McGinley T3 Flow Campaign [NICK789] v.1McGinley T3 Flow Campaign is a trend-following strategy built around an adaptive signal trail and a campaign-style trade management model.
The script is designed to identify confirmed trend-flow transitions, open a long or short campaign, and then display entry, target, and optional stop levels directly on the chart. It is not intended to predict tops or bottoms. Instead, it waits for the selected flow engine to shift direction and then manages the trade as a structured campaign.
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CORE IDEA
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The main concept is to combine an adaptive moving-average engine with an ATR-based trailing structure.
The signal engine can use:
• McGinley Dynamic only
• T3 smoothing only
• A blend of McGinley Dynamic and T3
The McGinley Dynamic is used because it adapts to changes in price speed more smoothly than a standard moving average. T3 smoothing is included as an optional alternative for traders who prefer a smoother trend basis. The blended mode averages both curves to create a balanced engine between responsiveness and smoothness.
After the engine basis is calculated, the script builds an ATR signal trail around it. The trail updates using volatility distance and then locks in a directional path. A confirmed transition in this trail creates the long or short signal.
This means the signal is not based on a simple moving-average crossover. The strategy waits for the adaptive trail itself to shift direction.
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HOW SIGNALS ARE GENERATED
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A long signal occurs when the ATR signal trail confirms an upward transition.
A short signal occurs when the ATR signal trail confirms a downward transition.
Signals are confirmed on closed bars. This helps avoid reacting to unfinished candle movement.
The script separates main signals from continuation signals:
• Main BUY / SELL labels appear when a new direction starts
• Smaller continuation triangles appear when the same direction refreshes
This keeps the chart cleaner while still showing when the flow continues in the same direction.
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CAMPAIGN TARGET MODEL
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Instead of using only fixed ATR targets, this strategy uses a campaign target system.
There are two target modes:
1. Flow Trail Based
Targets are projected from the distance between price and the active ATR signal trail. This makes the target model expand and contract with the current trend structure.
2. ATR Baseline
Targets are projected from a standard ATR baseline for traders who prefer a more traditional volatility target model.
The Flow Trail Based mode is the default because it connects the target spacing directly to the same adaptive trail that produced the signal.
Target levels are displayed as:
• Entry
• TP1
• TP2
• TP3
• Optional SL
Each level includes its price on the chart.
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TAKE PROFIT EXIT MODES
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The strategy includes multiple take-profit behaviours:
• TP1 Only
• TP2 Only
• TP3 Only
• Scale Out TP1 / TP2 / TP3
In scale-out mode, the position is reduced across TP1, TP2, and TP3 using the percentage settings.
In single-target modes, the strategy exits the full position at the selected target.
This allows the same signal engine to be tested with different trade management styles.
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STOP MODE
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The stop system has three modes:
• Off
• Visual Only
• Visual + Strategy Exit
By default, Stop Mode is set to Visual Only.
This means the SL line is shown as a campaign reference, but it does not close the strategy trade unless the user changes Stop Mode to Visual + Strategy Exit.
This is intentional because some traders use the stop line as a visual invalidation reference while others want the strategy tester to execute the stop automatically.
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DASHBOARD
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The dashboard shows:
• Selected engine mode
• Selected target mode
• Current flow state
• Current strategy position
• Win rate
• PNL and drawdown
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HOW TO USE
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1. Choose the engine mode
McGinley Only is the default and gives a responsive adaptive trend read. T3 Only is smoother. Blend mode combines both.
2. Adjust ATR Trail Length and ATR Trail Multiplier
These settings control how sensitive the signal trail is. Lower values react faster but may create more signals. Higher values create smoother signals but can be slower.
3. Choose the Target Mode
Flow Trail Based uses the distance from price to the signal trail. ATR Baseline uses a standard ATR distance.
4. Choose the Take Profit Exit Mode
Use TP1, TP2, or TP3 only for full exits, or use Scale Out mode for partial profit-taking.
5. Choose the Stop Mode
Use Visual Only for chart reference. Use Visual + Strategy Exit if you want the strategy tester to close trades at the stop level.
6. Use the Backtest Start setting
The Backtest Start input lets users control the test period without changing the script.
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WHAT MAKES THIS SCRIPT DIFFERENT
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This script is not a simple collection of unrelated indicators.
The components are connected in a single workflow:
• The McGinley/T3 engine creates the adaptive trend basis
• The ATR signal trail converts that basis into a directional flow line
• Confirmed trail transitions create campaign entries
• The target system projects trade levels from the active flow structure
• The dashboard summarizes the active engine, target model, trade state, and performance
The main purpose of the script is to turn an adaptive trend transition into a structured trade campaign with visible entry, targets, stop reference, and performance context.
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IMPORTANT NOTES
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This is a strategy script for backtesting and study. It is not financial advice.
Past performance does not guarantee future results.
Results will vary by symbol, timeframe, spread, commission, session, and market condition.
The script works best when users test different settings for the market they trade instead of assuming one preset fits every asset.
Because this is a trend-following model, it can perform well during directional moves but may produce weaker results during sideways or choppy conditions.
ストラテジー
Hurst Regime Sentinel [JOAT]HURST REGIME SENTINEL
A proper R/S Hurst-exponent regime classifier — the single most respected statistical test for "is this market trending, mean-reverting, or random?". On top of the textbook R/S analysis, the Sentinel adds a five-class regime taxonomy (Strong MR, MR, Random, Trend, Strong Trend), a confirmation-bars filter to suppress flicker, a right-side floating Hurst badge, a regime-tinted background, and — uniquely — a Suggested JOAT Indicator dashboard row that names the best-fit companion script in the JOAT suite for the current regime.
The Hurst exponent, properly
The Hurst exponent H is a number between 0 and 1 that characterises the long-run persistence of a time series:
H < 0.5 — anti-persistent / mean-reverting. The series tends to reverse its recent direction.
H = 0.5 — random walk (Brownian motion). No memory.
H > 0.5 — persistent / trending. The series tends to continue its recent direction.
The classical estimator is R/S analysis (rescaled range): split the window into sub-segments, compute the range of cumulative deviations from each sub-mean, normalise by the sub-stdev, average, and fit a log-log slope. This script implements that estimator over a configurable lookback (default 100, the canonical value), with optional log-return source for theoretical correctness, and an EMA smoother on top of the raw H series to give a stable regime read.
Five-class regime taxonomy
The Sentinel does not just classify into trend/MR/random — it sub-classifies the trend and MR sides:
Strong MR — H below the strong-MR boundary (default 0.30). Severely anti-persistent. Aggressive reversion regime.
MR — H between strong-MR and the MR upper (default 0.40). Mean-reverting.
Random — H between MR upper and trend lower (default 0.55). No statistical edge from persistence assumptions.
Trend — H above trend lower. Trending.
Strong Trend — H above the strong-trend boundary (default 0.65). Strongly persistent. Aggressive momentum regime.
A Minimum-bars-to-confirm filter (default 3 bars) suppresses regime flicker; a change must persist this many bars before it is committed.
Suggested JOAT Indicator row (unique)
The dashboard exposes a Suggested Indicator row that names the best-fit companion script from the JOAT suite for the current regime. The user can pick which suggestions appear (defaults: Volatility Reversion Bands Pro for MR, Quantum Trend Matrix for Trend, Liquidity Magnet Pro for Random — but every other JOAT indicator is selectable). This converts the abstract regime read into a concrete next action: when the regime changes, the script tells you which other tool in the suite to put on the chart.
Visual system
Right-side floating label — anchored N bars to the right of the latest bar with current H value, regime, and sub-class.
Regime-change labels — drawn at the bar where a confirmed regime change occurs.
Background tint by regime — violet for MR, teal for Trend, untinted for Random. Strong sub-classes use a stronger (lower-transparency) alpha than mild sub-classes. Both alphas are configurable.
Optional Hurst line companion — when enabled, plots the H series scaled to a configurable fraction of the visible price range. Use to visually track H movement over time. Off by default for a clean chart.
Optional reference levels at 0.40 / 0.50 / 0.55 when the line is shown.
A locked Mystic palette (teal trend / violet MR / white random on a midnight-blue ground) gives the chart a distinctive structural identity.
Dashboard
Monospaced table positionable to any of nine corners. Surfaces:
Current H value (raw and smoothed).
Regime classification with glyph.
Sub-class (Strong MR / MR / Random / Trend / Strong Trend).
Bars in current regime.
Distance from H to nearest threshold.
Suggested JOAT Indicator row (toggleable).
Source series in use (Close / HL2 / HLC3 / OHLC4 / Log Returns).
Alerts
Multiple alert conditions, each independently controllable:
Regime changed to MR / Random / Trend
Sub-class changed to Strong MR / Strong Trend
H crosses 0.50 (random-walk centre)
How to read it
Three reads, in order of conviction:
Sub-class entry (Strong MR or Strong Trend) — the highest-conviction read. The market has decisively committed to a persistence regime; the suggested companion indicator becomes high-conviction.
Regime change confirmed (after the minimum-bars filter) — meaningful enough to switch toolkits. If you were trading momentum and the script now reads MR, your edge has just rotated.
H crossing 0.50 — the structural fault line. Above, persistence is positive; below, it is negative. Even without a sub-class entry, a clean cross of 0.50 is a regime warning.
Suggested settings
Defaults (lookback 100, EMA smoothing 14, MR upper 0.40, trend lower 0.55, strong boundaries 0.30 / 0.65) are tuned for daily and 4H charts on liquid markets — the timeframes where R/S analysis is statistically most meaningful. For 1H and below the indicator works but the H estimate becomes noisier; raise the EMA smoother to compensate. For very long horizons (1W+) increase lookback to 200.
Originality / what's reused
The R/S Hurst estimator is the textbook 1951 method — public-domain statistics, implemented from the original Hurst paper. The implementation here — the bounded-loop R/S computation with sub-segment averaging, the five-class regime taxonomy with strong sub-classes, the confirmation-bars regime-change filter, the regime-driven background tint with mild/strong alpha tiers, the optional scaled Hurst-line overlay, the right-side floating badge, and the suggested-JOAT-indicator dashboard row — is JOAT-original. No third-party code reused.
Open source
Published open-source under the default Mozilla Public License 2.0. The R/S loop, the regime classifier, the suggested-indicator router, and the dashboard are isolated modules. Forks welcome with credit.
Limitations
Hurst R/S is statistical — it describes the recent past, it does not predict the future. The estimator carries the natural noise of finite-sample R/S; the EMA smoother is there to suppress flicker but cannot eliminate underlying noise on short lookbacks. The "Suggested JOAT Indicator" row is a heuristic mapping from regime to tool, not a prediction that any specific signal from that tool will fire — it tells you which corner of the toolkit to look at; the tool itself tells you when to act.
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-made with passion by jackofalltrades
インジケーター
Fractal Dimension Index [JOAT]FRACTAL DIMENSION INDEX
A proper Higuchi-method Fractal Dimension Index that tells you whether the market is currently trending (D approaches 1.0 — a smooth, linear path), chopping (D approaches 2.0 — a noisy, plane-filling random walk), or somewhere in between. Unlike volatility, FDI does not care about how much price moved — it cares about how convoluted the path was getting there . That makes it the single cleanest regime-classification number in technical analysis.
What FDI measures
The fractal dimension of a curve is a number between 1.0 (a perfect line) and 2.0 (a curve dense enough to fill a plane). For price series:
D ≈ 1.0–1.4 — the price path is close to a straight line. The market is trending; momentum tools work, reversion tools don't.
D ≈ 1.4–1.6 — the path is in a transitional regime. Use neutral tools.
D ≈ 1.6–2.0 — the path is chaotic and self-intersecting. The market is chopping; reversion tools work, momentum tools whipsaw.
The Higuchi-paper canonical thresholds are 1.4 (trend) and 1.6 (chop); both are configurable.
Higuchi algorithm — done properly
The implementation is the standard Higuchi method:
For each k from 1 to k_max (configurable, default 8), compute the average curve length L(k) across k starting offsets, normalised by the window length N.
Build the k_max pairs (log k, −log L(k)) .
Fit a least-squares line through those pairs; the slope is the fractal dimension D .
Apply optional EMA smoothing (configurable, default 5 bars) to suppress per-bar jitter.
A minimum-valid-pairs guard (default 3) prevents D from being computed when too few (k, L) pairs are finite, and a warmup-bars gate (default 50) prevents wild D values on sparse early data.
Regime classification with hysteresis
Raw D is mapped to one of three regimes — Trending / Random / Chop — using the two-threshold scheme. Two extra alert thresholds ( Extreme Trend D < 1.30 and Extreme Chop D > 1.70) flag the high-conviction tail cases.
Visual system
Background tint by regime — pastel mint for trend, coral for chop, cream for random. Transparency configurable (default 88, institutional-subtle).
Regime-change markers — tiny up/down/circle glyphs above price at every confirmed flip.
Optional candle tinting by regime (off by default to preserve user's chart style).
Optional D-line companion — when enabled, the smoothed D is plotted as a series. Because the script is overlay, pin the line to its own scale (right-click → Pin to scale → No Scale). For a true sub-pane, add the indicator a second time and drag that instance into a new pane.
Right-side floating label — anchored N bars right of the live close showing current D and a regime glyph. Configurable size, offset, regime text.
Optional reference horizontal lines at D = 1.4 / 1.5 / 1.6 when the D-line is shown.
A locked Pastel palette (mint trend / coral chop / cream random on a warm-white ground) gives the indicator a distinctive soft-institutional look.
Dashboard
Monospaced table positionable to any of nine corners. Surfaces:
Current D value and smoothed D value.
Regime classification with glyph.
Bars in current regime.
Distance to nearest threshold.
Extreme-state badge when in tail regions.
Alerts
Four alert conditions, each independently controllable:
Regime Flip (any classification change)
Extreme Trend (D crosses below 1.30)
Extreme Chop (D crosses above 1.70)
D Series Crosses 1.5 (the random-walk centre)
How to read it
Two reads, in order of conviction:
Regime classification + bars in regime — the more bars the current regime has persisted, the more reliable the read. Brand-new flips can flicker; multi-bar confirmed regimes do not.
Extreme regime alerts — when D crosses below 1.30, the market is in an extremely directional regime — momentum trades are the highest-conviction setups. When D crosses above 1.70, the market is in pathological chop — fade extremes, do not chase breakouts.
The single most useful workflow is to use FDI as a meta-filter — pair every signal-generating indicator with FDI regime. Trend signals from a momentum tool become high-conviction when D < 1.4; reversion signals from a Z-score oscillator become high-conviction when D > 1.6. The Suggested JOAT Indicator dashboard rows in Hurst Regime Sentinel and Entropy Oscillator follow exactly this principle.
Suggested settings
Defaults (window 30, k_max 8, EMA smoothing 5, warmup 50) are tuned for 15m–1H. For lower timeframes drop window to 20 and EMA to 3. For HTF (4H+) raise window to 50 and EMA to 8. The Higuchi-paper thresholds (1.4 / 1.6) are intentionally classical — tighten only if you find the regime classification too sensitive on your instrument.
Originality / what's reused
The Higuchi fractal-dimension algorithm is the textbook 1988 method — a public-domain piece of applied mathematics, implemented from the paper. The implementation here — the bounded-loop Higuchi pipeline with minimum-pairs guard and warmup gate, the two-threshold regime classifier with extreme-tail alerts, the pastel-palette regime tint, the pin-to-scale D-line companion logic, the right-side floating label, and the dashboard — is JOAT-original. No third-party code reused.
Open source
Published open-source under the default Mozilla Public License 2.0. The Higuchi loop, the regime classifier, the alert logic, and the dashboard are isolated modules — adapt any single piece without reading the whole file. Forks welcome with credit.
Limitations
Higuchi D is statistical — it tells you about recent path complexity , not future direction. A trending regime (D < 1.4) does not say which way; it says momentum tools should work. Combine with a directional indicator. The algorithm uses bounded Pine loops; very large window values increase compile cost. D is smoothed (EMA-filtered) by default, which trades some lag for substantially reduced flicker; turn smoothing off to see raw D.
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-made with passion by jackofalltrades
インジケーター
Doppler Velocity Shift [JOAT]DOPPLER VELOCITY SHIFT
A trend-acceleration / exhaustion detector built on the Doppler shift principle : a stationary observer (the baseline frequency) compared to a moving source (the instant frequency) produces a measurable shift whose sign tells you whether the source is approaching (compression / acceleration) or receding (rarefaction / exhaustion). For markets the analogue is simple: when the residual wave's oscillation frequency is slower than its long-run baseline, momentum is accelerating into the trend; when it is faster than baseline, the trend is exhausting into chop.
The Doppler analogue, translated
The script's pipeline:
Detrend price by subtracting an EMA (configurable length). The result is a residual wave oscillating around zero.
Optionally normalise by ATR so the wave amplitude is regime-aware.
Count zero-crossings of the residual over a short window — this gives the instant frequency .
Count zero-crossings over a long window — this gives the baseline frequency .
Compute the Doppler shift = (instant − baseline) / baseline. Positive shift = faster than baseline → exhaustion. Negative shift = slower than baseline → acceleration.
EMA-smooth the shift to reduce flicker.
The output is a percentage that is intuitive to read: +0.30 means oscillations are 30% faster than baseline (approaching exhaustion); −0.30 means 30% slower (accelerating into trend).
Two-threshold event detection
Exhaustion — shift > +exhaustion threshold (default +0.30) for N consecutive bars (configurable, default 3). Fires the Exhaustion label.
Acceleration — shift < −acceleration threshold (default −0.30) for N consecutive bars. Fires the Acceleration label.
Frequency Anomaly — when |shift| crosses threshold × multiplier (default 2.0× → ±0.60). The anomaly alert fires and the chart background tints accordingly.
A configurable Event Cooldown (default 8 bars) prevents same-type events from stacking. A multi-bar confirmation gate prevents single-bar noise from triggering events.
Visual system
Detrend residual line (overlay) with configurable transparency and cosmetic display scale.
Vertical event lines at each Acceleration / Exhaustion event, with optional full-height extension for emphasis.
Event labels — Unicode glyphs by default (toggleable to plain text ACCEL / EXHAUST).
Frequency anomaly background tint when the |shift| crosses the anomaly trigger.
Pane companion (toggleable, on by default) — plots instant frequency, baseline frequency, and Doppler shift % in a separate pane below the chart.
A locked Cyber Aqua palette (electric blue acceleration / hot pink exhaustion / muted blue-gray stable on a near-black ground) gives the indicator a distinctive physics-inspired identity.
Dashboard
Monospaced table, positionable to any of nine corners, with row-fade gradient. Surfaces:
Instant frequency (zero-crossings in the short window).
Baseline frequency (zero-crossings in the long window).
Doppler shift % (signed).
Current status (ACCEL / EXHAUST / STABLE).
Last event direction with bars-ago.
Configuration: detrend length, frequency window, baseline window.
Anomaly flag when triggered.
Alerts
Three alert conditions, each independently controllable:
Trend Acceleration (shift < −threshold for N bars)
Approaching Exhaustion (shift > +threshold for N bars)
Frequency Anomaly (|shift| > threshold × multiplier)
How to read it
Two reads, in order of conviction:
Acceleration label after a quiet period — the script's intended trend-entry signal. Frequency has slowed, meaning the residual is making fewer mid-line crossings — the wave has lengthened and is now committed in one direction. Pair with a directional indicator for entry.
Exhaustion label inside an extended trend — the script's intended trend-exit signal. Frequency has risen above baseline — the residual is making more crossings, meaning the trend is fragmenting. Reduce / exit trend exposure; the next move is often a reversal.
The Frequency Anomaly alert is the script's headline event — when |shift| spikes far past threshold the market is in an extreme state, almost always associated with either an explosive breakout (acceleration anomaly) or an exhaustion blowoff (exhaustion anomaly).
Suggested settings
Defaults (detrend EMA 20, frequency window 40, baseline window 200, smoothing EMA 3, ±0.30 thresholds, 3-bar confirmation) are tuned for 15m–1H on liquid markets. For lower timeframes drop windows proportionally (10 / 20 / 100). For HTF (4H+) raise windows (30 / 80 / 400). The ATR-normalised residual is the recommended default — without it, the script's behaviour drifts on instruments with changing volatility levels.
Originality
The Doppler shift is a fundamental result of classical physics; the financial-market analogue and its implementation here are original. The pipeline — the EMA-detrended residual wave with optional ATR normalisation, the rolling zero-crossing frequency estimator at two scales, the (instant − baseline) / baseline shift formula, the EMA-smoothed shift, the multi-bar confirmed event classifier with cooldown, the anomaly multiplier layer, the vertical event line render, the pane-companion three-series overlay, and the dashboard — is JOAT-original. No third-party code reused. The use of oscillation-frequency shift as a trend acceleration / exhaustion metric is the original quantitative contribution.
Limitations
Zero-crossing frequency estimation is noisy on short windows; the smoothing input (default 3) exists to suppress that. The frequency-anomaly trigger is a heuristic — it tells you the market is in a rare state, not which direction it will resolve. Events confirm only after the multi-bar threshold; events are non-repainting but lag by the confirmation window.
-made with passion by jackofalltrades
インジケーター
Brownian Motion Residual [JOAT]BROWNIAN MOTION RESIDUAL
A regime classifier rooted in the sqrt(T) scaling law of geometric Brownian motion. Under a true random walk, the standard deviation of T-bar returns scales as σ₁ · √T — that is the central fact of Brownian motion in continuous time. Markets violate this scaling in revealing ways: when they trend, dispersion at long horizons grows faster than √T; when they mean-revert, it grows slower. Brownian Motion Residual measures that violation across three horizons simultaneously, aggregates it, and surfaces a single Z-like residual that classifies the market into Strong MR / MR / Random / Trend / Strong Trend.
The sqrt(T) scaling law, restated
For a Brownian process with per-bar volatility σ₁:
σ(T-bar return) = σ₁ · √T
For a real market the observed σ at horizon T can be measured directly. The residual is the deviation of the observed value from the Brownian-implied value:
residual(T) = σ_observed(T) − σ₁ · √T
When the residual is positive , dispersion at T is greater than Brownian predicts — the market is trending (price travels further than a random walk in T bars). When it is negative , dispersion is less than Brownian predicts — the market is mean-reverting (price ends up closer to home than a random walk would).
Optional normalisation by σ₁ · √T turns the residual into a unit-less percentage of expected dispersion, so the same threshold values are meaningful across instruments and timeframes.
Three horizons, weighted blend
A single horizon is noisy. Brownian Motion Residual reads three horizons simultaneously (default 5 / 20 / 100 bars), each independently toggleable and weighted (default 1.0 each). The horizons are aggregated into a single residual line — the script's headline metric. Toggling off the short horizon makes the read smoother and slower; toggling off the long horizon makes it more reactive. Configurable.
A configurable EMA on top of the aggregated residual suppresses single-bar noise without lagging the regime view.
Two-tier classification
The aggregated residual is mapped to one of five regimes by two symmetric thresholds (default ±1 mild, ±2 strong):
Strong Trend — residual > +2. Aggressive momentum regime.
Trend — residual between +1 and +2. Trending.
Random — residual between −1 and +1. Brownian-like.
MR — residual between −2 and −1. Mean-reverting.
Strong MR — residual < −2. Aggressive reversion regime.
Visual system
Slope-coloured residual line with configurable width and optional area fill under it (transparency configurable).
Zero line and ±1 / ±2 threshold lines (toggleable).
Background tint by regime (subtle 88 transparency default) — teal trend, lavender MR, mint random.
Per-horizon plots (toggleable, off by default) — each horizon's residual as a faint dotted overlay; useful for seeing which horizon is driving the read.
Regime-change dots above the line at every confirmed flip.
A locked Aurora palette (teal trend / lavender MR / mint random on a deep-night ground) gives the pane a distinctive structural identity.
Dashboard
Monospaced table, positionable to any of nine corners, with vertical row-fade. Surfaces:
Aggregated residual (raw and smoothed).
Regime classification with glyph.
σ₁ value (the Brownian anchor).
Per-horizon residuals (h1 / h2 / h3) when enabled.
Bars in current regime.
Distance to nearest threshold.
Optional fancy Unicode header for the institutional aesthetic.
Alerts
Three alert conditions, each independently controllable:
Regime Change (any classification flip)
Strong threshold cross (±2)
Mild threshold cross (±1) — off by default
How to read it
Three reads, in order of conviction:
Strong Trend / Strong MR entry — the highest-conviction read. The market has decisively departed from Brownian scaling in one direction. Pair with a momentum tool in Trend regimes, a reversion tool in MR regimes.
Residual crossing zero — the regime fault line. Even before crossing a threshold, a sustained sign flip means the underlying distribution has rotated; the next threshold cross will confirm the new regime.
Per-horizon disagreement (when enabled) — when the short horizon is in trend regime but the long horizon is in MR regime, the market is in a nested state: short-term momentum inside a longer reversion. This is the textbook setup for fade-the-extreme intraday plays inside a wider range.
Suggested settings
Defaults (σ₁ window 100, observed σ window 60, horizons 5/20/100, equal weights, log returns ON, normalisation ON) are tuned for 15m–4H on liquid markets. For lower timeframes drop horizon 3 to 50. For HTF (daily+) raise horizon 3 to 200 and σ₁ window to 200. Log returns are theoretically correct and the recommended default — the script's regime classification depends on the scaling law, which assumes log returns; switch off only for research.
Originality
The √T Brownian scaling law is textbook continuous-time finance — the central piece of Bachelier's 1900 thesis and the foundation of every diffusion model in pricing. The implementation here — the per-horizon σ measurement pipeline, the σ₁-anchored Brownian baseline with optional normalisation, the three-horizon weighted aggregation, the EMA-smoothed residual classifier with two-tier thresholds, the per-horizon overlay layer, the regime-tinted background, and the dashboard — is JOAT-original. No third-party code reused. The use of residual against Brownian as a regime classifier is the original quantitative contribution.
Limitations
The √T law is exact only for Brownian motion — real markets have fat tails, autocorrelation, and discrete bars, so the measured "residual" is always non-zero even in a regime that looks random. The thresholds (±1 / ±2) are calibrated to be the regime boundaries empirically; tighten or loosen if your instrument has unusual variance behaviour. Per-horizon σ values need their respective windows populated to be meaningful — early bars give a warm-up read.
—
-made with passion by jackofalltrades
インジケーター
インジケーター
Technical Strength Gauge [HexaTrades]Most traders watch a handful of indicators and weigh them by gut feel. Technical Strength Meter does this objectively and at scale: It evaluates 74 indicator votes across 34 technical indicator families, turns each into a single Buy / Neutral / Sell vote, and aggregates those votes into three colour-graded strength gauges, each scored 0-100: Leading, Lagging, and an overall Summary. On top sits an analytics row that translates the raw votes into market context: regime, trend strength, volatility, confidence, probability and an A+ to D quality grade.
HOW IT WORKS - THE VOTING ENGINE
Each indicator votes : All 74 indicators are evaluated, and each casts exactly one vote:
+1 Buy (its bullish condition is met)
0 Neutral (no clear signal)
-1 Sell (its bearish condition is met)
The voting rule is matched to the indicator's nature:
• Oscillators vote by mean reversion, e.g. RSI must be below the oversold level AND turning back up to vote Buy; above the overbought level AND turning down to vote Sell; otherwise Neutral. The same "stretched, then turning" logic drives Stochastic, CCI, Williams %R, MFI, Ultimate, Stochastic RSI, TSI, Fisher and CMO.
• Moving averages vote by price location: close above the MA = Buy, below = Sell. This repeats for 10 MA families across 5 lengths (50 votes in total).
• Trend tools vote on their own state: Supertrend direction, price vs the Ichimoku cloud, +DI vs -DI, Parabolic SAR side, Linear-Regression slope, Vortex, and so on.
Votes are grouped & averaged : The votes split into a Leading set (early movers) and a Lagging set (trend confirmers). Each set is averaged into one number from -1 to +1, and the Summary is the average of the two halves.
Weighting & exclusions: By default every vote counts equally, but each gauge is a weighted average: you can scale whole categories (Oscillators / MAs / Trend) up or down, or switch any indicator off. A disabled indicator (weight 0) is dropped from both the average and the counts; it is NOT silently counted as Neutral. On symbols with no volume data, volume-based votes (VWMA, MFI) are auto-excluded the same way, so they don't dilute the score.
Score & verdict : Each -1…+1 average is rescaled to a 0-100 score and mapped to a five-step verdict:
0-25 Strong Sell · 25-45 Sell · 45-55 Neutral · 55-75 Buy · 75-100 Strong Buy
(Internally: rating <= -0.5 = Strong Sell, <= -0.1 = Sell, between = Neutral, >= 0.1 = Buy, >= 0.5 = Strong Buy.)
⭐️THREE GAUGES
• LEADING (16 indicators) momentum / early-mover tools that tend to turn before price: RSI, Stochastic, CCI, Williams %R, MFI, ROC, Momentum, Ultimate Oscillator, Awesome Oscillator, Stochastic RSI, TSI, Fisher Transform, CMO, plus Bollinger, Donchian and Aroon.
• LAGGING (58 indicators): trend-followers that confirm an established move: MACD histogram, 50 moving-average votes (10 MA types EMA, SMA, VWMA, WMA, HMA, RMA, ALMA, DEMA, TEMA, KAMA across 5 lengths), and Supertrend, ADX, Ichimoku, Parabolic SAR, Linear Regression, Vortex and DMI.
• SUMMARY: the balance of the Leading and Lagging halves; your one-number bias.
When the two halves agree, conviction is high; when Leading leads Lagging, a turn may be forming.
⭐️ANALYTICS ROW
• MARKET REGIME : Strong Bull / Bull / Sideways / Bear / Strong Bear. Combines five trend engines (Supertrend, Ichimoku, DMI, stacked-MA alignment, LinReg slope) into a directional bias, then gates it with ADX: low ADX = Sideways; high ADX + strong bias = a "Strong" trend.
• TREND STRENGTH % : how strong and aligned the trend is, blending the size of that directional bias with ADX magnitude.
• VOLATILITY : Low / Normal / High / Extreme, from the percentile rank of Bollinger Band width over the last 100 bars (so it adapts to each symbol).
• CONFIDENCE % : how trustworthy the current reading is: a blend of decisiveness (how far Summary is from neutral), Leading–Lagging agreement, and vote consistency.
• BULL / BEAR PROBABILITY % : the weighted balance of all votes, always summing to 100.
• SIGNAL-QUALITY GRADE : A+ to D, a composite of Confidence, Trend Strength and favourable volatility, for a quick "is this a clean setup?" read.
⭐️ SETTINGS GUIDE
Layout : anchor position, total width, summary size, height, compact mode, per-gauge show/hide, the five MA lengths, and toggles for the analytics row and breakdown table.
Signals & timeframe: analysis timeframe (MTF), confirm-on-close, Strong and normal Buy/Sell arrows, the signal trigger levels, the ADX whipsaw filter, background tint and the volatility alert.
Indicator periods : lengths for RSI, Stochastic, CCI, MFI, Williams %R, ROC, Momentum, ADX/DMI, Bollinger and MACD.
Overbought / Oversold: the OB/OS thresholds for RSI, Stochastic, MFI, Ultimate Oscillator, CCI and Williams %R.
Analytics thresholds: the ADX bands for regime and the percentile bands for volatility.
Weights & toggles: category weights (Oscillators / MAs / Trend) and an on/off switch for all 34 named indicators.
Colors: the full Strong-Sell to Strong-Buy palette and table colours.
Signals are calculated using closed-bar data when "Confirm on Close" is enabled. The indicator does not intentionally use future data or repaint historical signals.
⭐️How to use
Context first: read Market Regime and Volatility. "Strong" regimes favour trend-following; "Sideways" favours mean-reversion or standing aside; "Extreme" volatility means wider stops and more false breaks.
Bias: read the Summary gauge and its 0–100 score: your single-number lean.
Alignment:compare Leading vs Lagging. Both same side = confirmed conviction; Leading
ahead of Lagging = possible early turn; disagreement = mixed/choppy, so smaller size or wait.
Quality: check Confidence % and the A+…D Grade. An A-grade Strong Buy in a Strong Bull regime ≠ a borderline Buy in chop.
Execute: use the Buy/Sell arrows as visual triggers, or attach the built-in alerts.
Make it yours: shorter periods/lower triggers for scalping, longer/higher for swing; re-weight or disable indicators you don't trust; set an Analysis timeframe to read a higher TF from a lower chart.
⭐️ BEST USE CASES
Best suited for:
• Trend confirmation and trend-following strategies
• Market regime analysis (Bull, Bear, Sideways)
• Multi-indicator consensus and bias assessment
• Swing trading and position trading
• Day trading and intraday market analysis
• Higher-timeframe directional bias and confirmation
• Identifying alignment between momentum and trend indicators
Not designed for:
• Standalone trade entries without additional analysis
• Predicting exact tops, bottoms, or reversals
• Guaranteed market forecasts or future price predictions
• Fully automated trading systems without validation
• Replacing risk management, position sizing, or trading plans
Technical Strength Meter combines the signals of 74 widely used technical indicators into a single, transparent decision-support framework. By separating indicators into Leading and Lagging categories, the indicator helps traders identify potential turning points, confirm established trends, and understand the overall market bias at a glance. Rather than relying on a single indicator, it provides a structured consensus view supported by market regime, volatility, confidence, probability, and signal-quality analysis. Whether used for scalping, day trading, or swing trading, the goal is to simplify complex technical data into actionable market context while keeping every vote visible and explainable.
We would love to hear your suggestions. If you have ideas for new features, indicators, analytics, or improvements, please share your feedback. Your input helps guide future updates and improve the indicator for all traders.
For educational and informational purposes only. This indicator is designed to assist technical analysis and should not be considered financial, investment, or trading advice.
インジケーター
Uptrick: Dynamic Trend MatrixOverview
Dynamic Trend Matrix is an open-source trend-following overlay designed to help traders read market direction, trend strength, pullback areas, and optional take-profit progress from one chart-based tool. It is built to provide a structured view of trend conditions without relying on a single crossover or one isolated signal.
Introduction
The script combines EMA-based trend structure, ATR-based volatility bands, a dynamic trailing engine, candle coloring, signal labels, X-marker re-entry logic, take-profit markers, alerts, and a compact dashboard. Its goal is to make trend conditions easier to interpret by separating the main trend state, pressure confirmation, pullback behavior, and target tracking into clear visual components.
Originality & Uniqueness
Dynamic Trend Matrix uses a custom trend state model that blends moving-average alignment, smoothed slope pressure, ATR volatility boundaries, adaptive trailing logic, visual strength coloring, and staged take-profit tracking.
Instead of only showing a basic moving average crossover or a simple band break, the script organizes trend information into multiple layers. The trend flip logic identifies directional changes, the pressure filter evaluates whether EMA structure supports the active side, the trail helps show the active trend boundary, and the X markers highlight pullback interactions near the trend trail.
This layered design allows users to view both trend direction and trend quality, while keeping the chart visually organized.
How It Works
The script calculates fast, base, and slow EMA trend components from the selected source. These moving averages are used to measure directional structure and help determine whether the market is showing bullish, bearish, or mixed pressure.
ATR-based bands are then built around the base trend. A long trend state is triggered when price breaks above the upper ATR band, while a short trend state is triggered when price breaks below the lower ATR band. Once a trend state is active, the script maintains a dynamic trailing level that adjusts with volatility and trend direction.
Trend pressure is confirmed when the EMA structure and smoothed slope agree with the active trend. Trend strength is calculated by comparing the distance between the fast and slow trend components against ATR. This strength reading is used for dashboard values and optional candle coloring.
The take-profit system uses the active signal price and either risk from the trail or ATR from entry to create up to three visual target levels. These levels are for chart reference only and are not automated trade management.
Inputs
The main settings allow users to adjust the trend lengths, smoothing, ATR length, ATR multiplier, visual style, candle coloring method, signal confirmation, label appearance, X-marker behavior, take-profit calculation mode, dashboard position, and alert options.
The default settings are intended to provide a balanced trend-following view, but users should adjust them based on the market, timeframe, and volatility conditions they are studying.
Features
Dynamic trend flip detection using ATR-adjusted band breaks.
EMA-based trend structure using fast, base, and slow trend components.
Smoothed slope pressure filter to help distinguish stronger trend alignment from mixed conditions.
Adaptive trail that follows the active trend and adjusts with volatility.
Multiple visual modes, including bands, trend trail, and candles only.
Candle coloring based on either latest trend direction or trend strength.
Optional gradient visuals to make active trend zones easier to read.
Optional outer bands for additional volatility context.
Long and short signal labels with optional bar-close confirmation.
X-marker re-entry logic for pullback touches near the dynamic trail.
Configurable X-marker behavior, including first valid marker only or every valid marker.
Optional take-profit markers with one, two, or three target levels.
Take-profit calculations based on either risk from trail or ATR from entry.
Dashboard showing trend state, pressure, strength, trail value, visual mode, and TP state.
Alert conditions for long signals, short signals, X markers, and take-profit hits.
How To Use
Add the indicator to a standard candlestick chart and select the visual mode that best fits your workflow. The Bands mode provides a broader view of volatility zones around the trend basis. The Trend Trail mode focuses more directly on the active trailing level. Candles Only mode keeps the chart cleaner while still showing trend-based candle colors.
Long and short labels can be used as potential trend-change signals. The trail can be used as a visual reference for the active trend boundary. X markers are designed to show valid pullback interactions near the trail after a trend has already been established.
The dashboard provides a quick summary of current conditions, including trend state, pressure, strength, trail value, visual mode, and TP progress. Users who prefer confirmed signals can keep bar-close confirmation enabled. Users who want faster realtime feedback can disable confirmation, but signals may be less stable before the candle closes.
Limitations
This indicator is not a complete trading system and does not guarantee profitable results. It does not include position sizing, stop-loss execution, order management, commissions, slippage, or full strategy backtesting.
Signals may appear late during fast reversals because the model uses EMAs, smoothing, ATR bands, and trend confirmation. Sideways, choppy, or low-volatility markets may produce false flips, mixed pressure readings, or less useful pullback markers.
Take-profit markers are visual reference levels only. They do not guarantee that a trade should be entered, held, exited, or managed in a specific way. Users should test settings across different symbols, sessions, and timeframes before relying on the script for live decision-making.
The script does not use request.security(), lookahead, or negative plot offsets. With bar-close confirmation enabled, Long, Short, X-marker, and TP signals are confirmed after the candle closes. If confirmation is disabled, realtime signals may appear or change before the candle closes. The script should be used on standard chart types because non-standard charts can affect signal behavior.
Conclusion
Dynamic Trend Matrix is designed to provide a clean visual framework for reading trend direction, trend pressure, pullback context, and staged target progress. It can help organize trend-following analysis, but it should be used alongside market structure, risk management, and broader chart context.
Disclaimer
This script is for educational and informational purposes only. It does not provide financial advice, investment advice, trading advice, or guaranteed outcomes. Trading involves risk, and users are responsible for their own analysis, decisions, and risk management. インジケーター
Multi-TimeFrame Multi-Indicator Dashboard🚀 Multi-Timeframe Multi-Indicator Market Structure Dashboard
🟢 Overview
The **Multi-Timeframe Multi-Indicator Dashboard** is an all-in-one market scanner designed to give traders an immediate, high-level view of an asset's trend across multiple layers of time. Instead of constantly flipping between charts or cluttering your workspace with dozens of indicators, this script compiles key moving averages, momentum oscillators, and volatility indicators into a single, highly readable table directly on your primary workspace.
This tool is optimized for **Equities, Forex, Crypto, Indices, and Commodities traders** who rely on multi-timeframe confluence to confirm high-probability trade setups and eliminate analysis paralysis.
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🛠️ Key Features
**Multi-Timeframe Confluence Matrix:** Instantly track market structure across 6 default timeframes: **5M, 15M, 1H, Daily, Weekly, and Monthly**.
**8 Integrated Technical Metrics:**
**Trend Identification:** SMA 9, SMA 20, SMA 50, SMA 100, and SMA 200.
**Momentum & Volatility:** Relative Strength Index (RSI 50-line crossover), MACD Histogram (bullish/bearish momentum shifts), and SuperTrend.
**Fully Customizable Layout:** Toggle specific timeframes or indicators on/off via the user inputs menu to perfectly match your trading style. You can also change the table position (e.g., top-right, bottom-left) and text size.
**Smart Alert Engine:** Configure the script to send real-time alerts the exact moment an indicator shifts states (Bullish $\leftrightarrow$ Bearish) on your primary timeframes.
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🎛️ Settings & Customization
1. **Dashboard Display:** Control the visibility, positioning anchor (top-right, bottom-right, top-left, bottom-left, middle-right, middle-left), and text scaling of the canvas table.
2. **Timeframes to Display:** Toggle individual columns to focus strictly on scalping or macro swing horizons.
3. **Indicators to Display:** Strip out unnecessary lines to match your personal strategy components.
4. **SuperTrend Settings:** Manually adjust the ATR Length and Multiplier inputs for tighter or wider trend bands.
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📝 Disclaimer
This indicator is built purely for analytical visualization and informational purposes. It does not constitute financial advice. Always practice strict risk management and combine dashboard confirmation with your own broader trading plan. インジケーター
Trend Setup - 3 EMA + RSI Dashboard📊 TREND SETUP — EMAs + Live RSI Dashboard
A clean, all-in-one trend tool combining the 3 most-used EMAs with a
real-time RSI dashboard — no need to load multiple indicators separately.
✅ EMA 50 / 100 / 200 — fully configurable (period, source, color, on/off)
✅ Live RSI Dashboard — shows current RSI value, overbought/oversold
levels, and a real-time status alert, displayed in a sleek table
instead of a cluttered separate pane
🎯 WHY THIS COMBO
EMAs give you the big-picture trend direction, while the RSI dashboard
tells you instantly if price is stretched (overbought/oversold) —
without needing a second indicator slot, perfect if you're on a free
TradingView plan and want to save your indicator limit.
🔧 FULLY CONFIGURABLE
— Toggle each EMA on/off independently
— Set your own RSI period and overbought/oversold levels
— Adjust dashboard text size
💡 HOW IT WORKS
The RSI dashboard updates live as new candles form, showing:
— Current RSI value
— Upper/Lower band levels
— Alert status (Overbought ↑ / Oversold ↓ / Neutral →)
💬 Got a suggestion for the next version? Drop a comment below —
I'm actively building more setups based on community feedback.
If this helped your charts, a like goes a long way 🙏 インジケーター
Volume-Trend Order Block Engine [BigBeluga]Volume-Trend Order Block Engine is a powerful trading tool for TradingView. It combines trend direction with volume-weighted Order Blocks (OB) to show you exactly where institutional buyers and sellers are active in real time.
Instead of drawing basic support and resistance lines, this tool filters out market noise using a built-in **Supertrend Engine**. This ensures you only see order blocks that align with the main market trend. It also splits each block based on buy/sell volume, showing you who is in control.
🔵 MAIN FEATURES
1. Supertrend Filter
Trend Direction Filter: Tracks the main market trend and filters out choppy sideways movements using the Volatility SMA Length and Multiplier settings.
Trend Cloud Background: Colors the background ( Show Trend Cloud Fill ) to show you instantly if the market is in an Uptrend or Downtrend.
2. Smart Order Blocks & Volume Split
Trend-Locked Blocks: Finds key swing highs and lows based on your Pivot Strength . In an uptrend, it only looks for buy blocks; in a downtrend, it only looks for sell blocks.
No Overlapping Zones: If a new order block forms over an old one, the tool automatically locks the old zone and starts a clean new one to keep your chart tidy.
Volume Split Line ( Split Price ): Breaks down each order block into buy and sell percentages ( Buy % vs. Sell % ). This shows you the exact strength of the buyers and sellers inside that zone.
3. Retest Alerts & Auto-Clean Engine
Retest Signals: Places a cross marker ( ✚ ) on your chart the moment price enters and tests an active order block.
Volume Thresholds: Filters out weak moves. You can set a minimum volume requirement ( Min Buy % / Min Sell % ) so you only get signals when big institutional money is involved.
Auto-Delete Broken Zones: When enabled ( Delete OB on Complete Break ), the tool instantly deletes broken order blocks once the price completely passes through them. This keeps your chart clean.
🔵 HOW TO TRADE WITH IT
Trend Continuation Entries: When the trend is bullish, wait for the price to pull back into a Bullish OB. If it hits the zone and bounces back up with strong volume, a "Retest" cross will appear, signaling a good entry point.
Precise Entries & Tighter Stops: Use the internal volume split line to find better entries. Entering closer to the bottom of a buy zone allows you to use a much smaller stop loss.
Automatic Risk Invalidation: If you are in a long trade and the price breaks completely below the buy zone, the tool deletes that block. This is your visual sign that the trade setup is no longer valid.
🔵 SETTINGS & CONFIGURATION
Trend & Pivot Settings: Adjust lookbacks and volume filters to fit any market, including Crypto, Forex, or Indices.
Style & Clean-Up: Turn the trend background cloud on/off, customize retest markers, and enable auto-deletion to keep your workspace clear.
Color Themes: Fully customize colors for uptrends, downtrends, text, and signals to match your favorite chart theme.
Upgrade your charts from simple lines to a volume-driven, trend-filtered map with the Volume-Trend Order Block Engine . インジケーター
HTF ORDER FLOW [erdensedat]The HTF ORDER FLOW is an advanced, all-in-one institutional trading indicator designed to bring High Timeframe (HTF) market structure, volume profile dynamics, and order flow context directly to your current chart. By combining deep volume analysis with the BLVL (BOS/CHoCH) break detection algorithm, this script offers a comprehensive view of institutional activity without cluttering your screen.
Key Features:
HTF Candle Projection: Projects the live Higher Timeframe candle (e.g., Daily, Weekly) seamlessly onto your current trading timeframe with customizable width and opacity.
Dynamic Volume Profile: Displays a customized Volume Profile mapped specifically to the HTF period. It highlights the Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL) to instantly visualize where the majority of trading volume took place.
High Volume Nodes (HVN): Automatically highlights specific bins inside the profile that experience significantly higher volume, signaling potential hidden support or resistance areas.
Initial Balance (IB) & VWAP Tracking: Tracks and extends the Initial Balance High/Low and the Volume Weighted Average Price (VWAP) for the HTF session.
Previous Day/Week (PD/PW) Levels: Toggle critical historical liquidity levels such as Previous Day Open/High/Low and Previous Week Open/High/Low, drawing them exactly from their historical birth-points.
Premium & Discount Zones: Automatically calculates and displays Premium and Discount range boxes relative to the HTF candle, helping you visualize equilibrium and optimal entry zones.
Integrated BLVL System (BOS/CHoCH): A built-in Fractal break-of-structure engine that detects and labels potential and confirmed structural shifts (BOS / CHoCH). It displays live candidate lines and solidifies them once a structural break is confirmed by price action.
Custom Styling Engine: Choose from beautiful pre-built visual themes (Classic TV, Cyberpunk, Midnight, Forest, Luxury Gold) or enable total custom control over specific lines like VWAP, VAH/VAL, and IB levels.
The Quantum Signal HUD Panel:
Located at the top right of your chart, the built-in Heads Up Display (HUD) acts as your real-time order flow navigator. It tracks:
Price & VWAP: Current price relation to the HTF VWAP.
Market Bias: Displays a simple BULLISH/BEARISH bias based on the VWAP baseline.
Quantum Signal: Analyzes cumulative volume delta (CVD) relative to VWAP positioning to interpret market state as "INST. BUYING", "INST. SELLING", or "NEUTRAL/TRAP".
Session Progress: Shows the percentage of time elapsed in the current HTF candle.
HTF CVD: The live Cumulative Volume Delta of the ongoing HTF session.
How to Use:
Use the HTF Volume Profile and Premium/Discount boxes to identify where institutions are doing business. Wait for the integrated BLVL system to confirm a structural shift (CHoCH or BOS) inside these key liquidity zones. Check the Quantum Signal HUD to ensure institutional order flow (CVD) aligns with your bias before entering a trade.
Optimize your edge by trading with the HTF trend, volume, and structure. インジケーター
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Tension Flow RR [JOAT]TENSION FLOW RR
A trend-signal engine wrapped in a full risk-reward execution layer — Hull Moving Average baseline, Z-score normalised tension reading, ATR-sized stops and targets, optional R-multiple-triggered trailing stop, and a rolling-window backtest that tracks every closed trade and reports win rate / cumulative R / equity sparkline directly on the chart. Built for traders who care about what happens after the signal fires , not just the signal itself.
Trend signal — HMA + Z-score tension
Two cleanly chosen primitives:
Hull Moving Average (HMA) — a chained-WMA construct that delivers a fast, low-lag trend baseline. The square-root final smoothing step is what makes it noticeably less laggy than EMA at the same length.
Z-score of (close − HMA) — the residual is normalised by its own rolling stdev so the tension reading is dimensionless and comparable across instruments. |Z| above the overextended threshold (default 2.0) tags the move as overextended in the Energy Dashboard.
A new trend signal fires when the configured signal cooldown has elapsed and the directional logic flips. The signal is non-repainting (confirmed on bar close).
ATR-sized stops and targets
Each signal automatically renders:
SL box — a translucent box sized at SL-ATR × multiplier (default 2.0 × ATR-200) from entry, drawn in the bear colour.
TP box — sized at SL distance × Risk:Reward ratio (default 1.0R), drawn in the bull colour.
Trailing-stop line (optional, JOAT enhancement) — when enabled and price moves more than the activation threshold (in R-multiples) in your favour, the stop ratchets behind price by Trail-ATR × multiplier. Configurable bar-by-bar trail step, optional break-even lock at activation.
This is full execution geometry — you can see entry, stop, target, and the trail's path on the chart at all times.
Rolling-window backtest (the headline)
The script tracks the last N closed trades (configurable, default 100) and produces live performance statistics that update tick-by-tick:
Total trades, wins, losses, breakevens.
Win rate, with colour-coded cell — green above the configured "green" threshold, amber between, red below.
Average R per trade, best R, worst R.
Cumulative R since the start of the window.
Profit factor.
Expectancy in R-multiples.
Unicode equity sparkline — a compact in-cell chart of the last N cumulative-R points, drawn directly in the dashboard cells with block-character glyphs.
Trades are evicted FIFO when the history window is exceeded, so the win rate is always a rolling read of recent performance, not lifetime stats — which is the right read for a working trader.
Two dashboards
Energy Dashboard (Bottom-Right by default) — compact 22-row read of current Z-score, trend direction, HMA value, overextension flag, ribbon width, ATR, and signal state.
RR Performance Dashboard (Top-Right by default) — 29-row institutional read of the rolling backtest stats above, plus the equity sparkline.
Both are independently positionable, sizeable, and toggle-able. The split lets you run "engine state" on one corner and "PnL state" on the other without overlap.
Trend ribbon
The HMA is rendered with an ATR-band ribbon (configurable width) whose transparency is dynamically modulated by current Z-score — the ribbon visually breathes with tension. Toggle off if you prefer a clean line.
Alerts
Alert conditions are exposed for new signals, SL hits, TP hits, trailing-stop hits, overextension events, and two win-rate threshold alerts: Win-Rate High (crossover above the configured high level) and Win-Rate Low (crossunder below the configured low level). Win-rate alerts are suppressed until a minimum sample size has been recorded, so you do not get a 100% win-rate alert from a single lucky trade.
How to read it
The script is designed to be used as a closed loop:
Take the trend-start signal as the entry. The HMA + Z-score logic is the signal; the SL/TP boxes are the geometry.
If trailing is enabled, the line will appear once unrealised PnL exceeds the activation threshold and will ratchet from there.
When the trade closes, the rolling backtest updates — watch the win-rate colour and the cumulative-R sparkline.
If win-rate trips the low alert, that is the script telling you the current regime does not suit the current settings.
The cumulative-R sparkline is the most honest single line on the dashboard — if it is climbing, the engine is doing its job; if it is grinding flat or down, it isn't, and you should re-evaluate parameters or stand aside.
Suggested settings
Defaults (HMA 50, Z 50, 2.0 R-stop, 1.0 R-target) are calibrated for 1H–4H on liquid markets. For lower timeframes drop both lengths proportionally and consider a Risk:Reward above 1.0 to offset the higher signal frequency. For daily and above, raise lengths and lower the signal cooldown.
Originality / what's reused
HMA, Z-score, and ATR-sized stops are public-domain primitives, used here as building blocks. The implementation — the Z-normalised tension reading, the R-multiple activation trailing stop with break-even lock, the colour-coded rolling-N backtest, the Unicode equity sparkline rendered inside table cells, the dual-dashboard split, and the sample-gated win-rate alerts — is JOAT-original and tuned together. No third-party code reused.
Open source
Published open-source under the default Mozilla Public License 2.0. The execution geometry, the rolling-trade tracker, the Z-modulated ribbon, and the sparkline renderer are each isolated so you can adapt any one without reading the whole file. Forks welcome with credit.
Limitations
The rolling backtest is a descriptive read of recent signal performance under the current settings — it is not a predictive metric and changing the parameters resets the read. SL / TP geometry assumes a single position per signal direction; the script is not a position manager. Trailing stop fires on confirmed bars; intra-bar movement past the trail level is registered but the close determines the outcome.
—
-made with passion by jackofalltrades
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Alpha Signal Engine Pro [MarkitTick]🎁 Our gift to the TradingView community.
This indicator was previously available as a paid, invite-only tool. Today, it is permanently and unconditionally free — open to every trader on TradingView without restriction, without a subscription, and without an expiration date.
No catch. No trial period. Ours to you, forever.
💡A comprehensive trend-following and market-state detection framework . It operates by generating a dynamic, volatility-adjusted trailing band that reacts not just to price movements, but to the shifting structural regimes of the asset. By analyzing True Range, historical price percentiles, and momentum simultaneously, this indicator filters out market noise and isolates high-probability directional shifts. It inherently guards against false signals during flat or consolidating markets through a multi-layered filtering matrix, ensuring that traders are presented with actionable data only when strict momentum and structural conditions are met.
● ✨ Originality and Utility
Most trend-following systems rely on static multipliers or fixed lookback periods, rendering them susceptible to sudden market regime changes. The primary utility of this engine lies in its adaptive nature. It introduces a Volatility Fingerprint module that constantly scans the environment, classifying the market into distinct regimes: Alpha, Beta, Gamma, and Delta. Based on this continuous assessment, the indicator autonomously scales its sensitivity, smoothing depth, and filter thresholds. This means the engine tightens its criteria during erratic, low-liquidity chop and expands its bands during high-volatility expansions, providing an organic, self-adjusting framework that eliminates the need for constant manual parameter tuning.
● 🔬 Methodology and Concepts
• Dynamic Trailing Core
At the heart of the engine is a composite distance formula that calculates a dynamic half-band. Instead of relying solely on a basic Average True Range (ATR) multiplier, it combines three elements: an absolute band multiplier, an ATR weight normalized against the closing price, and a raw price move weight. This composite value is then smoothed using an Exponential Moving Average (EMA) alpha factor. The resulting smoothed band is applied to the median price to establish upper and lower boundaries, forming the basis of the trendline.
• Volatility Fingerprinting
The script normalizes the ATR as a percentage of the closing price and ranks it against a historical lookback window using non-parametric percentile thresholds. By splitting the historical distribution into quartiles (25th, 50th, and 75th percentiles), the asset's current volatility is placed into a specific bucket. The core mathematical weights and matrix thresholds are then dynamically multiplied by regime-specific scalars.
• Alpha Filtering Matrix
To prevent whipsaws, the script employs a five-layer matrix that acts as a logical gatekeeper before any signal is validated:
- Trendline Stall: Measures the absolute change in the trendline against a fraction of the ATR.
- Slope Regression: Computes the linear regression slope of the trendline over a rolling window and normalizes it.
- Volume Gate: Compares current volume to a dynamic simple moving average of volume.
- Range Gate: Checks if the current bar's High-Low range exceeds a specific historical percentile.
- Basis Point (BPS) Delta: Ensures the trendline shift meets a minimum percentage threshold.
• Breakout Override
If the market suddenly explodes with extreme momentum, a Breakout Override function bypasses the filtering matrix. If the absolute change in price heavily exceeds a set multiple of the ATR, the system immediately forces engagement to capture the breakout.
● 🎨 Visual Guide
• Dynamic Trendline
A solid line plots the active trailing stop and trend direction. By default, it is colored Cyan for a Bullish trend and Magenta for a Bearish trend. This line steps up or down along with price action, providing a clear visual anchor for the current structural bias.
• Dynamic Bar Coloring
The chart's candlesticks are dynamically colored using a visual gradient. The script measures the normalized distance of the closing price from the trendline. When price is near the trendline, candles assume a neutral slate-blue tone. As momentum carries price further away, the color interpolates into bright Cyan (Bullish) or Magenta (Bearish), immediately illustrating trend strength.
• Cloud Fill
A semi-transparent cloud is drawn between the primary trendline and a smoothed moving average of the typical price. This creates a visual "value zone" on the chart, helping users quickly identify the spatial relationship between the current trend anchor and the smoothed price core.
• HUD Dashboard
A comprehensive heads-up display is positioned in the top-right corner of the chart. It outputs real-time diagnostic data:
- Direction: Displays the current structural bias (Bullish/Bearish).
- Signal: Indicates if an actionable Buy or Sell signal is present.
- Override: Shows the status of the Breakout Override (Off, Nominal, or Engaged in Orange).
- Matrix Pillars: Five rows display the status of the Stall, Slope, Volume, Range, and BPS Delta filters. A Red "Flat" tag indicates the filter is blocking signals, while a Green "Active" tag indicates the path is clear.
- VF Regime: The bottom row explicitly states the current volatility state (Alpha, Beta, Gamma, or Delta) with corresponding color codes.
• Signal Labels
When a directional flip occurs and the matrix conditions are met, explicit "BUY" (Upward pointing, subtle green) or "SELL" (Downward pointing, subtle red) labels are plotted precisely at the trendline level.
• Non-Standard Chart Warning
If the user applies the script to Heikin Ashi, Renko, Line Break, Kagi, or Point & Figure charts, a bold Red warning table will appear in the top-left corner. This warns the user that standard signals may repaint due to the synthetic price data of non-standard charts.
📌 Note : the best way to resolve visual overlap is to navigate to the Object Tree and drag the indicator above the main chart layer, or simply hide the native candles in your chart settings.
● 📖 How to Use
• Identifying Entries
Wait for a clear crossover of the closing price over the dynamic trendline. For a valid entry, ensure the HUD Dashboard confirms the matrix conditions are "Active" and not "Flat." The emergence of a defined BUY or SELL label serves as the primary action trigger.
• Managing the Trade
Once in a position, the dynamic trendline serves as a logical trailing stop-loss level. As the trendline steps in the direction of the trade, users can manually trail their risk. The color gradient on the bars provides a secondary gauge; fading colors suggest weakening momentum and a potential reversion to the mean.
• Regime Awareness
Monitor the VF Regime status on the dashboard. In "Alpha" or "Beta" (lower volatility), expect tighter bands and slower movements. In "Gamma" or "Delta" (extreme volatility), be prepared for wider stops and aggressive price action. The indicator will automatically handle the mathematical adjustments, but position sizing should reflect the increased environmental risk.
• Repaint Warning Note
Always utilize this indicator on standard candlestick or bar charts. The underlying calculations depend on absolute close, high, and low values. Applying this to Heikin Ashi will cause lookahead bias and repainting signals.
🏆 Golden Rule — Before You Trade This Indicator:
Never rely on the default settings, every asset behaves differently. Every timeframe has its own rhythm. Default settings are a starting point — not a strategy.
The best configuration is the one you build yourself, through deliberate testing:
Adjust the settings methodically until false signals are minimized and entry/exit accuracy is maximized.
Test on your specific asset. Test on your specific timeframe. Then lock in what works.
The trader who takes time to configure is the trader who profits consistently.
● ⚙️ Inputs and Settings
• Volatility Fingerprint Group
Allows users to toggle the adaptive engine on or off, and set the lookback length used to determine the historical percentiles for regime classification.
• Core Engine Parameters
Controls the baseline foundation. Adjust the ATR period, the absolute Band Multiplier, the relative ATR Weight, the Price Move Weight, and the EMA Smoothing Length. When VF is enabled, these act as the baseline from which multipliers scale.
• Alpha Filtering Matrix
Provides granular control over the five anti-chop filters. Users can toggle each filter independently and adjust their strictness, such as the Flatness Threshold, Regression Length, Slope Threshold, Volume MA Length, and Range Percentile.
• Display & Cloud Configuration
Permits full aesthetic customization of the Bull/Bear colors, neutral gradient tones, visibility of the dashboard, signal labels, and the transparency parameters of the cloud fill.
• Alert Actions
Customizable string inputs that feed directly into the JSON webhook alert system, allowing automated traders to define syntax for Long, Short, Close Long, and Close Short actions.
● 🔍 Deconstruction of the Underlying Scientific and Academic Framework
• Autoregressive Smoothing and Moving Averages
The system employs an Exponential Moving Average (EMA) to smooth its dynamic raw band. The mathematical alpha factor is defined as 2 / (N + 1), where N is the user-defined smoothing length. This recursive formula assigns geometrically decreasing weights to older observations, ensuring the trendline remains highly responsive to recent price vectors while mathematically filtering high-frequency noise.
• Non-Parametric Rank Statistics
To evaluate the volatility state, the script calculates the nearest-rank percentile of the normalized ATR over a rolling window. Unlike standard standard-deviation bands (such as Bollinger Bands) that assume a normal Gaussian distribution of returns, this non-parametric percentile approach does not assume normality. This is statistically robust for financial time series, which exhibit leptokurtic (fat-tailed) distributions, ensuring accurate classification even during severe market outliers.
• Linear Regression and Slope Normalization
The Slope Filter relies on the Ordinary Least Squares (OLS) linear regression of the trendline. By calculating the change between the current linear regression value and the previous bar's value, it extracts a pure mathematical slope. To make this slope asset-agnostic, it is normalized by dividing the raw slope by the ATR, yielding a dimensionless ratio that accurately represents directional velocity regardless of the instrument's absolute price.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. We expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. インジケーター
VWAP TrendVWAP Trend & Daily Map Execution by erdensedat
Description:
VWAP Trend is an advanced day-trading engine and market mapping tool designed for intra-day execution using purely objective price action metrics. Instead of relying on lagging oscillators, this indicator fuses VWAP (Volume Weighted Average Price) deviations, Daily Open levels, and an automated Previous Day High/Low (PDH/PDL) targeting system.
Key Features:
Dynamic Bias Engine: The indicator measures real-time alignment between the Daily VWAP and the Daily Open price. A "BULLISH PRESSURE" signal fires when price reclaims both key metrics, while a "BEARISH PRESSURE" signal fires when price breaks below them.
Smart Time Filter: Automatically ignores high-volatility chop during the initial hours of a session (default is set to hide major text signals before 07:00 exchange time).
Automated PDH/PDL Liquidity Targets: Previous Day Highs and Lows are tracked with a "Cut-on-Touch" system. When a signal is active, these levels act as objective take-profit zones. Once touched, the level is cut, and a "TARGET REACHED" label is placed automatically.
Multi-Timeframe Macro Dashboard: An unobtrusive, dark-mode compatible panel displays the macro environment (EMA 200 Main Trend, Weekly Bias, Weekly VWAP, Daily Bias) alongside live target levels.
Clean UI & 'Only Today' Mode: Avoid chart clutter. The indicator features an "Only Today" toggle that completely erases previous days' lines, bands, and signals every day at midnight, leaving you with a perfectly clean chart for the current session.
How to Use:
Observe the Main Dashboard for Macro Alignment (Weekly Bias & EMA 200).
Wait for the designated trading hour to begin (e.g., 07:00).
Look for a Bullish / Bearish Pressure alert (indicated by clean, background-free text and arrow markers).
Target the active PDH or PDL lines shown on the chart.
Alerts:
Includes a single, unified alert condition ("VWAP Trend Signal") that dynamically pushes "Bullish Pressure" or "Bearish Pressure" notification text upon bar close.
Disclaimer:
Disclaimer: The "VWAP Trend" indicator by erdensedat is provided for educational and informational purposes only. It is not financial advice, and you should not construct it as such. Trading in financial markets (including cryptocurrencies, forex, and equities) involves a significant risk of loss and is not suitable for all investors. Past performance of any trading system or methodology is not necessarily indicative of future results. Always conduct your own research and manage your risk. インジケーター
インジケーター
Kalman Trend Filter [JOAT]Kalman Trend Filter
Introduction
Kalman Trend Filter is an open-source trend detection indicator that applies a two-state Kalman filter to price, tracking both the filtered price level and its velocity simultaneously. Unlike exponential moving averages — which apply a fixed exponential decay to past data — the Kalman filter dynamically adjusts its responsiveness based on the ratio of process noise to measurement noise. When price is moving consistently in one direction, the filter trusts new measurements more heavily. When price is noisy, it trusts its own model more heavily.
The practical result is a trend line that responds faster than an equivalent EMA during genuine trends while remaining smoother during chop. The velocity state is the direct indicator of trend direction and strength — it is what drives signal generation and candle coloring.
Core Concepts
1. Two-State Kalman Filter
The filter tracks two quantities: price (position state) and the rate at which price is changing (velocity state). The prediction step projects both states forward using simple kinematic equations. The correction step updates them based on how much the current close deviates from prediction:
// Prediction
float xPred = xEst + vEst
float pPred = pEst + qNoise
// Kalman gain
float kGain = pPred / (pPred + rNoise)
// Correction
float xEst = xPred + kGain * (close - xPred)
float vEst = vEst + kGain * (close - xPred)
The process noise (qNoise) and measurement noise (rNoise) parameters control how much the filter trusts its own momentum model versus new price data.
2. Velocity as Trend Proxy
The velocity state is the most analytically useful output. Positive velocity means the filtered price is accelerating upward; negative means downward. The magnitude of velocity indicates trend strength. Velocity crossing zero is a higher-quality trend reversal signal than a moving average crossover because it reflects the momentum of the filtered series, not the level.
3. Gradient Candle Coloring
Candles are painted using a two-sided gradient driven by the velocity state. Strongly positive velocity produces bright cyan candles; strongly negative produces bright magenta. Near-zero velocity transitions to neutral. The gradient intensity scales with velocity magnitude rather than applying a binary color switch.
4. Velocity Oscillator
The velocity state is plotted as a separate sub-indicator below the main chart, providing a visual oscillator that crosses zero at trend reversals. Unlike momentum oscillators derived from price differences, this oscillator represents the Kalman filter's internal estimate of trend rate — it is inherently smooth without additional EMA smoothing.
Features
Two-state Kalman filter: Tracks price level and velocity simultaneously
Configurable noise parameters: Process and measurement noise control filter responsiveness
Filtered price line overlay: Smooth trend line drawn on the price chart
Velocity oscillator: Kalman velocity state as a zero-line oscillator
Velocity zero-cross signals: Bull and bear signals when velocity crosses zero
Gradient candle coloring: Cyan for upward velocity, magenta for downward, scaled by magnitude
Dashboard: Current filtered price, velocity, trend state, and noise parameters
Alerts: Velocity zero-cross and extreme velocity alerts
Input Parameters
Kalman Engine:
Process Noise (Q): How much the filter trusts its own velocity model (default: 0.01)
Measurement Noise (R): How much the filter trusts new price measurements (default: 1.0)
Initial Velocity: Starting velocity state (default: 0.0)
Display:
Show Filter Line toggle
Show Velocity Oscillator toggle
Show Candle Color toggle
How to Use This Indicator
Step 1: Read Velocity Direction
Positive velocity (oscillator above zero, cyan candles) indicates the filter is trending upward. Negative velocity (below zero, magenta candles) indicates downward trend. The magnitude tells you how strong.
Step 2: Use Velocity Zero-Cross as Trend Change Signal
When velocity crosses from negative to positive, the filter's internal momentum model has flipped bullish. This is more reliable than a price crossover because it reflects the rate of change of the filtered series.
Step 3: Tune Noise Parameters to Timeframe
On faster timeframes, increase Q slightly (0.02–0.05) to make the filter more responsive. On weekly charts, reduce Q (0.001–0.005) for a smoother, slower-adjusting filter.
Step 4: Combine with Regime Context
The Kalman filter performs best in trending regimes. Combine with Fractal Dimension Oscillator: when FDO shows a trending regime, Kalman velocity direction provides the trend bias.
Indicator Limitations
The Kalman filter assumes a linear motion model; non-linear price dynamics (sudden gaps, news events) produce temporary distortion in the filter state
Optimal Q and R values are instrument and timeframe dependent; no universal setting works everywhere
Velocity zero-crosses during low-volatility consolidation can produce frequent false signals
Originality Statement
The two-state Kalman filter implementation combined with a velocity-driven gradient candle coloring system, a dedicated velocity oscillator, and dual-input noise parameter configuration in a single publication is the original contribution here. Most published Kalman filter scripts on TradingView implement a single-state position filter with no velocity tracking and no gradient visualization.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Kalman filter outputs are mathematical estimates based on prior observations and do not predict future price. Trading involves substantial risk of loss.
-Made with passion by jackofalltrades
インジケーター
Entropic Structure Bands [JOAT]Entropic Structure Bands
Introduction
Entropic Structure Bands is an open-source overlay indicator that dynamically selects the best-fitting Ordinary Least Squares regression window from recent structural pivots and surrounds that regression channel with entropy-adjusted deviation bands. The key innovation over standard regression channel indicators is twofold: the window length is selected optimally each bar by searching through available pivot anchors for the highest R² × log(N) quality score, and the band width is modulated by the current Shannon entropy of log returns — widening during chaotic periods and tightening during orderly ones.
Core Concepts
1. Optimal Regression Window Search
Rather than using a fixed lookback, the indicator records the bar index of every confirmed pivot high and low. Each bar, it tests several candidate windows anchored at recent pivots and selects the one that maximizes a performance score: R² multiplied by the natural log of the window length. This rewards both fit quality and window depth simultaneously:
float score = r2 * math.log(float(N))
// highest score wins; window updates every bar
if trial.perfScore > bestScore
bestScore := trial.perfScore
bestMdl := trial
The regression channel therefore adapts to where significant price structure has occurred, not to an arbitrary fixed period.
2. Shannon Entropy Modulation
Shannon entropy of the log return distribution is computed using a histogram-binning approach. Low entropy means returns are concentrated — price is moving in an organized, directional way. High entropy means returns are evenly distributed — chaotic, noisy conditions. Band width scales with entropy:
float entAdjDev = bestMdl.stdErr * (1.0 + entNorm * 0.8)
When entropy is low (below the configurable threshold), the market is classified as orderly and signals are enabled. This prevents signals from firing into chaotic conditions where regression bands have less predictive value.
3. Trend-Confluence Signal Logic
Signals require simultaneous alignment of six conditions: regression slope direction, price position relative to midline, recent pullback to the inner band, momentum confirmation, optional HTF slope alignment, optional ADX trending gate, and optional RSI gate. Each condition is individually toggleable. This multi-factor gate replaces simple band-crossover logic with a structured confluence requirement.
4. Forward Projection
The regression channel extends forward by a configurable number of bars beyond the right edge of the chart. A projection target label marks the estimated price at the end of the projection window based on the current slope and intercept. This gives visual context for where the regression model expects price to be if the current trend continues.
5. Z-Score Candle Coloring
Each candle's position within the channel is expressed as a Z-score (standard deviations from the regression midline). Candles far above the midline (overbought extension) are tinted bear-color; candles far below (oversold extension) are tinted bull-color. This provides immediate visual context for where price stands within its current regression structure.
Features
Dynamic regression window: Optimal window selected each bar from pivot anchor scan
R² quality gate: Configurable minimum R² prevents low-fit windows from being used
Entropy-adjusted bands: Band width scales with Shannon entropy of log returns
Multi-factor signal gate: Six independently configurable confluence conditions
Forward projection: Channel extended beyond right edge with target label
Z-score candle coloring: Candles painted by standard deviation position in channel
Inner and outer bands (±1σ, ±2σ): Gradient-filled channel layers
Glow-effect midline: Double-drawn center line with transparency for depth
10-row dashboard: R², entropy, Z-score, duration, HTF alignment, ADX, RSI, signal state
JSON webhook alerts: Alert messages formatted as JSON with EP, TP, SL, and R²
Input Parameters
Regression Engine:
Pivot Scan Horizon: Number of pivots to evaluate as regression anchors (default: 20)
Pivot Sensitivity: Left/right bars for pivot confirmation (default: 5)
Min R² Quality Gate: Minimum fit quality to use a window (default: 0.50)
Band Multiplier 1/2: Inner and outer band standard deviation multiples (default: 1.0, 2.0)
Entropy System:
Entropy Lookback: Bars for entropy calculation (default: 20)
Entropy Bins: Histogram bins for return distribution (default: 10)
Low Entropy Threshold: Threshold below which market is classified as orderly (default: 2.5)
How to Use This Indicator
Step 1: Read the Slope Bias
Check the dashboard's Slope Bias row. BULLISH or BEARISH indicates the current regression direction. This is the primary directional input.
Step 2: Check Entropy State
LOW (orderly) entropy is the condition under which signals are most reliable. HIGH entropy warns that the regression model is operating in a chaotic environment.
Step 3: Wait for Signal Labels
LONG and SHORT labels appear only when the full confluence gate is satisfied. Each label shows entry price, TP1, TP2, stop loss, and R² quality.
Indicator Limitations
Regression channels repaint historically when the optimal window shifts to a new anchor; use the confirmed-bar signals for non-repainting entry logic
In markets with very few pivots, the scan horizon may find suboptimal windows with low R²
Shannon entropy requires sufficient lookback to produce stable estimates
Originality Statement
The dynamic pivot-anchored regression window search using R² × log(N) scoring, combined with Shannon entropy-modulated band width and a six-condition confluence signal gate, is the original analytical architecture of this publication. No existing published Pine Script regression channel indicator implements adaptive window selection from pivot anchors with entropy modulation in this manner.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Regression channels are mathematical models of past price behavior and do not predict future price. Trading involves substantial risk of loss.
-Made with passion by jackofalltrades
インジケーター
Arc Radius Trend [JOAT]Arc Radius Trend
Introduction
Arc Radius Trend is an open-source, overlay-based trend-following system that replaces the static ATR band of conventional supertrend-style indicators with a curved, acceleration-responsive radius. The band does not scale linearly with volatility alone — it also responds to how fast price is accelerating or decelerating, expanding when momentum surges and tightening when price action becomes uniform. This gives it a shape that mirrors how institutional participants view momentum: not as a constant envelope, but as one that breathes with the market.
The problem ART solves is over-sensitivity. Standard ATR-based trailing stops flip direction too freely during acceleration events, producing false exits at exactly the moment when the trend is strongest. By expanding the radius during acceleration, ART gives trends room to breathe without permanently widening the band for all conditions.
Core Concepts
1. Velocity and Acceleration from Price
ART computes price velocity as the EMA of the bar-to-bar change in close, and acceleration as the EMA of the change in velocity. Both use the same smoothing length. Acceleration is normalized by ATR so that it is dimensionless and comparable across instruments and timeframes:
velocity = ta.ema(ta.change(close), accelLength)
accel = ta.ema(ta.change(velocity), accelLength)
accelNorm = atr > 0 ? accel / atr : 0.0
2. Curved Radius Scaling
The base radius is ATR multiplied by a configurable multiplier. The acceleration norm is then used to scale that radius with a power function, creating a nonlinear expansion curve. The exponent (Curve Strength) controls how aggressively acceleration widens the band:
radiusScale = math.pow(1.0 + math.min(math.abs(accelNorm), 2.0), curvePower)
radius = atr * baseMult * radiusScale
3. Ratcheting Band Logic
The active band ratchets in the direction of the current trend. When price is above the band (bull), the lower band is preserved at its maximum achieved value, preventing it from retreating while the trend holds. The trend flips when price closes through the opposite band:
trend := close > upperBand ? 1 : close < lowerBand ? -1 : nz(trend , 1)
activeBand = trend == 1 ? lowerBand : upperBand
4. JOAT Institutional Expansion Layer
Each JOAT indicator carries a shared Expansion Layer — an adaptive spine built from price efficiency, Shannon entropy, Parkinson range volatility, and a market impact ratio. The spine tracks the dominant flow using an KAMA-style adaptive constant, and its width is scaled by ATR ratio, range volatility, and noise. Stress and calm rails extend beyond the outer context boundary and change color based on composite stress readings. Bull and bear regime shift nodes mark confirmed directional transitions in the expansion layer state.
Features
Curved radius expansion: Band width nonlinearly expands during price acceleration events
Ratcheting trend band: Lower band preserved on bull trend, upper band preserved on bear trend — no backward drift
Outer envelope: A second ring outside the active band provides an extended volatility reference
Trend-state candle coloring: Candles tinted to reflect current trend direction
Regime flip nodes: Circle markers on the active band at confirmed bull and bear regime transitions
JOAT Expansion Layer: Adaptive spine with efficiency/entropy scoring, context box, stress rails, calm rails, and shift nodes
Stress and calm telemetry rails: Outer halos that widen with impact ratio and volatility stress
Dashboard (top right): Live display of trend state, active band level, normalized acceleration, and last flip
All signals on confirmed bars: No repainting — all state changes fire only on barstate.isconfirmed
Input Parameters
Radius Model:
Radius ATR Length: ATR period for radius computation (default: 21)
Base Radius Multiplier: Baseline band width in ATR units (default: 2.4)
Acceleration Smoothing: EMA length for velocity and acceleration (default: 8)
Curve Strength: Power applied to acceleration scale — higher values expand the band more aggressively (default: 1.35)
Outer Envelope: Multiplier for the secondary outer ring (default: 1.65)
Display:
Trend-State Candles toggle
Show Dashboard toggle
JOAT Expansion Layer:
Efficiency, Entropy, Impact lengths; Adaptive Fast/Slow periods; Context Width
Spine, Context Box, Regime Nodes, Candle Tint, Projection Bars, and Opacity toggles
Independently configurable Bull, Bear, Neutral, and Accent colors
How to Use This Indicator
Step 1: Establish trend direction
Read the active band color and the dashboard. Green indicates bull trend; red indicates bear. Use this as the primary directional filter for entries.
Step 2: Watch for confirmed flip nodes
Circle markers at confirmed trend reversals mark the bar where the band direction changed. These are not entry signals — they are context anchors. Evaluate what triggered the flip (structural break, momentum loss) before acting.
Step 3: Use the outer envelope as a volatility reference
When price extends to the outer envelope, the market is in elevated acceleration. This is not necessarily a reversal signal — it may indicate trend continuation with excess momentum.
Step 4: Read the Expansion Layer spine
The JOAT spine color and state convey institutional flow independent of the ART band. Bull spine with bull ART band is high-confidence alignment. Divergence between the two (e.g., bull ART, neutral spine) suggests weakening conditions.
Indicator Limitations
Acceleration-driven radius expansion may produce very wide bands during high-velocity events, temporarily reducing the band's usefulness as a stop reference
The ratchet mechanism preserves the band in the trend direction — during prolonged consolidation, the band will not tighten until a directional break occurs
On very low-liquidity instruments, the ATR-based radius may be structurally noisy; increasing the ATR length reduces this
Arc Radius Trend does not generate entries. It identifies directional state and provides a trailing reference level
Originality Statement
Arc Radius Trend is original in its use of normalized price acceleration as a multiplicative, power-scaled modifier to ATR radius. Existing supertrend variants use static ATR multiples or linear volatility adjustments. The combination of:
Velocity → acceleration derivation applied to a curved radius (not a flat multiplier)
Power-function scaling that produces nonlinear radius expansion only during acceleration events
Ratcheting band logic that is conditioned on the curved radius (not a fixed channel)
An institutional expansion layer carrying efficiency, entropy, Parkinson range vol, and impact scoring as a second independent context layer
...makes ART a structurally distinct contribution rather than a parameter variation of existing published work.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any instrument. Trading involves substantial risk of loss. Past behavior of this indicator does not guarantee future results. All signals should be validated within a complete trading framework that includes risk management. The author is not responsible for trading losses resulting from the use of this indicator.
-Made with passion by jackofalltrades
インジケーター
Multi-Engine MatrixTitle: Multi-Engine Matrix
Description:
The Multi-Engine Matrix is an advanced, all-in-one trading suite designed to bring institutional concepts and momentum oscillators directly onto your main chart. By combining session or timeframe-based liquidity ranges with customizable oscillator projections and a real-time data dashboard, this indicator eliminates the need for multiple chart panes, keeping your workspace clean and highly informative.
🌟 Core Features
1. Dynamic Range & Liquidity Sweeps
The indicator automatically boxes price action based on your chosen mode, tracking the Highest High (HH), Lowest Low (LL), and the
Volume Point of Control (POC).
Session Mode: Tracks the Asian, London, and New York sessions using customizable time inputs.
Timeframe Mode: Tracks ranges based on a selected Higher Timeframe (e.g., Daily or 4H).
Liquidity Sweeps: When price breaks out of a historical session/timeframe box and sweeps the HH or LL, the level turns red and is clearly marked with an "X", highlighting potential liquidity grabs and reversal zones.
Volume POC: Displays the Point of Control for each active and historical range, acting as a magnet or support/resistance level.
2. On-Chart Multi-Engine Oscillators
Forget opening separate indicator panes at the bottom of your chart. The Multi-Engine Matrix projects up to two momentum oscillators (Top Engine and Bottom Engine) directly above and below the active price ranges.
Available Engines: RSI, Stochastic RSI, WaveTrend, and DMI.
Customizable Size: Adjust the projection height (Small, Medium, Large) and the distance from the price action.
Real-time Visualization: Watch momentum diverge or align with price action within the same visual context. WaveTrend momentum histograms, RSI overbought/oversold zones, and DI crossover dynamics are beautifully rendered as on-chart polylines.
3. Real-Time Bias Dashboard
A sleek, adaptive dashboard is positioned on your chart (top right by default) to give you an immediate macroeconomic and momentum overview.
Active Session: Instantly know which market session you are currently trading.
Daily & Weekly Bias: Automatically calculates if the current price is Bullish or Bearish relative to the Daily and Weekly open levels.
Live Metrics: Displays the exact current values for RSI, WaveTrend Momentum, and Directional Movement (DI+ / DI-).
Daily CVD (Cumulative Volume Delta): Tracks intraday buying and selling pressure to gauge true market intent.
4. Quality of Life Features
Moving Averages & VWAP: Optional overlays for session VWAP and your choice of Moving Average (SMA, EMA, WMA, RMA).
Adaptive UI: Fully supports TradingView's Light and Dark modes. Text colors, labels, and borders automatically adapt to your chart's background for optimal visibility.
⚙️ How to Use
Set Your Mode: Choose whether you want to trade based on specific Time Sessions (Asian/London/NY) or Fixed Timeframes.
Select Your Engines: Choose your preferred momentum oscillators for the Top and Bottom engines.
Watch for Sweeps: Look for price sweeping the historical highs (HH) or lows (LL) marked by a red "X". Combine this with extreme readings on the projected oscillators to spot high-probability reversal setups.
Confirm with the Dashboard: Use the Daily/Weekly bias and CVD metrics to ensure you are trading in the direction of the underlying momentum.
Disclaimer:
The information provided by this script is for educational and informational purposes only and does not constitute financial advice. Trading in financial markets involves a high degree of risk and may not be suitable for all investors. Past performance is not indicative of future results. Always conduct your own research and backtest thoroughly before risking real capital. インジケーター
Risk Navigator Levels [JOAT]Risk Navigator Levels is an open-source Pine Script v6 overlay that turns confirmed trend-engine flips into a clean visual trade planning map. It draws an entry line, stop line, TP1, TP2, TP3, R-multiple labels, and optional risk/reward boxes after a confirmed setup.
The script is not a full trading system. Its purpose is visual planning: once its internal engine confirms a new long or short state, it freezes the entry, stop, and target levels so the user can inspect structure, distance, and status without manually drawing every line.
Core Concepts
1. Trend Engine Gate
The engine compares a fast EMA, slower EMA basis, ATR gate, and VWAP. A long setup requires the fast line above the basis, price above the upper gate, price above VWAP, and fast-line slope agreement. Shorts use the mirrored logic.
riseReady = fastLine > baseLine and close > upperGate and close > vwapLine and fastLine > nz(fastLine , fastLine)
fallReady = fastLine < baseLine and close < lowerGate and close < vwapLine and fastLine < nz(fastLine , fastLine)
2. Confirmed Direction Change
The script only creates a new level set when the engine direction changes on a confirmed bar.
confirmedLong = barstate.isconfirmed and engineDir == 1 and previousDir != 1
confirmedShort = barstate.isconfirmed and engineDir == -1 and previousDir != -1
3. Stop Selection
The stop is based on recent swing lookback and an ATR floor. This prevents the stop from being unrealistically tight relative to current volatility.
4. R-Multiple Targets
Once risk is calculated, TP1, TP2, and TP3 are plotted as multiples of that risk. The default values are 1R, 2R, and 3R.
5. Status Tracking
After a setup, the script tracks whether the stop or each target has been touched on confirmed bars and updates labels and dashboard status.
Features
Confirmed setup engine: Uses EMA, ATR gate, VWAP, and slope checks
Frozen entry and stop: Levels are created at setup time
TP1, TP2, TP3 targets: Target levels are R-multiple based
Risk/reward boxes: Optional green and red boxes show distance visually
Status labels: Shows whether SL, TP1, TP2, or TP3 has been touched
Right-edge labels: Keeps levels readable without crowding older bars
Dashboard: Shows mode, engine state, R size, targets, and status
Alerts: Setup, stop touch, and target touch conditions
Input Parameters
Visuals:
Palette Preset: Selects color pair
Level Reach Bars: Forward extension of lines and boxes
Risk/Reward Boxes: Toggles the boxes
Engine:
Source: Price source
Fast Length: Fast EMA length
Base Length: Slow EMA basis length
ATR Length: Volatility length
Confirmation Gate: ATR gate around the basis
Risk:
Stop Lookback: Swing lookback used for stop reference
ATR Stop Floor: Minimum stop distance multiplier
TP1 R / TP2 R / TP3 R: Target multiples
How to Use This Indicator
Step 1: Wait for a Confirmed Setup
The script draws a new plan only after its engine direction changes on a confirmed bar.
Step 2: Inspect R Size
The dashboard R size shows the distance between entry and stop. Large R size means the setup requires wider risk.
Step 3: Monitor Touch Status
Labels and dashboard status update when the stop or targets are touched after the setup bar.
Step 4: Use as a Planning Tool
The levels help visualize trade structure. They do not replace account-level risk controls.
Indicator Limitations
This is a visual planning tool, not a complete execution strategy
The engine can produce late signals during fast reversals
Targets are mathematical R levels, not forecasts
A stop touch and target touch can occur in the same bar on some candles; intrabar order cannot be known from closed OHLC alone
Originality Statement
Risk Navigator Levels is original in its integration of a confirmed trend gate, VWAP location, ATR stop floor, frozen R-level drawing system, and live status tracking. It is built as original Pine v6 code for transparent visual planning.
Disclaimer
This script is provided for educational and informational use only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Levels shown by the script are visual research levels and may not match actual execution conditions. Always use independent analysis and proper risk management.
-Made with passion by jackofalltrades
インジケーター
Trend Navigator - Bulls Eye - Options Trade# GN-CE-PE State Engine
## Overview
GN-CE-PE State Engine is a market participation and synchronization tool designed to help traders assess directional conviction across multiple related instruments.
The indicator monitors the relationship between:
* Gift Nifty
* At-The-Money Call Options
* At-The-Money Put Options
and transforms their combined behavior into a set of actionable market states.
Rather than analyzing a single chart in isolation, the engine focuses on whether bullish or bearish participation is developing in a coordinated manner across the underlying market and its options.
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## Market States
### Bull Trend
Indicates broad bullish participation and directional alignment across the monitored instruments.
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### Bear Trend
Indicates broad bearish participation and directional alignment across the monitored instruments.
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### Reset
Represents a pause, pullback, or temporary loss of momentum within an existing directional move.
This state can help traders identify periods where the market is rebalancing before a potential continuation.
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### CE Ready
Highlights conditions where bullish participation is strengthening and directional alignment is improving.
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### PE Ready
Highlights conditions where bearish participation is strengthening and directional alignment is improving.
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## Dashboard
The built-in dashboard provides a real-time summary of:
* Market bias
* Participation strength
* Momentum state
* Directional alignment
* Confidence score
* Current market condition
This allows traders to quickly assess market structure without switching between multiple charts.
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## Confidence Score
The confidence score reflects the degree of alignment between the monitored instruments.
Higher scores suggest stronger participation and greater directional agreement, while lower scores often indicate mixed conditions or transitional phases.
The score is intended as a contextual aid and should not be used as a standalone trading signal.
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## Alerts
The indicator includes alert conditions for:
* CE Ready
* PE Ready
allowing traders to monitor potential opportunities without continuously watching the chart.
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## Recommended Usage
GN-CE-PE State Engine is designed to complement the **Trend Navigator - BullsEye** indicator.
Suggested workflow:
### Step 1
Use **Trend Navigator - BullsEye** to determine the prevailing market structure and directional bias.
### Step 2
Use **GN-CE-PE State Engine** to evaluate whether participation across the underlying market and options is supporting that directional view.
### Step 3
Focus on opportunities where both indicators are aligned.
This combination helps traders distinguish between isolated price movements and moves that are supported by broader market participation.
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## Notes
* Designed primarily for intraday market analysis.
* Option symbols should be updated to match the active trading series.
* Intended as an analytical and decision-support tool.
* Not financial advice.
## Disclaimer
This indicator is intended for educational and analytical purposes only. It is designed to assist traders in evaluating market participation, directional alignment, and market structure across the monitored instruments.
The indicator does not predict future price movements and should not be considered a recommendation to buy, sell, or hold any financial instrument. All trading decisions should be made using independent analysis, proper risk management, and personal judgment.
Past market behavior does not guarantee future results. Users are solely responsible for their trading decisions and any resulting gains or losses. インジケーター
