NVDAX Grid - Long IndicatorNVDAX Grid — Long Indicator
🔷 What it does:
This is a signal-only indicator that mirrors a price-grid long workflow on NVDAX / USDT between two fixed bounds. It tracks up to 56 independent virtual slots between a configurable High and Low — each slot fires a webhook-ready buy signal when price crosses down through it, and a paired sell signal when price subsequently crosses up through the slot immediately above. The indicator computes a running average entry, total deployed capital, and open PnL from the live slot ledger and renders all of it on the chart.
- Pre-computes 7–200 grid levels in Geometric (default) or Arithmetic spacing.
- Each slot is an independent ownership flag with its own buy/sell webhook payload.
- Avg entry is derived from fill-by-fill bookkeeping — total cost and total qty are updated on every event.
- Every event emits a webhook-ready JSON alert payload tagged with the specific grid slot.
🔷 Who is it for:
- Swing traders harvesting volatility on tokenized equity pairs in range-bound regimes.
- Bot operators looking for a chart-driven signal source that emits per-slot JSON ready for a DCA Bot configured for grid execution.
- Traders who want to monitor a virtual grid state — avg entry, owned slots, deployed capital, open PnL — directly on the chart without a backtest engine.
- Portfolio operators using a high-trade-count contributor alongside directional strategies.
🔷 How does it work:
Grid Construction: On script load, the indicator computes N price levels between the configured High and Low bounds. In Geometric mode (default), level k is at High × (Low/High)^(k/(N-1)), giving constant percent spacing — approximately 0.58–0.85% per step at default settings. In Arithmetic mode, levels are linearly spaced by absolute price.
Per-Slot State Machine: Each grid level is an independent slot tracked by a boolean ownership flag. When close price crosses down through an empty slot's level, the slot is marked owned, virtual cost-basis is added, and the BUY webhook payload is dispatched. When close price crosses up through the level immediately above an owned slot, the slot is marked free, virtual cost-basis is subtracted, and the SELL webhook payload is dispatched.
Honest Virtual Bookkeeping: Total cost and total qty are updated incrementally on each event, so the avg entry, deployed capital, and open PnL displayed in the status table reflect the actual broker-equivalent position state — no shortcuts from base entry, no synthetic averaging.
No Trailing, No Stop Loss: By design, each slot has a fixed exit (the level above). The indicator never trails the exit and never signals a slot-out for a loss — slots that fall below their entry stay owned until price comes back. This is the canonical grid-bot behavior.
🔷 Why it's unique:
- Per-Level Webhook Ledger: Every BUY and SELL emits a fully-formed JSON alert payload tagged with the specific grid slot ("Grid_BUY_L5" / "Grid_TP_L5"). The indicator can drive a DCA Bot configured for grid emulation without any glue layer.
- Fill-by-Fill Avg Entry: The orange avg-entry line is derived from running totals updated on every event — what you see is what the broker-equivalent position would actually have.
- Active Slot Highlighting: Owned grid levels are rendered with a thicker green stroke; empty slots stay dashed gray. Slot density and current loading are visible at a glance.
- Range Box & Bounds Labels: A semi-transparent box spans the configured High/Low range, and crisp HIGH/LOW labels mark the bounds — the grid topology is obvious without zooming.
- Calibrated for NVDAX 15m: Default bounds, level count, and step size are set against NVDAX's observed historical range — granular enough to catch frequent 15m round-trips, wide enough to avoid fee churn.
🔷 Considerations Before Using the Indicator:
Market Selection & Range Validity: Grid strategies are most profitable in range-bound, mean-reverting markets. On strong directional trends below the configured Low, slots will keep marking as owned as price falls and won't free until price reverses. The default High/Low (226.83 / 154.16) was set against NVDAX's observed range; update both whenever the regime changes.
Tokenized Equity Specifics: NVDAX is a tokenized derivative tracking NVDA equity. Off-hours liquidity and gap behavior can differ from spot crypto pairs — review the asset's session profile before relying on the signal stream for live deployment.
Capital Deployment: The default Total Investment of 10,000 USDT is a virtual reference used for the avg-entry and open-PnL computation. The real sizing happens on the bot side — match the indicator's per-slot allocation to your bot's grid configuration to keep the avg-entry display honest.
Cross Detection Granularity: Crossings are detected on bar close, comparing the current close to the previous close. A bar that spikes through a level and returns within the same bar may be missed by design — this prevents over-signaling on intra-bar wicks.
Live vs Historical State: The virtual slot ledger is rebuilt from chart history each time the indicator is recompiled. If the indicator is added mid-deployment or the live bot diverges from the signal stream (manual interventions, partial fills), the indicator state may not match the live bot. Toggle the indicator off and on to reset.
No Stop Loss: There is no exit signal on adverse moves below the lowest grid level. Risk is structurally capped on the bot side by the bounded Total Investment configured at the bot. If a hard stop is required, layer it on the bot side.
Backtesting Note: This is an indicator, not a strategy. There is no built-in P&L tester. For performance metrics over a four-month sample (~542 closed trades, 4.60% max drawdown, profit factor 2.098), use the companion strategy version on identical parameters.
🔷 How to Use It:
🔸 Add the indicator to a NVDAX / USDT 15m chart.
🔸 Set the High and Low bounds to a range you expect NVDAX to respect.
🔸 Pick Geometric (default, recommended) or Arithmetic spacing.
🔸 Set Grid Levels (7–200) and the virtual Total Investment used for avg-entry computation.
🔸 In the DCA Bot Webhook group, paste your Bot ID, Email Token, and Pair (QUOTE_BASE format, e.g., USDT_NVDAX).
🔸 Create an alert on the indicator with "Any alert() function call". Paste the DCA Bot's webhook URL into the alert's Webhook field. Every grid-level buy and grid-level close will emit a dedicated JSON payload tagged with the slot index, so each level can be tracked independently downstream.
🔷 INDICATOR SETTINGS
High Price: Top of the grid. The highest level a slot can be created from.
Low Price: Bottom of the grid. The lowest level a slot can be created from.
Grid Levels: Number of price levels between High and Low (default 56, range 7–200).
Spacing Mode: Geometric (constant percent step) or Arithmetic (constant absolute step).
Total Investment (USDT): Virtual capital allocated across all slots. Used for the avg-entry and open-PnL computation only.
Bot ID / Email Token / Pair: Webhook fields injected into every alert payload.
Visualization: Toggle grid lines, range box, HIGH/LOW labels, avg entry plot, fill labels, signal triangles, status table.
Brand Watermark: Configurable text, position, size, and transparency.
👨🏻💻💭 We hope this tool helps enhance your trading. Your feedback is invaluable, so feel free to share any suggestions for improvements or new features you'd like to see implemented.
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The information and publications within the 3Commas TradingView account are not meant to be and do not constitute financial, investment, trading, or other types of advice or recommendations supplied or endorsed by 3Commas and any of the parties acting on behalf of 3Commas, including its employees, contractors, ambassadors, etc. インジケーター
NVDAX Grid Bot - Long StrategyNVDAX Grid Bot — Long Strategy
🔷 What it does:
This is a long-only price-grid strategy that harvests volatility on NVDAX / USDT through repeated round-trips on a pre-defined ladder of price levels between two fixed bounds. Each level is an independent slot: when price crosses down through a level, the strategy opens one slot; when price subsequently crosses up through the level immediately above, that slot is closed for a fixed round-trip profit. The grid is generated geometrically by default, so spacing adapts to the price scale.
- Up to 56 simultaneous long slots at default settings, each sized as a fixed fraction of the configured Total Investment.
- No trailing exit, no stop loss — each slot's exit is the level above its entry.
- Per-slot exposure is approximately 1.8% of equity at default settings, comfortably inside the 5–10% per-trade risk band.
- Every fill and close emits a webhook-ready JSON alert payload tagged with the specific grid slot.
🔷 Who is it for:
- Swing traders harvesting volatility on tokenized equity pairs in range-bound regimes.
- Bot operators looking for a chart-driven signal source with per-slot webhook JSON ready to drive a DCA Bot configured for grid execution.
- Traders running a portfolio of low-correlation strategies who want a high-trade-count contributor with bounded per-trade risk.
- Range traders who prefer mechanical execution over discretionary entries.
🔷 How does it work:
Grid Construction: On script load, the strategy computes N price levels between the configured High and Low bounds. In Geometric mode (default), level k is at High × (Low/High)^(k/(N-1)), giving constant percent spacing — approximately 0.58–0.85% per step at default settings. In Arithmetic mode, levels are linearly spaced by absolute price.
Per-Slot Logic: Each grid level is an independent slot tracked by a boolean ownership flag. When bar close moves price down through an empty slot's level, a long is opened at that level for one slot's worth of capital (Investment / N). When bar close moves price up through the level immediately above an owned slot, that slot is closed, locking the round-trip profit between the two adjacent levels.
No Trailing, No Stop Loss: By design, each slot has a fixed exit (the level above). The strategy never trails the exit and never stops a slot out for a loss — slots whose entry price is below current market simply wait until price comes back. This is the canonical grid-bot behavior.
Capital Bounds: Total deployed capital cannot exceed the configured Investment. When all 56 slots are filled, no new orders are opened until price rises and starts closing slots. This structural cap is the strategy's primary risk control.
🔷 Why it's unique:
- Per-Level Webhook Ledger: Every fill and close emits a fully-formed JSON alert payload tagged with the specific grid slot ("Grid_BUY_L5" / "Grid_TP_L5"). The strategy can drive a DCA Bot configured for grid emulation without any glue layer.
- Pre-Allocated State: All up to 200 slot ledgers live in fixed-size arrays, so state lookups are constant-time and the chart can render every active slot with no performance overhead.
- Honest Backtest Surface: The avg entry line plotted on the chart and the open PnL displayed in the status table both reflect the actual broker-equivalent position state — derived from fill-by-fill bookkeeping, not synthetic averaging.
- Calibrated for NVDAX 15m: Default bounds, level count, and step size are set against NVDAX's observed historical range. The 56-level geometric ladder gives roughly 0.58–0.85% per step — granular enough to catch frequent 15m round-trips, wide enough to avoid fee churn.
🔷 Considerations Before Using the Strategy:
Market Selection & Range Validity: Grid strategies are most profitable in range-bound, mean-reverting markets. On strong directional trends below the configured Low, slots will keep loading as price falls and won't close until price reverses. The default High/Low (226.83 / 154.16) was set against NVDAX's observed range; update both whenever the regime changes.
Tokenized Equity Specifics: NVDAX is a tokenized derivative tracking NVDA equity. Off-hours liquidity and gap behavior can differ from spot crypto pairs — review the asset's session profile before relying on the backtest numbers for live deployment.
Capital Deployment: The default Investment of 10,000 USDT equals 100% of starting capital — this is a high-conviction setting that assumes the configured range holds. Per-slot risk remains low (~1.8% of capital), but if price collapses far below the Low bound, the aggregate unrealized loss can be substantial. Scale the Investment input down to match the worst-case drawdown you are willing to absorb in a range-break scenario.
No Stop Loss Justification: There is no exit on adverse moves below the lowest grid level. The strategy's per-trade risk is structurally capped by the per-slot allocation (Investment / N levels) — at defaults that is 179 USDT per slot, well inside the conventional 5–10% per-trade band. The aggregate unrealized exposure is controlled separately via the Investment input.
Trade Volume & Fees: Grid bots on 15m generate a high number of round-trips. The default commission (0.1% per trade) is calibrated for Bybit spot taker conditions; any mismatch with your exchange's actual fees will materially shift the results given the high trade count.
Demo Testing: Always demo-test before going live. Past results do not guarantee future performance, especially on a strategy whose profitability is bounded by the chosen High/Low range remaining valid.
🔷 STRATEGY PROPERTIES
Symbol: BYBIT:NVDAXUSDT (Spot)
Timeframe: 15min
Test Period: January 23, 2026 — May 24, 2026 (~4 months).
Initial Capital: 10,000 USDT.
Total Investment: 10,000 USDT (100% of capital, high-conviction setting).
Order Size per Slot: Investment / 56 ≈ 179 USDT (~1.8% of equity).
Commission: 0.1% per trade.
Slippage: 3 ticks.
Margin for Long Positions: 100%.
Indicator Settings: Default Configuration.
Grid Bounds: High 226.83 / Low 154.16 (range −30%).
Grid Levels: 56 (Geometric spacing, ~0.58–0.85% per step).
Stop Loss: None — per-slot allocation is the structural risk cap.
Trailing: None.
Strategy: Long Only.
🔷 STRATEGY RESULTS
⚠️ Remember, past results do not guarantee future performance.
Net Profit: +662.81 USDT (+6.63%)
Max Equity Drawdown: 468.04 USDT (4.60%)
Total Closed Trades: 542
Percent Profitable: 62.55% (339 / 542)
Profit Factor: 2.098
🔷 How to Use It:
🔸 Adjust Settings: Open the strategy inputs and set the High and Low bounds to a range you expect NVDAX to respect. Pick Geometric for percent-spaced levels (default, recommended) or Arithmetic. Set Grid Levels (7–200) and Total Investment to match your risk profile.
🔸 Results Review: Run a full-period backtest and confirm Max Drawdown stays within your personal risk band. Validate that the trade count is high enough to be statistically meaningful (≥ 100 closed trades is a reasonable floor — at default settings the strategy typically generates several hundred round-trips per 90-day window on NVDAX 15m).
🔸 Create alerts to trigger the DCA Bot: Add one alert on the strategy using "Any alert() function call". Paste your DCA Bot's webhook URL into the alert's Webhook field, and fill the Bot ID, Email Token, and Pair inputs on the script. Every grid-level buy and grid-level close will emit a dedicated JSON payload tagged with the slot index, so each level can be tracked independently downstream.
🔷 INDICATOR SETTINGS
High Price: Top of the grid. The highest level a slot can be created from.
Low Price: Bottom of the grid. The lowest level a slot can be created from.
Grid Levels: Number of price levels between High and Low (default 56, range 7–200).
Spacing Mode: Geometric (constant percent step) or Arithmetic (constant absolute step).
Total Investment (USDT): Total capital allocated across all slots. Per-slot size = Investment / Grid Levels.
Bot ID / Email Token / Pair: Webhook fields injected into every alert payload.
Visualization: Toggle grid lines, range box, HIGH/LOW labels, avg entry plot, fill labels, status table.
Brand Watermark: Configurable text, position, size, and transparency.
👨🏻💻💭 We hope this tool helps enhance your trading. Your feedback is invaluable, so feel free to share any suggestions for improvements or new features you'd like to see implemented.
__
The information and publications within the 3Commas TradingView account are not meant to be and do not constitute financial, investment, trading, or other types of advice or recommendations supplied or endorsed by 3Commas and any of the parties acting on behalf of 3Commas, including its employees, contractors, ambassadors, etc. ストラテジー
Confluence S/R Engine - MTF Strength Map## Confluence S/R Engine - MTF Strength Map
An open-source, multi-method support and resistance zone engine that scores price areas by the agreement of independent structural, volumetric and timeframe-based signals.
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### Why this script exists (mashup justification)
Most retail support and resistance tools use one method - pivots, or VWAP, or a volume profile POC, or Fibonacci bands. Each works in some conditions and fails in others. A pivot may have no volume behind it; a POC may sit in dead air with no structural confirmation; a Fibonacci band may coincide with nothing.
The premise of this engine is simple: a price level identified independently by several different methods, across several different timeframes, is more meaningful than the same price identified by only one method. This is the confluence principle, written formally.
To make that principle usable, this script does four things a simple mashup cannot:
1. Collects 12 different method types in one pass. Each method places a vote at a price level with an associated weight, method-type tag, and timeframe tag.
2. Clusters nearby votes within a configurable distance in ATR units, so a POC at 23,510, a swing low at 23,505 and an HTF pivot at 23,512 are treated as one zone, not three.
3. Scores each cluster on five dimensions (level quality, method diversity, timeframe diversity, recency, tightness) into a single 0-10 composite, with a small bonus when an absorption candle is also present.
4. Exports the resulting zones as numerical signals downstream Pine scripts can read as input sources, so this engine can act as a reference layer for any other strategy or visualisation you build.
The components are not just plotted side by side. They are fused. The cluster step is what justifies combining them, because clustering only adds value when you have multiple independent inputs to cluster. A single-method version of this script would not produce the same output, because the score is, by construction, a function of how many independent methods agree.
---
### What this version adds
A small set of additions tighten signal quality and make the engine more honest about its own behaviour:
- Multi-window volume consensus. The absorption-bonus (+0.5) and naked POC creation now require volume to exceed a percentile across three lookback windows using a majority-vote rule. This prevents a single-window volume spike during a regime transition from inflating a zone's score.
- Hawkes pre-kill warning. A self-exciting point process detects volatility clustering. Each bar whose absolute return exceeds about 2 standard deviations raises an intensity which decays each bar. When intensity exceeds the warning multiple of its baseline (default 3.0x), the engine flags the regime row to "DGR vol" and raises the show-threshold for new zones, so during volatility clusters the chart shows only top-tier confluence.
- Calibration tracker (descriptive only, optional panel off by default). Every qualifying zone is logged at formation. After a configurable horizon (default 10 bars), the engine checks whether price moved by at least 0.5 x ATR in the expected direction. Users who want to see the engine's measured hit-rate by score tier can turn the panel on; the tracker itself runs regardless, so EXP_* plots stay populated for downstream scripts. Past data, not a backtest, prediction, or advice.
- Compact 5-row snapshot panel. The on-chart panel shows only what a trader actually needs: top zone, bias, nearest levels (S below and R above with ATR distance), regime (zones + fortress count + health code combined), and asset. No statistics in the main panel.
---
### The 12 methods (organised by weight tier)
- Tier A (heaviest, weight 2.5): Anchored Volume Profile POC, naked (untested) historical POCs, Tier-1 anchor candle highs and lows, absorption candle highs/lows/closes, per-HTF volume-bucketed POCs.
- Tier B (weight 2.0): Value Area High and Low, recent native-timeframe swing pivots, Anchored VWAP, Fibonacci 0.618 bands.
- Tier C (weight 1.5, with HTF multiplier): Multi-timeframe pivots, so a Daily pivot weighs more than a 1-hour pivot.
- Tier D (weight 1.0): Anchored VWAP +/-1 sigma bands, Fibonacci 0.382 bands, prior swing levels.
- Tier E (lightest, weight 0.5): Anchored VWAP +/-2 sigma bands, Fibonacci 1.0 bands, HTF closes.
The anchor used by AVWAP, the volume profile and the Fibonacci bands is the most recent Tier-1 anchor candle - a candle that, by configurable percentile thresholds across three lookback windows, shows both unusually high volume and unusually wide range. This means the AVWAP and profile reset onto a new participation node rather than running indefinitely from a fixed session start.
---
### The 5-dimension scoring rubric
Each cluster scores as the sum of:
- Level quality (max 3.0) - based on the highest tier of any method in the cluster.
- Method diversity (max 2.5) - more independent method types in the cluster scores higher than the same type appearing multiple times.
- Timeframe diversity (max 2.0) - methods from more distinct timeframes (native + HTF1..HTF4) score higher.
- Recency (max 1.5) - recent methods score higher than ones from long ago.
- Tightness (max 1.0) - clusters whose constituent prices sit within a narrow ATR band score higher than wide, sloppy clusters.
Plus a +0.5 absorption bonus if an absorption candle (high volume, narrow range, mid-bar close) is part of the cluster. Total is capped at 10.
A "fortress" zone is simply a cluster whose composite score is at or above the user's fortress threshold (default 8.0). The word is a label for a high-score zone - it is not a claim about future price behaviour.
---
### How to read the chart
- Green band - support zone (cluster centre below current price).
- Red band - resistance zone (cluster centre above current price).
- Yellow-green band - support whose score is at or above the fortress threshold.
- Yellow-orange band - resistance whose score is at or above the fortress threshold.
- Bolder, more opaque band - higher composite score.
- Star glyph on the label - fortress-grade zone.
- Dot glyph on the label - cluster contains at least one absorption candle.
- Triangle up/down - currently acting as support / resistance.
- "S 8.6 (5m)" - score 8.6, built from 5 distinct method types.
The snapshot panel (top-right by default, position configurable) is a compact 5-row table showing only decision-grade information:
1. **Top Zone** - the single highest-scoring zone (price, score, direction, fortress flag).
2. **Bias** - POC imbalance state (bullish / bearish / neutral with the buy-volume percentage).
3. **Levels** - nearest support below + nearest resistance above, with distance in ATR units. Answers "what should I watch right now?" in one line.
4. **Regime** - zones count, fortress count, and data-health code in one row. Health reads "OK" if all sources are valid, "DGR" if degraded, "DGR vol" if the Hawkes warning is active, "CRIT" if no volume.
5. **Asset** - auto-detected class (Equity / Futures / Index / FX / CFD / Crypto) plus symbol.
An optional **calibration panel** can be turned on in the input group. When enabled, it shows in a separate small table the engine's measured hit-rate by score tier (4-star, 5-star, fortress, all zones) with sample size N, Wilson 95% confidence interval, and a live tracker status. Off by default to keep the chart clean. Past-only descriptive data - not a backtest, not a prediction.
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### How to use it (intended use)
This is a decision-support and context layer. It is meant to be combined with your own entry and exit logic, your own risk management, and your own discretion.
Suggested workflows:
- As a context filter. Look at price relative to the nearest support and resistance zones before taking a setup from your usual system. Trades into a strong opposing zone are higher risk; trades away from one are lower risk.
- As a structural map. When price approaches a fortress-grade zone, expect a reaction is more likely than at a low-score zone. The reaction can be a bounce, a break, or a long consolidation - the engine does not predict which.
- As an input for other Pine scripts. Attach this engine to your chart, then in any downstream indicator or strategy you build, use input.source() to pick any of the visible plots (POC, VAH, VAL, AVWAP, sigma bands, Fib bands, HTF1-4 POCs) or any of the 28 hidden EXP_* data-window outputs as a real-time reference for your logic.
- For multi-timeframe alignment. Turn on multiple HTFs (default 60m, 4h, Daily, optionally Weekly). When zones cluster across HTF and native pivots, the score reflects that automatically.
---
### How not to use it
- Do not treat any zone as a buy or sell signal. A high-score zone is a likely reaction area; it does not tell you which direction price will go next.
- Do not use it as a standalone strategy. This engine has no entry rules, no stop rules, no position-sizing and no exit logic. It is a map, not a plan.
- Do not assume the score is a probability. It is a composite of structural evidence, not a calibrated statistical model.
- Do not rely on it alone on volumeless symbols (e.g. some spot indices). On instruments without true volume the engine auto-downgrades - the data-health row will tell you when this is the case. POC, VAH, VAL and AVWAP-based methods are weaker without volume.
- Do not back-test it as a strategy. It is an indicator and is published as such; the engine does not place trades.
---
### Key settings you might want to adjust
- Detection mode: "Percentile + Consensus" (default) is more robust; "Legacy" matches older volume x average rules if you prefer simple thresholds.
- Min strength to display: raise (e.g. 6.0) to see only the strongest zones; lower (e.g. 2.0) to see everything.
- Fortress threshold: controls when the special highlight colour appears (default 8.0).
- Auto-scale lookbacks: leave ON so the same defaults work from 1-minute intraday to 1-week swing charts. The reference timeframe is 15 minutes; everything scales from there.
- HTF1..HTF4: pick the higher timeframes meaningful to your style. Defaults are 1h, 4h, Daily and (optional) Weekly.
- Min directional ratio for bias: controls how lopsided LTF flow must be to flip the bias to bullish or bearish.
- Multi-window volume consensus: leave ON to gate the absorption bonus and naked POC creation on majority agreement across three lookback windows.
- Hawkes pre-kill: leave ON to suppress lower-score zones during volatility clusters. Default warning threshold is 3.0x baseline (less sensitive than v3.2 to avoid over-suppression on higher timeframes). Lower it for stricter behaviour, raise it to mute the filter further.
- Calibration tracker: ON by default for logging, but the panel itself is OFF by default to keep the chart clean. Turn on "Show calibration panel on chart" if you want to see the hit-rate breakdown. Horizon (default 10 bars) is how far forward each zone is followed; the minimum-move threshold (default 0.5 x ATR) is what counts as the zone being respected.
---
### Limitations you should know
- Volume dependency. Several methods (POC, VAH, VAL, AVWAP, absorption, naked POC, HTF POCs) require valid volume. On spot indices and some FX symbols there is no true volume; the data-health row will show "Degraded" or "Critical" and the engine will lean on range-based methods only.
- Anchor recency. The engine reuses the most recent Tier-1 anchor candle. If no anchor has formed in a long quiet period, the AVWAP/profile-based methods are stale and their contribution to the score falls off via the recency dimension.
- HTF latency. Higher-timeframe data only updates when each HTF closes. Until the first HTF close has occurred since chart load, HTF-based methods may show "off" in the data-health detail.
- Pivot lag is structural. Pivot detection requires pivotLen bars on each side, which means the most recent swing pivots can only be confirmed pivotLen bars after the actual high or low. This is structural, not a script bug.
- Last-bar drawing. Zone boxes redraw on the last bar each time. This is intentional - the engine shows the current zone map, not a historical map of past zones.
- Calibration is descriptive only. The optional panel reports past outcomes using a fixed rule (move of at least 0.5 x ATR within N bars). It is not a backtest, prediction, or strategy result, and does not include costs or slippage.
- Hawkes warning is a suppression layer, not a market call. When the engine enters the pre-kill state, it raises the show-threshold by 1.5 (capped at the fortress level) until volatility intensity returns to baseline. Risk control, not a "market is about to reverse" signal.
- Not a strategy. No trades, no equity curve, no backtest.
---
### Alerts (10 included)
01 Tier-1 anchor formed. 02 Absorption anchor formed. 03 Price crossed POC. 04 Price crossed VA edge. 05 Price entered top zone. 06 Price broke top zone. 07 Fortress zone interaction. 08 POC bias flipped. 09 Nearest S/R crossed. 10 Data health changed. All alerts use barstate.isconfirmed so they do not repaint.
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### Outputs for downstream scripts
In addition to the visible chart plots, the engine exposes hidden EXP_* series (visible in the Data Window) so other Pine scripts can read its state. These cover the top zones (price, score, direction, fortress flag), the synthesised top-zone summary, POC bias and buy-ratio, nearest support and resistance prices and their ATR distances, fortress count, and event pulses (zone entered, zone broken, bias flipped, data-health changed, Tier-1 anchor formed).
To use them from another script of your own: attach this engine to the chart, then in your downstream script create an input.source(close, "S/R source") field and select any EXP_* series from the dropdown.
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### Chart, symbol and timeframe (for clarity)
The publication chart shows this engine running on its own, with no other indicators or drawings present. The chart watermark shows the symbol and timeframe at the top of the chart. The engine's own snapshot table (top-right) additionally displays the detected asset class and the active ticker, so users can confirm what they are looking at.
---
### Disclaimer
This script is published for educational and informational purposes only. It is not investment advice, not a recommendation to buy, sell or hold any instrument, and not a solicitation to trade. Past behaviour of any pattern, level, signal or zone shown by this script does not guarantee future results. Trading involves substantial risk of loss and may not be suitable for every investor. You alone are responsible for your trading decisions, position sizing, risk management and capital. Before committing real money, please do your own research and consider speaking with a qualified, locally-licensed financial professional.
The optional calibration panel (off by default) is descriptive only. It reports past outcomes using a fixed rule. It is not a backtest, prediction, or probability, and does not account for transaction costs or slippage.
Open-source. Released under the Mozilla Public License 2.0 (TradingView default). Feedback and constructive comments are welcome.
インジケーター
Delta Void Profile [BigBeluga]Delta Void Profile is an advanced order flow and market structure framework engineered to reveal the "negative space" in price action. By contrasting traditional volume accumulation with a unique Inverse Liquidity Void map, this indicator identifies where the market is most anchored and where it is most fragile.
While standard profiles show where the crowd has transacted, the Delta Void Profile simultaneously highlights where the market *failed* to trade, marking the "liquidity vacuums" that often dictate explosive price movements.
🔵 THE DUAL-ENGINE FRAMEWORK
The Normal Profile (Right Side): This is your primary volume distribution. It visualizes the total relative volume transacted at each price bin within the lookback period, providing a clear view of high-interest zones.
The Inverse "Void" Profile (Left Side): This profile measures the "gap" between the maximum volume peak and the current bin. Longer bars on the left signify Volume Voids —areas where price moved too quickly for significant liquidity to build.
Intraday Delta Breakdown: Within the normal profile, the script calculates a granular Buy/Sell Delta . Each bin features a central divider and percentage labels, showing exactly which side of the market dominated that specific price node.
🔵 CORE ARCHITECTURE
Liquidity Vacuum Identification: The indicator automatically highlights the "Deepest Gap"—the price area with the least historical transacted volume relative to the peak. These zones act as magnets or "slip-zones" where price is likely to expand rapidly without resistance.
HVN & Gap Pivot Detection: Depending on your strategy, the tool automatically plots dashed structural lines at either High Volume Nodes (HVN) —representing fair value and heavy support/resistance—or at Volume Gaps —representing liquidity pockets.
Dynamic Gradient Resolution: The profile uses a color-gradient system based on volume density. Brighter, more saturated bins represent institutional interest, while faded bins represent retail noise or transitional zones.
🔵 FEATURES
High-Definition Bins: Customizable vertical resolution (Bin Count) allows you to transition from a macro structural view to a high-definition "micro-scalping" look at order flow.
Delta Efficiency Labels: Real-time percentage labels on the right-hand profile give you an immediate breakdown of supply and demand percentages for every price level.
Void Strength Labels: The inverse profile calculates and prints the "Gap Percentage," explicitly labeling areas where liquidity is significantly missing.
UI Scaling: Fully adjustable global text and label sizes ensure the profile remains readable on any screen resolution or chart layout.
🔵 STRATEGIC APPLICATION
Trading the HVN (High Volume Nodes): Use HVN levels as anchors for your stop-loss or as high-probability entry points. These are prices where the market has historically agreed on "Value".
Exploiting the Voids: When price enters a high-percentage "Gap" zone on the left profile, expect increased volatility. Because there is no "friction" from historical orders, price often "teleports" through these voids until it reaches the next high-volume cluster.
Delta Confirmation: Use the Buy/Sell percentage labels to confirm breakouts. If price is breaking an HVN resistance and the delta shows high Buy dominance, the probability of a successful breakout increases significantly.
Mean Reversion Targets: Voids often act as targets for mean reversion. If price is overextended, look for the nearest "Volume Gap" pivot as a natural magnet for a relief rally or pullback.
Delta Void Profile transforms your chart into a map of institutional activity and structural weakness. By identifying the voids in the market, you can stop trading into the "heavy" areas and start targeting the "light" areas where the real price expansion occurs. インジケーター
XAU Grid Bot - Long StrategyXAU Grid Bot — Long Strategy
🔷 What it does:
This is a long-only price-grid strategy that operates between two fixed bounds and harvests volatility through repeated round-trips on a pre-defined ladder of price levels. Each level is an independent slot: when price crosses down through a level, the strategy buys one slot; when price crosses up through the level immediately above, that slot is closed for a fixed profit. The grid is generated geometrically by default (constant percent step), so the spacing adapts to the asset's scale.
- Up to 48 simultaneous long slots, each sized as a fixed fraction of the total investment.
- No trailing exit, no stop loss — the exit for each slot is the level above its entry, full stop.
- Risk is structurally capped by bounded total investment (default 20% of equity) — if all 48 slots fill, maximum exposure equals the configured investment and cannot exceed it.
🔷 Who is it for:
- Swing traders harvesting volatility on range-bound assets where directional bias is unclear.
- Traders who want a fully mechanical, no-judgment system that runs around the clock.
- Bot operators looking for a chart-driven signal source with per-level webhook JSON ready to drive a DCA Bot configured for grid execution.
- Traders running a portfolio of low-correlation strategies who want a low-drawdown contributor.
🔷 How does it work:
Grid Construction: On script load, the strategy computes N price levels between the configured High and Low bounds. In Geometric mode (default), level k is at High × (Low/High)^(k/(N-1)), giving constant percent spacing. In Arithmetic mode, levels are linearly spaced by absolute price.
Per-Slot Logic: Each grid level is an independent slot tracked by a boolean ownership flag. When bar close moves price down through an empty slot's level, a long is opened at that level for one slot's worth of capital (Investment / N). When bar close moves price up through the level immediately above an owned slot, that slot is closed, locking the round-trip profit between the two adjacent levels.
No Trailing, No Stop Loss: By design, each slot has a fixed exit (the level above). The strategy never trails the exit and never stops a slot out for a loss — slots that fall below their entry simply wait until price comes back. This is the canonical grid bot behavior.
Capital Bounds: Total deployed capital cannot exceed the configured Investment. When all slots are filled, no new orders are opened until price rises and starts closing slots. This structural cap is the strategy's risk control.
🔷 Why it's unique:
- Per-Level Webhook Ledger: Every fill and close emits a fully-formed JSON alert payload tagged with the specific grid slot ("Grid_BUY_L5" / "Grid_TP_L5"). The strategy can drive a DCA Bot configured for grid emulation without any glue layer.
- Pre-Allocated State: All 48 slot ledgers live in fixed-size arrays, so state lookups are constant-time and the chart can render every active slot with no performance overhead even at maximum density.
- Honest Backtest Surface: The avg entry line plotted on the chart and the open PnL displayed in the status table both reflect the actual broker-equivalent position state — no shortcut from base entry, no synthetic averaging.
🔷 Considerations Before Using the Strategy:
Market Selection: Grid strategies are most profitable in range-bound, mean-reverting markets. On strong directional trends, the strategy will keep loading slots as price moves away and won't close any until price reverses. Pick assets that respect a defined range, and re-tune High/Low whenever the regime changes.
Range Configuration: The default High/Low (4857.27 / 3568.69) was set against XAUTUSDT historical extremes. Update both bounds before deploying on any other asset — the Geometric spacing is sensitive to the bounds ratio.
No Stop Loss Justification: There is no exit on adverse moves below the lowest grid level. The strategy's risk is structurally capped by total Investment — at default settings, the maximum deployed capital across all 48 slots is 2,000 USDT = 20% of equity, and the bounded slot count prevents further drawdown beyond that. If price collapses far below the Low bound, that 20% is held at unrealized loss until recovery. Size the Investment input to match the maximum drawdown you are willing to absorb in a range-break scenario.
Trade Volume & Fees: Grid bots generate a high number of round-trips. At default settings, the backtest produced 556 closed trades in 13 months. Realistic commission and slippage are baked into the script; any mismatch with your exchange's actual fees will materially shift the results.
Demo Testing: Always demo-test before going live. Past results do not guarantee future performance, especially on a strategy whose profitability is bounded by the chosen High/Low range remaining valid.
🔷 STRATEGY PROPERTIES
Symbol: BYBIT:XAUTUSDT (Spot)
Timeframe: 15M
Test Period: Sept 1, 2025 — May 21, 2026 (~13 months)
Initial Capital: 10,000 USDT.
Order Size per Slot: Investment / Grid Levels (default 2,000 / 48 ≈ 41.67 USDT, ~0.42% of equity per slot).
Max Capital Deployed: 2,000 USDT (~20% of equity if all 48 slots fill).
Commission: 0.06% per trade.
Slippage: 5 ticks.
Margin for Long Positions: 100%.
Indicator Settings: Default Configuration.
Grid Bounds: High 4857.27 / Low 3568.69.
Grid Levels: 48 (Geometric spacing).
Stop Loss: None — bounded position size is the structural risk cap.
Strategy: Long Only.
🔷 STRATEGY RESULTS
⚠️ Remember, past results do not guarantee future performance.
Net Profit: +101.99 USDT (+1.02%)
Max Equity Drawdown: 64.03 USDT (0.64%)
Total Closed Trades: 556
Percent Profitable: 67.27% (374 / 556)
Profit Factor: 2.267
🔷 How to Use It:
🔸 Adjust Settings: Open the strategy inputs and set the High and Low bounds to a range you expect the asset to respect. Pick Geometric for percent-spaced levels (default, recommended for crypto and commodities) or Arithmetic for linearly-spaced levels. Set Grid Levels (5–50) and Total Investment.
🔸 Results Review: Run a full-period backtest and confirm Max Drawdown stays within your personal risk band. Validate that the trade count is high enough to be statistically meaningful (≥ 100 closed trades is a reasonable floor).
🔸 Create alerts to trigger the DCA Bot: Add one alert on the strategy using "Any alert() function call". Paste your DCA Bot's webhook URL into the alert's Webhook field, and fill the Bot ID, Email Token, and Pair inputs on the script. Every grid-level buy and grid-level close will emit a dedicated JSON payload tagged with the slot index, so each level can be tracked independently downstream.
🔷 INDICATOR SETTINGS
High Price: Top of the grid. The very highest level a slot can be created from.
Low Price: Bottom of the grid. The very lowest level a slot can be created from.
Grid Levels: Number of price levels between High and Low (default 48, capped at 50).
Spacing Mode: Geometric (constant percent step) or Arithmetic (constant absolute step).
Total Investment (USDT): Total capital allocated across all slots. Per-slot size = Investment / Grid Levels.
Bot ID / Email Token / Pair: Webhook fields injected into every alert payload.
Visualization: Toggle grid lines, range box, HIGH/LOW labels, avg entry plot, fill labels, status table.
Brand Watermark: Configurable text, position, size, and transparency.
👨🏻💻💭 We hope this tool helps enhance your trading. Your feedback is invaluable, so feel free to share any suggestions for improvements or new features you'd like to see implemented.
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The information and publications within the 3Commas TradingView account are not meant to be and do not constitute financial, investment, trading, or other types of advice or recommendations supplied or endorsed by 3Commas and any of the parties acting on behalf of 3Commas, including its employees, contractors, ambassadors, etc. ストラテジー
Support & Resistance Threesome [Zofesu]Support & Resistance Threesome is an overlay indicator that tracks up to twelve simultaneous liquidity zones across two structural levels — major and minor — and combines zone interaction data with an RSI-based smart entry filter to produce high-probability reversal signals directly at institutional price levels.
The three components work as a system: zones define where price is expected to react, touch counting measures how many times the level has been tested and held, and the entry filter ensures signals fire only when momentum conditions align with the zone interaction.
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01 — What is S/R Threesome?
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S/R Threesome detects pivot-based support and resistance zones and tracks them dynamically across the chart. Each zone is built around a confirmed swing high or low, padded by a configurable buffer, and updated in real time as price interacts with it.
The indicator tracks two structural levels simultaneously:
Major zones — built from wider swing lookback (default 20 bars). These represent significant structural levels where institutional activity is more likely.
Minor zones — built from shorter swing lookback (default 8 bars). These represent recent, lower-timeframe levels within the larger structure.
Up to three zones per type are tracked simultaneously — three major resistance, three major support, three minor resistance, three minor support — twelve zones total.
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02 — Zone Lifecycle
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Each zone passes through three states:
Active — zone is intact, price has not closed beyond it. The zone extends forward in real time and darkens with each confirmed touch.
Confirmed — zone has been tested at least twice (touch count ≥ 2). Border changes to yellow. A confirmed zone is a higher-probability level — it has held under pressure more than once.
Filled — price closed beyond the zone boundary. The box turns gray with a dashed border, marking the zone as invalidated. A filled resistance that price returns to often acts as new support, and vice versa.
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03 — Touch Count and Visual Intensity
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Every time a confirmed bar closes with price interacting with a zone boundary, the touch counter increments (maximum 5). The zone responds visually:
Touch 1 — lightest fill, thinnest border
Touch 2 — zone confirmed, yellow border
Touch 3 — medium fill intensity
Touch 4+ — darkest fill, thickest border
This system makes the most tested zones immediately visible — heavier zones have held under more pressure and carry more institutional weight.
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04 — Buffer System
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Zones are not single price lines — they are areas with a configurable half-width on both sides of the pivot price. Three buffer modes are available:
ATR — zone width adapts to current volatility. Default multiplier: 0.5. Recommended for most markets.
Percent — fixed percentage of current price. Default: 0.15%.
Fixed — absolute tick-based value. Default: 500 ticks. Use for specific instruments with known pip structures.
Duplicate filter: zones that form within 3× buffer distance of an existing major zone, or 2× for minor zones, are suppressed to prevent visual clutter from overlapping levels.
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05 — Smart Entry System
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Entry signals fire when two conditions align simultaneously:
1. Price interacted with a major support or resistance zone on the previous bar (low touched support zone / high touched resistance zone)
2. RSI confirms momentum exhaustion — oversold for long entries (default below 35), overbought for short entries (default above 65)
A stop loss line is drawn automatically at the time of entry — positioned below the support zone bottom for longs, above the resistance zone top for shorts, with an additional SL buffer applied.
The zone must also be older than the maximum of both swing lookback periods — this prevents entries on zones that were just created and not yet validated by subsequent price action.
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06 — Settings
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Liquidity Zones
Major Swing Lookback — pivot detection window for major zones. Default: 20.
Minor Swing Lookback — pivot detection window for minor zones. Default: 8.
ATR Length — ATR lookback for buffer calculation. Default: 14.
Max Zone Age (bars) — zones older than this are replaced. Default: 300.
Buffer
Buffer Mode — ATR / Percent / Fixed. Default: ATR.
ATR Multiplier — zone half-width as ATR multiple. Default: 0.5.
Percent Buffer % — zone half-width as % of price. Default: 0.15%.
Fixed Buffer — zone half-width in ticks. Default: 500.
Entry — RSI
RSI Length — default: 14.
RSI Overbought — short entry filter threshold. Default: 65.
RSI Oversold — long entry filter threshold. Default: 35.
Entry — SL
SL Mode — ATR / Percent / Fixed. Default: ATR.
SL ATR Multiplier — SL distance as ATR multiple. Default: 1.5.
SL Percent % — SL as % of price. Default: 0.5%.
SL Fixed (pips) — SL in ticks. Default: 800.
Entry — Visual
Show Entry Signals — enable/disable arrows and SL lines.
SL Line / Long Arrow / Short Arrow — color settings.
Colors
Major Resistance / Support — zone fill color for major levels.
Minor Resistance / Support — zone fill color for minor levels.
Filled Zone — border color for invalidated zones.
Resistance / Support Border — active zone border color.
Confirmed Border — border color when touch count ≥ 2. Default: yellow.
─────────────────────────────────────
07 — How To Use
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Step 1 — Identify the active zones
Major zones (darker, thicker border) are the primary levels. Minor zones provide secondary context within the structure.
Step 2 — Watch for confirmed zones
Yellow border = zone has been tested and held at least twice. These are the highest-priority levels to trade from.
Step 3 — Wait for the entry signal
A triangle arrow appears when price touches a major zone with RSI confirming exhaustion. The SL line shows the invalidation level automatically.
Step 4 — Read zone fill intensity
Darker fill = more touches = stronger institutional interest at that level. Lighter fill = fresh zone, treat with less conviction.
Step 5 — Monitor filled zones
Gray dashed zones that price returns to after being filled often flip polarity — former resistance becomes support and vice versa. Watch for interaction at these levels even after they are invalidated.
Step 6 — Alerts
Two alert conditions are pre-configured:
S/R-3: LONG — long entry at support zone with RSI oversold
S/R-3: SHORT — short entry at resistance zone with RSI overbought
Works on all asset classes: Indices, Forex, Gold, Oil, Crypto.
Best timeframes: H1, H4, D1. インジケーター
SR LevelsSR Levels — Multi-Timeframe Support & Resistance with SR-Anchored VWAP
OVERVIEW
SR Levels Pro is an overlay indicator that plots higher-timeframe support and resistance levels on your chart with a clean, minimal layout. It focuses on widely used structural levels — previous day/week/month/year highs and lows — plus optional session levels (Asia, London, New York).
The goal is simple: show where price is relative to key reference levels, how far away each level is, and whether volume-weighted price action is accepting or rejecting a level after a touch.
This script is designed for traders who use HTF structure, session context, and level-based decision making on lower timeframes.
KEY FEATURES
• HTF Structure Levels
Previous Day/Week/Month/Year High and Low (PDH, PDL, PWH, PWL, PMH, PML, PYH, PYL)
Each timeframe uses a distinct color for quick identification
• Smart Level Display
Thin cross markers on a short right-side segment — not full-width lines
Optional proximity filter: hide levels until price is within range
Price labels show level name, exact price, and % distance from current price
Example: PDH 77766.4 +1.42%
• Session Levels (Optional, Off by Default)
Previous session high, low, and open for Asia, London, and New York
Customizable session times and timezone
• SR-Anchored VWAP
When price touches an active S/R level, VWAP begins tracking from that anchor
Green VWAP above anchor = potential acceptance
Red VWAP below anchor = potential rejection
Shaded fill between VWAP and anchor shows the acceptance/rejection gap
Auto-deactivates after max bars or when price moves too far from the level
• Optional Signals (Off by Default)
Triangles = bullish/bearish rejection at scored S/R levels
Diamonds = PDH/PDL volume breakouts
Confluence scoring, EMA trend filter, volume filter, and cooldown
Built-in alerts for rejections and breakouts
HOW TO USE
1. Add to any chart (stocks, crypto, forex, futures).
2. Defaults show PDH, PDL, PWH, PWL. Session levels and signals are off.
3. Read right-edge labels for price and % distance from each level.
4. Watch SR-Anchored VWAP when price approaches a level for acceptance vs rejection.
5. Enable signals only if you want entry markers. Adjust score and cooldown for your timeframe.
6. For forex/futures, set Session Timezone and session hours to match your market.
SETTINGS
Core: touch tolerance, visibility range, cross segment length, price labels
HTF: toggle day/week/month/year levels and colors
Session: Asia/London/NY H/L/O with custom times
VWAP: max bars, deactivate distance, bull/bear colors
Signals: master toggle, breakout diamonds, min score, cooldown, filters
ALERTS
• SR: Long Rejection
• SR: Short Rejection
• SR: Bull Breakout (above PDH)
• SR: Bear Breakout (below PDL)
RECOMMENDED TIMEFRAMES
Intraday (1m–15m): PDH/PDL + PWH/PWL, optional sessions
Swing (1H–4H): PWH/PWL + PMH/PML
Position (D/W): PMH/PML + PYH/PYL
DISCLAIMER
This indicator is for educational and informational purposes only. It is not financial advice and does not recommend buying or selling any instrument. Trading involves risk. Past results do not guarantee future performance. Always do your own research and use proper risk management.
NOTES
HTF levels use the prior completed period high/low. Signals are optional and disabled by default. SR-Anchored VWAP accumulates on confirmed bars only. インジケーター
[3Commas] UNI Vault Grid - UNI - Indicator UNI Vault Grid — UNI — Indicator
🔷 What it does:
This indicator is the visual + signal-only companion to the static geometric grid strategy for Uniswap (UNI/USDT). It draws all 57 grid levels on the chart, fires Buy and Sell signals on each close-cross event, tracks a virtual P&L card (simulating what the matching strategy would have done), and ships webhook alerts for routing signals to a connected grid bot. Use it when you want the grid logic running on your chart without strategy.* engine — for visual confirmation, manual entries, or external bot routing.
- 57 geometrically-spaced levels between Low (2.979) and High (4.171) drawn as horizontal lines
- Buy / Sell labels printed at each level on cross events
- Virtual P&L tracker mirrors the strategy version's bookkeeping
- Static range — grid does NOT shift up when price exits the band (trailing-up disabled)
- Webhook-ready alert payload for connected grid bot
🔷 Who is it for:
Traders who want to visualize the grid and signal layer on their chart without running the strategy engine.
Bot operators routing signals from TradingView alerts to a connected grid bot via webhook.
Discretionary swing traders who want grid levels as decision support while executing manually.
Users comparing live signal flow against backtested behavior of the matching strategy publication.
🔷 How does it work:
Grid Construction: On the first bar, the indicator pre-computes 57 price levels between Low (2.979) and High (4.171) using geometric spacing (≈ 0.61% step). Each level is drawn as a horizontal line — green for the lowest, red for the highest, aqua for the middle levels.
Signal Generation: On every confirmed bar, the indicator checks each level for a close-cross-down (Buy signal) or close-cross-up (Sell signal) against the next level above. A label is printed at the level on each cross. Buy labels are aqua, Sell labels are fuchsia and include the realized virtual P&L.
Virtual P&L Tracker: The indicator maintains its own bookkeeping that mirrors the strategy version — when a Buy level fills, qty is recorded; when the next-up Sell level crosses, the per-level P&L is added to the virtual net. Stats card displays Net P&L, Max Drawdown, Total Fills, Win Rate, and Profit Factor.
Webhook Alerts: A grid_start JSON payload (Bot ID, Email Token, Pair) is fired once when the first bar enters the configured backtest window. This is informational — grid bots are typically configured on the bot interface directly.
🔷 Why it's unique:
Identical grid math to the strategy publication — same 57 levels, same step, same cross-detection logic. The virtual P&L card lets you see live what the strategy version is doing in backtest, but on an indicator pane (no strategy.* engine, no order fills).
Static range fidelity — no trailing-up. The grid stays locked exactly where you configured it, which makes risk envelope easy to reason about before deploying capital.
Brand watermark + stats overlay — consistent visual layer with all other 3Commas Vault Grid publications.
🔷 Considerations Before Using the Indicator:
Market & Timeframe: Calibrated for a 15-minute chart on UNI/USDT spot pairs. The runtime warning label flags any TF other than 15m. Higher TFs produce far fewer fills; lower TFs (1m, 5m) generate more signals but slow chart rendering.
Limitations: The indicator does NOT place orders — it only signals. If you wire the alerts to a grid bot, the bot is responsible for executing entries and exits. The virtual P&L card is an in-indicator simulation only, not a real account P&L. It does not include funding, slippage, or partial fills.
Backtesting & Demo Testing: The strategy version is the canonical reference for realized backtest performance (with commission, slippage, and the strategy engine's order book). This indicator's virtual P&L is a useful estimate but cannot replace the strategy tester report. Demo-trade your bot for at least one month before any live deployment.
Parameter Adjustments: The grid range, level count, and per-level amount should be re-evaluated for each deployment period. UNI's "fair range" shifts over time — a grid calibrated for one regime may not work for the next. The default 2.979 — 4.171 envelope reflects UNI's recent volatility band as of publication.
🔷 INDICATOR SETTINGS
Grid High Price — Upper boundary of the grid range (default 4.171).
Grid Low Price — Lower boundary of the grid range (default 2.979).
Grid Levels — Total number of price levels (default 57).
Grid Mode — Geometric (constant % spacing) or Arithmetic (constant absolute spacing).
Amount per Level (USDT, ref) — Notional per fill (default 175.44) — used for virtual P&L only.
Trailing Up — Disabled by default. Enables adaptive grid behavior on breakout (off keeps grid static).
Trail Up Threshold % — % above High at which trailing fires (only used if Trailing Up enabled).
Shift Up Magnitude % — How much of the current range to shift when trailing-up fires.
Limit by Date Range — Constrain virtual backtest to a specific date window (default Jan 19 — May 19 2026).
Initial Capital (USDT, ref for % calc) — Used to convert virtual P&L into a % figure on the stats card.
Show grid lines on chart — Toggle horizontal level lines (red top, green bottom, aqua middle).
Show fill labels on chart — Toggle Buy / Sell labels printed on each cross.
Show stats card — Toggle the on-chart virtual backtest summary.
Stats card position — Where to anchor the stats card.
Show watermark — Toggle the brand watermark.
Watermark text / position / size / transparency — Controls for the watermark overlay.
Recommended TF (for warning) — Timeframe baseline for runtime warning (default 15m).
Webhook (Grid Bot) — Bot ID, Email Token, Pair label for signal routing.
🔷 ALERTS
grid_start — Fires once when the first bar enters the configured backtest window. Webhook-ready JSON payload with Bot ID, Email Token, and Pair label.
🔷 RELATED PUBLICATIONS
Strategy version (with full Strategy Tester backtest report): [https://www.tradingview.com/script/Dc5iUh2F-3Commas-UNI-Vault-Grid-UNI-USDT/
👨🏻💻💭 We hope this tool helps enhance your trading. Your feedback is invaluable, so feel free to share any suggestions for improvements or new features you'd like to see implemented.
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The information and publications within the 3Commas TradingView account are not meant to be and do not constitute financial, investment, trading, or other types of advice or recommendations supplied or endorsed by 3Commas and any of the parties acting on behalf of 3Commas, including its employees, contractors, ambassadors, etc. インジケーター
[3Commas] Ether Vault Grid - Indicator Ether Vault Grid — ETH — Indicator
🔷 What it does:
This indicator visualizes a static geometric grid trading system for Ethereum, designed to capture range-bound oscillations between a configurable High and Low price boundary. It pre-computes 28 price levels using geometric spacing (≈ 1.23% step), tracks a virtual deal lifecycle as price crosses through levels, and displays a live on-chart stats card with virtual P&L, drawdown, fill count, win rate, and profit factor. Unlike adaptive grid variants with trailing logic, this version stays locked to the original range — no auto-shift up or down. Webhook-ready alerts are exposed for integration with an external grid bot. No orders are placed by the indicator itself — it is a pure signal and visualization layer.
- 28 geometrically-spaced levels rendered as horizontal lines on chart
- Buy / Sell event labels on every close-cross through a grid level
- Static range — grid does NOT shift on price breakout (trailing disabled by default)
- Virtual P&L tracker matching the Strategy version's accounting
- Stats card displaying Grid Fills, Win Rate, Profit Factor live on chart
🔷 Who is it for:
Swing traders who identify ranging conditions on Ethereum and want a visual grid overlay.
Bot operators who automate grid execution through webhook integration with a connected bot.
Free-tier TradingView users who want access to the same grid logic as the Strategy version without requiring backtest functionality.
Spot accumulators with a directional view that ETH will remain inside the configured boundaries.
🔷 How does it work:
Long Entry Signal: When close crosses down through an unfilled grid level, the indicator marks a Buy fill at that level with a small label on chart. The level becomes "filled" in the virtual deal state, recording the buy price and quantity for later P&L calculation.
Short Entry: Not used — long-only grid visualizer.
Exit Management: For each filled level, when close crosses up through the next level above, the indicator marks a Sell fill at that target. The virtual P&L for that grid round-trip is computed as (sellLvl − buyLvl) × qty and added to the running stats. The level is reopened for another buy.
Static range — by default the grid does NOT shift when price exits the boundary. The Trailing Up toggle is provided in inputs for users who want to switch to adaptive mode, but the default static behavior produces a predictable risk envelope: if price breaks above High the grid idles; if it breaks below Low all 28 levels fill and accumulate unrealized loss until reversal.
🔷 Why it's unique:
Pure static range visualization — most grid indicators include trailing logic that compromises the original risk envelope. This variant stays locked to the configured range by default, giving traders a clear visual of the exact worst-case scenario. The trailing toggle is available as an opt-in if needed.
Calibrated for ETH volatility — the 1.23% step and 28-level ladder are wider and sparser than micro-priced altcoin grids (which use ~0.6% step and 56 levels). This matches ETH's larger absolute moves and lower noise — fills are less frequent but each captures meaningful spread, which suits a swing-trading time horizon rather than scalping.
Bot Integration — entry alerts ship with webhook-ready JSON payloads. The grid_start alert fires on first activation; Bot ID, Email Token, and pair label are exposed as inputs.
🔷 What you'll see on the chart:
Red line (top) — Grid High boundary (2258.88 default)
Green line (bottom) — Grid Low boundary (1625.56 default)
Aqua lines (middle) — All 26 intermediate grid levels
Aqua "Buy L_X" label — Close crossed down through level X, virtual buy placed
Fuchsia "Sell L_X +N.NN" label — Close crossed up through level X+1, virtual sell with realized P&L
Stats card (top-left, configurable) — Live virtual results: Net P&L, Max Drawdown, Grid Fills, Win Rate, Profit Factor
Orange warning label — Appears if chart is on a timeframe other than the recommended 15m
Watermark (top-right, configurable) — Optional brand text overlay for screenshots
🔷 Considerations Before Using the Indicator:
Market & Timeframe: This indicator is calibrated for a 15-minute chart on ETH/USDT spot pairs. Fill density and overall virtual P&L depend directly on how often close crosses grid levels. Higher timeframes (1h+) will show far fewer fills; lower timeframes (1m, 5m) increase fills but slow chart performance. The runtime warning label flags any TF other than 15m so you always know whether the displayed stats are comparable to the canonical Strategy version reference.
Limitations: The indicator does not place orders. It tracks a "virtual deal" state on chart for visualization purposes only — actual execution must be done through a connected bot or manually. The strategy carries no stop loss; if price breaks below the grid's Low boundary, all filled levels accumulate unrealized loss in the virtual tracker until either the average is recovered through subsequent bounces or the user manually closes positions. Sustained one-way trends (especially downtrends) will produce maximum drawdown without the trailing-up feature triggering.
Virtual P&L Accuracy: The on-chart stats card uses a simplified internal accounting model — it does not factor exchange commission or slippage. Realized profit is computed as the raw (sellLvl − buyLvl) × qty. Use the Strategy version for fee-adjusted backtest results.
Backtesting & Demo Testing: Always validate the grid range and step size on historical data for the specific instrument. ETH's volatility profile shifts across market cycles — what was a ranging instrument can become a strong-trend instrument and vice versa. The companion Strategy version of this script is available on the same profile for full backtest analysis with realistic commissions and slippage.
Parameter Adjustments: Grid range (High/Low) and level count should be re-evaluated for each new deployment period. ETH's "fair range" shifts over time, and a grid calibrated for one regime may not work for the next. Trail-up threshold and shift magnitude (if enabled) control how aggressively the grid follows trends — increase threshold for less responsive grids, decrease for more reactive ones.
🔷 Backtest Validation:
This indicator shares identical grid logic with the Strategy version of the same framework, available on this profile for full historical performance review with realistic commission and slippage:
Strategy version:
Reference results from the Strategy version on BYBIT:ETHUSDT (Spot), 15m chart, tested period Jan 17 — May 17, 2026 (≈4 months / last 120 days):
Net Profit: +677.04 USDT (+11.28%) | Max Drawdown: 431.16 USDT (7.14%) | Total Trades: 367 | Win Rate: 63.49% (233 / 367) | Profit Factor: 2.49
The reference window captures ETH's ranging-to-mildly-recovering phase after the early-2026 drawdown — the structurally favorable regime for static range grids where price oscillates repeatedly through the band. 3Commas built-in backtest reference (last 120 days): +10.09% before optimization, +13.23% after optimization. Refer to the Strategy publication for the complete equity curve and trade-by-trade breakdown.
🔷 How to Use It:
🔸 Adjust Settings: Set the grid High and Low boundaries based on ETH's observed range over the past 1–3 months. The default 1625.56 — 2258.88 envelope reflects ETH's recent volatility band. The amount per level should be sized so that filling the entire ladder (all 28 levels = 5,000 USDT exposure) does not exceed your risk budget. Always confirm you are on a 15-minute chart.
🔸 Visual Confirmation: Use the on-chart grid lines and Buy/Sell labels to verify that the active virtual deal aligns with your bot's actual position. The indicator's virtual deal state is a 1-to-1 mirror of the Strategy version's grid logic (minus commission), so any major divergence between chart visuals and bot position is a flag for investigation. Pay particular attention to the Max Drawdown value in the stats card — for a static grid this can grow when price breaks the Low boundary.
🔸 Create alerts to trigger the connected bot: The indicator exposes a "grid_start" alert that fires once when the first bar enters the configured backtest window. Configure the alert in TradingView with the webhook URL pointing to your bot's signal endpoint. The Bot ID, Email Token, and Pair label can be set in the script's inputs. Note that grid bots are typically configured directly within the bot interface, so this alert is primarily informational for monitoring purposes.
🔷 INDICATOR SETTINGS
Grid High Price — Upper boundary of the grid range.
Grid Low Price — Lower boundary of the grid range.
Grid Levels — Total number of price levels between Low and High (default 28).
Grid Mode — Distribution of levels: Geometric (constant % spacing) or Arithmetic (constant absolute spacing).
Amount per Level (USDT, ref) — Reference notional for virtual P&L calculation.
Trailing Up — Disabled by default; enable to make grid shift on breakout (turns this into adaptive grid behavior).
Trail Up Threshold % — Percentage above High at which trailing-up triggers (only used if Trailing Up enabled).
Shift Up Magnitude % — How much of the current range to shift when trailing-up fires (only used if Trailing Up enabled).
Limit by Date Range — Constrain virtual backtest to a specific date window.
Initial Capital (ref for % calc) — Reference capital base for percentage metrics in the stats card.
Show grid lines on chart — Toggle visual display of all level lines.
Show fill labels on chart — Toggle Buy / Sell event labels.
Recommended TF (for warning) — Timeframe baseline for the runtime mismatch warning (default 15m).
Stats card / Watermark — Display layer controls for on-chart virtual backtest summary and branding.
Webhook — Bot ID, Email Token, and Pair label for connected bot signal routing.
👨🏻💻💭 We hope this tool helps enhance your trading. Your feedback is invaluable, so feel free to share any suggestions for improvements or new features you'd like to see implemented.
__
The information and publications within the 3Commas TradingView account are not meant to be and do not constitute financial, investment, trading, or other types of advice or recommendations supplied or endorsed by 3Commas and any of the parties acting on behalf of 3Commas, including its employees, contractors, ambassadors, etc. インジケーター
[3Commas] Ether Vault Grid - ETH/USDT Ether Vault Grid — ETH/USDT
🔷 What it does:
This strategy implements a static geometric grid trading system for Ethereum, designed to capture range-bound oscillations between a configurable High and Low price boundary. It pre-computes 28 price levels using geometric spacing (≈ 1.23% step), buys at each level on close-cross-down, and sells at the next level up on close-cross-up. Unlike adaptive grid variants with trailing logic, this version stays locked to the original range — no auto-shift up or down. Profit comes from capturing the spread between adjacent grid lines on every oscillation; the structure is designed for periods where ETH consolidates within a defined band rather than trending strongly in one direction.
- 28 geometrically-spaced levels between Low (1625.56) and High (2258.88)
- Buy on close-cross-down through an unfilled level; sell on close-cross-up through the next level
- Fixed notional per level (178.57 USDT default), all fills equally sized
- No trailing up — grid stays locked to the configured range
- No stop loss — positions held until matching sell level is hit
🔷 Who is it for:
Swing traders who identify ranging conditions on Ethereum and want to monetize the oscillations.
Bot operators who automate grid execution through webhook integration with a connected bot.
Spot accumulators with a directional view that ETH will remain inside the configured boundaries during the deployment period.
Risk-conscious participants who prefer predictable accumulation envelopes (capped at full-grid-filled at the Low boundary).
🔷 How does it work:
Long Entry: When close crosses down through an unfilled grid level, the strategy opens a long position sized to the per-level notional amount (default 178.57 USDT). Each level operates independently — multiple buys can stack across the ladder simultaneously during a downward swing, creating a structured accumulation pattern.
Short Entry: Not used — this is a long-only spot grid.
Exit Management: For each filled level, the strategy places a limit exit at the next level up. When close crosses up through that target, the position closes and the level becomes available to buy again. No stop loss is used; the grid's Low boundary defines the structural worst-case accumulation point.
Static range — the grid does NOT shift when price exits the boundary. If price breaks above High, the strategy stops opening new buys until price returns inside the band. If price breaks below Low, all 28 levels are filled and the position holds unrealized loss until either the average is recovered or the user manually closes.
🔷 Why it's unique:
Pure static range design — most grid implementations include trailing-up logic that compromises the original risk envelope when price trends. This variant stays locked to the configured range, which gives a fully predictable worst-case scenario: maximum unrealized loss is bounded by (Current Price − Grid Low) × Total Position at Low. Traders know exactly what they are signing up for before deploying capital.
Calibrated for ETH volatility — the 1.23% step and 28-level ladder are wider and sparser than micro-priced altcoin grids (which use ~0.6% step and 56 levels). This matches ETH's larger absolute moves and lower noise — fills are less frequent but each captures meaningful spread, which suits a swing-trading time horizon rather than scalping.
Bot Integration — entry alerts ship with webhook-ready JSON payloads. The grid_start alert fires once on first activation. Bot ID, Email Token, and pair label are exposed as inputs.
🔷 Considerations Before Using the Indicator:
Market & Timeframe: This strategy is calibrated for a 15-minute chart on ETH/USDT spot pairs with active intraday range. Fill density depends directly on how often close crosses grid levels. Higher timeframes (1h+) produce far fewer fills; lower timeframes (1m, 5m) generate more fills but slow backtests on TradingView's plan limits. The runtime warning label flags any TF other than 15m.
Limitations: No stop loss and no trailing range adjustment. The strategy is structurally exposed to two failure modes:
(1) Price breaks above High — strategy idles, no new fills until reversal back into range
(2) Price breaks below Low — all 28 levels fill, unrealized loss accumulates until average is recovered or position is manually closed
This is the trade-off of a pure static grid: predictable risk envelope, but no adaptive protection against trend breakouts. Pair this strategy with manual range validation and an exit plan before deploying capital.
Backtesting & Demo Testing: Always validate the grid range and step size on historical data for the specific instrument. ETH's volatility profile shifts across market cycles — what was a ranging instrument can become a strong-trend instrument and vice versa. Re-test on your own venue using venue-specific commission and slippage. Demo-trade for at least one month before any live deployment. Past performance is not indicative of future results.
Parameter Adjustments: Commission defaults to 0.10% (Bybit spot taker). Adjust for your venue — Binance Spot ~0.10%, Coinbase Advanced ~0.50%, OKX Spot ~0.08%. The grid range and level count should be re-evaluated for each new deployment period — ETH's "fair range" shifts over time, and a grid calibrated for one regime may not work for the next.
🔷 STRATEGY PROPERTIES
Symbol: BYBIT:ETHUSDT (Ethereum / Tether Spot). Strategy is generic — works on any spot pair with sufficient depth and structural range.
Timeframe: 15m chart (mandatory — strategy is calibrated for this TF).
Test Period: Jan 17, 2026 — May 18, 2026 (≈ 4 months / last 120 days).
Initial Capital: 6,000 USDT (5,000 investment + 1,000 buffer for commission and grid fluctuations).
Order Size per Trade: 178.57 USDT per grid level. Total investment envelope = 5,000 USDT (28 levels × 178.57). Maximum simultaneous position count: 28 levels.
Commission: 0.10% taker — Bybit spot reference; adjust for your venue.
Slippage: 2 ticks — typical taker execution on liquid ETH/USDT pairs.
Margin for Long and Short Positions: 100% (1× leverage assumed; no margin amplification).
Indicator Settings: Default Configuration.
Grid Mode: Geometric
High Price: 2258.88
Low Price: 1625.56
Levels: 28
Amount per Level: 178.57 USDT
Trailing Up: disabled
Step (computed): ≈ 1.23%
Strategy: Long Only.
🔷 STRATEGY RESULTS
⚠️ Remember, past results do not guarantee future performance.
Net Profit: +655.01 USDT (+10.92%)
Max Drawdown: 431.16 USDT (7.14%)
Total Closed Trades: 367
Percent Profitable: 63.49% (233 / 367)
Profit Factor: 2.488
Reference TradingView Pine backtest on BYBIT:ETHUSDT (15m chart), Jan 17 2026 — May 18 2026 (≈4 months / last 120 days at time of publication). The reference period captures ETH's ranging-to-mildly-recovering phase after the early-2026 drawdown, which is structurally favorable for static range grids — the strategy fills repeatedly as price oscillates through the band. 3Commas built-in backtest reference (last 120 days): +10.09% before optimization, +13.23% after optimization. The Pine simulation differs slightly from 3Commas due to fee structure, slippage model, and close-based level-crossing detection vs. exchange-side limit orders. Re-test on your own venue with venue-specific commission before live deployment.
🔷 How to Use It:
🔸 Adjust Settings: Set the grid High and Low boundaries based on ETH's observed range over the past 1–3 months. The default 1625.56 — 2258.88 envelope reflects ETH's recent volatility band. Amount per level should be sized so that filling the entire ladder (all 28 levels = 5,000 USDT exposure) does not exceed your risk budget. Scale linearly to your equity. Always confirm you are on a 15-minute chart — the runtime warning label flags mismatches.
🔸 Results Review: Verify Maximum Drawdown stays within your personal risk budget. The strategy operates with no stop loss, so the worst-case is the full grid being filled at the Low boundary while price continues lower. Calculate this scenario before going live: if every level fills and price drops 10% below the grid Low, what is your unrealized loss? That is your hard floor. Re-test on your own venue with realistic commission and slippage.
🔸 Create alerts to trigger the connected bot: The strategy exposes a "grid_start" alert that fires once when the first bar enters the configured backtest window. Configure the alert in TradingView with the webhook URL pointing to your bot's signal endpoint. The Bot ID, Email Token, and Pair label can be set in the script's inputs. Note that grid bots are typically configured directly within the bot interface, so this alert is primarily informational for monitoring purposes.
🔷 INDICATOR SETTINGS
Grid High Price — Upper boundary of the grid range.
Grid Low Price — Lower boundary of the grid range.
Grid Levels — Total number of price levels between Low and High (default 28).
Grid Mode — Distribution of levels: Geometric (constant % spacing) or Arithmetic (constant absolute spacing).
Amount per Level (USDT) — Notional value of each buy fill.
Total Investment (USDT, ref) — Reference total capital deployed across all levels (informational).
Trailing Up — Disabled by default; enable to make grid shift up on breakout (turns this into adaptive grid behavior).
Trail Up Threshold % — Percentage above High at which trailing-up triggers (only used if Trailing Up enabled).
Shift Up Magnitude % — How much of the current range to shift when trailing-up fires (only used if Trailing Up enabled).
Limit by Date Range — Constrain backtest to a specific date window.
Show grid lines on chart — Toggle visual display of all level lines.
Recommended TF (for warning) — Timeframe baseline for the runtime mismatch warning (default 15m).
Stats card / Watermark — Display layer controls for on-chart backtest summary and branding.
Webhook — Bot ID, Email Token, and Pair label for connected bot signal routing.
👨🏻💻💭 We hope this tool helps enhance your trading. Your feedback is invaluable, so feel free to share any suggestions for improvements or new features you'd like to see implemented.
__
The information and publications within the 3Commas TradingView account are not meant to be and do not constitute financial, investment, trading, or other types of advice or recommendations supplied or endorsed by 3Commas and any of the parties acting on behalf of 3Commas, including its employees, contractors, ambassadors, etc. ストラテジー
インジケーター
Historical Liquidity Proximity Heatmap [LuxAlgo]The Historical Liquidity Proximity Heatmap indicator highlights historical swing levels closest to the current price, using a volumetric heatmap to visualize potential areas of support and resistance.
One buy-side and sell-side volume-weighted average is also returned to provide clear breakout indications.
🔶 USAGE
This tool is designed to identify where significant liquidity resides by tracking historical pivot points and sorting them based on their proximity to the current price. By focusing on levels nearest to the market, traders can see a real-time "map" of potential structural obstacles or targets.
🔹 Identifying Liquidity Clusters
The indicator plots dots representing the nearest historical pivot highs (above price) and pivot lows (below price). When multiple dots are tightly packed together, it indicates a significant liquidity zone where historical price action was concentrated. The color of these dots is determined by the volume recorded at the time the pivot was formed:
High-Contrast Colors: Represent pivots formed on high volume, suggesting stronger institutional interest or "heavier" liquidity. Low-Contrast Colors: Represent pivots formed on lower volume, which may represent lighter liquidity zones.
🔹 Level Tests and Sweeps
Traders can monitor how price reacts as it approaches the nearest dots. If price touches a dot and immediately rejects, it confirms the historical level as active resistance or support. A "Liquidity sweep" occurs when price moves rapidly through one or more dots, clearing the nearest historical structures before a potential reversal or continuation.
🔹 Breakouts and Volumetric Averages
The indicator includes two dashed lines representing the Volume-Weighted Swing Average of the displayed liquidity points.
Volume-Weighted Highs: A dotted red line representing the average price of the nearest P pivot highs, weighted by their historical volume. Volume-Weighted Lows: A dotted green line representing the average price of the nearest P pivot lows, weighted by their historical volume.
A breakout above or below these Volumetric Averages suggests that the market has cleared the weighted "supply" or "demand" of the immediate vicinity, often leading to increased volatility.
🔶 DETAILS
The script maintains a historical buffer of pivots. On every bar, the script filters all stored pivots to identify those currently above the price (highs) and those currently below the price (lows).
These filtered levels are then sorted by price distance. The top P closest levels are selected for display. This ensures that the heatmap always focuses on the most relevant price levels regardless of how far the market has moved from older structures.
The color themes (Viridis, Magma, etc.) are perceptually uniform, meaning the transition from low-volume colors to high-volume colors is mathematically linear to the human eye, making it easier to gauge relative "liquidity weight" at a glance.
🔶 SETTINGS
🔹 Pivots
Pivot Left/Right Length: Determines the sensitivity of the pivot detection. Larger values find more significant structural swings, while smaller values find more frequent, minor levels. Historical Buffer Size: Controls how many historical pivots the script stores in memory. A larger buffer allows the script to track older historical levels.
🔹 Display
Number of Points (P): Sets the maximum number of closest levels to display and include in the Volumetric Average calculation. Dot Transparency: Adjusts the visibility of the heatmap dots on the chart. Color Theme: Allows selection between different heatmap palettes (Viridis, Inferno, Magma, Plasma, Cividis, Turbo) to represent volume intensity. インジケーター
Bastion Ledger [JOAT]Bastion Ledger
Introduction
Bastion Ledger is an open-source liquidity and structure overlay designed to track active demand and supply zones through a full lifecycle model. The script builds zones from confirmed pivots and volume impulse events, then tracks how price interacts with those zones over time through active, swept, broken, retested, and archived states.
The problem Bastion Ledger solves is zone ambiguity. Many support and resistance tools simply draw a level and leave interpretation to the user. Bastion Ledger adds structure to that process by classifying how each zone was created and what has happened to it since. This makes the chart easier to read and gives the user a cleaner framework for identifying whether liquidity has held, been swept, failed, or transitioned into a retest state.
Core Concepts
1. Confirmed Pivot Structure
Zones created from pivots only appear after pivot confirmation. This introduces natural delay by design, but it prevents the script from creating forward-looking structure that disappears later.
2. Volume-Impulse Zone Creation
The script can also create zones from candles that exhibit high relative volume and efficient directional body behavior. This allows the overlay to capture not only swing structure but also displacement-origin areas.
3. Zone Lifecycle Model
Each zone progresses through a clear state model:
ACTIVE
SWEEPED
BROKEN
RETESTED
ARCHIVED
This is one of the defining features of the script. Instead of leaving historical rectangles behind with no context, the overlay tracks what has happened to each one.
4. Midpoint and Structure Rails
Every zone can include a midpoint reference and supporting structure rails to make reaction areas easier to inspect. This helps distinguish edge reactions from deeper zone acceptance.
5. Dashboard Context
The top-right dashboard summarizes active counts, nearest demand and supply distance, event state, and structure bias so the user can quickly orient themselves.
Features
Dual-source zone creation: Confirmed pivots and volume impulse zones
Stateful zone lifecycle: Tracks sweeps, breaks, retests, and archival
ATR-aware zone sizing: Zone height adapts to market conditions
Object-efficient rendering: Uses persistent objects with setter updates
Midpoint lines: Helps judge reaction depth inside each zone
Structure bias readout: Gives a quick demand-versus-supply view
Nearest-zone distance readout: Useful for contextual planning
Top-right dashboard: Medium-size summary panel
Confirmed-bar event logic: Creation and transitions are handled safely
Alertconditions: Zone create, sweep, break, retest, and structure breaks
How to Use This Indicator
Step 1: Identify the Nearest Active Zone
Use the plotted boxes and dashboard distance readouts to locate the nearest demand and supply area.
Step 2: Read the Zone State
An active zone is different from a swept or broken zone. The lifecycle state tells you whether the zone is still intact or has already lost integrity.
Step 3: Watch Retests After Breaks
Retested zones can be especially useful because they represent a transition from defended liquidity to broken structure and then a recheck of that failure.
Step 4: Combine with Regime Context
Bastion Ledger works best when combined with a separate trend or regime filter. Use it to map where reactions matter, not to replace directional context.
Indicator Limitations
Pivot-based zones confirm after the pivot completes, which is intentional non-repainting behavior
Very fast markets can move through multiple zone states in a short number of bars
Zone relevance declines over time, so older archived zones should not be treated like fresh liquidity
This script tracks structural interaction, not order flow or real exchange-level liquidity
Originality Statement
Bastion Ledger is original in its combination of pivot structure, volume-impulse zone creation, and lifecycle classification. The script is not just a rectangle drawer. Its core value lies in tracking how a zone evolves after creation and presenting that evolution in a consistent institutional overlay.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Liquidity zones are interpretive tools based on historical price and volume behavior and do not guarantee future reactions.
- Made with passion by jackofalltrades
インジケーター
Liquidity-Anchored Trailing Stop [BigBeluga]Liquidity-Anchored Trailing Stop is a comprehensive volatility and structural framework designed to provide a protective "heatmap" around price action. By fusing multi-layered ATR-based trailing logic with a dynamic Volume Profile, this indicator identifies where market momentum is accelerating and where institutional liquidity is "anchored."
Instead of a single line, this tool provides a graded risk-mitigation zone that adapts to market noise, ensuring you remain in the trend during healthy pullbacks while identifying the exact structural peaks where volume was most concentrated.
🔵 THE DUAL-ENGINE FRAMEWORK
Volatility Heatmap (Trailing Stop): The indicator calculates four distinct levels of trailing protection (Stop 1 through Stop 4). These are anchored to the trend’s direction and volatility, creating a "safety buffer" that narrows or expands based on the Average True Range (ATR).
Trend-Relative Volume Profile (Right Side): Unlike static volume profiles, this engine focuses specifically on the current trend segment. It visualizes the total relative volume transacted at each price bin since the last trend flip, highlighting where the real "meat" of the move occurred.
High Volume Nodes (HVNs): The script automatically detects peaks in the volume distribution. These High Volume Nodes represent structural anchors where the market has spent significant time, serving as high-probability zones for support or resistance.
🔵 CORE ARCHITECTURE
Liquidity Anchoring: By plotting HVN levels (Structural Peaks), the indicator shows you exactly where liquidity is sitting. When a trailing stop aligns with a volume peak, it creates a "Hard Anchor"—a level that is significantly harder for price to break through.
Adaptive Stop Logic: The trailing stops (ts1-ts4) use a ratchet mechanism. In an uptrend, the stops only move up; in a downtrend, they only move down. This prevents the "stop-loss creep" that often leads to giving back profits.
Dynamic Gradient Heatmap: The space between the four trailing bands is filled with a color-coded gradient. Saturated colors represent the core trend, while the outer bands represent the "exhaustion zone" where the trend is at risk of structural failure.
🔵 FEATURES
Granular Profile Rows: Fully adjustable vertical resolution (Profile Rows) allows you to define how detailed you want the volume distribution to be, ranging from broad structural areas to precise price levels.
Peak Level Detection: Horizontal structural lines are automatically drawn across the trend range at major HVNs, providing immediate visual targets and pivot points.
Smart Trend Labels: Clean UI labels (Bull/Bear) mark the exact bar where the trend flips and the volatility bands reset, ensuring you never miss a shift in market regime.
Visual Clarity Toggle: Includes options to show or hide the Volume Profile and Peak Levels, allowing you to use the tool as a pure volatility stop or a full-scale market structure map.
🔵 STRATEGIC APPLICATION
Trailing with the Heatmap: Use the innermost band (Stop 1) for aggressive scalping or tight management, and the outermost band (Stop 4) for macro trend following. If price closes beyond Stop 4, the trend is officially considered "broken."
HVN Confluence: Look for instances where the Trailing Stop aligns with a High Volume Node. These "Anchored Stops" are the most robust areas to place your actual exchange orders, as they are backed by both volatility and historical volume.
Volatility Breakouts: When the ATR bands (Heatmap) contract significantly and then price breaks out, look to the Volume Profile to see if the breakout is supported by a surge in volume at the new price bins.
Targeting Structural Peaks: In a trending market, use the volume peaks on the right side of the chart as natural take-profit targets or areas to expect temporary price stalls.
Liquidity-Anchored Trailing Stop transforms traditional stop-loss logic into a multi-dimensional map of risk and liquidity. By understanding where volume is anchored and how volatility is breathing, you can stay in winning trades longer and exit with precision when the structure finally fails. インジケーター
Volume Ledger [JOAT]JOAT Volume Ledger
Introduction
JOAT Volume Ledger is an open-source participation and volume-zone framework designed to identify where meaningful activity occurred, what type of activity it likely was, and which of those zones still matter now.
It is built around the idea that not all large volume is equal.
Some high-volume behavior represents sponsorship.
Some represents exhaustion.
Some represents churn or absorption.
Some leaves behind a meaningful footprint that the market later reacts to.
The problem the script solves is translation.
Raw volume bars alone do not explain whether heavy activity created useful levels.
They also do not organize those levels for later use.
Volume Ledger attempts to do both.
It begins with relative-volume heat and participation metrics.
It then uses confirmed pivot-based logic to create candidate zones.
Those zones are merged, ranked, extended, and reclassified as support or resistance based on how price returns to them.
Higher-timeframe carry-forward levels can also be displayed.
Core Concepts
1. Relative-Volume Heat
The script normalizes current volume against a baseline and color-grades it.
2. Delta, Churn, and Participation
A delta proxy, churn estimate, and participation line classify the quality of activity.
3. Confirmed Pivot-Zone Creation
When significant participation coincides with confirmed pivots, the script stores those prices as candidate zones.
4. Zone Merging and Ranking
Nearby zones are merged and stronger zones are prioritized.
5. Higher-Timeframe Carry-Forward Levels
Important HTF zones can be projected into the current chart.
6. Retest Logic
The script distinguishes whether an active zone is currently acting as support or resistance.
7. Overlay Box and Line Projection
Zones are projected forward into current chart space using managed boxes, lines, and labels.
8. Participation State Readout
The dashboard summarizes the dominant volume condition, active zones, and current participation quality.
Features
Relative-volume heatmap: current activity is normalized and color-graded
Delta, churn, sigma, and participation analytics: classifies the character of activity
Confirmed volume-origin zones: maps price areas linked to meaningful participation
Zone merging and ranking: reduces clutter and prioritizes stronger regions
Projected overlay boxes and lines: extends active zones into current price
Higher-timeframe ledger context: broader levels can be carried forward
Support / resistance retest logic: distinguishes how price is interacting with the zone
Bar tint and backdrop state: strong participation conditions are easy to spot
Dashboard: summarizes volume state and dominant zone structure
Input Parameters
Ledger Core:
Volume Comparison
Ledger Window
Participation Smoothing
Delta and Churn Settings
Relative Volume Thresholds
Zone Engine / Display:
Zone Extension
Merge Threshold
Zone Ranking Rules
Projected Levels
Higher-Timeframe Carry-Forward
Show Dashboard
Show Average
Show Participation Line
Show Projected Levels
Show Backdrop
Show Bar Tint
How to Use This Indicator
Step 1: Read current participation quality using the relative-volume state and participation line.
Step 2: Identify the dominant projected zones on the chart.
Step 3: Watch retests into those zones and compare them to current participation behavior.
Step 4: Compare active zones with higher-timeframe carry-forward levels.
Step 5: Use the script as confirmation beneath trend, liquidity, or retracement narratives.
Indicator Limitations
Volume proxies do not provide true exchange-level order-flow
High participation does not guarantee reversal or continuation
Very noisy markets can generate many candidate zones before merging and ranking simplify them
The script identifies footprints of activity, not certain turning points
Originality Statement
This script is original in the way it combines relative-volume heat, effort classification, pivot-zone construction, merging, ranking, higher-timeframe carry-forward, and retest-aware styling into a single participation ledger.
The purpose is not merely to show volume.
It is to preserve the most useful consequences of volume.
Disclaimer
This indicator is provided for educational and informational purposes only.
It is not financial advice.
Volume and participation footprints do not guarantee future support or resistance.
Always use independent analysis and risk management.
Best Use Cases
Studying where strong participation likely left a usable footprint
Comparing current price retests to historical participation zones
Separating constructive activity from churn-heavy activity
Adding participation context to trend, liquidity, or retracement narratives
Interpretation Notes
Not every high-volume event deserves the same weight.
The script is most useful when strong participation aligns with structural pivots and later retests.
Higher-timeframe carry-forward levels can be especially helpful when local price is approaching an older but still meaningful participation zone.
The strongest zones are not simply the largest bars.
They are the most meaningful surviving footprints after merging, ranking, and retest context are applied.
Publication Notes
This script is intended to be published with a clean chart where the dominant projected zones and the current participation state are clearly identifiable.
The chart should not be overloaded with extra unrelated studies.
The image should make the volume-to-zone relationship understandable to a first-time viewer.
-Made with passion by jackofalltrades
インジケーター
Auction Structure Ledger [JOAT]Auction Structure Ledger
Introduction
Auction Structure Ledger is an open-source Pine Script v6 indicator that transforms confirmed pivot behavior into structured auction zones. Instead of treating every swing high and swing low as equally important, the script looks for clustered defended pivots, measures how much volume-confluence exists at those prices, and converts the result into support and resistance shelves that persist, update, and eventually retire as price accepts or fails them.
The problem this indicator solves is structural ambiguity. Many charts contain repeated pivot noise that does not deserve equal visual weight. A single swing high does not automatically represent meaningful supply, and a single swing low does not automatically represent meaningful demand. Auction Structure Ledger filters pivot activity through clustering logic and local volume-confluence so the chart emphasizes defended areas where auction acceptance and rejection are more likely to matter.
The script is useful for traders who think in terms of accumulation, distribution, acceptance, and failure. It does not attempt to forecast the future from one oscillator reading. It organizes the chart around defended reference zones, tracks how price behaves around them, and summarizes the current auction state in a way that can support discretionary analysis or other rule-based systems.
Because it combines pivot clustering with a volume-confluence layer, the indicator is not simply painting boxes around old highs and lows. It is trying to identify where the market repeatedly acknowledged a price region and whether that region still behaves as support or resistance.
Core Concepts
1. Pivot Confirmation And Structural Timing
The script uses `ta.pivothigh()` and `ta.pivotlow()` to confirm swing highs and lows with a symmetric lookback. This means zones are only created after the pivot is actually confirmed, which avoids the false certainty that comes from drawing structure before the right-side bars exist.
float pivotHigh = ta.pivothigh(high, pivotLength, pivotLength)
float pivotLow = ta.pivotlow(low, pivotLength, pivotLength)
This is deliberate non-repainting behavior. The structure appears later than the original pivot candle, but it appears only after the market has confirmed the swing.
2. Clustered Defense Rather Than Single-Pivot Noise
Once a pivot appears, the script scans a configurable cluster window to count how many nearby pivots formed within an ATR-based tolerance. That cluster count becomes part of the zone’s strength score.
This is what gives the ledger its auction logic. A zone becomes more meaningful when the market keeps defending the same approximate level rather than printing a one-off pivot and moving on.
3. Volume-Confluence Layer
The script builds a rolling volume distribution across the current price window and checks how much of that distribution sits at the pivot price. That reading is normalized into a confluence percentage.
In practice, this means a clustered pivot with low local volume-confluence is treated differently from a clustered pivot that sits in a high-activity price region. The first may represent weak structure. The second may represent a more meaningful auction shelf.
4. Support And Resistance Shelf Construction
When a pivot passes the cluster criteria, the script creates a zone with ATR-based width. Resistance shelves are built above price with an offered profile. Support shelves are built below price with a bid profile. Each shelf contains a body, a spine line through the midpoint, and an information label summarizing the zone.
The shelf width is not arbitrary. It scales with ATR so zones remain proportionate across different volatility conditions and instruments.
5. Acceptance And Failure Tracking
After a zone is created, the script continues monitoring it. If price trades within the zone and remains inside it, the shelf is counted as accepted. If price closes through the invalidation side of the shelf, it is counted as failed and eventually removed after a short lifecycle buffer.
That behavior matters because the market is not static. A valid shelf today can become irrelevant after repeated acceptance or a decisive failure.
Features
Cluster-confirmed auction shelves: Builds zones only when pivots cluster within an ATR-based tolerance
Support and resistance separation: Maintains bid-side and offered-side structure independently
Volume-confluence scoring: Measures how much rolling price-volume concentration supports each shelf
ATR-scaled zone width: Keeps shelf geometry adaptive to volatility instead of fixed-width boxes
Acceptance and failure tracking: Continues scoring shelves after creation as price interacts with them
Confluence ribbon: Displays whether current price is trading in a high-confluence region of the rolling ledger
Nearest distance metrics: Shows the ATR distance to the closest active support and resistance shelves
Institutional dashboard: Summarizes support count, resistance count, acceptance rate, failure rate, bias, and strongest zone
Confirmed-bar alert set: Includes bullish ledger, bearish ledger, fresh support, and fresh resistance alerts
Data-window outputs: Exposes structure counts and confluence values for additional interpretation
Visual Elements
Auction shelves: Each zone is rendered as a structured body rather than a simple line so the user can read width and tolerance clearly
Shelf spine: A dotted midpoint line marks the internal balance area of each shelf
Confluence ribbon: The ribbon around price shows whether the current location overlaps with strong rolling confluence
Responsive color logic: Support, resistance, touched, and failed states each alter the way the shelf is displayed
Compact info labels: Each zone carries its own context label so the chart remains interpretable without opening settings
Best Practices
Give more weight to shelves that combine both repeated pivot defense and strong volume-confluence
Watch how price behaves on the first return to a new shelf before assuming the level is strong
Treat accepted zones and failed zones differently because they tell very different auction stories
Use nearest support and resistance ATR distances to understand whether price is extended or structurally balanced
Combine the ledger with your own trigger logic rather than assuming shelf presence alone is a complete trade plan
Input Parameters
Structure Engine:
Pivot Length: Sets how many bars are required on each side of a pivot to confirm it
ATR Length: Controls the volatility measure used for zone sizing and tolerance logic
Shelf ATR Width: Sets the width of each auction shelf relative to ATR
Cluster Window: Defines how far back the script scans for repeated nearby pivots
Cluster ATR Tolerance: Determines how close pivots must be to count as the same structural cluster
Volume Confluence:
Volume Window: Sets the rolling price-volume study range
Volume Bins: Controls the granularity of the confluence distribution
Confluence Strength Threshold: Defines when the ribbon should represent strong price-volume overlap
Show Confluence Ribbon: Toggles the contextual ribbon around price
Display:
Show Dashboard: Enables the top-right structural summary
Color inputs: Allow independent styling for support, resistance, neutral, and panel colors
How to Use This Indicator
Step 1: Start With The Bias Row
The dashboard summarizes whether active support shelves outnumber resistance shelves, whether the market is balanced, and how strong the current ledger looks. This gives immediate context before focusing on individual zones.
Step 2: Identify The Strongest Active Shelf
Check the strongest zone reading and visually locate the shelf with the most emphasis. This is often the most useful structural reference when price approaches an auction boundary.
Step 3: Watch Acceptance Versus Failure
Acceptance means price is interacting with the zone without invalidating it. Failure means price has moved through the wrong side of the shelf. A high failure rate weakens the reliability of the current ledger.
Step 4: Use The Nearest ATR Distances
The dashboard shows the ATR distance to the nearest support and resistance shelves. That helps frame whether price is sitting directly on a structure reference or is trading between meaningful levels.
Step 5: Combine With Your Own Execution Model
Auction Structure Ledger is most useful as a context layer. It defines where defended structure exists. It does not decide entries or exits for you. Use the zones to frame reactions, continuation decisions, or risk placement inside your own process.
Indicator Limitations
Pivot-based structure is inherently delayed because the script waits for right-side confirmation before creating a shelf
A clustered pivot region can still fail immediately if broader market flow overwhelms the local auction structure
Rolling volume-confluence is context-dependent and can shift as the lookback window evolves
Zones are analytical references, not guarantees that support or resistance will hold on the next test
Originality Statement
Auction Structure Ledger is original in the way it turns clustered pivot defense and rolling volume-confluence into a persistent auction map. This is more than a standard support and resistance overlay:
It requires repeated pivot behavior before treating a level as meaningful structure
It combines cluster count and volume-confluence into a unified strength score for each shelf
It tracks acceptance and failure after creation so zones remain part of a living ledger rather than a static drawing layer
It presents the structure through a bias dashboard and confluence ribbon that helps translate zone behavior into usable chart context
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Support and resistance shelves represent historical auction behavior, not guaranteed future turning points. Markets can accept, reject, or ignore any level without warning. Always use independent judgment and appropriate risk management.
-Made with passion by jackofalltrades
インジケーター
インジケーター
Foundry Range Ledger [JOAT]Foundry Range Ledger
Introduction
Foundry Range Ledger is an open-source range and auction-structure indicator that maps active supply, active demand, and the live auction corridor between them.
The script is built for traders who need to know where the market is being offered, where it is being defended, and whether price is rotating cleanly between those two points or breaking away from them.
Instead of relying on a large dashboard to explain everything, Foundry is designed so the main value is visible directly on the chart.
The indicator draws split supply and demand boxes, top and bottom rails, an equilibrium reference, an auction corridor, and candle-state coloring so the structure can be read without hunting through text.
The problem Foundry solves is range readability.
Many range indicators either mark too little and disappear once the first break occurs, or they mark too much and become unreadable.
Foundry focuses on a smaller number of cleaner, higher-visibility structures so the trader can immediately understand whether the market is boxed, rotating, absorbing, rejecting, or releasing through an active zone.
Core Concepts
1. Pivot-Derived Supply and Demand Seeding
Foundry begins with confirmed pivot highs and pivot lows.
Each confirmed pivot can seed a new zone.
If a new pivot forms close enough to the prior pivot of the same type, the zone is treated as a stronger cluster rather than as unrelated noise.
This lets the script represent repeated defense or repeated supply more clearly than a single-touch model.
2. Split-Zone Construction
Each zone is drawn as a body with two internal halves.
For supply, the upper half represents the more aggressive offer side and the lower half represents the response pocket below it.
For demand, the lower half represents the more aggressive bid side and the upper half represents the response pocket above it.
This creates a cleaner institutional-style visual than a single flat rectangle.
3. Top, Bottom, and Equilibrium Rails
Foundry does not leave the zone as only a filled box.
Each active zone has clear rails at its boundary and a dashed equilibrium line through its center.
These rails make it easier to judge exactly where price is entering, holding, or releasing from the zone.
4. Participation Inside the Zone
The indicator tracks directional participation inside the active zone.
Touches are counted only when price actually interacts with the zone.
Buy-side and sell-side participation are then compared to determine whether the zone is absorbing or rejecting.
This information drives both state text and the internal color emphasis of the split halves.
5. Auction Corridor Logic
When both an active supply zone and an active demand zone exist at the same time, Foundry calculates the live auction corridor between them.
That corridor is the space where price is rotating between opposing areas of interest.
The script highlights that corridor directly on the chart and adds an equilibrium reference so range traders can see where the market is most balanced.
6. Release and Post-Break Behavior
A zone is not immediately forgotten once price breaks it.
Foundry can keep released zones visible as post-break context, allowing the trader to study whether price is cleanly escaping or coming back to retest the released area.
This is important because the first break is often only part of the story.
The retest frequently matters more than the break itself.
7. Candle-State Coloring
Candles are recolored based on where price is interacting.
If price is trading inside active supply, the candles reflect offer pressure.
If price is trading inside active demand, the candles reflect bid pressure.
If price is rotating in the live corridor, the candles shift toward the neutral response color.
This creates immediate chart feedback without cluttered shapes.
Features
Confirmed supply and demand zones: Zones are seeded from confirmed pivots rather than unconfirmed intrabar motion
Cluster-aware strengthening: Repeated pivots near the same level strengthen the visual and informational quality of the zone
Split zone bodies: Each supply and demand box is divided internally for cleaner auction reading
Boundary rails and midpoint rail: Top, bottom, and equilibrium references remain visible directly on the chart
Auction corridor cloud: When both sides are active, the space between them is highlighted as a live range environment
Stateful release behavior: Broken zones can remain visible as post-break structure instead of vanishing instantly
Retest labels: Optional tags mark when price revisits released structure
Zone interaction candle coloring: Price bars reflect supply interaction, demand interaction, or corridor rotation state
Six-row dashboard: Only the highest-value summary fields remain, keeping the chart as the primary information surface
Confirmed-bar alerts: Alerts are available for releases, retests, active auction states, and balanced corridor conditions
Input Parameters
Range Construction:
Pivot Length: Number of bars required on each side to confirm a pivot
Cluster Tolerance ATR: Distance allowed between repeated pivots before they are treated as one stronger cluster
Zone Width ATR: ATR-scaled depth of each zone
Forward Extend Bars: Number of bars the active zone projects forward on the chart
Minimum Zone Age: Minimum number of bars before a break qualifies as a meaningful release
Context and Behavior:
Show Auction Cloud toggle
Keep Broken Zones toggle
Show Retest Tags toggle
Show Zone Labels toggle
Recolor Candles toggle
Broken Zone Fade Bars: Controls how long released zones remain visible when historical persistence is disabled
Break Body Quality and filter toggle: Prevents weak-body candles from being treated as high-quality releases
How to Use This Indicator
Step 1: Identify Whether Supply, Demand, or Both Are Active
If only supply is active, the market is currently capped from above.
If only demand is active, the market is currently supported from below.
If both are active, price is trading inside a live auction corridor.
That is the first and most important read.
Step 2: Read the Box Geometry, Not Just the Labels
The top and bottom rails define the actual interaction edges.
The dashed midpoint shows the local equilibrium of the zone.
When price enters the zone, watch where it spends time, where it rejects, and whether the candles recolor in the expected direction.
Step 3: Use the Corridor as a Rotation Map
When both zones are active, the space between demand top and supply bottom becomes the tradable balance corridor.
That space is where mean-reversion and auction-style logic are most relevant.
A clean release out of that corridor changes the context immediately.
Step 4: Watch Release Quality
Foundry does not treat every poke outside a zone as equally important.
Body quality can be used as a filter so weak noise does not count the same as committed expansion.
This helps reduce false structural releases.
Step 5: Retests Matter
A released zone that price retests cleanly can be more informative than the initial break itself.
Use the retest labels and the remaining zone structure to judge whether the prior range is truly being left behind or simply probed.
Indicator Limitations
Pivot-based zones confirm only after the pivot is complete, so the script will always favor non-repainting structure over earliest possible marking
If price trends strongly without forming relevant repeat pivots, the indicator may show fewer zones than a more aggressive retail-style detector
A zone is contextual, not predictive; price can ignore supply or demand completely when momentum is strong enough
Balanced corridor conditions do not guarantee rotation and can still resolve into directional continuation
The recolored candle state is contextual feedback, not an entry signal by itself
Originality Statement
Foundry Range Ledger is original in the way it combines pivot-seeded supply and demand bodies, split internal zone construction, visible auction corridor rendering, participation-aware state handling, and post-break structural persistence into one chart-first overlay.
The script is designed to make range structure visually readable, not to hide it behind a large panel or reduce it to generic rectangles.
Disclaimer
This indicator is provided for educational and informational purposes only.
It does not provide financial advice or trading recommendations.
Supply and demand zones can fail, release, or be ignored entirely by price.
Balanced ranges can break violently without warning.
Always use independent confirmation and risk management.
インジケーター
Liquidity Delta Profiler [LuxAlgo]The Liquidity Delta Profiler indicator identifies major buy-side and sell-side liquidity levels and visualizes internal buyer/seller activity through volume delta-filled quadrants, providing a complete toolkit for analyzing liquidity sweeps and potential reversals.
🔶 USAGE
The indicator detects significant swing highs and lows to plot liquidity zones, representing areas where stop-loss orders or breakout orders are likely clustered.
🔹 Volume Delta Quadrants
Unlike standard liquidity indicators, this tool splits each zone into four horizontal quadrants. As price trades within these quadrants, the script calculates the volume delta (the difference between buying and selling pressure) for each specific section.
Buy Delta Fill : Indicates aggressive buyers were more active in that specific price slice.
Sell Delta Fill : Indicates aggressive sellers dominated that section.
Intensity : The color's opacity represents the relative magnitude of the volume delta compared to other sections of the zone.
🔹 Reversal Detection
The script includes an advanced detection system that identifies unusual volume patterns during liquidity sweeps. These signals are plotted as bubbles with hoverable tooltips:
ABS (Absorption) : Occurs when aggressive market orders at the extreme edge of a zone are absorbed by large limit orders in the opposite direction.
EXH (Exhaustion) : Occurs when a sweep happens on very low relative volume, suggesting no follow-through.
DIV (Divergence) : Identified when high volume pushes into the edge of a zone (FOMO) but price fails to close outside the level.
REJ (Snapback Rejection) : Triggered when a sweep candle shows high delta in the opposite direction of the sweep and closes back inside the zone.
🔹 Time-Based Performance Dashboard
To evaluate signal reliability, the indicator includes a real-time dashboard that tracks the historical performance of each reversal signal type using a time-based validation logic.
A "Win" is recorded if, within the Eval Window , the price reverses from the sweep and remains in profit (on the correct side of the signal entry) for a specific number of consecutive bars ( Hold Time ). This method filters for signals that generate sustained pressure rather than just temporary wicks.
🔹 Zone Decay (Health)
Active zones feature a "Health" percentage label. This tracks the cumulative volume traded within the zone relative to its capacity. As more volume is transacted at these levels, the liquidity is considered "consumed," and the percentage drops toward 0%.
🔶 DETAILS
The indicator utilizes a pivot-based detection system. When a swing high is confirmed, a Buy-Side Liquidity (BSL) zone is created; a swing low creates a Sell-Side Liquidity (SSL) zone.
The script includes "Filter Overlaps" logic to ensure chart clarity. If a new, more significant pivot forms within the range of an existing active zone, the tool can automatically update to the most relevant level, preventing the clutter of multiple overlapping boxes.
🔶 SETTINGS
🔹 Main
Pivot Length : Lookback/lookforward period for detecting swing highs and lows.
Max Zones per Type : Maximum number of active and historical zones to keep on the chart.
Show Swept Zones : Keeps zones visible with dashed outlines after they have been breached.
Filter Overlapping Zones : Prevents the creation of new zones that overlap with existing active zones.
🔹 Decay & Reversals
Show Zone Decay : Toggles the health percentage labels.
Zone Volume Capacity : Multiplier for average volume to determine how much volume a zone can absorb.
Enable Reversal Detection : Toggles the signal bubbles for reversal patterns.
🔹 Dashboard
Show Dashboard : Toggles the performance tracking table.
Eval Window (Bars) : The maximum number of bars the script waits for a reversal to manifest.
Hold Time (Bars) : The number of consecutive bars price must stay in profit to be considered a successful reversal.
Position/Size : Customizes the UI placement and scale of the dashboard.
🔹 Style
Colors : Customize colors for BSL/SSL outlines and the positive/negative volume delta fills. インジケーター
eXeTRADE Main Dual Score Signal Indicator# eXeTRADE-Main — Dual-Score Signal Indicator
**Trend • Support/Resistance • Higher-Timeframe • Backtest — all in one score**
---
## What it does
eXeTRADE-Main is a multi-factor signal indicator built for medium-to-experienced traders on **1H, 4H, and Daily** timeframes. It calculates **Long and Short scores independently** from five weighted layers — Trend, Support/Resistance, Momentum, Higher Timeframe, and Risk/Reward — and produces three signal grades:
- **Strong Buy / Sell** — score ≥ 90
- **Normal Buy / Sell** — score ≥ 75
- **Range Buy / Sell** — when R:R ≥ 3.0
The indicator is designed for **plan-driven, low-risk trading**. It auto-detects trend lines and parallel channels, ranks the top three S/R levels by strength, runs a weekly Best-MA backtest, and applies a **Proximity Gate** that penalises signals fired too close to a strong opposing level — the most common cause of immediate reversals.
## Key features
- Dual scoring — Long and Short calculated independently (0–100 scale)
- 14-MA + Best-MA weekly backtest (Trade / Long / Short / S/R averages auto-tuned)
- 3-layer trend line + parallel channel auto-detection with break tracking
- Pivot-based S/R with touch counting and violation tracking; top 3 selected by strength
- HTF context — EMA50/200, RSI, pivot, Ichimoku cloud, and volume folded into the score
- **Proximity Gate** — soft-block or hard-block when entry sits within 0.5×ATR of opposing S/R
- Built-in backtest engine with S/R trailing stop
- Position-management panel for manual entry / TP / SL tracking
- Single consolidated master alert (one alert covers every signal and trail event)
## How to read the chart
Numbered markers on the cover image:
1. **Score Panel** — current Long/Short scores with delta arrows, ATR, and trail status
2. **Top S/R Levels** — three strongest levels, ranked by point score
3. **Backtest Results** — trade count, win/loss, win rate, total P/L, max drawdown
4. **Buy Signal** — green triangle marks Strong / Normal / Range Buy entries
5. **Trail Exit** — yellow × marks where the trailing stop was hit
6. **Auto Trend Lines** — multi-layer trend with parallel channels
## Important settings
- **Backtest Period** — 1 Mo / 3 Mo / 6 Mo / 1 Yr / All
- **Entry Mode** — Single (one position) or Multi (pyramiding)
- **Signal Levels** — Strong (default 90) and Buy/Sell (default 75) thresholds
- **Proximity Gate Mode** — Off / Warning / Soft Block / Hard Block
- **HTF Auto-Bump** — automatically lifts the HTF reference one level if the chart TF matches HTF
## Alerts
A single **master alert** is recommended — it fires for every signal and trail event in one channel. Individual alerts (Strong Buy, Strong Sell, Trail Hit, Channel Break, etc.) are also available if granular control is preferred.
## Best on
4H and Daily timeframes for **Forex pairs, XAUUSD, XAGUSD, and major equities**. Not recommended below 1H — short-timeframe noise reduces score reliability.
## Disclaimer
This indicator is a decision-support tool, not financial advice. **Always define stop-loss and exit plan before entry.** Past performance does not guarantee future results. Trade at your own risk.
---
*Comments and feedback are welcome.*
インジケーター
Range Zones ATR Range Zones ATR
Range Zones ATR is an open-source indicator designed to detect, validate, score, and maintain sideways price zones using ATR-normalized structure analysis.
The script is built for one specific purpose: identifying areas where price is behaving like a genuine horizontal range rather than a brief pause inside an ongoing trend. Instead of marking every local consolidation, it evaluates whether price is compressed relative to current volatility, whether directional pressure remains limited, whether the market is interacting with both sides of the structure, and whether internal movement stays balanced enough to justify treating the area as a meaningful zone of acceptance.
In practical terms, this indicator highlights parts of the chart where price is rotating within a contained area instead of moving cleanly in one direction. That makes it useful for studying balance, consolidation, containment, and possible expansion after compression.
What this indicator is
This indicator is a volatility-adjusted range structure detector.
Its main task is to answer a structural question:
Is price actually trading inside a valid sideways regime, or is the apparent consolidation too directional, too unstable, or too impulsive to be treated as a real range?
To answer that, the script does not rely on a single condition. It combines multiple filters and measurements into one process. A visible zone is only created after the candidate structure survives tests related to compression, trend pressure, slope behavior, duration, touch activity, oscillation, drift, and local expansion.
What this indicator shows
The script draws zones directly on the chart as horizontal boxes representing areas where price is being accepted inside a relatively contained environment.
The indicator can classify zones in three different ways:
Base Range
A confirmed sideways zone that passed the core validation logic.
Prime Range
A higher-quality confirmed zone with a stronger final score. These zones generally show cleaner balance, stronger containment, and better internal structure than a standard range.
HTF Confluence
A confirmed local zone that also overlaps with a valid higher-timeframe range context when the optional multi-timeframe feature is enabled.
These labels are structural descriptions, not trade commands. They are intended to help the user understand the character and quality of the detected range.
What the script measures
The indicator is built around the idea that a valid range should appear compressed, balanced, and relatively non-directional. To evaluate that, it measures several parts of market behavior.
Range width relative to ATR
The script compares the width of recent price envelopes to ATR. This allows the indicator to interpret range width relative to current volatility instead of using a fixed distance. A narrow range on one symbol may be wide on another, and a usable range on one timeframe may be insignificant on another. ATR normalization helps the script stay adaptive across different chart conditions.
Multiple internal envelopes
The script builds short-, medium-, and long-lookback envelopes from recent highs and lows. It then compares those candidates and selects the one that provides the best structural fit. This makes the detection process more flexible than relying on only one fixed lookback.
ADX trend pressure
A stable range normally should not exist in a strongly directional environment. The script uses ADX as part of its filter and scoring process to reduce the chance of classifying strong directional movement as sideways structure.
EMA slope and linear regression slope
A market can appear flat while still drifting directionally. To reduce that problem, the script checks both EMA slope and linear regression slope. This helps filter out sloped price action that does not behave like a clean horizontal range.
Minimum persistence
A valid range should remain stable for a meaningful number of bars before it is trusted. The script therefore includes minimum-bar confirmation logic so that very brief pauses do not become fully confirmed zones too early.
Touch behavior
A healthy range usually shows repeated interaction with its boundaries. The script tracks touches near the upper and lower edges of the candidate zone to confirm that price is actually rotating through the structure rather than clustering on one side.
Internal oscillation
A sideways regime should contain some back-and-forth movement. The script evaluates oscillatory behavior within the candidate zone to avoid treating a slow directional drift as balanced consolidation.
Drift and efficiency
The script checks how directly price is moving from one point to another. If movement becomes too efficient or too directional, that is less consistent with a true range. If movement is choppier and more rotational, the structure is more likely to qualify.
Impulsive movement
Strong impulsive candles can weaken or invalidate the idea of a stable range. The script uses expansion and impulse-related checks to reject candidates that are behaving too aggressively.
Higher-timeframe overlap
When the optional MTF context feature is enabled, the script checks whether the local zone overlaps a confirmed higher-timeframe range area. If the overlap is meaningful, the zone can receive a score boost and be classified with higher structural context.
How the detection process works
At a high level, the script follows this workflow:
First, it builds recent envelopes from highs and lows using several internal lookbacks.
Second, it measures whether those envelopes are sufficiently compressed relative to ATR.
Third, it combines that compression with trend and slope conditions such as ADX, EMA slope, and linear regression slope.
Fourth, if the environment looks suitable, it starts tracking a candidate zone instead of drawing a confirmed zone immediately.
Fifth, while the candidate is active, it evaluates persistence, touch count, oscillation, drift, path efficiency, and impulsive behavior.
Sixth, if the candidate survives enough structural tests, it becomes a visible zone on the chart.
Seventh, once a zone is active, it can continue, refine, merge with a nearby compatible zone, or terminate if price no longer behaves like the same sideways regime.
Finally, if breakout alerts are enabled, the script only considers a breakout confirmed after price closes beyond the zone edge plus an ATR-based buffer.
This process is important because the indicator is not designed to draw every small pause. It is designed to identify consolidations that behave like actual balance.
How to read the zones
A visible zone should be interpreted as an area where the script sees containment, acceptance, and relatively balanced price behavior.
That can help the user evaluate:
whether the market is still consolidating rather than trending,
whether price is continuing to rotate inside the same area,
whether one side of the structure is weakening,
whether the range remains healthy,
or whether the market may be transitioning from compression into expansion.
A Base Range means the structure passed the standard confirmation requirements.
A Prime Range means the same structure passed with a stronger overall score.
An HTF Confluence zone means the local structure also aligns with a broader higher-timeframe range area.
These classifications describe current market structure. They do not guarantee that price will remain inside the zone or that the next movement will occur in a particular direction.
How to use this indicator
This indicator is best used as a market-structure and chart-context tool.
One practical use is to study where price is being accepted inside a contained area. When price remains inside a confirmed zone and continues to interact with both edges, the market may still be operating in a balanced regime.
Another use is to monitor edge behavior. The upper and lower zone boundaries can serve as structural reference areas. Repeated rejection near one side, repeated return toward the middle, or clean acceptance outside the zone may help the user judge whether the range is still functioning or beginning to fail.
The breakout logic can also be used for structure monitoring. Because the script requires price to move beyond the zone edge with an ATR-based buffer, it is more selective than a simple boundary touch. This helps reduce reactions to small wick-only violations and shallow overshoots.
The optional higher-timeframe context can be used to compare local balance with broader structure. A local range that overlaps a confirmed higher-timeframe range may be more relevant than an isolated local pause.
The script can also be used to filter low-quality consolidation. Many apparent ranges are only temporary slowdowns inside a directional move. This indicator tries to reject many of those cases by requiring better balance, persistence, touch behavior, and non-directional structure before a zone is confirmed.
What makes this indicator different
This script differs from simpler range tools in several ways.
ATR-normalized detection
The indicator evaluates range width relative to ATR instead of using fixed-width boxes. This helps the same logic adapt to different volatility conditions, symbols, and timeframes.
Multi-factor validation
The script does not rely on a single trigger. It combines compression, trend pressure, slope analysis, persistence, touch activity, oscillation, drift, and efficiency into one structural decision process.
Candidate-to-confirmation workflow
Many range tools mark a zone as soon as price becomes temporarily narrow. This script first tracks a candidate, then confirms it only if the structure continues to behave like a true sideways regime.
Quality classification
The script separates normal confirmed ranges from stronger confirmed ranges. This helps distinguish ordinary structure from zones that achieve better internal scores.
Zone merge logic
Nearby zones that belong to the same horizontal regime can be merged. This is useful because real consolidations are often fragmented by minor interruptions or short empty gaps that still belong to the same broader balance area.
Higher-timeframe confluence
The optional MTF feature is used as structural context rather than as a separate signal engine. This allows local zones to be strengthened when they align with a broader confirmed range.
Active zone maintenance
Once confirmed, a zone is not simply frozen in place. The script can continue refining and extending the zone while price remains compatible with the same range logic.
Input overview
Mode
Conservative, Balanced, and Aggressive modes control how selective the detection process is. Conservative mode generally favors fewer and stricter zones. Aggressive mode allows broader coverage.
Preset
Scalping, Intraday, and Swing presets adjust internal lookbacks and structural behavior for different trading horizons.
Price Series
The script can use close, hl2, hlc3, or ohlc4 as its selected price source in parts of the scoring and filtering process, while envelopes remain based on highs and lows.
Sensitivity
Sensitivity changes how tightly or loosely candidate structures are interpreted.
Min Bars and Min Score
These settings define how much persistence and quality a candidate needs before it can qualify as a visible zone.
Trend Filter
This filter reduces the chance of labeling strong directional movement as sideways structure.
Merge controls
Merge Zones, Merge Threshold, Merge Gap Bars, and Bridge Merge control whether nearby compatible zones should be combined into one broader regime.
MTF controls
MTF Context, Higher TF, and MTF Boost allow local structure to be compared against confirmed higher-timeframe range structure.
Visual controls
The script includes settings for fill, borders, labels, theme handling, and score visibility.
Alerts
Optional alerts are available for newly confirmed zones and for breakout events beyond an active zone.
Best use cases
This indicator is designed for users who want to study consolidation structure rather than only directional trend behavior.
It can be useful for identifying balanced price areas, monitoring acceptance inside a horizontal regime, watching for continuation or breakdown of an existing range, studying compression before expansion, and comparing local structure with higher-timeframe context.
Important limitations
This script is an indicator, not a strategy. It does not execute trades and it does not provide backtest results.
Like any range-based method, it can become less effective in environments dominated by persistent directional expansion, abrupt trend transitions, or sudden volatility shocks. A detected zone is the script’s structural interpretation of current price behavior, not a guarantee that price will remain contained.
Open-source note
This script is published as open-source so users can inspect the logic, understand how the methodology works, and build on the idea in accordance with TradingView’s publication and reuse rules.
インジケーター
インジケーター
IrishGOD (ORB)Opening Range Breakout (ORB) Indicator — Professional Description
Pine Script v5 Overlay Indicator Intraday
Opening Range Breakout (ORB)
A precision intraday indicator that defines the high and low of a configurable opening range window, locks those levels once the window expires, and flags the first directional breakout of the day with a clear visual signal directly on the chart.
Overview
The Opening Range Breakout strategy is one of the most widely used frameworks in active intraday and momentum trading. The theory holds that the high and low established during the first N minutes of a session represent a market structure boundary — a zone of price discovery where institutional and retail participants alike are establishing positions. A decisive break above or below this range often signals the direction of the day's dominant trend.
This indicator automates the entire process: it watches price during the formation window, locks the range the instant the window closes, draws clean reference lines, and marks the first breakout in each direction with a non-cluttering arrow label — without requiring any manual input from the trader after initial setup.
Core logic
Phase 1 — Range formation
From the configured session open time, the indicator tracks the rolling high and low of every bar within the ORB window. No lines are drawn yet; the range is still live and expanding with each new bar.
Phase 2 — Range lock
On the first bar after the ORB window closes, the high and low are frozen. Two horizontal lines are drawn from that exact bar extending forward for the remainder of the session. The range will not change again for the rest of the day.
Phase 3 — Bullish breakout signal
If price closes above the ORB High after the window has locked, a green upward arrow is plotted below the breakout candle. This signal fires only once per day — the first confirmed close above the range.
Phase 4 — Bearish breakout signal
If price closes below the ORB Low after the window has locked, a red downward arrow is plotted above the breakout candle. Like the bullish signal, this fires once per day on first confirmed close below the range.
Configuration parameters
Parameter Default Description
Session Start Hour 9 Hour of day (24-hour format) when the session opens and ORB formation begins. Adjust for futures, forex, or international markets.
Session Start Minute 30 Minute offset within the start hour. Combined with the hour input, defines the exact session open (default: 9:30 for US equities).
ORB Duration 30 min How many minutes the range formation window remains open. Common settings are 5, 15, 30, and 60 minutes. Accepts 1–240 minutes.
Range High Line Color Teal Color of the horizontal ORB High reference line. Fully customizable via the TradingView color picker.
Range Low Line Color Orange Color of the horizontal ORB Low reference line. Distinct from the high to allow instant visual separation at a glance.
Line Width 1 Thickness of the range lines in pixels. Range of 1–4. Useful for scaling visibility on higher-resolution monitors.
Arrow Size small Controls the rendered size of breakout arrow labels. Options: tiny, small, normal, large. Sized to avoid obscuring surrounding price action.
Extend Lines true When enabled, range lines extend 500 bars to the right — effectively to the right edge of the visible chart. Disable to limit lines to ~390 bars (standard session length).
Enable Alerts false When enabled, fires a TradingView alert on the first bullish or bearish breakout of each session. Compatible with webhooks, email, and push notifications.
Visual features
Formation Window
Yellow background tint
A subtle highlight shades the candles within the ORB formation window so you can immediately see which bars contributed to the range definition.
Reference Lines
Clean horizontal levels
Single solid lines mark the ORB High and Low from the moment the window closes, extending forward without visual clutter. Previous day's lines are removed automatically.
Breakout Arrows
Directional label markers
Arrow labels are offset from price using ATR(14) so they never overlap the candle body or wick. Transparent backgrounds keep the chart unobstructed.
Data Window
ORB level readout
Once the range is locked, the exact ORB High and Low values appear in TradingView's Data Window panel for precise reference at any bar.
Compatibility
The indicator is designed for intraday timeframes — it is most effective on charts from 1-minute through 30-minute bars. It will not produce signals on daily or higher timeframes, as the ORB window logic depends on intraday time-of-day calculations.
The session start time defaults to 9:30 AM ET for US equity and ETF markets. For futures markets (ES, NQ, CL), crypto, or forex, adjust the start hour and minute to match the relevant session open.
US Equities
ETFs
Equity Futures
Crypto
Forex
Commodities
Installation
Open the Pine Script Editor in TradingView, paste the full source code, click Save, then click Add to chart. The indicator will appear immediately on the active chart. All inputs are accessible via the gear icon in the indicator title bar. インジケーター
