Oversold Screener · Webhook v3.3

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#Oversold Screener · Webhook v3.3

US Equities · 15-minute signals · AVWAP entries A–F · Optional CVD gate

## TL;DR

This indicator finds short-term, emotion-driven selloffs in large, liquid US stocks and pings your webhook with a compact alert (symbol + 15-minute close time).
It anchors an Event-AVWAP at the first qualified 15-minute bar after the selloff and proposes disciplined “right-side” entries (A–F) as price mean-reverts back through statistically defined bands. Optional macro fuses and CVD filters help avoid catching knives.

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## What it does

1. Universe filter (off-chart): You run this on constituents of S&P 500 / Nasdaq-100 / Nasdaq Golden Dragon (or your curated list of healthy companies).
2. Signal (Step-2): On the 15-minute timeframe—including extended hours—the script flags an “oversold event” when:
• Depth: Today’s drawdown vs yesterday’s RTH reference (min of yesterday’s VWAP and Close) is large.
• Relative: The stock underperforms both its market benchmark (e.g., SPY/QQQ) and its sector ETF over the same 16/32×15m windows.
• Macro fuses: If any of the following exceed thresholds, the signal is suppressed: VIX spike, market 16/32×15m selloff, sector 16/32×15m selloff.
• RSI guard: 1-hour RSI is below a configurable level (default 30).
• Cooldown: De-dupes repeated events; you won’t be spammed by the same name intraday.
3. Execution geometry: At the event bar’s close the indicator anchors an AVWAP calculated natively in 15m space and draws ±1σ/±2σ/±3σ bands from a rolling variance of typical price.
4. Entry proposals: It labels A–F entries when price regains key bands after first probing the lower ones (see below). Optional 15m CVD confirmation can be required.
5. Alerts: When the event closes, TradingView raises a single alert with a tiny JSON payload so your downstream AI/service can do the news check and decide.

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## Why this approach works

• Depth vs yesterday’s RTH reference targets “fresh” dislocations rather than slow trends.
• Relative filters ensure the stock fell much more than both the market and its sector, isolating idiosyncratic panic.
• AVWAP from the event bar approximates the market’s true average position after the shock; band reclaims are robust right-side confirmations.
• Optional CVD (delta volume) catches sell-side exhaustion and buy-side emergence without requiring a full order-book feed.
• Macro fuses (VIX / market / sector) avoid swimming against systemic stress.

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## Inputs (key)

Bench ETF / Sector ETF
Choose your market (SPY or QQQ) and sector ETF (XLK/XLF/XLY… or KWEB/CQQQ for China tech ADRs).

Depth & relative settings (15-minute space)
• Depth vs prior-day RTH reference: percentage thresholds for 16 and 32 bars.
• Relative to market & sector: underperformance thresholds over 16 and 32 bars.

Macro circuit breakers
• VIX max change (e.g., +8%/+12% over the session)
• Market max 16/32×15m selloff (e.g., −1.5% / −2.5%)
• Sector max 16/32×15m selloff (e.g., −2.0% / −3.0%)
If any one exceeds the limit, the signal is suppressed.

Momentum guard
• RSI(1h) < 30 (configurable).

AVWAP band engine (15m native)
• Bands: ±1σ / ±2σ / ±3σ with EMA smoothing and optional σ cap.
• Settling bars after anchor (default 1–3) to reduce immediate whipsaws.

Entry toggles
• Enable/disable A, B, C, D, E, F individually.
• Optional CVD gate (on/off), lookback window and reversal thresholds.

Housekeeping
• Debounce per ticker and per entry type.
• Entry window length (default 1 week) and per-type cap (show top 3 per event).
• Webhook on/off.

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## Entries (A–F)

These are right-side confirmations; each requires first touching the prerequisite lower band before reclaiming a higher one.

A Touch ≤ −2σ, then cross up through −1σ (classic exhaustion → relief).
B Touch ≤ −1σ, then reclaim AVWAP (crowd average changes hands).
C Break −1σ up, retest near −1σ within N bars, then bounce (retest confirmation).
D After compression (low ATR%), reclaim AVWAP (coiled spring).
E Touch ≤ −2σ, then reclaim AVWAP after a base (deeper flush → stronger reclaim).
F Touch ≤ −3σ, then cross up through −1σ (capitulation → violent mean reversion).

Optional CVD gate (15m): require sell-pressure exhaustion and a CVD turn-up before validating entries. Defaults are conservative so that A/F remain the highest-quality.

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## Alert payload (minimal by design)

On event close, one alert is fired with a tiny JSON:

{
"event": "step2_signal",
"symbol": "TSLA",
"ts_15m_ms": 1730879700000
}

Use “Once per bar close” and the 15-minute chart. Your webhook receiver can enrich with fundamentals/news and decide Allow / Hold / Reject, then monitor A–F entries for execution.

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## How to use

1. Run on your 15-minute chart with extended session enabled.
2. Create one alert per chart (or use TradingView’s multi-chart / watchlist alerts if you have Pro+).
3. Your backend ingests the minimal payload, fetches news and fundamentals, and returns a decision.
4. For Allowed names, watch the on-chart A–F labels; scale in across levels, scale out into upper HVNs/POC or AVWAP give-back.

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## Defaults that work well

• RSI(1h) < 30
• Depth vs yesterday’s RTH ref: ≤ −4% (16 bars), ≤ −6% (32 bars)
• Relative to market/sector: ≤ −3% (16 bars), ≤ −4% (32 bars)
• Macro fuses: VIX day change ≤ +10%; market ≤ −2.0% / −3.0%; sector ≤ −2.5% / −3.5%
• AVWAP bands: EMA(σ)=3; σ cap off; settle ≥ 1 bar
• CVD gate off initially; enable after you’re comfortable with its behavior.

---

## Notes & limitations

• Indicator, not a strategy: it proposes event points and entries; position sizing and exits are up to you.
• Designed for US equities with ample liquidity; thin names will be noisy.
• Repainting: AVWAP and bands are anchored and do not repaint; entries are evaluated on bar close.
• To keep charts readable, we limit entry labels to the first three occurrences per type within the one-week window.

---

## What’s new in v3.3

• 15-minute event engine (always 15m, independent of the chart you view).
• Depth measured vs yesterday’s RTH VWAP/CLOSE (the lower of the two).
• Removed structure-health (SMA50 coverage) and MA50/200 position checks.
• Macro circuit breakers: VIX + market + sector thresholds; any one trips a fuse.
• RSI guard moved to 1-hour.
• AVWAP bands include ±3σ and new Entry F (−3σ → −1σ reclaim).
• Optional 15m CVD gate for entries.
• Minimal webhook payload for fast downstream AI checks.
• Debounce + entry-window caps to prevent over-labeling and to focus the week after the event.
• Numerous performance and stability tweaks in the 15m security sandbox.

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## Disclaimer

This is a research tool. It does not constitute investment advice. Test in Replay first, start with small size, and respect your risk.

il y a 17 heures

Notes de version

# Step-2 Oversold Screener · v3.3

US equities · 15-minute event engine · AVWAP entries A–F · optional CVD/RSI/Z guards

## What this script does

Finds short, emotion-driven selloffs in large, healthy US stocks and turns them into actionable, right-side opportunities.
On a qualified 15-minute close it:

1. emits a minimal webhook so your backend/AI can vet the news and fundamentals, and
2. anchors an Event-AVWAP and plots ±1/±2/±3σ bands to guide entries A–F as price mean-reverts.

The logic runs in a fixed 15-minute space, independent of the chart timeframe you view.

## How an event is detected (Step-2 signal)

All conditions are evaluated on 15-minute data, including extended hours.

Depth, measured vs yesterday’s RTH reference

* Reference = min(yesterday’s RTH VWAP proxy, yesterday’s Close).
* 4h depth: current price vs reference across 16×15m bars ≤ threshold (default −4%).
* 8h depth: lowest close across the last 32×15m bars vs reference ≤ threshold (default −6%).

Relative underperformance

* Versus market ETF (SPY/QQQ) and sector ETF (XLK/XLF/XLY… or KWEB/CQQQ).
* Uses the same 16/32×15m windows; stock must be weaker by at least the set margins (default −3%).

Macro circuit breakers (any one trips = suppress signal)

* VIX level ≥ fuse (default 28).
* Market 4h/8h drawdown ≤ limits (default −2.0% / −3.5%).
* Sector 4h/8h drawdown ≤ limits (default −2.5% / −4.0%).

Momentum and distribution guards

* RSI(1h) < 30 by default (computed from 15m series).
* Optional Z-score filters: stock Z ≤ zTrig, and macro Z floors for market/sector.
* Cooldown per symbol so you don’t get spammed by repeated events.

When the event closes, the script posts a tiny JSON to your alert webhook and pins an on-chart “S2” marker at the event bar.

## Event-AVWAP and bands

From the event bar forward the script computes AVWAP natively in 15m space and draws bands at ±1σ/±2σ/±3σ.
σ is a rolling standard deviation of typical price with optional EMA smoothing and an optional cap.

Why this helps

* AVWAP from the shock timestamp approximates the crowd’s average position after the selloff.
* Reclaiming key bands often marks the start of orderly mean reversion rather than a dead-cat bounce.

## Entry proposals A–F (right-side confirmations)

Each entry requires first touching a lower band, then reclaiming a higher band.

A touch ≤ −2σ, then cross up through −1σ
B touch ≤ −1σ, then reclaim AVWAP
C break above −1σ, retest near −1σ within N bars, then bounce
D after compression (low ATR%), reclaim AVWAP
E touch ≤ −3σ, then cross up through −2σ
F touch ≤ −3σ, then cross up through −1σ (fast, aggressive)

Labeling hygiene

* Only the first three occurrences of each type A–F are shown within a one-week window after the event.
* A debounce interval avoids over-labeling across adjacent bars.

## Optional CVD gate (order-flow confirmation)

When enabled, entries must also pass a 15-minute CVD gate that looks for sell pressure exhaustion and a turn-up in cumulative delta.
Defaults are conservative; start with CVD off until you’re comfortable, then enable to filter chop after capitulations.

## Alert payload (minimal by design)

On the event bar close the script fires one alert with a tiny JSON that is easy to route and process in bulk:

```json
{
"event": "Crash_signal_15m",
"symbol": "NVDA",
"symbol_id": "NASDAQ:NVDA",
"ts_alert_15m_ms": 1730898900000,
"ts_alert_15m_local": "2025-11-06 10:45"
}
```

Notes

* ts_alert_15m_ms is the 15-minute close time in milliseconds since epoch (UTC reference).
* ts_alert_15m_local uses your chart’s timezone for readability.

Optional: a 24-hour streaming mode can resend this minimal payload on every 15-minute close during the day after the event (tiny patch available on request).

## Inputs you will actually touch

Bench/Sector symbols

* Bench: SPY or QQQ. Sector: XLK/XLF/XLY… or KWEB/CQQQ depending on the name.

Depth and relative thresholds

* 4h depth ≤ −4%, 8h depth ≤ −6%.
* Relative to market/sector ≤ −3% each.

Macro fuses

* VIX ≥ 28; market ≤ −2.0%/−3.5%; sector ≤ −2.5%/−4.0%.

Z/RSI guards

* Z window 80 bars (15m), stock zTrig ≤ −1.5, macro floors ≥ −1.0.
* RSI(1h) < 30.

AVWAP band engine

* σ EMA length 3; σ cap off by default.
* Retest window for entry C: 24 bars (≈6 hours).

Presentation and hygiene

* One-week entry window; per-type cap 3; debounce 8×15m bars.
* Signal table on/off, label pinning on/off.

## How to run it

1. Open a 15-minute chart (extended hours enabled recommended).
2. Add the indicator and choose Bench/Sector for the names you are reviewing.
3. Create a single alert per chart with Condition = Any alert() function call and Options = Once per bar close.
4. Point the alert to your webhook URL (or use app/email if you don’t have a URL).
5. Let your backend/AI receive the minimal JSON, do the news/fundamentals check, and decide Allow / Hold / Reject.
6. For Allowed names, use the on-chart A–F markers to stage in; manage risk against Event-AVWAP and upper HVNs/POC.

## Defaults that work well

* RSI(1h) < 30
* Depth 4h/8h ≤ −4%/−6% vs yesterday’s reference
* Relative to market/sector ≤ −3%
* Z: stock ≤ −1.5; macro floors ≥ −1.0
* Fuses: VIX ≥ 28; market ≤ −2.0%/−3.5%; sector ≤ −2.5%/−4.0%
* Bands: σ EMA = 3; no σ cap; one-week window; 3 labels per type

## Notes and limitations

* This is an indicator, not an auto-trader. Position sizing and exits are up to you.
* Designed for liquid US equities; thin ADRs and micro-caps are noisy.
* All event logic and entries are evaluated on bar close; AVWAP and bands do not repaint.
* If you need to monitor many symbols without a server, a Scanner variant can batch 10–17 tickers per script and alert without a webhook.

## Change highlights vs earlier generations

* Fixed 15-minute engine for signals and AVWAP (stable across chart TF).
* Depth is measured vs the lower of yesterday’s RTH VWAP proxy and Close.
* Macro circuit breakers added (VIX, market, sector).
* Structure-health (SMA50 coverage) and MA position checks removed.
* AVWAP now plots ±3σ; added Entry F; optional CVD filter; compact webhook payload.

Use in Replay first, then roll out with small size.