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Breakouttrading

Squeeze Breakout Pro [WillyAlgoTrader]Squeeze Breakout Pro (SBP) is an overlay indicator that detects volatility compression zones where Bollinger Bands contract inside a Keltner Channel, waits for a confirmed directional breakout with volume and momentum validation, and then maps a complete trade framework: structural stop loss at the opposite side of the range, and three take-profit targets calculated as R-multiples of the range width using Fibonacci-based extensions. A built-in dashboard tracks TP hit rates across the chart's history so you can evaluate the setup's statistical behavior on any instrument and timeframe. The concept of a "squeeze" — Bollinger Bands narrowing inside Keltner Channels — has been around for decades. What SBP adds is a structured decision pipeline: it doesn't just flag the squeeze, it qualifies it with ADX to confirm a genuine range-bound condition, requires volume confirmation on the breakout bar, defines exact entry/SL/TP levels, and tracks how often each target is reached — turning a raw volatility observation into a repeatable trade setup with measurable outcomes. 🔍 WHAT MAKES IT ORIGINAL 1. Squeeze qualification via ADX filter. A standard BB-inside-KC squeeze fires frequently and includes many false compressions during trending pullbacks. SBP adds an ADX filter that requires the Average Directional Index to be below a user-defined threshold (default 21) during the squeeze phase. This ensures the consolidation is a genuine range-bound condition — not a brief pause in a strong trend that would produce a low-quality breakout. The combination of BB/KC compression + low ADX produces significantly fewer but higher-quality squeeze zones. 2. Minimum squeeze duration requirement. Not every momentary BB/KC overlap deserves attention. SBP requires a configurable minimum number of consecutive squeeze bars (default 5) before the range is considered valid. Short, fleeting compressions are ignored. This filters out the noise that plagues most squeeze indicators on lower timeframes. 3. Structural stop loss with ATR padding. Instead of a fixed-pip or fixed-percentage stop, SBP places the stop loss at the opposite boundary of the detected consolidation range — the natural structural level — plus a configurable ATR-based padding (default 20% of ATR). For a bullish breakout, SL sits below the range low; for bearish, above the range high. This gives the stop a structural reason to exist, tied to the actual price action that formed the squeeze. 4. R-multiple targets using Fibonacci extensions. Take-profit levels are calculated as multiples of the range width projected from the entry price: — TP1 at 0.618× range width (conservative, first scale-out) — TP2 at 1.0× range width (full range projection) — TP3 at 1.618× range width (golden ratio extension) All three multipliers are fully configurable. The range width serves as the natural "R" unit because it represents the energy stored during compression — wider ranges store more energy and project further. 5. Built-in TP/SL hit-rate tracking. The dashboard counts every breakout signal on the visible chart and tracks how many times each TP level was reached versus how many times the SL was hit. This gives you an instant statistical profile of the setup's behavior on the current instrument and timeframe — no external backtesting tool required. The hit rates update in real time as new signals form. 6. Overlap prevention. An optional toggle (on by default) prevents a new squeeze zone from forming if it would overlap with the previous one, avoiding redundant signals in choppy markets where squeezes cluster. ⚙️ HOW IT WORKS Step 1 — Squeeze detection: On each bar, the script calculates Bollinger Bands (SMA ± StdDev × multiplier) and a Keltner Channel (SMA ± ATR × multiplier) using the same base length. When both BB boundaries sit inside both KC boundaries (upper BB < upper KC AND lower BB > lower KC), the market is in a squeeze. If the ADX filter is enabled, the squeeze is only valid when ADX is also below the threshold — confirming low directional momentum. Step 2 — Range construction: While the squeeze is active, the script tracks the highest high and lowest low across all squeeze bars, building a dynamic range box. When the squeeze condition ends (BB expands beyond KC or ADX rises), the range is locked — but only if the squeeze lasted at least the minimum required bars. The locked range defines the consolidation zone for breakout detection. Step 3 — Breakout confirmation: After the range is locked, the script watches for a confirmed bar close above the range high (bullish breakout) or below the range low (bearish breakout). If volume confirmation is enabled, the breakout bar must also have volume exceeding the SMA(volume) × the configured multiplier. All breakout signals require barstate.isconfirmed — they trigger only on bar close and do not repaint. Step 4 — Trade framework: On breakout, the script calculates and plots: — Entry: the breakout bar's close price — SL: opposite range boundary ± ATR padding — TP1 / TP2 / TP3: entry ± (range width × configured multipliers) These levels extend forward as horizontal lines with a risk/reward fill zone until a target or stop is hit. When TP3 or SL is reached (bar close), the trade is closed and levels stop extending. Step 5 — Hit tracking: Each TP level and the SL are monitored on every confirmed bar after entry. When price touches (via high/low) a TP level, it is marked as hit. If SL is hit before TP3, the trade closes at a loss. The dashboard aggregates these outcomes across all signals on the chart. Volume on forex: On instruments without volume data (common on forex), the volume filter is automatically bypassed — so the indicator works seamlessly across asset classes without manual adjustment. 📖 HOW TO USE Reading the chart: — Yellow-tinted boxes = detected squeeze zones (consolidation ranges) — "Long" label below bar = confirmed bullish breakout — "Short" label above bar = confirmed bearish breakout — Green line = entry level — Red dashed line = stop loss — Dotted/solid green lines = TP1 / TP2 / TP3 — Green-tinted fill between entry and TP3 = reward zone — Red-tinted fill between entry and SL = risk zone Suggested workflow: — Wait for a squeeze zone to form and lock (box appears, disappears when squeeze ends) — Dashboard shows "Pending" when a valid range is ready for breakout — On breakout, evaluate the signal: check TP/SL levels, assess the range width, and decide position size based on the distance to SL — Use TP1 for conservative partial exit, TP2 for second scale-out, TP3 for runner — Review the TP1/TP3 hit rates in the dashboard to calibrate your expectations for the current instrument Timeframe guidance: — Scalping (1–5min): Squeeze Length 10–15, Min Squeeze Bars 3–5, ADX threshold 25 — Intraday (15min–1H): Squeeze Length 15–20, Min Squeeze Bars 5–8, default settings — Swing (4H–Daily): Squeeze Length 20–30, Min Squeeze Bars 8–15, ADX threshold 18–20 — The longer the squeeze and higher the timeframe, the more energy stored → larger projected targets ⚙️ KEY SETTINGS REFERENCE — Squeeze Length (default 13): shared period for BB and KC — higher = detects longer consolidations — BB Multiplier (default 2.0): Bollinger Bands standard deviation multiplier — KC Multiplier (default 1.2): Keltner Channel ATR multiplier — the gap between BB and KC multipliers controls how easily a squeeze triggers — ADX Filter (default On): require low directional movement during squeeze — ADX Threshold (default 21): maximum ADX value for valid squeeze — lower = stricter — Volume Confirmation (default On): require volume spike on breakout bar (auto-disabled on forex) — Volume Spike Mult (default 1.3): breakout volume must exceed SMA × this multiplier — Min Squeeze Bars (default 5): minimum consecutive squeeze bars for valid range — Prevent Overlap (default On): no new squeeze zone if it overlaps the previous one — TP1 / TP2 / TP3 (default 0.618 / 1.0 / 1.618): take-profit as R-multiples of range width — SL Padding (default 0.2): extra padding beyond range boundary, as fraction of ATR 📊 Dashboard The info panel (adjustable to any chart corner) displays: — Current squeeze status (Active with bar count, or None) — Trade direction (Long / Short / —) — Signal state (Active / Pending / Wait) — ADX value with color coding (green if below threshold, red if above) — Total breakout count (Long / Short split) — TP1 and TP3 hit rates as percentages across all signals on chart — Current timeframe and indicator version ⚠️ IMPORTANT NOTES — This indicator does not repaint. All breakout signals require bar-close confirmation (barstate.isconfirmed). — The TP hit rates shown in the dashboard are historical statistics on the current chart , not predictions. They depend entirely on the instrument, timeframe, and date range visible. A 70% TP1 hit rate on past data does not guarantee 70% going forward. — SBP provides a structured trade framework (entry/SL/TP), but it is not a complete trading system . Position sizing, risk management, and trade selection remain the trader's responsibility. — Not every squeeze produces a clean breakout. Some ranges resolve with choppy, directionless price action. The ADX filter and volume confirmation reduce this, but cannot eliminate it entirely. — The indicator works across all asset classes — stocks, crypto, forex, futures, commodities. Volume features auto-adapt to instruments without volume data.
Indicateur Pine Script®
par WillyAlgoTrader
1
Breakout Vault [Confirmed] BTC Compatible━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ UPDATE v2 — CRYPTO COMPATIBILITY FIX ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Big shout out to @genkir for catching this and bringing it to my attention. I apologize to anyone who loaded this on BTC or other crypto pairs and couldn't get it to work. Three issues were blocking it: FIX 1 — SL% was hard-capped at 2.0%. BTC easily moves 2–5% per bar. Every trade was stopping out immediately on noise. Cap raised to 20% so you can set a stop that actually gives the trade room. FIX 2 — RSI filter was hardcoded at 75/25. BTC runs RSI 80+ for extended periods in bull runs. With a hardcoded ceiling of 75, most valid breakouts were being blocked completely. RSI OB and OS are now user inputs so you can tune them per asset. FIX 3 — Multiple trades could open at once when several vaults armed simultaneously. One-trade-at-a-time is now enforced with a global flag across all vault objects. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ BTC/USDT SETTINGS (5-MIN) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ These are my tested settings for BINANCE:BTCUSDT on the 5-minute chart: Compression Lookback 39 Compression ATR Ratio 0.85 Min Bars in Compression 19 TP % 0.7 SL % 0.5 Max Bars 50 RSI Length 14 RSI OB Filter 70 RSI OS Filter 30 Volume MA 23 The ATR ratio of 0.85 catches real BTC squeezes without firing on every minor pause. Min Bars of 19 ensures the vault has substance before signaling. The 0.7/0.5 TP/SL ratio keeps the risk/reward clean on a volatile instrument. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ MNQ SETTINGS (5-MIN) — UNCHANGED ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Compression Lookback 20 Compression ATR Ratio 0.9 Min Bars in Compression 10 TP % 0.1 SL % 1.0 Max Bars 39 RSI Length 5 RSI OB Filter 75 RSI OS Filter 25 Volume MA 12 ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ORIGINAL POST Breakout Vault Most breakout tools fire on every minor price move — reacting to noise instead of structure. Breakout Vault only fires after a verified compression phase. It measures ATR against a historical baseline to detect genuine volatility contraction, draws a layered vault box around that zone, then waits for a confirmed closed-bar breakout to fire a signal. No signal fires on an unfinished bar. TP and SL are calculated from the actual breakout close — not a projected price. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW IT WORKS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ENGINE 1 — COMPRESSION DETECTION Compares current ATR to a longer historical baseline. When the ratio drops below your threshold for a minimum number of consecutive bars, a vault zone is confirmed. Requires sustained contraction — not just one quiet bar. ENGINE 2 — VAULT ZONE DRAWING Three stacked box layers drawn at the compressed range create a 3D depth effect. Vault color shows squeeze strength and escalates as compression deepens: Gray → under 5 bars (minimal) Purple → 5–9 bars (developing) Teal → 10–19 bars (strong) Gold → 20+ bars (maximum conviction) A dashed midline marks the zone's center price. Completed vaults fade to gray and stay as history. ENGINE 3 — BREAKOUT SIGNAL Fires when price closes outside the vault on a confirmed bar, with two filters applied: RSI Filter — bull needs RSI < 75, bear needs > 25 Volume Filter — breakout bar must beat the volume MA ▲ BUY — close above vault ceiling → green label ▼ SHORT — close below vault floor → red label Zero lookahead. Zero repainting. Confirmed bars only. ENGINE 4 — PERCENTAGE TP AND SL TP = breakout close × (1 ± TP%) SL = breakout close × (1 ∓ SL%) Dashed lines extend right from the breakout bar and freeze when the trade exits. ENGINE 5 — TRADE LIFECYCLE Three exits monitored on every confirmed bar: ✦ TAKE PROFIT — price hits TP → label shows % gain STOP LOSS — price hits SL → label shows % loss TIME EXIT — max bars reached → label shows P&L% ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT'S ON THE CHART ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ VAULT BOX (3 LAYERS) Three overlapping boxes at the same range — outer halo, body fill, and core border with a visible edge at the exact vault high and low. Color escalates with squeeze strength. Fades to gray when lifecycle ends. DASHED MIDLINE Horizontal dashed line at the vault's exact midpoint. The equilibrium price of the compression zone. Toggle: Show Vault Midline DASHED TP LINE Appears at signal. Dashed teal line at the TP price, above entry for bulls, below for bears. Extends right until trade exits, then freezes. Toggle: Show TP Line DASHED SL LINE Same as TP line, drawn red on the opposite side of entry. Toggle: Show SL Line SIGNAL LABELS Appear on the breakout bar showing direction, exact TP price, and exact SL price. Locked at that bar's close — will never change. EXIT LABELS ✦ TAKE PROFIT — teal, shows exact % gain STOP LOSS — red, shows exact % loss TIME EXIT — gray, shows % P&L at close GHOST CANDLES Tints all bars to a subtle gray so vaults and labels read cleanly. Purely cosmetic. Toggle: Ghost Candles ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DASHBOARD ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SQUEEZE ████████░░ HIGH STATE SQUEEZE ▼ COMP 12 bars ───────────────────────── RSI ██████░░░░ 58 VOL ████████░░ ABOVE ▲ ATR 17.50 ───────────────────────── VAULTS ✦◉○○○○ ───────────────────────── TRADE ACTIVE ● DIR LONG TP 24,912.50 SL 24,800.25 MAX 28 bars ───────────────────────── TP +0.1% SL -1.0% ───────────────────────── ◉ ARMED ✦ ACTIVE ○ DONE GRAY→PURP→TEAL→GOLD SQUEEZE — Gauge + label showing squeeze intensity. LOW / MED / HIGH / MAX. MAX = tightest compression in your chart history. STATE — SQUEEZE ▼ means current bar is compressed. RANGING means volatility is expanding normally. COMP — Consecutive compressed bar count. Vault appears when this hits your Min Bars setting. RSI — Current RSI as gauge + number. Values above 75 or below 25 block signals from firing. VOL — Volume vs your Volume MA. Four states: SURGE ▲▲ more than 1.5× MA ABOVE ▲ above MA (confirmation present) NORMAL 0.7×–1× MA LOW ▼ below average (blocks signal if filter ON) ATR — Current 14-bar ATR in price units. VAULTS — Status of stored vault objects (newest left): ◉ = armed and watching ✦ = active trade running ○ = lifecycle complete TRADE — WATCHING / ARMED ◉ / ACTIVE ● DIR — LONG or SHORT when trade is active. TP / SL — Exact prices matching the chart lines. MAX — Bars left before time exit fires. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ MNQ 5-MIN SETTINGS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Compression Lookback 20 Compression ATR Ratio 0.9 Min Bars in Compression 10 TP % 0.1 (~25 pts at 25,000) SL % 1.0 (~250 pts at 25,000) Max Bars 39 (~3.25 hrs on 5-min) RSI Length 5 Volume MA 12 (1 hr on 5-min) ATR Ratio of 0.9 is intentionally permissive for MNQ — the Nasdaq moves constantly and tighter values miss most compression setups. The 0.1% TP targets quick scalp exits while the 1.0% SL handles MNQ volatility. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SETTINGS GUIDE ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Compression Lookback Bars for the compression window and ATR baseline. Higher = longer squeeze required before vault draws. Compression ATR Ratio How tight the squeeze must be. 0.9 = current ATR must fall below 90% of historical baseline. Lower values require a tighter squeeze. Min Bars in Compression Consecutive compressed bars before vault appears. Prevents single-bar noise from creating vaults. TP % / SL % Fixed percentage from the breakout close price. Max Bars in Trade Bars before time exit fires automatically. RSI Length Short period (5) reacts fast to breakout momentum. Volume MA Period for the volume moving average. Volume Filter ON = signals require above-average volume. OFF = all confirmed breakouts fire regardless. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ NON-REPAINTING ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ All signals use barstate.isconfirmed exclusively. No signal, label, or exit fires on an unfinished bar. Once a signal appears on a closed bar it is permanent. No request.security() lookahead used anywhere. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ABOUT ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Built by ArisCodes as part of the Confirmed series — indicators built around strict non-repainting standards, multi-factor confirmation, and clean visual output. The dual-ATR compression engine, three-layer vault box, color escalation by squeeze strength, and percentage- based TP/SL lifecycle are original to this script. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DISCLAIMER ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ For educational purposes only. Not financial advice. Trading involves significant risk of loss. Past performance does not guarantee future results. Always do your own due diligence. Never risk more than you can afford to lose.
Indicateur Pine Script®
par ArisCodes
2
BTC Volatility-Weighted Trend Matrix [QuantAlgo]The BTC Volatility-Weighted Trend Matrix is a volatility-adaptive trend confirmation system engineered specifically for Bitcoin’s expansion-driven behavior. Unlike traditional moving average cross systems that react purely to price, this model integrates Volume Expansion + Volatility Expansion + EMA Structure Alignment to confirm institutional-grade momentum. This creates fewer false signals and stronger continuation bias during real impulsive moves. 1️⃣ Core Philosophy Behind the Indicator Bitcoin does not trend smoothly — it expands. Most retail indicators trigger signals during low-volatility chop. This system avoids that by requiring: • Price trend confirmation • Above-average volume participation • Volatility expansion (ATR confirmation) Only when all three align does the system validate trend bias. This makes it ideal for BTC’s breakout-based structure. INTERNAL COMPONENTS EXPLAINED 1. Volume Confirmation Engine Formula Used: Average Volume (SMA of Volume) → Current Volume must exceed average × multiplier Why It Matters: Strong trends require participation. If price crosses EMAs but volume is weak → move is unreliable. The multiplier allows you to control sensitivity: Lower values = more signals (more reactive) Higher values = only strong expansion bars qualify This filters low-interest consolidation phases. 2. ATR Volatility Filter ATR (Average True Range) measures market expansion. The indicator compares: Current ATR vs ATR Moving Average A signal is only valid when volatility exceeds its own baseline. Why This Is Critical for BTC: Bitcoin trends during volatility expansion phases. When ATR contracts → market is ranging. When ATR expands → market is moving with conviction. This prevents false EMA crossovers in sideways conditions. 3. Dual EMA Trend Engine (21 / 55) Fast EMA = 21 Slow EMA = 55 This pairing is optimized for BTC’s rhythm: 21 captures short-term impulse 55 captures swing structure bias Trend is considered bullish when: Fast EMA > Slow EMA AND volume expansion confirmed AND ATR expansion confirmed Bearish when the inverse occurs. This is not just a crossover system — it is a multi-factor confirmation model. 📈 4. Trend Strength Meter (0–100) The system measures the distance between EMAs relative to price. Larger EMA separation = stronger momentum imbalance. The output is normalized to a 0–100 score: 0–30 → Weak / Compression 30–60 → Developing Trend 60–80 → Strong Expansion 80–100 → Aggressive Momentum Phase This gives you a quantitative measure of trend power — not just direction. 5. Visual Architecture • Dynamic EMA coloring (bull/bear bias) • Ribbon fill for structure clarity • Optional background bias mode • Real-time strength label The design ensures instant recognition of: Trend Direction Momentum Quality Market Phase How to Use This Indicator Best Conditions: ✔ BTC 1H, 4H, Daily ✔ Breakout trading ✔ Trend continuation setups ✔ Pullback entries during expansion Entry Logic (Example): Trend flips bullish Trend strength above 40 Pullback into 21 EMA Volume expansion returns → Entry aligned with expansion phase Avoid: • Low ATR compression • Strength below 25 • Flat EMA structure Risk Management Guidance This indicator identifies directional bias — not exact entry price. Combine with: • Structure (Higher Highs / Higher Lows) • Liquidity sweeps • Support / Resistance • Risk-to-Reward framework Never trade signals blindly. Use confluence. Why This Is Different From Standard EMA Systems Standard EMA Cross: → Signals during chop → No participation filter → No volatility awareness BTC Trend Matrix: ✔ Requires participation ✔ Requires volatility ✔ Requires structural alignment ✔ Measures strength It trades expansion — not noise. 🏁 Final Summary The BTC Volatility-Weighted Trend Matrix is built to: • Capture explosive Bitcoin moves • Filter consolidation noise • Quantify momentum strength • Provide institutional-style confirmation It is a trend validation engine — not a guessing tool.
Indicateur Pine Script®
par Mentor_Michael03
Volume Delta Profile BubblesVolume Delta Profile Bubbles 🔵 What is this indicator? Volume Delta Profile Bubbles is a unique indicator that combines two powerful concepts — Volume Profile and Volume Delta — to identify price levels where the market has reacted with significant volume AND strong directional pressure. Instead of showing a traditional vertical histogram on the price axis, this indicator stamps a bubble directly on the candle at the exact price level where the reaction occurred. The bigger the bubble, the more times that level has been confirmed over time. 🔵 How does it work? For each candle, the indicator analyzes two independent events: 🟢 Green bubble on the LOW — The lower wick is significant, buy volume is concentrated on the low, and that price level has been visited multiple times with the same bullish pressure. This identifies zones where the market found strong buyers. 🔴 Red bubble on the HIGH — The upper wick is significant, sell volume is concentrated on the high, and that price level has been visited multiple times with the same bearish pressure. This identifies zones where the market found strong sellers. A doji with long wicks on both sides can generate both a green bubble on the low and a red bubble on the high simultaneously — indicating a zone of strong contention from both sides. Volume is normalized using standard deviation (volume / stdev(volume, period)), which automatically adjusts for session differences. This means the indicator works correctly across Regular Trading Hours (RTH) and Extended Trading Hours (ETH) — a high volume candle in ETH is compared against typical ETH volumes, not RTH volumes. Bubble size reflects how many times that level has been confirmed: 🔵 Tiny → minimum confirmations 🔵 Small → 2x minimum confirmations 🔵 Normal → 3x minimum confirmations 🔵 Large → 4x minimum confirmations 🔵 Huge → 5x+ minimum confirmations 🔵 Parameters Price Tolerance (points) — The radius around a price level within which candles are considered "at the same level". Adjust based on your instrument's tick size. For XAUUSD use 0.3–0.8, for indices use 1–2. Volume Threshold (x std dev) — Minimum volume significance. At 1.0 many bubbles appear, at 2.0 only exceptional volume spikes trigger. Start at 1.5 and increase until bubbles visually align with clear market reactions. Delta Min % of candle volume — Minimum percentage of volume that must be concentrated on the wick to qualify as directional pressure. Lower to 15% for more signals, raise to 30%+ for high selectivity. Min Wick % of range — Minimum wick size relative to the total candle range. At 0.20 the wick must be at least 20% of the range. Raise to 0.30–0.40 to filter only candles with clear rejections. Min Confirmations — How many times the level must have been visited with the same characteristics before drawing a bubble. At 2 it is already selective. Raise to 3–4 to see only the most robust support/resistance levels. Lookback bars — How many bars back to calculate the Volume Profile. On low timeframes (1–5 min) use 200–300 to cover the current session. On higher timeframes (1H–4H) you can go up to 500. Normalization Period — The period for standard deviation calculation of volume. Default 200 is solid for most use cases. Transparency — Alpha of the bubbles. Since bubbles can overlap on the same level, lower transparency creates a natural gradient effect — overlapping bubbles become more visible. Alert Size — Minimum bubble size that triggers an alert. Set via dropdown: tiny / small / normal / large / huge. 🔵 Suggested Setups Breakout Setup (Bullish) When a medium-to-large green bubble forms and price subsequently closes above the bubble level, the market has absorbed all the selling pressure and buyers are in control. This often leads to an impulsive extension to the upside. Enter on the breakout candle or on a retest of the level. Liquidation Cascade Setup (Bearish) When price closes below a green bubble level with bearish bias, the long positions that accumulated at that level are being stopped out. Their stop losses become sell orders, adding further downward pressure. This often triggers a sharp bearish extension. The same logic applies in reverse for red bubbles — closes above a red bubble can trigger short squeeze extensions, closes below often lead to continuation. Confluence Setup A level with both a green and red bubble (visible on doji candles) is a zone of strong contention. When price returns to these levels, expect explosive moves in either direction. Wait for a clear directional close before committing. Size Matters Always prioritize large and huge bubbles — these represent levels tested and confirmed multiple times with significant volume. A huge green bubble on the low is a much stronger potential support than a tiny one. 🔵 Important Notes on Volume Data ⚠️ This indicator requires real volume data to function correctly. It will not work properly on instruments that do not provide actual traded volume. ✅ Works well on: Futures (ES, NQ, GC, CL), Crypto (BTC, ETH), Forex pairs on brokers that provide tick volume. ⚠️ Use with caution on: CFDs and some Forex pairs where volume data may represent tick count rather than actual traded volume. Results may be less reliable. ❌ Not suitable for: Instruments with no volume data at all. The Volume Delta calculation in this indicator is an approximation — without real tick-by-tick data, buy and sell volume are estimated based on wick proportions. On instruments with real volume data (futures, crypto), the approximation is reasonably accurate. On tick-volume instruments, treat the signals as directional bias indicators rather than precise measurements. 🔵 Call to Action If you find this indicator useful, please leave a comment sharing how you are using it and on which instruments. Your feedback helps improve future versions. 🚀 Boost the script if you want to support the development of more tools like this one. 📬 For questions, suggestions or bug reports, use the comment section below. ⚠️ Disclaimer This indicator is for educational and informational purposes only. It does not constitute financial advice, investment advice, or a recommendation to buy or sell any financial instrument. Past performance of any level identified by this indicator does not guarantee future results. Always use proper risk management and consult a qualified financial advisor before making any trading decisions. Trading involves substantial risk of loss.
Indicateur Pine Script®
par Burdiga84
Breakout Vault [Confirmed]Breakout Vault Most breakout tools fire on every minor price move — reacting to noise instead of structure. Breakout Vault only fires after a verified compression phase. It measures ATR against a historical baseline to detect genuine volatility contraction, draws a layered vault box around that zone, then waits for a confirmed closed-bar breakout to fire a signal. No signal fires on an unfinished bar. TP and SL are calculated from the actual breakout close — not a projected price. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW IT WORKS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ENGINE 1 — COMPRESSION DETECTION Compares current ATR to a longer historical baseline. When the ratio drops below your threshold for a minimum number of consecutive bars, a vault zone is confirmed. Requires sustained contraction — not just one quiet bar. ENGINE 2 — VAULT ZONE DRAWING Three stacked box layers drawn at the compressed range create a 3D depth effect. Vault color shows squeeze strength and escalates as compression deepens: Gray → under 5 bars (minimal) Purple → 5–9 bars (developing) Teal → 10–19 bars (strong) Gold → 20+ bars (maximum conviction) A dashed midline marks the zone's center price. Completed vaults fade to gray and stay as history. ENGINE 3 — BREAKOUT SIGNAL Fires when price closes outside the vault on a confirmed bar, with two filters applied: RSI Filter — bull needs RSI < 75, bear needs > 25 Volume Filter — breakout bar must beat the volume MA ▲ BUY — close above vault ceiling → green label ▼ SHORT — close below vault floor → red label Zero lookahead. Zero repainting. Confirmed bars only. ENGINE 4 — PERCENTAGE TP AND SL TP = breakout close × (1 ± TP%) SL = breakout close × (1 ∓ SL%) Dashed lines extend right from the breakout bar and freeze when the trade exits. ENGINE 5 — TRADE LIFECYCLE Three exits monitored on every confirmed bar: ✦ TAKE PROFIT — price hits TP → label shows % gain STOP LOSS — price hits SL → label shows % loss TIME EXIT — max bars reached → label shows P&L% ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT'S ON THE CHART ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ VAULT BOX (3 LAYERS) Three overlapping boxes at the same range — outer halo, body fill, and core border with a visible edge at the exact vault high and low. Color escalates with squeeze strength. Fades to gray when lifecycle ends. DASHED MIDLINE Horizontal dashed line at the vault's exact midpoint. The equilibrium price of the compression zone. Toggle: Show Vault Midline DASHED TP LINE Appears at signal. Dashed teal line at the TP price, above entry for bulls, below for bears. Extends right until trade exits, then freezes. Toggle: Show TP Line DASHED SL LINE Same as TP line, drawn red on the opposite side of entry. Toggle: Show SL Line SIGNAL LABELS Appear on the breakout bar showing direction, exact TP price, and exact SL price. Locked at that bar's close — will never change. EXIT LABELS ✦ TAKE PROFIT — teal, shows exact % gain STOP LOSS — red, shows exact % loss TIME EXIT — gray, shows % P&L at close GHOST CANDLES Tints all bars to a subtle gray so vaults and labels read cleanly. Purely cosmetic. Toggle: Ghost Candles ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DASHBOARD ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SQUEEZE ████████░░ HIGH STATE SQUEEZE ▼ COMP 12 bars ───────────────────────── RSI ██████░░░░ 58 VOL ████████░░ ABOVE ▲ ATR 17.50 ───────────────────────── VAULTS ✦◉○○○○ ───────────────────────── TRADE ACTIVE ● DIR LONG TP 24,912.50 SL 24,800.25 MAX 28 bars ───────────────────────── TP +0.1% SL -1.0% ───────────────────────── ◉ ARMED ✦ ACTIVE ○ DONE GRAY→PURP→TEAL→GOLD SQUEEZE — Gauge + label showing squeeze intensity. LOW / MED / HIGH / MAX. MAX = tightest compression in your chart history. STATE — SQUEEZE ▼ means current bar is compressed. RANGING means volatility is expanding normally. COMP — Consecutive compressed bar count. Vault appears when this hits your Min Bars setting. RSI — Current RSI as gauge + number. Values above 75 or below 25 block signals from firing. VOL — Volume vs your Volume MA. Four states: SURGE ▲▲ more than 1.5× MA ABOVE ▲ above MA (confirmation present) NORMAL 0.7×–1× MA LOW ▼ below average (blocks signal if filter ON) ATR — Current 14-bar ATR in price units. VAULTS — Status of stored vault objects (newest left): ◉ = armed and watching ✦ = active trade running ○ = lifecycle complete TRADE — WATCHING / ARMED ◉ / ACTIVE ● DIR — LONG or SHORT when trade is active. TP / SL — Exact prices matching the chart lines. MAX — Bars left before time exit fires. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ MNQ 5-MIN SETTINGS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Compression Lookback 20 Compression ATR Ratio 0.9 Min Bars in Compression 10 TP % 0.1 (~25 pts at 25,000) SL % 1.0 (~250 pts at 25,000) Max Bars 39 (~3.25 hrs on 5-min) RSI Length 5 Volume MA 12 (1 hr on 5-min) ATR Ratio of 0.9 is intentionally permissive for MNQ — the Nasdaq moves constantly and tighter values miss most compression setups. The 0.1% TP targets quick scalp exits while the 1.0% SL handles MNQ volatility. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SETTINGS GUIDE ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Compression Lookback Bars for the compression window and ATR baseline. Higher = longer squeeze required before vault draws. Compression ATR Ratio How tight the squeeze must be. 0.9 = current ATR must fall below 90% of historical baseline. Lower values require a tighter squeeze. Min Bars in Compression Consecutive compressed bars before vault appears. Prevents single-bar noise from creating vaults. TP % / SL % Fixed percentage from the breakout close price. Max Bars in Trade Bars before time exit fires automatically. RSI Length Short period (5) reacts fast to breakout momentum. Volume MA Period for the volume moving average. Volume Filter ON = signals require above-average volume. OFF = all confirmed breakouts fire regardless. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ NON-REPAINTING ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ All signals use barstate.isconfirmed exclusively. No signal, label, or exit fires on an unfinished bar. Once a signal appears on a closed bar it is permanent. No request.security() lookahead used anywhere. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ABOUT ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Built by ArisCodes as part of the Confirmed series — indicators built around strict non-repainting standards, multi-factor confirmation, and clean visual output. The dual-ATR compression engine, three-layer vault box, color escalation by squeeze strength, and percentage- based TP/SL lifecycle are original to this script. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DISCLAIMER ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ For educational purposes only. Not financial advice. Trading involves significant risk of loss. Past performance does not guarantee future results. Always do your own due diligence. Never risk more than you can afford to lose. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Indicateur Pine Script®
par ArisCodes
2
MTPC Non-Repaint HTF Boxes (Mobile)MTPC PRO – Non-Repaint HTF Range Breakout Indicator MTPC PRO is a professional non-repainting Higher Timeframe (HTF) range breakout indicator designed for precision trading and clean structure analysis. This indicator plots the previous closed HTF candle range as dynamic boxes on lower timeframes and confirms breakouts only after full candle confirmation — ensuring zero repaint behavior. 🔥 Key Features • 100% Non-Repaint Logic (uses only closed HTF candles) • Automatic Higher Timeframe Detection • Manual HTF Selection Option • True Range Mode (Body-based or Full High-Low Range) • HTF Trend Confirmation • Breakout Confirmation Filter • Dynamic HTF Range Boxes • Optional Trend-Based Candle Coloring • Mobile Friendly & Lightweight 📊 How It Works The script fetches the previous closed Higher Timeframe candle. It builds a range (High-Low or Body-based). A box is drawn representing that HTF range. A breakout is confirmed only when price closes outside the HTF range. Trend direction is validated before coloring candles. Because the script strictly uses lookahead_off and previous closed HTF values, signals do not repaint. 🎯 Best Use Cases • Intraday trading with Daily HTF • Scalping with H1 / H4 confirmation • Breakout strategies • Structure & range traders • Liquidity zone identification
Indicateur Pine Script®
par MARKETSTRATEGY2026
Trend Strategy Flip📌 Trend Strategy Flip — Adaptive Trend‑Following System with Smart Flip Logic (Built on the L1 Proximal Filter concept by LuxAlgo) Trend Strategy Flip is an adaptive trend‑following system built on top of the L1 Proximal Filter, a concept originally introduced by LuxAlgo. This strategy expands the idea with multi‑mode entries, smart flip logic, breakeven automation, and a clean visual HUD for real‑time decision support. The result is a lightweight, responsive trend engine suitable for both discretionary and automated trading. 🔍 Core Concept The system uses the L1 Proximal Filter to extract a smooth, noise‑resistant trend line (z) and its velocity (v). This allows the strategy to detect: Confirmed trend reversals (Mode A) Early entries via price cross or velocity shift (Mode B1/B2) Next‑bar confirmation entries (Mode C) When the trend flips, the strategy can automatically reverse the position. ✨ Key Features ✔ Built on the L1 Proximal Filter (LuxAlgo concept) A robust, adaptive trend extraction method. ✔ Multiple Entry Modes Choose between confirmed, early, or next‑bar entries. ✔ Smart Flip Logic Automatically reverses positions on trend change. ✔ Breakeven Protection Dynamic breakeven activation with a semi‑transparent BE line. ✔ Compact HUD (Top‑Right Corner) Displays: Current position Entry price Live PnL (%) Last flip direction Breakeven status Bars since entry ✔ Optional Trend Background Soft diagonal gradient (lightweight imitation) for visual trend context. ✔ Clean Visual Markers Entry arrows, flip markers, trend line, and BE line. ✔ Alerts Included Ready for automation or webhook‑based execution. 🎯 Use Cases Trend‑following systems Reversal/flip strategies Automated execution via alerts Swing and intraday trading Strategy research and optimization ⚠️ Notes This strategy is based on the L1 Proximal Filter concept by LuxAlgo, extended with additional logic and visualization. For educational and research purposes only. Always test before using in live trading.
Stratégie Pine Script®
par olegask68
Vector Logic: Gator Trend Hunter [v 2.0]MAJOR UPDATE: Added Trend Rider Logic to prevent premature exits. "Stop getting shaken out of winning trades." 🛑 The Problem: Most trend-following indicators have a fatal flaw: they exit too early . As soon as a strong trend pauses to take a breath, standard momentum indicators (like MACD or moving average crosses) panic and signal an exit, forcing you to watch from the sidelines as the stock rips higher without you. ✅ The Solution: The "Trend Rider" Logic The VL: Gator Trend Hunter is an institutional-grade trend system designed to solve the problem of premature exits. It combines the legendary Williams Alligator volatility logic with a 200 Double EMA macro filter, but with a critical twist: Instead of exiting when lines cross (which is noisy), this script uses a Structure Break Exit . It will keep you in the trade as long as the price candles close above the Alligator's Teeth (the Red Balance Line). This acts as a "Guard Rail," allowing the price to wiggle, pullback, and test support without killing your position. _______________________________________ 🧠 How It Works 1. The Macro Filter (200 DEMA) 🌊 The script first checks the "Big Picture" trend direction. • Price > Orange Line = 🟢 Longs Only. • Price < Orange Line = 🔴 Shorts Only. 2. The Trigger (The Alligator) 🐊 It waits for the Alligator lines to "Sleep" (contract/tangle) and then "Eat" (expand). • LONG: When the Green line crosses above the Red line and price breaks out. • SHORT: When the Green line crosses below the Red line and price breaks down. 3. The Ride (The Secret Sauce) 🏄‍♂️ Once in a trade, the script ignores minor crossovers . It only signals an EXIT if the price physically closes beyond the Red Guard Rail. _______________________________________ 📖 The Playbook: How to Trade It • The Setup: Look for the Macro Trend Line (Orange) to be sloping up. • The Entry: Wait for the Cyan "BUY" Label . This appears when the Alligator wakes up and expands (you will see the "Gator Cloud" turn bright Blue). • The "Sit on Your Hands" Phase: This is the hardest part of trading. You will see red candles. You will see pullbacks. Do not sell. Trust the Red Line. As long as the "Gator Cloud" remains visible and price is above the Red line, the trend is healthy. • The Exit: Sell only when the Yellow "X" appears. This confirms that the trend structure has actually broken. _______________________________________ ⚡ Key Features • Bi-Directional: Works for both Bull markets (Longs) and Bear markets (Shorts). • State Machine: No signal spam. You get one clean entry signal, and then silence until the exit. • Live Dashboard: A status panel in the bottom right corner shows you: 📊 Macro Trend: Bullish/Bearish. 🐊 Gator Phase: Sleeping vs. Expansion. 🎯 Active Action: Long, Short, or Wait. 💎 Best For: • Trending Assets: High Beta Stocks (NVDA, TSLA), Crypto (BTC, ETH), and Commodities. • Timeframes: Optimized for 4H and Daily charts to catch major swings. Part of the Vector Logic Labs quantitative suite.
Indicateur Pine Script®
par Vector_Logic_Labs
Nico Trend Change Indicator + 2 TP TargetsThe Trend Change Indicator (TCI) is a trend-following momentum tool designed to identify clear trade entries and exits based on the relationship between two moving averages and volatility-adjusted margins. Here is a breakdown of how the indicator works and how to interpret its components: 1. The Core Ribbon (Momentum & Trend) The heart of the indicator is the "Ribbon," formed by a Fast and a Slow-moving average. Green Ribbon (Bullish): This occurs when the Fast length is significantly above the Slow length, indicating strong upward momentum. This serves as your Long Entry signal. Red Ribbon (Bearish): This occurs when the Fast length is significantly below the Slow length, indicating strong downward momentum. This serves as your Put / Short Entry signal. White Ribbon (Neutral/Chop): When the difference between the two averages is smaller than the volatility-based margin (determined by the ATR), the ribbon turns white. This is a No Trade Zone or a Take Profit (TP) Zone. 2. Volatility Filtering (ATR Margin) Unlike a standard moving average crossover, the TCI uses an ATR (Average True Range) Margin. The trend only changes to Bullish or Bearish if the gap between the Fast and Slow lines is larger than a specific percentage of the market's current volatility. This helps filter out "fakeouts" or "noise" during sideways markets where moving averages might cross frequently without a real trend starting. 3. Support/Resistance & Forecast Dots SMA Line: The thick white line is a long-term Simple Moving Average (defaulting to 140 periods). It acts as the primary "baseline." If the price is above this line, the overall bias is bullish; below it, the bias is bearish. Forecast Dots: The white dots appearing ahead of the price are SMA Forecasts. They project where the SMA will likely be in the future based on current price action, helping you visualize potential dynamic support or resistance levels before the price reaches them. 4. Higher Timeframe (HTF) Analysis The indicator includes a built-in "Security" function that looks at a higher timeframe (like the 4H or 12H) regardless of what chart you are currently viewing. The dashboard table uses this to show you if the "Big Trend" (HTF) matches the "Current Trend" (Chart TF). Trading in the direction of both timeframes (e.g., both are Green) typically increases the probability of a successful trade. Summary of Trade Signals
Indicateur Pine Script®
par nio1101
Session Auction State Engine (SASE) Summary in one paragraph Session Auction State Engine (SASE) is a session context indicator for liquid futures, FX, equities, and crypto on intraday to daily timeframes. It classifies the current session into one of four auction regimes, Balanced, Early trend, Trend continuation, or Failed auction, so you act only when multiple acceptance and expansion conditions align. It is original because it outputs a single interpretable auction state, not buy and sell signals, by combining time acceptance, range expansion, and return to value logic into a compact dashboard. Add it to a clean chart, read the table for Action and permissions, and use the optional markers and bands for quick visual context. Shapes can move while the bar is open and settle on close, for conservative workflows use alerts on bar close. Scope and intent • Markets. Major index futures, major FX pairs, large cap equities, liquid crypto • Timeframes. 1 minute to daily • Default demo used in the publication. ES1! on 5 minute • Purpose. Prevent premature directional decisions by forcing regime confirmation before direction is considered actionable • Limits. Indicator only. No backtest, no execution, no performance claims Originality and usefulness This is not a mashup of common indicators. It is a session auction classifier with an explicit decision hierarchy. • Unique concept or fusion. A regime engine that gates trading by session auction state using Initial Balance, value acceptance, expansion, and return to value confirmation • What failure mode it addresses. False starts in chop, early breakouts that never gain acceptance, and trend chasing inside balanced sessions • Testability. Inputs expose each component and the table shows the state, direction, and pass or fail checklist so users can verify why a state appears and tune thresholds • Portable yardstick. Expansion is normalized by an expected range unit (ATR based), so thresholds scale across symbols with different point values Method overview in plain language SASE runs inside a user defined session window. It builds an Initial Balance (IB), then evaluates whether the market is accepting prices outside value and outside IB, whether the session is expanding beyond IB, and whether price returns to value after a failed excursion. Base measures • Range basis. Value width is ATR of the chart timeframe over the Width ATR length, multiplied by Width ATR multiplier • Normalization basis. Expected range is ATR, either daily or intraday based on Expected range mode, used to normalize session extension Components • Initial Balance (IB). High and low during the first IB minutes of the session. IB defines the first acceptance boundary • Value anchor. A session anchored VWAP or TWAP (or auto) used as a value center • Value width. ATR based band around value used to measure inside value and outside value • Acceptance. Two acceptance channels are tracked, closes outside value in the breakout direction and closes outside IB in the breakout direction. An EMA plus a short streak score turns this into an acceptance strength metric • Extension. Maximum distance beyond IB, normalized by expected range, measures range expansion • Balance. An EMA of time spent inside the value band measures how rotational versus directional the session is • Failed auction. Requires a real excursion outside value first, then a sustained return inside value, plus an acceptance collapse and a rebalance increase, optionally requiring price to be back inside IB Fusion rule SASE outputs exactly one state per bar inside the session. • Balanced. No confirmed breakout from IB, or conditions indicate rotational trade, high balance, low acceptance, low extension • Early trend. Breakout exists, but trend continuation checklist is not complete yet • Trend continuation. All trend gates pass at once: enough time since breakout, acceptance above threshold, extension above threshold, and balance below threshold • Failed auction. After an excursion outside value, price returns and holds inside value while acceptance collapses and balance rises, optionally requiring price back inside IB Signal rule This script does not issue trade signals. It outputs context. • Direction is shown only when state is not Balanced • The dashboard shows a Trend checklist (T, A, E). Trend continuation requires T pass, A pass, and E pass • Early trend indicates direction may be forming but confirmation is incomplete • Failed auction indicates the prior directional attempt was rejected and mean reversion conditions are stronger What you will see on the chart • Optional markers. Key markers appear on state transitions, typically when Trend continuation or Failed auction begins, depending on the Markers setting • Optional reference levels. IB high and IB low lines, and value center plus value bands • Optional background and bar color. Off by default for chart cleanliness • Compact dashboard. A table showing state, direction, Action, permissions, IB progress, checklist, and component gauges Table fields and quick reading guide • State badge. Current auction state • Direction. Up or Down when state is not Balanced, otherwise None • Action. Plain language instruction for the current state • Use. Two permissions, Trend and MeanRev, shown as ON or OFF • IB. Progress and status, Wait until Complete • Trend. Ready percent plus checklist T, A, E • Accept. Acceptance strength and whether it meets the trend threshold • Extend. Extension strength and whether it meets the trend threshold • Balance. Balance score and whether it is low enough for trend continuation • Fail. Excursion and return to value progress when relevant Reading tip. Trend continuation is only intended when T, A, and E are all passing. If Balanced, do not force direction. Inputs with guidance Setup • Session. Defines when the engine is active. Verify timezone and hours when changing symbol or venue • Session timezone. Exchange or a named timezone • Show last session snapshot when closed. When enabled, the table displays the last in session state after the session ends Logic • IB minutes. Typical 30 to 90. Higher reduces noise but delays classification • Value anchor. Auto is recommended. VWAP requires reliable volume, TWAP is volume agnostic • Value reference. Freeze at IB reduces value drift and makes acceptance and failed auction logic more stable • Width ATR length. Typical 14 to 30. Higher smooths value width • Width ATR multiplier. Typical 0.5 to 1.2. Higher widens value and increases Balanced time • Breakout buffer as width fraction. Typical 0.1 to 0.4. Higher requires cleaner breakouts • Acceptance EMA length. Typical 20 to 60. Higher reduces flicker • Acceptance streak bars. Typical 4 to 10. Higher requires sustained acceptance • Early trend acceptance threshold. Typical 0.25 to 0.45 • Trend continuation acceptance threshold. Typical 0.45 to 0.70 • Balance EMA length. Typical 30 to 80 • Trend continuation max balance. Typical 0.30 to 0.55. Lower makes trend continuation stricter • Balanced min balance. Typical 0.55 to 0.80 • Trend continuation min bars since breakout. Typical 10 to 30 • Extension thresholds. Early 0.10 to 0.25, Trend 0.20 to 0.50, in expected range units • Failed auction window bars. Typical 15 to 40. Larger windows require more sustained rejection • Failed auction thresholds. Acceptance max 0.10 to 0.30, Balance min 0.55 to 0.80 • State change confirm bars. Typical 1 to 4 • Return to Balanced confirm bars. Typical 4 to 12 • Minimum bars to keep non Balanced state. Typical 6 to 20, increases stability UI • Theme. Dark or Light • Dashboard position. Corner selection • Markers. Off, Key only, or All changes • Background tint and bar color. Off by default to keep charts readable • Show IB lines and Show value bands. Off by default, enable for learning or debugging Usage recipes Intraday trend focus • IB minutes 60 • Value reference Freeze at IB • Breakout buffer 0.25 • Trend confirm bars 18 • Accept trend threshold 0.55 • Extend trend threshold 0.30 • Trend max balance 0.40 Goal. Trade only when Trend continuation is active and checklist is fully passing Intraday mean reversion focus • IB minutes 30 to 60 • Value reference Freeze at IB • Wider value width, raise Width ATR multiplier to 0.9 to 1.2 • Raise Balanced min balance to 0.70 • Keep Markers on Key only Goal. Focus on Balanced and Failed auction states, avoid early trend and trend continuation trades Swing continuation • Use 60 minute or 240 minute chart • Expected range mode Daily ATR • Trend confirm bars 12 to 30 depending on timeframe • Raise Width ATR length to 30 Goal. Use Trend continuation as a higher level regime gate, then use your own entry timing tool inside that regime Realism and responsible publication • No performance claims. Past results never guarantee future outcomes • Intrabar motion reminder. Shapes and table values can update while a bar forms and settle on close • Session windows use the chart exchange time unless you override timezone. Verify hours when changing symbol or venue Honest limitations and failure modes • News releases and liquidity gaps can break normal auction behavior and can trigger rapid state transitions • Symbols with unreliable volume may work better using TWAP or Auto rather than VWAP only • Very quiet regimes can reduce contrast between Balanced and Early trend, consider longer windows or higher thresholds • Non standard chart types can distort session and IB calculations, use standard candles for evaluation Open source reuse and credits None Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs in any external testing workflow.
Indicateur Pine Script®
par exlux
Internal vs External Liquidity Zones [Alpha Extract]A sophisticated dual-timeframe market structure visualization system that identifies and maps internal (short-term) and external (long-term) liquidity levels with comprehensive Break of Structure (BOS) and Change of Character (CHoCH) detection across both timeframes. Utilizing pivot-based zone creation with ATR-scaled heights and sweep classification, this indicator delivers institutional-grade liquidity mapping distinguishing between major swing liquidity (external) and minor retracement liquidity (internal) for multi-dimensional market structure analysis. The system's hierarchical structure framework combined with objective arrow projection and state-based zone coloring provides complete smart money concept implementation for advanced order flow trading. 🔶 Understanding Internal vs External Structure External Structure represents major swing points using longer pivot lengths (default 10 bars), identifying significant highs and lows that define the broader market range and trend direction. These are the key levels where large institutional positions likely exist, stop losses cluster, and major trend reversals may occur. External structure breaks (eBOS/eCHoCH) signal significant shifts in market sentiment and often precede sustained directional moves. Internal Structure captures minor swing points within the external range using shorter pivot lengths (default 3 bars), revealing short-term liquidity pools formed during retracements, consolidations, and minor corrections. These represent areas where smaller participants' stops accumulate and where price often reacts before continuing toward external objectives. Internal structure breaks (iBOS/iCHoCH) provide early warning signals and tactical entry opportunities within the broader external trend context. The relationship between internal and external structure creates a hierarchical framework: external zones define the "what" (overall bias and major objectives), while internal zones reveal the "how" (tactical path and entry models). When internal structure breaks bullish while within an external bearish range, it signals potential reversal setup. When internal breaks align with external direction, it confirms trend strength. 🔶 Advanced Dual-Pivot Detection Framework Implements separate pivot calculation systems for external and internal structure with configurable lookback periods optimizing for different swing magnitudes. The system identifies external pivots using extended length capturing major swing extremes, detects internal pivots using compressed length for minor retracement highs/lows, and optionally requires internal pivots occur within current external range boundaries ensuring hierarchical structure coherence. // Dual Structure Detection External_Pivot_High = ta.pivothigh(high, External_Length, External_Length) External_Pivot_Low = ta.pivotlow(low, External_Length, External_Length) Internal_Pivot_High = ta.pivothigh(high, Internal_Length, Internal_Length) Internal_Pivot_Low = ta.pivotlow(low, Internal_Length, Internal_Length) // Optional Range Requirement Valid_Internal = requireInside ? (pivot within ) : true 🔶 BOS and CHoCH Detection System Break of Structure (BOS) occurs when price breaks a recent structure point in the direction of the current trend, confirming trend continuation. The system identifies BOS when: Price breaks above previous high while trend remains bullish (bullish BOS) Price breaks below previous low while trend remains bearish (bearish BOS) Previous structure point hasn't been violated yet Change of Character (CHoCH) signals potential trend reversal when price breaks structure counter to the established trend direction. The system detects CHoCH when: Price breaks above previous high while trend was bearish (bullish CHoCH - reversal signal) Price breaks below previous low while trend was bullish (bearish CHoCH - reversal signal) Both external (e-prefix) and internal (i-prefix) structures generate independent BOS/CHoCH labels, enabling multi-timeframe structure analysis where eCHoCH may signal major reversal while iBOS confirms minor trend within that reversal. 🔶 Intelligent Zone Creation Architecture Features ATR-based or tick-based zone height calculation with separate sizing for internal and external liquidity levels, creating visual boxes centered on pivot points. The system calculates zone dimensions using configurable ATR multiples (default 0.40x) or fixed tick counts, positions zones symmetrically above/below pivot levels, and applies distinct color schemes distinguishing external highs (red), external lows (white), internal highs (cyan), and internal lows (blue). 🔶 Equal High/Low Detection Mode Provides advanced internal zone mode that only creates zones when consecutive internal pivots form equal highs or equal lows within ATR-based tolerance, filtering noise and highlighting significant accumulation/distribution patterns. The system tracks previous internal pivots, compares new pivots against tolerance threshold, creates averaged zone when equality detected, and ignores isolated pivots that don't form patterns, reducing visual clutter while emphasizing institutional liquidity clustering. 🔶 Comprehensive Sweep Classification System Implements three sweep detection modes distinguishing between liquidity grabs and genuine breakouts with state-based zone coloring: Wick Mode: Marks zone as swept when wick touches but close remains outside Close Mode: Requires close through zone for sweep classification Wick+Close Classify Mode: Distinguishes sweeps (S - wick touches, close outside) from breaks (B - close through zone) The system transitions zones through three states: Active (0 - untouched), Swept (1 - liquidity grabbed), Broken (2 - fully breached), applying progressive transparency increases to visually distinguish state changes and enabling traders to identify false breakouts versus genuine structural violations. 🔶 Objective Arrow Projection Framework Features intelligent objective labeling that triggers when internal zones are swept, projecting arrows pointing toward opposite external structure as probable targets. The system generates "->ExtH" labels when internal low swept (suggesting move toward external high) and "->ExtL" labels when internal high swept (suggesting move toward external low), providing smart money concept implementation where internal liquidity grabs often precede runs toward external objectives. 🔶 Dynamic Zone Management System Maintains separate arrays for external and internal zones with configurable history modes and maximum zone limits. The system implements "Latest Only" mode (clears previous external zones of same side when new pivot detected) or "Keep History" mode (preserves all zones up to maximum limit), automatically expires oldest zones when limits reached, and optionally clears all internal zones when new external pivot forms, maintaining clean chart presentation while preserving relevant liquidity context. 🔶 Trend Momentum Scoring Engine Calculates sophisticated trend state using dual-component analysis combining momentum (price change normalized by volatility) with strength (MA separation and slope alignment). The system generates TrendScore objects containing momentum value, strength percentage, direction (-1/0/+1), and confidence score (0-100), uses these scores to classify BOS versus CHoCH by comparing previous and current trend states, and provides objective structural classification beyond simple price level violations. 🔶 Adaptive Zone Extension Logic Implements intelligent right-edge management where active zones extend to current bar but freeze at touch/sweep point when cut-on-touch enabled. The system continuously updates zone right boundaries during active state, locks boundary at bar of first violation, and maintains locked position through subsequent bars, creating visual history of when liquidity was accessed while preventing misleading forward projection of filled zones. 🔶 Multi-State Visual Feedback System Provides comprehensive color and transparency modulation based on zone state with two visual style options. "Soft Fill" mode uses semi-transparent fills with subtle borders, while "Outline" mode displays only colored borders with transparent fills. The system applies progressive transparency increases: Active (light), Swept (medium), Broken (heavy), with independent control over fill and border transparency enabling customization from subtle hints to prominent highlighting. 🔶 Structure Line Visualization Architecture Creates dashed horizontal lines connecting structure break points to current bar with BOS/CHoCH labels positioned at midpoint between break bar and detection bar. The system draws lines at exact structure level, applies color coding matching bullish (green) or bearish (red) classification, and uses compact labels (eBOS, eCHoCH, iBOS, iCHoCH) for instant structural event identification without cluttering chart with excessive text. 🔶 Performance Optimization Framework Utilizes efficient array management with configurable maximum limits (default 120 zones each type), automatic cleanup of oldest elements, and optional hiding of filled zones reducing active object count. The system includes intelligent state tracking minimizing recalculation overhead, optimized sweep detection using simple comparison logic, and streamlined zone update loops processing only active zones for consistent performance across extended sessions. 🔶 Why Choose Internal vs External Liquidity Zones ? This indicator delivers institutional-grade market structure analysis through hierarchical dual-timeframe liquidity mapping with comprehensive BOS/CHoCH detection. The distinction between external (major swing) and internal (minor retracement) structure provides complete smart money concept implementation where external zones define bias and targets while internal zones reveal tactical entries and stop hunts. The system's sweep classification distinguishes liquidity grabs from genuine breakouts, objective arrows project probable targets based on internal sweeps toward external levels, and comprehensive BOS/CHoCH labeling across both timeframes enables multi-dimensional structural analysis. Perfect for order flow traders implementing ICT concepts, liquidity-based strategies, or market maker models in cryptocurrency, forex, and futures markets where understanding the relationship between internal accumulation and external objectives is essential for high-probability trade location and proper risk management.
Indicateur Pine Script®
par AlphaExtract
Breakout Targets [AlgoAlpha]🟠 OVERVIEW This script identifies consolidation zones and provides automated breakout targets with risk management levels. It focuses on finding periods where price action compresses and then tracks the subsequent breakout from these ranges. When a price breakout is confirmed, the script automatically projects three take-profit (TP) levels and a stop-loss (SL) based on current market volatility. This helps traders move from identifying a range to executing a trade with predefined exit points without manual calculation. 🟠 CONCEPTS The script uses a relationship between Weighted Moving Averages (WMA) and Exponential Moving Averages (EMA) of price ranges to detect consolidation. When these moving averages cross, it triggers the detection of recent pivot highs and lows to draw a visual "box" or channel. This channel represents the current trading range. Once price closes outside this box, the script uses the Average True Range (ATR) to determine the volatility-adjusted distance for the stop loss. The take-profit levels are then calculated as multiples of this risk distance, ensuring a consistent reward-to-risk approach. 🟠 FEATURES Dynamic box drawing that highlights potential supply and demand zones within the range. Real-time breakout signals with bullish (green) and bearish (red) markers. Automated trade projection including Entry, SL, and three TP levels. Integrated alert system for breakouts and hits on any profit or loss target. 🟠 USAGE Setup : Add the script to your chart and adjust the "Range Detection Period." A higher period will find larger, more significant ranges, while a lower period will find smaller, short-term consolidation zones. Read the chart : Look for the grey boxes on your chart; these represent areas where the market is "coiling." A green arrow label indicates a bullish breakout from the top of the box, while a red arrow indicates a bearish breakout from the bottom. Once a breakout occurs, follow the projected horizontal levels for your trade management. Settings that matter : The Stop Loss ATR Multiplier is the most critical setting for risk; increasing it will give the trade more room to breathe but will also push your TP levels further away. The Prevent Overlap toggle is useful for keeping the chart clean by ensuring the script doesn't draw new boxes until the current range has been resolved.
Indicateur Pine Script®
par AlgoAlpha
11
Xetra Auctions Breakout [Box Strategy]This indicator implements the institutional Xetra Opening & Intraday Auction strategy, widely used by professional traders on the DAX (GER40) and European equities. It automatically identifies the High/Low ranges of the critical auction periods on the Frankfurt Stock Exchange and extends these levels throughout the day to serve as key support/resistance zones. Strategy Concept: How it Works The German Xetra exchange has two critical liquidity events each day where institutional volume is highest: Opening Auction (08:50 – 09:00 CET): This pre-market period sets the tone for the day. The range formed here often acts as a definitive barrier. A breakout above this box suggests bullish institutional flow, while a break below suggests bearish sentiment. Intraday Auction (13:00 – 13:02 CET): A mid-day liquidity injection that often triggers volatility before the US market open. This indicator visualizes these ranges as boxes. The logic is simple: Institutions leave their footprints during auctions. We trade the reaction to these footprints. How to Trade (Best Practices) 1. The Breakout Setup (Trend Following) Long Entry: Wait for a 5-minute or 15-minute candle to close above the Blue Box (Opening Auction). Short Entry: Wait for a candle close below the Blue Box. Stop Loss: Place your stop at the opposite side of the box or at the Mid-Line (50% of the box) for tighter risk management. 2. The Reversal Setup (Range Bound) If the price approaches the Orange Box (Intraday Auction) extended lines and shows rejection (wicks), it often acts as strong support/resistance for a reversal trade back toward the daily average. 3. "Ghost" Levels (Previous Day) The indicator displays yesterday's auction levels as semi-transparent "ghost" boxes. Use Case: Yesterday’s auction High is often today’s key Support. Watch for price reactions at these historical levels. Disclaimer This tool is for educational purposes. Trading indices involves risk. Always backtest strategies before using real capital.
Indicateur Pine Script®
par ovvo_113
Jurik MA Trend Breakouts [BigBeluga]🔵 OVERVIEW Jurik MA Trend Breakouts is a precision trend-breakout detector built on a custom Jurik-smoothed moving average. It identifies trend direction with ultra-low lag and maps breakout levels using pivot-based swing highs/lows. The indicator plots dynamic breakout lines and confirms trend continuation or reversal when price breaks them — providing clean, minimalistic yet extremely accurate trend signals. 🔵 CONCEPTS Jurik Moving Average (JMA) — A highly smooth and low-lag moving average that reacts quickly to trend shifts without noise. This becomes the core trend baseline. Trend Bias — • JMA rising → bullish trend • JMA falling → bearish trend The JMA color updates instantly based on slope. Swing Pivots — Recent pivot highs/lows are detected to define structural break levels while filtering out weak noise. Trend Breakout Levels — The indicator draws horizontal levels at the last valid pivot in the direction of the trend. These levels act as “confirmation gates” for breakout entries. ATR Validity Filter — Ensures only meaningful pivots within a threshold are used to prevent fake breakouts. 🔵 FEATURES Ultra-Smooth Jurik Trend Line — A visually clean trend baseline changing color based on direction. Automatic Swing High Breakout Setup (Bullish) — • During an uptrend, the indicator tracks the most recent pivot high. • A horizontal breakout line is extended across the chart. • A ✔ marker appears at both pivot points when the breakout structure becomes valid. Automatic Swing Low Breakout Setup (Bearish) — • During a downtrend, pivot lows are tracked. • A horizontal breakout line marks the breakdown level. • ✔ markers confirm valid structure before the breakout triggers. Breakout Detection — • Price closing above the bullish breakout line → “↑” signal printed on the chart. • Price closing below the bearish breakout line → “↓” signal printed on the chart. Automatic Reset on Trend Change — When the JMA trend flips, all breakout structures are cleared and the model starts tracking new pivot levels. Trend-Colored Visualization — Glow + main JMA line give instant clarity of market direction. 🔵 HOW IT WORKS 1. JurikMA defines the main trend — Slope determines bullish or bearish state. 2. The indicator continuously searches for pivots in the direction of the trend. 3. When a valid pivot forms and passes ATR proximity filter, a structural breakout level is drawn. 4. As long as price stays below that level (bullish case), the trend setup remains active. 5. When price finally breaks the level , the indicator prints a directional arrow (↑ or ↓). 6. Trend flip instantly resets all levels and begins tracking pivots on the opposite side. 🔵 HOW TO USE Breakout Trading — Enter long on “↑” and short on “↓” signals when price breaks key pivot structure. Trend Confirmation — Use the JurikMA color to stay aligned with the main trend direction. Reversals — Trend flips often mark major turning points. Structure Mapping — Use the horizontal breakout lines to understand how close price is to confirming a new trend leg. 🔵 CONCLUSION Jurik MA Trend Breakouts combines the speed of a Jurik MA with structural breakout logic to deliver clean, reliable entry signals. Its minimal design, pivot-based confirmation, and trend-aligned logic make it suitable for scalping, swing trading, and intraday trend continuation setups. If you want fast yet filtered breakout recognition with almost zero noise, this tool gives you everything you need.
Indicateur Pine Script®
par BigBeluga
22
Inside Bar Breakout ( candlestick pattern).📌 What Is This Indicator? BOIB Pro identifies a very strict form of inside bar: ✅ The inside bar candle’s entire range (body + wicks) must be inside the BODY of the previous candle (mother candle). ❌ If even a single wick is outside the mother body, the setup is rejected. This filters out weak and noisy inside bars and focuses only on true compression candles. ⸻ 📐 Pattern Rules (Strict) 1️⃣ Mother Candle • The candle immediately before the inside bar 2️⃣ Body-Only Inside Bar (BOIB) A valid BOIB must satisfy: • Inside bar high ≤ mother candle body high • Inside bar low ≥ mother candle body low ⚠️ Normal inside bars (inside wicks only) are ignored. ⸻ ⏱️ Breakout Window Logic After a valid BOIB forms: • The indicator waits for the next 1 to 5 candles (user-configurable) • Entry is triggered only if price CLOSES outside the BOIB range ✅ Long Signal • Candle closes above BOIB high ✅ Short Signal • Candle closes below BOIB low If no breakout occurs within the window → setup expires automatically ⸻ 🎯 Entry, Stop Loss & Take Profit Logic Once a valid breakout/breakdown occurs, the indicator automatically draws a professional trade template: Entry • At the close of the breakout candle Stop Loss • Long → below BOIB low • Short → above BOIB high • Optional buffer: • ATR-based • Percentage-based • Or none Take Profits • TP1: Risk-Reward based (default 1R) • TP2: Extended target (default 2R) All levels are clearly visualized using: • Horizontal price lines • Risk and reward boxes • Informational labels ⸻ 📊 Best Use Cases • Crypto (BTC, ETH, major alts) • Timeframes: • Scalping: 5m • Day trading: 15m / 30m • Works best when combined with: • Market structure • Trend bias • Support / resistance ⸻ ⚠️ Important Notes • This is NOT an auto-trading system • Signals should always be used with: • Proper risk management • Market context • Inside bars in sideways or low-volume markets may fail ⸻ 📚 Educational Purpose Disclaimer This indicator is provided for educational and analytical purposes only. It does not constitute financial advice. Trading involves risk, and past behavior does not guarantee future results.
Indicateur Pine Script®
par Thebitcoin37
1
High Volume Footprint BreakoutThe High Volume Footprint Breakout indicator brings institutional-grade Order Flow analysis to your standard TradingView charts. By looking inside the candles using intrabar data, this tool identifies specific price levels where massive, aggressive buying or selling volume has occurred. Unlike standard Volume Profiles which show volume over a long period, this indicator isolates specific moments of high-intensity participation. It draws extended support and resistance lines from these "High Volume Nodes," helping you identify where institutions have stepped in and where trapped traders might exist. Why Use This Indicator? Standard candlestick charts show you where price went, but they hide how it got there. A candle might look normal, but inside that candle, there could be a massive battle between buyers and sellers at a specific price level. Reveal Hidden Liquidity : Find the exact price levels that defended a move. Filter the Noise : Instead of showing every volume node, this script only highlights Breakout Levels —areas where the single-price volume exceeded a historical maximum (e.g., the highest volume node in the last 20 bars). No External Tools Needed : Replicates the logic of professional Footprint/Order Flow software using native TradingView data. How It Works (The Logic) This script uses a strict algorithm to reconstruct a virtual "Footprint" of the market: Intrabar Analysis : It accesses lower timeframe data (e.g., 1-minute data inside a Daily bar) to analyze price action at a granular level. Volume Categorization : It separates volume into Buy Volume (Aggressive Buyers) and Sell Volume (Aggressive Sellers) based on price movement logic. Volume Distribution : To ensure accuracy, it distributes the volume of intrabar candles across their High-Low range, preventing artificial volume spikes on single ticks. Breakout Detection : It compares the highest volume node of the current bar against the highest nodes of the previous X bars. If the current volume is a new local record, a line is drawn. How to Trade This Indicator 1. The Standard Rejection (Trend Continuation) Green Lines (Aggressive Buyers) : These levels represent areas where buyers stepped in with massive force. In an uptrend, expect price to bounce off these lines. Treat them as Support. Red Lines (Aggressive Sellers) : These levels represent areas where sellers unloaded heavy positions. In a downtrend, expect price to reject these lines. Treat them as Resistance. 2. The "Flip" Setup (Trapped Traders) This is an advanced Order Flow concept. When the market disrespects a high-volume level, it creates "Trapped Traders." Red Line Acting as Support : If price breaks above a Red (Sell) line and holds, the aggressive sellers at that level are now trapped underwater. When price returns to this line, these sellers often buy to close their positions at breakeven, fueling a bounce. Green Line Acting as Resistance : If price breaks below a Green (Buy) line, the aggressive buyers are trapped. When price rallies back to this line, they often sell to exit, creating resistance. Settings & Configuration Auto-Select Intrabar Timeframe : Enabled (Recommended) : Automatically selects the best resolution (1-min for Intraday/Daily, 60-min for Weekly/Monthly) to match the "Volume Data Source" standards. Disabled : Allows you to manually force a specific intrabar resolution. Breakout Lookback Period : Determines how significant a volume spike must be to trigger a line. (Default: 20). Higher values = fewer, stronger lines. Max Visible Lines : Limits the number of lines on the chart to keep your workspace clean. Label Offset : Adjusts how far to the right the text labels appear, allowing you to position them perfectly for your screen setup. Who Should Use This? Order Flow Traders : Who want footprint-style logic without complex grid charts. Price Action Traders : Who want objective, data-driven Support & Resistance levels rather than subjective drawings. Scalpers & Day Traders : Who need to see where the "heavy hands" are transacting in real-time. Disclaimer & Limitations Intrabar vs. Tick Data : This script uses TradingView's intrabar data to approximate the footprint. While highly accurate, it may differ slightly from tick-perfect software. Volume Data Required : This indicator requires the asset to provide real volume data. It works best on Futures, Crypto, and Stocks. It may not work on FOREX pairs that do not provide tick volume. Does it Repaint? Short Answer: No , it does not repaint on closed bars. Once a candle closes and a line is drawn, that line is permanent and will not move or disappear. Long Answer (The Nuances): There are two specific scenarios you need to be aware of regarding how TradingView handles data: 1. The "Forming Bar" (Wait for Close) Behavior : While the current candle is still moving (open), the indicator is calculating the volume in real-time. If a massive volume spike happens right now, a line might appear. If the volume of previous bars suddenly looks smaller by comparison, the condition might change. Solution : Like almost all indicators, you must wait for the bar to close to confirm the signal. Once the bar closes, the calculation is locked and the line is fixed forever. 2. Historical Data Limits (The "Disappearing History" Issue) Behavior : This script relies on request.security_lower_tf (e.g., fetching 1-minute data inside a Daily bar). TradingView does not store infinite 1-minute data for every asset. They usually store a few thousand bars of lower timeframe history (more if you have a Premium account). The Issue : If you scroll back 5 years on a Daily chart, the script will try to fetch the 1-minute data for a day in 2019. If TradingView has deleted that old 1-minute data to save space, the script will receive "empty" data. Result : You might see lines on the recent chart (last few months/year), but if you scroll back too far, the lines will stop appearing because the underlying data doesn't exist anymore. Is this Repainting? Technically, no. It's a Data Availability limitation. But it means that what you see on a chart from 5 years ago might look different than what you saw when you were trading it live 5 years ago. Disclaimer For Educational and Informational Purposes Only This indicator is provided for educational and informational purposes only and DOES NOT constitute financial, investment, or trading advice. The "High Volume Footprint Breakout" tool is based on historical data analysis and algorithmic interpretation of market volume; it does not predict future market movements with certainty. Risk Warning Trading in financial markets (Stocks, Crypto, Futures, Forex, etc.) involves a high degree of risk and may not be suitable for all investors. You could lose some or all of your initial investment. Past performance of any trading system or methodology is not necessarily indicative of future results. No Liability The author of this script assumes no responsibility or liability for any errors or omissions in the content of this indicator, or for any trading losses or damages incurred as a result of using this tool. Users are solely responsible for their own trading decisions and should always use proper risk management. By using this script, you acknowledge and agree to these terms.
Indicateur Pine Script®
par abgthecoder
1
NeuraEdge ORB - Opening Range Breakout IndicatorOVERVIEW NeuraEdge ORB is an open-source Opening Range Breakout indicator that automates the classic 15-minute ORB strategy. The indicator tracks the first 15 minutes of market action (9:30-9:45 AM ET), identifies breakouts above or below this range, and generates trading signals with automated stop loss and take profit calculations. The Opening Range Breakout concept is based on the observation that the initial price action after market open often establishes directional bias for the trading session, as institutional order flow and overnight gap reactions manifest during this window. CORE METHODOLOGY Opening Range Construction: The indicator uses session-based time detection to identify the 9:30-9:45 AM Eastern Time window. During this period, it tracks the highest high and lowest low to establish the opening range boundaries. The range is marked complete when the 15-minute window closes. Calculation process: OR High = Maximum high value during the 15-minute window OR Low = Minimum low value during the 15-minute window OR Midpoint = (OR High + OR Low) / 2 Range Size = OR High - OR Low (compared to 14-period ATR for context) Breakout Detection: The indicator identifies breakouts using close-price confirmation to reduce false signals from wicks: Bullish breakout: Close above OR High (with previous close at or below OR High) Bearish breakout: Close below OR Low (with previous close at or above OR Low) The indicator tracks whether each direction has already broken to prevent duplicate signals on the same range. Entry Type Logic: Two entry methodologies are supported: Breakout Mode - Signals immediately upon range break. Enters on the breakout bar when close confirms direction. Retest Mode - Waits for price to break the range, then pullback to touch the range level before entering. Cancels if price moves too far beyond midpoint. This provides better entry prices with tighter stop losses. Volume Confirmation: Optional volume filter compares current bar volume to 20-period simple moving average. Requires volume > 1.2x average to validate breakout strength and filter low-conviction moves. Fair Value Gap (FVG) Integration: Optional confluence filter that checks for unfilled FVG in the breakout direction: Bullish FVG detected when: current bar's low > two bars ago high (creating gap) Bearish FVG detected when: current bar's high < two bars ago low (creating gap) Minimum FVG size: 0.3x ATR to filter noise FVG considered filled when price retraces to gap midpoint Signals only generate when an unfilled FVG exists in the breakout direction, adding institutional order flow confluence. Risk Management Calculations: Three stop loss placement methods: Opposite Side - SL at opposite end of opening range (classic ORB approach) Midpoint - SL at range midpoint (tighter risk, lower reward potential) ATR Based - SL at 1.5x ATR from entry (adaptive to volatility) Take profit calculated as: Entry ± (Entry - Stop Loss) × Risk:Reward Ratio Default 1.5:1 R:R ratio, adjustable from 1.0 to 5.0. Performance Tracking: The indicator maintains a trade history using Pine Script's type system: Records entry price, stop loss, take profit, and direction for each signal Tracks outcome when price hits stop loss or take profit levels Auto-closes after 80 bars if neither level hit Calculates rolling win rate from last 50 trades maximum Displays W/L record in real-time dashboard VISUAL COMPONENTS Opening Range Box: Semi-transparent blue box drawn from range start bar to current bar + 20, showing the established range boundaries visually. Range Levels: Green line at OR High (potential long entry level) Red line at OR Low (potential short entry level) Gray dotted line at OR Midpoint (reference level) All lines extend 50 bars forward for anticipation. Trade Signals: Green up arrow with "LONG ORB Break" label below price Red down arrow with "SHORT ORB Break" label above price Dashed lines showing SL and TP levels extending 30 bars Small labels marking SL and TP endpoints Real-Time Dashboard: Top-right panel displaying: OR formation status (Forming / Complete / Waiting) Current OR High, Low, and Range size (with ATR multiple) Breakout status (Long / Short / None) Volume status (High / Normal) FVG presence (Bull / Bear / None) Entry settings (Breakout/Retest, R:R, SL type) Win rate percentage and W/L record PRACTICAL APPLICATION Ideal Market Conditions: Liquid instruments: SPY, QQQ, IWM, high-volume stocks Recommended timeframes: 1-minute or 5-minute charts for precise entries Most effective during trending days with clear directional bias Range size between 0.5-1.5x ATR typically provides best risk:reward Usage Workflow: Apply indicator at market open (9:30 AM ET) Observe range formation during first 15 minutes Wait for "Complete" status in dashboard Monitor for breakout signals with volume/FVG confirmation Enter on signal, place stop loss and take profit as marked Avoid taking opposing signals on same day (trend following approach) Retest vs Breakout Selection: Use Breakout mode on high-momentum days with strong overnight gaps Use Retest mode on slower days or when seeking better entry prices Retest mode reduces signal frequency but improves entry quality Time-of-Day Considerations: The indicator includes a trading cutoff setting (default 3:00 PM ET) to avoid late-day chop and reduced liquidity. First-hour breakouts (10:00-11:00 AM) historically show strongest follow-through. SETTINGS & CUSTOMIZATION Display Options: Toggle signals, opening range box, and dashboard independently Clean visual design to reduce chart clutter Opening Range Settings: Opening range duration (5-60 minutes in 5-minute increments) Default 15 minutes aligns with classic ORB methodology Trading cutoff hour (10-16, representing 10:00 AM - 4:00 PM ET) Entry Configuration: Entry type (Breakout / Retest) Volume confirmation toggle (requires 1.2x average volume) FVG confluence toggle (requires unfilled gap in breakout direction) Risk Management: Stop loss placement (Opposite Side / Midpoint / ATR Based) Risk:reward ratio (1.0 - 5.0, default 1.5) Future: Trail stop after partial TP (currently placeholder) Alert System: Five alert conditions available: Opening Range Complete ORB Long Signal ORB Short Signal Breakout Up (range broken, regardless of signal) Breakout Down (range broken, regardless of signal) BEST PRACTICES Recommended Usage: Focus on highly liquid instruments with tight spreads Use 1-5 minute charts for entry precision Respect calculated stop losses (range defines maximum risk) Typically 1-2 quality setups per day maximum Consider overall market trend (SPY/QQQ direction) Risk Considerations: Very small ranges (< 0.3x ATR) prone to false breakouts Very large ranges (> 2x ATR) may indicate gap day requiring adjusted expectations Low volume breakouts fail more frequently Avoid trading both directions on same day (pick strongest setup) IMPORTANT DISCLOSURES This indicator is provided free and open-source for educational purposes. The Opening Range Breakout strategy is a well-documented public domain trading concept. This implementation adds automation, visual clarity, and optional confluence filters. No indicator guarantees profitable trades. Past performance does not predict future results. Traders are responsible for their own trading decisions and risk management. Always use appropriate position sizing and never risk more than you can afford to lose.
Indicateur Pine Script®
par Darkmatter513
Range Breakout Statistics [Honestcowboy]⯁ Overview The Range Breakout Statistics uses a very simple system to detect ranges/consolidating markets. The principle is simple, it looks for areas where the slope of a moving average is flat compared to past values. If the moving average is flat for X amount of bars that's a range and it will draw a box. The statistics part of the script is a bit more complicated. The aim of this script is to expand analysis of trading signals in a different way than a regular backtest. It also highlights the polyline tool, one of my favorite drawing tools on the tradingview platform. ⯁ Statistics Methods The script has 2 different modes of analyzing a trading signals strength/robustness. It will do that for 2 signals native to the script. Upper breakout: first price breakout at top of box, before max bars (100 bars by default) Lower breakout: first price breakout at bottom of box, before max bars The analysis methods themselves are straightforward and it should be possible for tradingview community to expand this type of analysis to other trading signals. This script is a demo for this analysis, yet some might still find the native signals helpful in their trading, that's why the script includes alerts for the 2 native signals. I've also added a setting to disable any data gathering, which makes script run faster if you want to automate it. For both of the analysis methods it uses the same data, just with different calculations and drawing methods. The data set is all past price action reactions to the signals saved in a matrix. Below a chart for explaining this visually. ⯁ Method 1: Averages Projection The idea behind this is that just showing all price action that happened after signal does not give actionable insights. It's more a spaghetti jumble mess of price action lines. So instead the script averages the data out using 3 different approaches, all selectable in the settings menu. Geometric Average: useful as it accurately reflects compound returns over time, smoothing out the impact of large gains or losses. Accounts for volatility drift. Arithmetic Average: a standard average calculation, can be misleading in trading due to volatility drift. It is the most basic form of averaging so I included it. Median: useful as any big volatility huge moves after a signal does not really impact the mean as it's just the middle value of all values. These averages are the 2 lines you will find in the middle of the projection. Having a clear difference between a lower break average and upper break average price reaction can signal significance of the trading signal instead of pure chaos. Outside of this I also included calculations for the maximum and minimum values in the dataset. This is useful for seeing price reactions range to the signal, showing extreme losses or wins are possible. For this range I also included 2 matrices of highs and lows data. This makes it possible to draw a band between the range based on closing price and the one using high/low data. Below is a visualisation of how the averages data is shown on chart. ⯁ Method 2: Equity Simulation This method will feel closer to home for traders as it more closely resembles a backtest. It does not include any commissions however and also is just a visualisation of price reaction to a signal. This method will simulate what would happen if you would buy at the breakout point and hold the trade for X amount of bars. With 0 being sell at same bar close. To test robustness I've given the option to visualise Equity simulation not just for 1 simulation but a bunch of simulations. On default settings it will draw the simulations for 0 bars holding all the way to 10 bars holding. The idea behind it is to check how stable the effect is, to have further confirmation of the significance of the signal. If price simulation line moves up on average for 0 bars all the way to 10 bars holding time that means the signal is steady. Below is a visualisation of the Equity Simulation. ⯁ Signal filtering For the boxes themselves where breakouts come from I've included a simple filter based on the size of the box in ATR or %. This will filter out all the boxes that are larger top to bottom than the ATR or % value you setup. ⯁ Coloring of Script The script includes 5 color themes. There are no color settings or other visual settings in the script, the script themes are simple and always have colors that work well together. Equity simulation uses a gradient based on lightness to color the different lines so it's easier to differentiate them while still upper breaks having a different color than lower breaks. This script is not created to be used in conjunction with other scripts, it will force you into a background color that matches the theme. It's purpose is a research tool for systematic trading, to analyse signals in more depth. Metaverse color theme: ⯁ Conclusion I hope this script will help traders get a deeper understanding of how different assets react to their assets. It should be possible to convert this script into other signals if you know how to code on the platform. It is my intention to make more publications that include this type of analysis. It is especially useful when dealing with signals that do not happen often enough, so a regular backtest is not enough to test their significance.
Indicateur Pine Script®
par Honestcowboy
1
Custom Session ORB - Extending Past Current CandleCustom Session ORB - Extending Past Current Candle This indicator plots Opening Range Breakout (ORB) levels for one or two customizable trading sessions directly on your chart. It dynamically tracks the high, low, and midpoint of the defined session(s) and extends these levels beyond the session using a configurable offset. Features: Supports two custom sessions. New York and Asia pre-saved. Automatically tracks session High, Low, and Mid. Option to extend ORB levels past the live candle. Option to display only the most recent ORB for a clean chart. Configurable line thickness, style, and label size. Works in Eastern Standard Time (EST) without manual adjustment. Settings: Show Labels: Toggle to display ORB values on chart. Label Font Size: Small, Normal, Large. Mid Line Style: Solid, Dashed, or Dotted. ORB Line Thickness: Set line thickness of ORB levels. Extend Past Current Candle by N Bars: Controls how far the ORB extends visually. Show Only Current ORB: Cleans chart by removing previous session ORB levels. Enable Session 1 / 2: Toggle individual sessions on/off. Session Time: Set the start and end times for each session (automatically in EST). How It Works: The indicator monitors the defined session time, records the high, low, and midpoint, and draws lines at those levels. When the session ends, the lines are extended by the specified offset for easy breakout visualization. Labels can optionally show the exact price levels.
Indicateur Pine Script®
par trinalavers
1
Trend Break Targets [MarkitTick]Trend Break Targets Trend Break Targets is a technical analysis tool designed to assist traders in identifying trendline breakouts and projecting potential price targets based on market geometry. Unlike fully automated indicators that guess trendlines, this tool provides you with precise control by allowing you to manually Pivot Point the trendline to specific points in time, while automating the complex math of target projection and structure mapping. Theoretical Basis & Concepts This indicator is grounded in classic technical analysis principles found in foundational trading literature. It automates the following methodology: Drawing a trend line between two key points to represent dynamic support or resistance. Identifying a breakout when the price closes above or below this line, potentially signaling a change in trend. Calculating a price target by measuring the vertical distance between the breakout line and the last high/low (pivot), then projecting that same distance in the direction of the breakout. This concept is based on methods and "Measured Move" theories explained in classic books such as "Technical Analysis of Stock Trends" by Edwards & Magee, "Technical Analysis of the Financial Markets" by John Murphy, and in Thomas Bulkowski's Price Pattern Studies. How It Works Pivot Pointed Trendline Construction The script draws a trendline between two user-defined points in time (Start Date and End Date). It calculates the slope between these points and extends the line infinitely to the right, allowing you to define the exact structure (e.g., a resistance trendline on a wedge). Breakout Detection The script monitors the "Price Source" (High, Low, or Close) relative to the extended trendline. A Bullish Breakout (BC) occurs when the Close crosses above a bearish trendline. A Bearish Breakout (BC) occurs when the Close crosses below a bullish trendline. Dynamic Target Projection (The Math) Upon a confirmed breakout, the script automatically calculates three distinct targets by identifying the most significant "Swing Point" (Pivot) prior to the breakout. Distance (D): The vertical distance between the Trendline and the Pivot Price at the specific bar where the pivot occurred. Target 1 (T1): The Breakout Price +/- (Distance × 1.0). This represents a classic 1:1 measured move. Target 2 (T2): The Breakout Price +/- (Distance × 1.618). Based on the Golden Ratio extension. Target 3 (T3): The Breakout Price +/- (Distance × 2.618). Market Structure (CHOCH) The script includes an optional Change of Character (CHOCH) module. This runs independently of the trendline logic, identifying local Swing Highs and Swing Lows based on the "Swing Detection Length." It plots dashed lines and labels to visualize immediate shifts in market structure. How to Use This Tool This is an interactive tool that requires user input to define the setup. Identify a Setup: Locate a clear trend, wedge, or flag pattern on your chart. Set Pivot Points: Go to the Indicator Settings. Input the exact Start Date and End Date corresponding to the two main touches of your trendline. Monitor for Breakout: The script will extend the line. Wait for a "BC" label to appear. Trade Management: Once "BC" prints, the T1, T2, and T3 lines will instantly render. These can be used as potential take-profit zones or areas to tighten stop-losses. Settings & Configuration Indicator Settings Start/End Date: The timestamp Pivot Points for your trendline. Price Source: Determines what price (High or Low) Pivot Points the line and triggers the breakout. Pivot Left/Right: Adjusts the sensitivity for finding the "Pivot Before Break" used for target calculations. Extend Target Line: How far forward the target lines are drawn. Visual Style Colors: Fully customizable colors for the Trendline, Breakout Labels, and each Target level (T1, T2, T3). Gold Bullish Reversal This analysis dissects a confirmed bullish reversal on Gold using a custom Trend Break system. The setup identifies a transition from a bearish corrective phase to bullish momentum, validated by a structural break and a geometric target projection. Trend Identification (The Pivot Points) The descending white trendline serves as the primary dynamic resistance, defining the bearish correction. Pivot Points: The line is drawn connecting two significant swing highs, marked by Label 1 and Label 2. Logic: These points represent the "lower highs" characteristic of the previous downtrend. As long as price remained below this trajectory, the bearish bias was intact. The Trigger: Breakout & Confirmation The transition occurs at the candle marked BC (Breakout Candle). Breakout Criteria: The indicator logic dictates that a signal is only valid when the bar closes above the trendline. This filters out intraday wicks and ensures genuine buyer commitment. CHOCH Confluence: Immediately following the breakout, a CHOCH (Change of Character) label appears. This signals a shift in market structure, indicating that the internal lower-high/lower-low sequence has been violated, adding probability to the reversal. Target Projection: The Measured Move The vertical green lines (T1, T2) represent profit objectives derived from the depth of the prior move. The logic calculates the distance between the breakout line and the lowest pivot prior to the break. T1 (Standard Target): This is a 1:1 projection of the pre-breakout volatility. We see price action initially stalling near this level, confirming it as a zone of interest. T2 (Golden Ratio Extension): The second target is calculated as the initial distance multiplied by 1.618 (Fibonacci Golden Ratio). The chart shows the price rallying aggressively through T1 to tap the T2 zone, often considered an exhaustion or major take-profit level in harmonic extensions. Conclusion Gold has successfully invalidated the 4-hour bearish trendline. The confluence of a confirmed close above resistance (BC) and a structural shift (CHOCH) provided a high-probability long setup. The price has now fulfilled the T2 (1.618) extension, suggesting traders should watch for consolidation or a reaction at this key Fibonacci resistance level. Bearish Trendline Breakdown The image displays a Bearish Trendline Breakdown on the Gold (XAUUSD) 4-hour chart. The indicator is actually functioning in "Low" mode here (connecting swing lows to form support), which triggers the bearish logic found in the code. Here is the step-by-step breakdown: The Setup: Pivot Points & Trendline Visual: The Blue Labels "1" and "2" connected by a white diagonal line. Code Logic: These are the user-defined start and end points. Pivot Point 1 (startDate): The starting pivot of the trendline. Pivot Point 2 (endDate): The ending pivot. Trendline: The code draws a line between these two points and extends it to the right (extend.right). In this specific image, the line acts as a Support Trendline. The Trigger: Break Candle (BC) Visual: The Red Label "BC" appearing just below the white trendline. Code Logic: This is the execution signal. The code detects a "Down Break" (dnBreak) because the Price Source was likely set to "Low" and the candle's Close was lower than the Trendline Price at that specific bar (close < currLinePrice). This confirms the support level has been breached. The Projection: Targets (T1 & T2) Visual: The Green Labels "T1" and "T2" with dotted horizontal lines projected downward. Code Logic: These are profit targets based on a "Measured Move." Pivot Calculation: The script looks back for a recent "Pivot High" (the peak before the crash) to calculate the volatility/distance (dist) between that peak and the trendline. T1 (Conservative): The price is projected downward by 1x that distance (currLinePrice - dist). T2 (Extended): The price is projected downward by 1.618x that distance (Golden Ratio extension). Market Context: CHOCH Visual: The small Red/Orange "CHOCH" labels appearing above the price action. Code Logic: This is a secondary confirmation system running independently of the trendline. It detects a Change of Character (structural shift). The red labels indicate a "Bearish CHOCH," meaning the price broke below a significant prior swing low (last_swing_low). This supports the bearish bias of the trendline break. Disclaimer This tool is for educational and technical analysis purposes only. Breakouts can fail (fake-outs), and past geometric patterns do not guarantee future price action. Always manage risk and use this tool in conjunction with other forms of analysis.
Indicateur Pine Script®
par MarkitTick
4
Advanced Breakout System v2.0Advanced Breakout System v2.0 Developed by: Mohammed Bedaiwi This script hunts for high-probability breakouts by combining price consolidation zones, volume spikes vs. average volume, smart money flow (OBV), and a Momentum Override for explosive moves that skip consolidation. Additionally, it automatically identifies and plots Support and Resistance levels with price labels to help you visualize market structure. The system follows a "Watch & Confirm" logic: it first prints a WATCH setup, then a BUY only if price confirms strength. 💡 JUSTIFICATION OF CONCEPTS (MASHUP & ORIGINALITY) This script is an original mashup combining several analytical concepts to address common breakout failures: Volatility Compression Engine: Uses built-in functions like ta.highest() and ta.lowest() to mathematically define the setup phase where price volatility is compressed below a user-defined threshold. Volume Spike Confirmation: The breakout must be confirmed by a volume increase greater than a moving average of volume, signaling strong market interest. Smart Volume Filter (OBV): This is the key component. By checking if ta.obv is above its own Moving Average, we confirm that accumulation has been occurring during the consolidation period, suggesting institutional positioning before the price break. Multi-Exit Risk System: Employs dynamic exits (EMA cross, volume dump, bearish pattern) instead of static stop-losses to manage risk adaptively based on real-time market action. Market Structure Visualization: The script also includes a Support & Resistance engine to plot key swing pivots and price labels for visual context. ✅ STRATEGY RESULTS & POLICY COMPLIANCE To ensure non-misleading and transparent backtesting results, this strategy is published with the following fully compliant properties: Dataset Compliance: The backtest is performed on the CMTL Daily (1D) chart across a long history, generating 201 total trades. This significantly exceeds the minimum requirement of 100 trades, providing a robust test dataset. Risk Control: The strategy uses a conservative order size set to 2% of equity (default_qty_value=2), strictly adhering to the sustainable risk recommendation of 5-10% of equity per trade. Transaction Costs: Realistic trading conditions are modeled using 0.07% commission and 3 ticks slippage to prevent the overestimation of profitability. ⚙️ VISUAL GUIDE & SIGNAL LOGIC Key Color Legend (Visual Guide): WATCH – Setup (Yellow Arrow Down): Potential breakout setup detected. BUY – Confirmation (Green Arrow Up): Confirmed breakout, triggered when price trades above the high of the WATCH candle. SELL – Break (Orange Arrow): Short-term trend weakness, triggered when price closes below the Fast EMA (9). SELL – Dump (Dark Red Arrow): Distribution / volume dump, triggered by a bearish candle with abnormally high volume. SELL – Pattern (Purple Arrow): Bearish price-action pattern (such as a bearish engulfing). Support & Resistance Lines (Red/Green): Small horizontal lines plotted at key swing points with exact price labels. ⌨️ INPUTS (DEFAULT SETTINGS) Entry settings: Consolidation Lookback (default 20) = bars used to detect consolidation. Consolidation Range % (default 12%) = max allowed range size. Volume Spike Multiplier (default 1.2) = factor above average volume to count as a spike. Force Signal on Big Moves (default ON) = forces a WATCH signal on high-momentum moves. Exit settings: Enable Fast Exit (EMA 9) toggles the SELL – Break signal. Dump Volume Multiplier defines what counts as “dump” volume. Support & Resistance: Adjustable Pivot Left/Right bars control the sensitivity of the support and resistance lines. ⚠️ Disclaimer Trading involves significant risk of loss. This script is for educational and informational purposes only and is not financial advice or a recommendation to buy or sell any asset. BUY and SELL signals are rule-based and derived from historical behavior and do not guarantee future performance. Always use your own analysis and risk management. This is an open-source strategy; users are encouraged to test it across different symbols and timeframes.
Stratégie Pine Script®
par mbedaiwi2