regime. 🔶 Touch Detection and Weight Adjustment Provides intelligent pocket state tracking that identifies when price trades through liquidation zones and applies configurable weight multipliers to touched pockets for historical context. The system monitors price interaction with pocket midpoints, marks pockets as "hit" when violated, and optionally increases their visual weight (default 5x) to emphasize historical liquidation levels while distinguishing from untouched future zones. 🔶 Gradient Intensity Color System Implements sophisticated color gradient engine that modulates bar opacity from transparent to opaque based on relative liquidity concentration within each bin. The system normalizes bin values against maximum liquidity, applies color interpolation from faded to vivid hues, and distinguishes long liquidation zones (cyan) from short liquidation zones (yellow/gold) with current price column highlighted in red for instant orientation. 🔶 Performance-Optimized Rendering Architecture Utilizes efficient box and line object management with dynamic allocation based on histogram configuration, implementing intelligent cleanup and reuse to maintain smooth performance. The system includes adaptive line budget calculations that adjust segment density for cumulative curves based on available object limits, ensuring consistent operation even with maximum histogram resolution settings. 🔶 Asymmetric Distribution Analysis Calculates separate cumulative distributions for long and short liquidation zones split at current price, enabling identification of imbalanced liquidity positioning. The system normalizes distributions against respective maximums and overlays both curves on single histogram, allowing traders to instantly assess whether more liquidation risk exists above (shorts vulnerable) or below (longs vulnerable) current price levels. 🔶 Configurable Label and Scale System Provides price axis labeling with adjustable frequency to reduce clutter while maintaining reference points, displaying price values at regular column intervals with configurable offset positioning. The system includes current price label showing exact value and percentile position within view range, offering both absolute price reference and relative positioning context for distribution interpretation. 🔶 Historical Pocket Persistence Framework Maintains rolling window of liquidation pockets up to 3000 bars with automatic expiration management and optional preservation of touched zones for historical analysis. The system tracks pocket creation time, monitors age against lookback limits, and manages array cleanup to prevent memory overflow while retaining relevant historical liquidation levels for pattern recognition and support/resistance validation. This indicator delivers sophisticated liquidity distribution analysis through histogram visualization and cumulative distance curves that reveal asymmetric positioning of potential liquidation levels. Unlike simple liquidation heatmaps that show absolute levels, the Liquidation Map's cumulative distribution overlays instantly communicate how much total liquidity exists at various distances from current price, enabling assessment of cascade potential. The system's multi-exchange volume aggregation, touch-weighted historical zones, and fixed-range visualization make it essential for traders seeking strategic positioning around institutional liquidity clusters in cryptocurrency futures markets. The histogram format enables instant identification of price levels where concentrated liquidations may trigger significant volatility or reversal events, while the asymmetric distribution curves reveal whether market structure favors upside or downside cascades.
Pine Script® インジケーター
AlphaExtractの投稿
2
Golder/Silter SetupsGolden/Silver Strategy Overview The Tony Rago Golden/Silver Strategy is a high-precision mean-reversion system specifically engineered for the Nasdaq (NQ/MNQ). It leverages the psychological 100-point price blocks to identify institutional exhaustion and reversal points. Unlike standard "grid" bots, this strategy uses a sophisticated "Arm & Fire" logic: it requires a specific price "touch" to arm the setup, followed by a retracement to a "Golden" entry level to execute. Key Logic: The 100-Point Grid The strategy divides price action into 100-point blocks (e.g., 19500 to 19600). Golden Setup (Long): Triggered when price touches the 50 level (mid-point). The order is placed at the 26 level on the retracement. Silver Setup (Short): Triggered when price touches the 00 or 100 levels (block boundaries). The order is placed at the 77 or 26 levels on the retracement. Professional Risk Management This edition features a Dual-Contract Management system designed for Prop Firm consistency: Contract 1 (The Scalp): Aims for a quick 24-point target (TP1) to secure realized gains and cover costs. Contract 2 (The Runner): Stays in the trade for an extended 51-point target (TP2). Automated Break-Even (BE): The moment TP1 is hit, the Stop Loss for the Runner is automatically moved to the entry price (plus a small offset). This ensures a "risk-free" environment for the remainder of the trade. Independent Stop Losses: The Scalp and the Runner use different SL distances to account for Nasdaq volatility, preventing a single "noise" wick from wiping out the entire position. Intelligent Filters ADX Range Filter: The strategy monitors market trend strength. It only allows trades when the ADX is below a user-defined threshold (default 25), ensuring you only play mean-reversion during ranging or "choppy" markets. MA Visual Semaphor: The 50 EMA changes color dynamically based on ADX (Lime/Green for Range, Orange/Red for Trend), giving you an instant visual "Go/No-Go" signal. Time-Session Filtering: Optimized for three custom sessions (NY Open, Mid-Day Reversal, and Late Night). Outside these sessions, the strategy can "Arm" setups in memory but will not "Fire" orders. How to Use Timeframe: Optimized for 1-Minute or 2-Minute charts for precision entry. Asset: Nasdaq 100 (NQ, MNQ) or similar high-volatility indices. Setup: * Enable Session Filters to avoid news volatility. Adjust TP/SL in Points (1 Point = 4 Ticks) to suit your specific risk appetite. Watch for the "Armados" labels—these indicate the system is ready and waiting for the Golden/Silver entry. Visual Interface Dynamic Boxes: Real-time visual representation of your TP1, TP2, and SL levels. Activation Labels: Clear indications of when a Long or Short setup has been "Armed" in memory. Status Dashboard: A clean top-right table showing current ADX values, Session status, and Risk settings. Disclaimer Trading involves significant risk. This strategy is a tool for decision support and backtesting. Past performance does not guarantee future results. Always test on a demo account before risking live capital.
Pine Script® ストラテジー
pablollorensの投稿
Trader Otto - Smart Order Blocks & Delta Flow [SMC]This indicator brings a professional approach to Smart Money Concepts (SMC) by combining classic **Order Block** identification with **Volume Delta** and **Volatility Filtering**. Standard Order Block indicators often clutter the chart with weak zones. This script solves that by applying a rigorous "Quality Control" engine to every potential block. ### 🧠 Key Concepts **1. Volume Delta Analysis (Δ)** Inside every Order Block, the script calculates the internal buying/selling pressure. * **The Problem:** A candle might look bullish, but have weak internal buying volume. * **The Solution:** This tool displays the **Delta %** (Δ) directly on the block. A high positive Delta confirms strong institutional interest. **2. Exhaustion Filter (ATR Logic)** Not all big candles are Order Blocks; some are just exhaustion moves. * The script uses an Average True Range (ATR) multiplier to detect statistically abnormal moves. * If a candle is too large (likely a climax move), it is **rejected** as an Order Block, preventing false traps. **3. Mitigation & Cleanup** The system automatically manages the chart workspace: * Blocks are extended into the future until they are mitigated (broken). * Once price closes beyond the block, it is automatically removed to keep the chart clean. ### ⚙️ Settings * **Pivot Period:** Defines the structural significance of the swing points. * **Exhaustion Filter:** Users can adjust the ATR multiplier to filter out news spikes or climatic candles. * **Volume Filter:** Ensures only blocks with above-average volume are plotted. * **Visuals:** Customize colors and toggle the Delta information text. --- *Disclaimer: This tool assists in market structure analysis but does not guarantee future price movements.*
Pine Script® インジケーター
OttoJuniorの投稿
1
PAE - Price Action Essential**PAE - Price Action Essential** indicator. This system is engineered to provide high-fidelity market structure readings, blending moving average harmony with algorithmic volume analysis at critical turning points. --- ## 1. Indicator Philosophy **PAE** operates under the **"Signal over Noise"** principle. Its goal is to declutter the chart of visual distractions, highlighting only the areas where true confluence exists between price action and institutional effort (volume). --- ## 2. Moving Average Dynamics & Action Zone The system utilizes a hierarchy of four moving averages to segment market flow: ### A. The Action Zone (Short-Term) This is generated via a dynamic shading between the **Fast MA (9)** and the **Base MA (20)**. * **Configuration:** Allows the user to select the calculation type (EMA, SMA, WMA, HMA) for both averages simultaneously. * **Fast MA Colors:** * `#a5d6a7` (Soft Green) during ascending values. * `#faa1a4` (Soft Red) during descending values. * **Purpose:** The shaded area acts as a "value band." Pullbacks into this zone during defined trends often offer the highest probability entry opportunities. ### B. Structural MAs (Mid & Long-Term) These averages are fixed to **SMA** type to maintain stability in trend analysis: * **Medium SMA (40):** Uses vibrant colors (**#3179f5** Blue / **#ffee58** Yellow) to clearly mark the primary direction of the current swing. * **Slow SMA (200):** Uses pastel tones (**#90bff9** / **#fff9c4**) and a dotted style to define the long-term institutional bias. --- ## 3. Pivot Analysis with Smart Volume **PAE** identifies fractals (Highs and Lows) and automatically classifies them based on their **Relative Volume** compared to the previous 20 candles. ### Visual Classification by Color To ensure rapid interpretation, labels are set to **Tiny** size, with color serving as the primary data indicator: | Pivot Type | Color | Volume Condition | Interpretation | | --- | --- | --- | --- | | **Strength (MAX)** | `#ff001e` (Bright Red) | `> 160%` of Avg | High-conviction resistance. | | **Strength (MIN)** | `#0fa600` (Bright Green) | `> 160%` of Avg | High-conviction support. | | **Base (MAX)** | `#f1adad` (Soft Rose) | Between `30%` - `160%` | Standard market structure. | | **Base (MIN)** | `#bee7c0` (Soft Mint) | Between `30%` - `160%` | Standard market structure. | | **Noise** | `#ffffff` (White 67% Transp.) | `< 30%` of Avg | Weak pivots or lack of interest. | --- ## 4. Contextual Information (Tooltips) Every Pivot label is interactive. By hovering the cursor over the triangles, the trader obtains precise data: * **Price:** Indicates the exact **Closing** value of the candle that triggered the pivot (MAX or Min). * **Vol:** Displays the exact percentage of relative volume. For example, a value of **200%** confirms that the candle had double the average volume, validating the strength of that support or resistance level. --- ## 5. Recommended Configuration Parameters * **Left/Right Bars (3):** The ideal balance between early detection and swing confirmation. * **Strength Factor (1.60):** Filters for movements backed by professional intent. * **Noise Factor (0.30):** Identifies exhaustion or lack of participation. --- ### Operational Summary The **PAE** helps traders stop guessing. If the price reaches the **Action Zone** (shading) and coincides with a **Strength Pivot** (bright color), the probability of a reaction in favor of the trend is significantly high. It is a precision tool designed for traders seeking absolute clarity in their decision-making process.
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rjmbveの投稿
Malama's Institutional Liquidity & Price Action Concepts [ILPAC]Malama's Institutional Liquidity & Price Action Concepts is a comprehensive trading suite that unifies the three pillars of institutional analysis: Market Structure (Context), Liquidity (Targets), and Momentum (Triggers). Justification for this Combination (The Mashup): Many traders clutter their screens with separate indicators for BOS/CHoCH, Liquidity Runs, and RSI divergences. This fragmentation makes it difficult to see the full narrative. ILPAC solves this by fusing these concepts into a single logic engine. By combining structure with liquidity heatmaps, the script allows you to see where price is going (Liquidity) and when the trend has shifted (Structure) without conflicting visual noise. Optimizations & Fixes in This Version: Unified Garbage Collection: Previous iterations of complex scripts often suffer from memory leaks. This version runs a global cleanup function every bar to manage lines and labels, ensuring smooth performance even on lower timeframes. State-Machine BOS Logic: The Break of Structure (BOS) logic has been upgraded to a state machine. It tracks "Active Pivot Levels" and only fires a signal when a level is physically broken by a close, preventing repainting or flickering signals during live candles. Physical Liquidity Sweeps: The Liquidity Heatmap now calculates the physical height of the zone in ticks. A zone is only considered "Swept" (mitigated) if price penetrates the interior of the box, not just touches the edge. Deduplicated Psychological Levels: The logic for round numbers (Psychological Levels) now scans existing drawings to prevent stacking duplicate lines on top of each other when price consolidates around a key level. Concepts & Underlying Calculations: Market Structure: Identifies Swing Highs and Lows using a customizable lookback. A "Change of Character" (CHoCH) is flagged when the trend state flips from Bullish to Bearish (or vice versa), while a "Break of Structure" (BOS) indicates trend continuation. Liquidity Heatmap: Automatically identifies unmitigated swing points where stop-losses are likely clustered. These are drawn as dynamic boxes that extend until price sweeps them. FOMO Bubbles: A proprietary momentum filter that combines RSI extremes (Overbought/Oversold) with Volume Spikes (Volume > 2x Average). These bubbles highlight moments of retail panic or euphoria, often marking local tops or bottoms. Auto-Trendlines: Connects the most recent non-breached pivots to project dynamic support and resistance channels. How to Use: Identify the Trend: Look for the Market Structure labels (HH, LL) and the colored structure lines (Green for Bullish, Red for Bearish). Find the Target: Look for the Gold (High) or Blue (Low) Liquidity Zones. Price often gravitates toward these areas to clear liquidity before reversing. Spot the Trigger: Use the FOMO Bubbles or Trendline Breakouts as your entry confirmation once price reaches a liquidity zone. Disclaimer: This indicator is for educational analysis only. Past performance does not guarantee future results.
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makenlegacyの投稿
Malama's Market Structure: Malama's Market Structure is a comprehensive price action utility that unifies four essential institutional trading concepts—Supply/Demand, Liquidity, Trendlines, and Key Levels—into a single, optimized toolkit. Justification for this Combination (The Mashup): Institutional analysis requires monitoring multiple layers of market structure simultaneously. Using separate indicators for S/D zones, liquidity pools, and daily levels creates chart clutter and conflicting visual signals. This script solves this by integrating these components into a single Zone Management Engine. This engine ensures that when a zone is broken, it is automatically invalidated or marked as a "Retest" candidate, creating a cleaner, actionable chart without manual drawing tools. What Has Been Fixed in This Version: Zero-Division Protection: Added safety checks in the Liquidity module avg_ph != 0 to prevent runtime crashes on assets with zero values. Explicit Zone Typing: The code now strictly differentiates between "Standard Supply" and "Liquidity Supply" to apply correct breakout logic (Close > Top vs Close < Bottom). Smart Garbage Collection: Implemented a FIFO (First-In, First-Out) memory management system that prioritizes deleting inactive/broken zones before active ones, ensuring critical levels remain on the chart longer without hitting TradingView drawing limits. Optimized Key Levels: Switched from creating new line objects every bar (which causes memory leaks) to updating a single var line object using line.set_xy. Underlying Calculations & Logic: Pivot Analysis (The Foundation): The script identifies structural Swing Highs and Lows using a customizable lookback. Liquidity Logic: It compares adjacent Pivot Highs. If they are within a strict threshold (0.15%), they are flagged as "Equal Highs (EQH)"—a magnet for price. Zone Management: An internal array tracks every zone. If price closes beyond a zone, the script detects the "Break" event and visually fades the zone to gray. If price touches a valid zone without breaking, the label updates to "Retest." How to Use: Entries: Look for price to reject from active Red (Supply) or Blue (Demand) zones. Targets: Target the Gray "Liquidity" zones (EQH/EQL), as price often gravitates toward these to clear stops. Confluence: Use the intersection of Auto-Trendlines and Key Levels as high-probability reversal areas. Disclaimer: This tool is for educational analysis only. Trading involves significant risk.
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makenlegacyの投稿
deKoder | Whale Prints [WP]deKoder | Whale Prints | Large Trade Orderflow Detection This open-source indicator is a clean, precision tool for revealing hidden large-volume activity directly on your chart. By scanning ultra-low timeframes while you view higher ones, it projects statistically significant volume spikes as intuitive markers giving you a clear window into institutional orderflow without visually overwhelming the price action. Key Features & Strengths True Intra-Bar Detection | Monitors lower timeframes down to 1-second bars, catching aggressive block trades and absorption that occur within a single higher-TF candle. Accurate Trade Levels | Markers are placed at the actual hl2 price of the aggressive lower-TF bar, providing a far more accurate estimate of where the large trade executed than typical mid-candle approximations. Multiple Trades Per Bar | If several significant volume spikes occur inside one higher-TF candle, all qualifying levels are displayed individually – offering greater granularity and context. Adaptive Thresholding | Uses higher-TF volume standard deviation (stable baseline) intelligently scaled to the lower timeframe, reducing noise in quiet markets while remaining sensitive to genuine outliers. Clean Visual Hierarchy | Three tiers (Small 🞉 / Medium ⏣ / Large 🞊) with dynamic symbol size, line thickness, transparency, and user-definable bullish/bearish coloring based on LTF candle direction. How to Use It as an Orderflow Tool Large volume spikes often mark the footprints of institutional players. This indicator helps you read those footprints in real time. Small (🞉) | Moderate excess volume: early interest, probing, or building positions. Medium (⏣) | Strong spike: increasing conviction, potential momentum shift. Large (🞊) | Extreme outlier: frequently climactic volume signalling exhaustion or major absorption. Why Price Often Reverses at These Levels Large players frequently place limit orders in areas rich with liquidity – commonly just beyond recent highs/lows where retail stop-losses cluster. When price sweeps those zones: Stop hunts trigger a cascade of forced exits, creating liquidity for larger participants to fill their limit orders. Breakout traders who entered on the move are trapped offside and become forced buyers/sellers when price reverses. Institutions use this liquidity to execute large orders at favorable prices with minimal immediate market impact. The result is aggressive volume at the extreme, followed by reversal as smart money finishes filling and price returns toward fair value. Clusters of medium/large markers at swing points are classic signs of this dynamic. Practical Analysis Tips Reversals/Absorption | Clusters of large markers at swing highs/lows (especially opposing-color spikes) signal potential turns – buyers or sellers stepping in aggressively. Level Defense | Trades piling up at key support/resistance suggest institutions protecting or building positions. Trapped Traders | Large spikes beyond range pivots followed by reversal back into the range often highlight trapped breakout traders who add fuel to a move when they are forced to liquidate their positions. Use Offset (-3 to +3) to shift markers away from current price for clearer viewing. Pro tip: Zoom into the lower TF occasionally to see how these projected levels align exactly with aggressive candles. Recommended Pairings This is designed as a pure orderflow overlay to be layered with your existing setup: Support & Resistance (horizontals, pivots, Volume Profile POC/VAH/VAL) Market Structure tools (swing points, order blocks, fair value gaps) Trend filters (EMAs, SuperTrend, higher-TF bias) Momentum oscillators for timing confluence Best Suited For Scalping & day trading (1–15 min charts with 5–30S lower TF) Swing trading entries (1H–4H charts with 1–5 min lower TF) High-liquidity markets: crypto perpetuals, forex majors, volatile stocks Add this indicator to start seeing the hidden aggression driving price and expose the hidden edges beyond the noise. ☠ FR33FA11 | deKoder ☠ Released January 2025 | Open Source
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FR33FA11の投稿
3
Reversal Radar - Sensitive Mode - SZ AlphaSensitive Mode is the early detection layer within the Reversal Radar framework. It is designed to highlight areas where market reversals may begin to emerge, not to generate trade entries. The radar is built on: Structural turns (pivot-based) Behavioral shifts (strength / weakness) Volatility & participation filters (ATR / Volume) Trend context via EMA Core thresholds are intentionally encapsulated into Sensitivity Tiers (Low / Medium / High) to preserve structural consistency and avoid overfitting. This tool is for risk awareness and context detection, not for trade execution or signal chasing. ----------------------------------------------------------------- Sensitive Mode 是 Reversal Radar 体系中的早期反转探测层，用于在市场结构出现变化时，提前标记潜在的反转关注区域。 它并非交易信号，也不用于给出买卖指令，而是通过： 结构拐点（Pivot） 行为变化（强弱转折） 波动与参与度过滤（ATR / Volume） 趋势环境参考（EMA） 来探测“反转开始被观察到的时刻”。 为避免误用，核心阈值已被收口为灵敏度档位（Low / Medium / High），用户只需选择观察节奏，而无需调参。 本工具用于风险识别与情境判断， 不是交易建议，也不是信号生成器。 Free structure. Decisions remain yours. — SZ Alpha
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SZ_Alphaの投稿
TITAN MARKET PHYSICS ENGINETITAN MARKET PHYSICS ENGINE Titan is not a conventional indicator, it is a Physics Interpretation Engine. This algorithm uses physics as its native language to decode the market. Instead of viewing simple candles, the system processes the interaction between Force (Volume/Money) and Movement (Price) under a framework of programmed physical laws. To understand Titan's signals, you must comprehend the logic behind its market reading: ⚛️ THE ALGORITHM'S LANGUAGE (THE 5 LAWS) Law of Structural Gravity: The algorithm assumes price travels from one level to another by attraction. If a Cyan Wall is broken, the system calculates a drastic increase in "gravity" toward the next structural level. Law of the Vacuum: The code understands that the market abhors vacuums. It detects rapid movements that leave "gaps" and marks them as low pressure zones that will likely suck the price back. Law of Elasticity (Mean Reversion): The Ribbon acts as a dynamic equilibrium point. The algorithm measures tension: if price stretches too far, it must collapse back to the ribbon. Law of Inertia: Force > Friction. If price crosses a calculated wall without rejection, the internal logic suggests immediate continuation. Law of Compression: When price is trapped between two close walls, forces cancel out mathematically. Action: The algorithm recommends staying flat until the compression breaks. 📡 NAVIGATION INTERFACE Cyan Boxes (Institutional Blockades): Major containment walls. Smart Money defense zones. Purple Boxes (Fractal Triggers): Intraday reaction points for precision entries. Energy Ribbon: Center of gravity and dynamic support. 🎛️ CALIBRATION (MODES) SCALPING: Maximum sensitivity for 1m - 5m timeframes. DAY TRADING : Balanced. Filters noise for daily expansion (5m - 15m). SWING: Low sensitivity. Captures macro trends (1H - 4H). 🔄 ADAPTIVE INTELLIGENCE (Smart Invalidation) Visual Hygiene: If price invalidates a zone, the engine automatically stops projecting it to keep your chart clean. Market Memory: Although a box may disappear, the level remains relevant as historical points are often re-tested. DISCLAIMER: Quantitative analysis tool for educational purposes. Trading involves high risk. Capital management is the operator's responsibility.
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kennethsv16の投稿
DEMA20 + VWAP200 + CHoCH BigBeluga + Daily Candle de NatantiaTo simplify things for traders like me who are just starting out with limited resources, I'm offering this indicator that aggregates other well-known and configurable indicators: - 2 DEMA 20, - 1 VWAP 200, - BigBeluga's Choch Pattern indicator, - Nanantia's Daily Candle indicator. I recommend combining this indicator with an RSI divergence that displays 30%, 50%, and 70%, as well as a kill zone indicator for those trading Asian reversal or OPR. This indicator is particularly powerful when the candles are displayed in Heikin Ashi mode. Happy trading, and thanks to the community of passionate developers and to chatGPT.
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jeremiefranklin1の投稿