MTF Range Tracker+ (M1D)OVERVIEW
MTF Range Tracker+ draws the Daily, Weekly and Monthly trading ranges as clean, connected boxes directly on your chart, then projects each range's High, Low and Equilibrium into a compact Power-of-Three (PO3) candle stack on the right. It adds Average Daily / Weekly / Monthly Range levels (ADR / AWR / AMR) and a small dashboard that tells you, at a glance, how much of each average range the current period has already used.
It is a top-down, time-based framework tool. Instead of hunting individual signals, it lays out the higher-timeframe structure — where price is inside its daily, weekly and monthly range (premium vs discount), how much room is statistically left, and which levels are acting as liquidity or as a magnet — so you can build a bias and plan trades around it.
Everything is drawn on bar close and completed ranges do not repaint.
WHAT IT PLOTS
Period range boxes (Daily / Weekly / Monthly) — each completed period is boxed from its high to its low across its own bars. Consecutive periods share their vertical dividers, so a run of days (or weeks, or months) reads as one connected structure rather than separate rectangles. The current, still-forming period is drawn live and left open on the right so it visibly flows into the projection.
Range projection to the PO3 candles — the window High and window Low (the highest high and lowest low across the periods currently shown) are drawn from the exact origin candle where each extreme formed, straight across to a compact PO3 candle that represents the range.
PO3 candle stack — each displayed period is also rendered as one compact candle to the right of price, grouped by timeframe (Daily, then Weekly, then Monthly) — a fast higher-timeframe read without leaving your execution chart.
ADR / AWR / AMR levels — the Average Daily, Weekly and Monthly Range is projected from the current period's open as +/- the full average, with optional +/- 1/3 levels.
Dashboard (M1D™) — a small monospace table showing, per timeframe, the percentage of the average range already used this period and the average range itself in points.
KEY DEFINITIONS
Equilibrium (EQ) — the 50% level of a range. Above EQ is a PREMIUM (relatively expensive) area; below EQ is a DISCOUNT (relatively cheap) area. This premium/discount read is the backbone of building bias.
ADR / AWR / AMR (Average Daily / Weekly / Monthly Range) — the average of the last N completed period ranges (high minus low). ADR answers "how far does this market usually travel in a day?" AWR and AMR answer the same for a week and a month. Lengths are adjustable.
Used % (dashboard) — how far the current period has already travelled relative to its average range: (this period's high − low) / average range × 100. Example: "1D 58%" means today has already covered 58% of a typical daily range. A low reading means the period still has room to expand; near or over 100% means it's already extended for its type, and the value turns to the Low colour past 100% as a visual flag.
HOW TO USE IT
Monthly bias (the widest context)
Is price in the monthly PREMIUM (above MEQ) or DISCOUNT (below MEQ)? That frames whether you are, broadly, looking to sell rallies or buy dips within the monthly range.
MH and ML are the monthly liquidity extremes — obvious targets and obvious places for stops to rest.
The monthly Used % tells you whether the month is early (room to run) or already stretched.
Weekly bias (the swing context)
Same premium/discount logic against WEQ. A weekly discount that aligns with a monthly discount is a stronger location to look for longs, and vice-versa.
WH / WL frame the week's liquidity; AWR frames how much more the week can reasonably travel.
Daily bias and trade planning (the execution context)
Use the previous day's DH / DL as liquidity references and DEQ as a common draw / target.
Use ADR to plan realistic targets: if only ~40% of the ADR is used and price is in discount below DEQ, a move back toward DEQ or the ADR+ level is a measured objective. If ~90% of the ADR is already used, expectations for further same-direction travel should be lower.
The +/- 1/3 ADR levels give intraday interim objectives and areas where extended moves often pause.
Reading the PO3 stack
Glance at the daily PO3 candles for the recent daily rhythm (expansion vs consolidation, up-closes vs down-closes) and at the weekly / monthly candle for the dominant higher-timeframe direction — all without switching charts.
A simple top-down routine
Monthly: note premium/discount and month range used.
Weekly: note premium/discount and where price sits vs WH / WL.
Daily: check ADR used and whether price is reaching for DH / DL or drawing back to DEQ.
Drop to your execution timeframe and take entries only in the direction and location the higher-timeframe ranges support.
SETTINGS
Ranges — toggle Daily / Weekly / Monthly and set how many completed periods to show (Days 1–10, Weeks 1–3, Months 1–2). The forming period always draws.
Range Style — box outline, High / Low / EQ colours (blue high / red low by default; set both to black for a fully neutral chart), and whether to connect the ranges to the PO3 candles.
PO3 Candles — show/hide, offset, width, spacing, wick width, per-cluster timeframe tag, EQ tick, and the bull/bear body / border / wick colours.
Average Ranges — enable ADR / AWR / AMR lines, set each averaging length, and toggle the 1/3 levels.
Dashboard — show/hide, position, text size.
Text — compact labels and independent size controls for the per-box and the projection / average labels.
HOW IT IS CALCULATED (and repainting)
Period ranges are captured natively from the chart: on each Daily / Weekly / Monthly rollover the completed period's high, low, open and the bars where its high and low printed are stored, then a new period starts. Completed boxes are fixed and do not repaint.
The weekly period is anchored to the weekend reopen (the Sunday session), so a single mid-week market holiday will not split a week into two; daily and monthly periods roll on their normal calendar boundaries.
ADR / AWR / AMR use confirmed higher-timeframe values (previous completed bar), the standard non-repainting approach.
Because monthly and weekly boxes need enough chart history to cover those periods, run the tool on an intraday-to-daily timeframe with sufficient loaded history (best on 15-minute charts and higher).
NOTES & DISCLAIMER
This indicator is an analytical and planning tool. It does not generate buy/sell signals, does not predict future price, and makes no representation about trading performance. Average-range statistics describe typical past behavior and can be exceeded or undershot at any time. Nothing here is financial advice — always do your own analysis and manage risk. Use it as one input in your own process. Indicateur
Monthly Statistical LevelsMonthly Statistical Levels is an open-source indicator that plots monthly reference levels based on historical monthly price extensions from the monthly open.
The goal of the script is to provide a clean statistical map for the current and recent months. It is designed as a market structure and reference-level tool, not as a buy/sell signal system.
How it works
The script uses completed monthly candles from TradingView data.
For each completed month, it calculates two historical extensions:
High extension:
Monthly High minus Monthly Open, divided by Monthly Open.
Low extension:
Monthly Open minus Monthly Low, divided by Monthly Open.
These historical extensions are stored separately for upside and downside movement.
At the start of each new month, the script uses the current monthly open and projects five reference levels:
Strong High
Avg High
Open
Avg Low
Strong Low
Avg High is based on the historical average upside extension from the monthly open.
Avg Low is based on the historical average downside extension from the monthly open.
Strong High uses the average upside extension plus a configurable standard deviation multiplier.
Strong Low uses the average downside extension plus a configurable standard deviation multiplier.
By default, the strong multiplier is set to 1.0, meaning strong levels use the historical average extension plus one standard deviation.
Lookback options
Users can choose the statistical lookback used for the calculations:
24 months
36 months
60 months
120 months
All available history
Using all available history can make the levels more stable, but it may also mix different market regimes. This is especially important for assets with structural changes, short trading histories, or very different behavior across cycles.
No lookahead logic
The indicator uses completed monthly candles to build the historical sample.
Each month keeps the levels calculated with the information available at the start of that month. The current month is used only for its monthly open, which is known once the month begins.
This means the levels are not recalculated using future monthly highs or lows.
How to use it
The levels can be used as a visual reference for monthly range structure.
Possible uses include:
Identifying where price is trading relative to its monthly statistical range.
Comparing the current month with recent monthly behavior.
Observing when price reaches average or stronger historical extension zones.
Keeping a cleaner chart with only the most recent visible months.
Main settings
Visible months:
Controls how many recent months are displayed. The default is 6 and the maximum is 12 to keep the chart readable.
Statistical lookback:
Controls the historical sample used to calculate average and strong levels.
Minimum closed months:
Defines the minimum number of completed monthly candles required before plotting levels.
Strong multiplier:
Controls how far strong levels are placed from average extension levels using standard deviation.
Labels:
Users can show labels only for the current month, for all visible months, or turn labels off.
Alerts
The script includes optional alert conditions for touches of:
Strong High
Avg High
Open
Avg Low
Strong Low
Limitations
This indicator does not predict future price movement.
It does not identify support or resistance with certainty.
It does not generate buy or sell signals.
It does not evaluate trend, fundamentals, macro conditions, liquidity, positioning, or news.
The levels depend on the TradingView symbol selected, the available historical data, and the chosen lookback window.
Why it may be useful
Many traders look at monthly opens, monthly ranges, and volatility-based zones separately. This script combines those ideas into one clean open-source tool: monthly open-based statistical levels built from completed historical monthly extensions.
It helps traders visualize where price is trading relative to its own historical monthly behavior, while keeping the chart simple and readable. Indicateur
Monthly Trinity Box
The DCG Monthly Day Box is a precision timing tool designed to highlight a specific calendar day each month directly on your chart. Built for traders who study recurring institutional behavior, monthly cycle setups, and time-based confluence zones, this indicator draws a dynamic box spanning the full high-to-low range of your chosen target day — complete with a midline and customizable lookback window.
Inspired by the same logic as third-hour and session-based reference boxes, this tool brings that same discipline to the monthly timeframe. Identify whether the 3rd, 5th, or any key calendar day is acting as support, resistance, or a volatility expansion trigger — month after month.
**Features:**
- Toggle any calendar day (1–28) as your monthly target
- Box auto-expands across all intraday bars within that day
- Alternating colors by even/odd month for instant visual separation
- Month label displayed on each box (e.g. JUN 3, JUL 3)
- Configurable lookback in months (1–24)
- Independent color controls for box fill, border, and midline
- Midline auto-calculated from session high/low — solid, dashed, or dotted
- Extend mode to project the box to the right edge of the chart
Indicateur
VWAP Intraday, Weekly, MonthlyA clean, professional implementation of three anchored VWAPs — Intraday, Weekly and Monthly — with standard deviation bands, cloud fills and candle coloring. Built for futures, stocks and forex traders who use VWAP as a core part of their analysis.
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WHAT IS VWAP?
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Volume Weighted Average Price is the most widely referenced intraday benchmark used by institutional traders, market makers and algorithms. It represents the average price at which all volume has transacted over a given period. Price above VWAP is generally considered bullish, price below is bearish. The standard deviation bands show statistical distance from fair value — the further price extends from VWAP, the more extended and mean-reversion prone the move becomes.
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FEATURES
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▶ Intraday VWAP — resets each session. Band 1 and Band 2 with optional cloud fill.
▶ Weekly VWAP — resets each week. Band 1 and Band 2 with optional cloud fill.
▶ Monthly VWAP — resets each month, correctly anchored to the first session of the calendar month. Band 1 and Band 2 with optional cloud fill.
▶ Candle Coloring — green when price closes above Intraday Band 1, red when below. Neutral inside the bands.
▶ Multiple Anchors — Globex (18:00 ET, best for NQ/ES futures), Midnight (stocks and forex), Market Open (9:30 ET RTH), London session (03:00 ET) and Asia session.
▶ Source Selection — HLC3 (typical price, institutional standard), Close, HL2 or OHLC4.
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HOW TO USE
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Futures traders (NQ, ES, MNQ): use Globex anchor. This anchors VWAP to the 18:00 ET session open, matching institutional platforms like Sierra Chart and Bookmap.
Stock traders: use Midnight or Market Open anchor depending on your preference.
Forex traders: use Midnight anchor for a standard daily reset.
Band 1 (1.0 std dev) is the primary level. Price rejecting from Band 1 and reversing toward VWAP is one of the most reliable setups in VWAP trading. Price closing outside Band 1 signals a strong directional move. Band 2 (2.0 std dev) marks extended moves where mean reversion is statistically more likely.
Weekly and Monthly VWAPs act as macro support and resistance levels. Price above both is a bullish macro structure. Price between them shows a transitional zone. Price below both is bearish.
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SETTINGS
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All colors, opacity and line thickness are adjustable by clicking each color swatch — the popup includes color, opacity, thickness and line style in one place.
Each band's standard deviation multiplier is adjustable. The default 1.0 and 2.0 are the most commonly used values but some traders prefer 1.5 / 2.5 depending on their instrument and style.
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NOTES
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- Works on any timeframe and any instrument with volume data.
- For accurate Globex VWAP on NQ/ES, ensure your chart data includes the overnight session.
- Monthly VWAP is anchored to the first Globex session of each calendar month, not midnight of the 1st — this matches the institutional convention for futures. Indicateur
Key Levels Pro [AGPro Series]Key Levels Pro
🔑 Overview
Key Levels Pro is a comprehensive, non-repainting level tracker that consolidates every institutionally significant price reference into one clean overlay. Previous day, week, and month highs/lows (PDH, PDL, PWH, PWL, PMH, PML) are plotted alongside Asian, London, and New York session highs and lows. Every level is actively monitored — touch count, break count, and respect rate update in real time, giving you a live quality score for each price zone.
Most level scripts stop at drawing lines. Key Levels Pro goes further: lines automatically thicken on repeated touches, switch to dashed style when broken, and fade to muted color to signal invalidation. Zone rectangles extend back to the formation bar of each level, making historical respect visible at a glance. An ATR-aware label collision system keeps the chart readable on every timeframe, and same-price levels are intelligently deduplicated so you never see four overlapping labels at the same price.
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📐 Unique Edge
Unlike generic pivot or S/R scripts, Key Levels Pro tracks the behavioral quality of each level — not just its existence. A level that has been tested five times without breaking carries a different weight than a fresh, untested one. Key Levels Pro surfaces that difference automatically through line width, style, and panel data.
What makes it distinct:
🔹 Complete previous-period coverage (PDH/PDL, PWH/PWL, PMH/PML) in one overlay, without redundant current-period duplicates.
🔹 Live session tracking for Asian, London, and New York simultaneously, with automatic hiding on Daily and higher timeframes.
🔹 Per-level touch count, break count, and respect rate computed from actual historical price interaction.
🔹 Dynamic line thickening on repeated touches (width 1 → 2 → 3).
🔹 Auto-broken state with dashed style + muted color — no distracting flags or banners.
🔹 Historical zone boxes extending back to the formation bar of each level.
🔹 ATR-aware label collision resolution that stacks overlapping labels vertically.
🔹 Price-based deduplication: when two levels share the same price, the higher-priority one wins (Monthly > Weekly > Daily > Session).
🔹 ATR-normalized proximity to the nearest level above and below the current price.
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🔬 Methodology
Previous-period levels are pulled from the daily, weekly, and monthly timeframes using request.security() with lookahead enabled for the completed-period values. This approach is standard, transparent, and non-repainting — historical data does not change.
Session levels are tracked bar by bar using customizable session time inputs. Each session resets at its start time and tracks the running high and low until the session closes. The Asian, London, and New York sessions can each be configured independently.
Touch detection uses an ATR-based tolerance band (default 10% of ATR). When price closes within that tolerance of a level, the touch counter increments. A break is registered when price closes on the opposite side of a level compared to the prior bar. Respect rate is calculated as touches / (touches + breaks) × 100.
Line width scales with touch count: 1 touch = width 1, 2–4 touches = width 2, 5+ touches = width 3. Broken levels switch to dashed style and a muted color.
The label collision system operates in three stages: first, all enabled levels are collected into a sorted array; second, same-price levels are deduplicated based on priority (Monthly highest, Session lowest); third, an upward sweep enforces minimum vertical spacing using a blend of ATR and chart-range heuristics, ensuring labels never overlap regardless of market volatility.
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📊 Signals & States
This script is a visualization and data tool — it does not generate buy or sell signals.
Level states are communicated visually:
🔹 Active (solid line, full color): level has not been broken.
🔹 Touched (thicker line, 2–3px): level has been tested one or more times.
🔹 Broken (dashed line, muted slate color): level has been decisively closed through.
Info panel states:
🔹 Session: active market session (Asian / London / New York / Off-Hours / N/A on Daily+).
🔹 Near Above / Near Below: price of the closest active level on each side of the current close.
🔹 Dist Above / Below ATR: distance expressed as a multiple of ATR(14).
🔹 Touch and respect rate data for PDH, PDL, PWH, PWL.
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⚙️ Key Inputs
Level Groups: Toggle previous day, week, month, and session levels independently.
Session Times: Fully customizable start/end times for Asian, London, and New York sessions in exchange timezone.
Zone Style: Enable/disable S/R zones and adjust zone transparency.
Lines & Labels: Set line extension length, toggle labels, choose label density (All / Reduced / Minimal), set font size, and enable or disable same-price deduplication.
Info Panel: Toggle panel, set location (six positions), and choose theme (Dark / Light).
ATR Settings: Set ATR period and touch tolerance as an ATR multiple (0.02 to 0.50).
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📖 How to Use
1. Add the script to a chart — all major levels appear immediately.
2. Adjust session times if trading non-crypto markets.
3. Watch line thickness: thicker = more tested = stronger historical reaction zone.
4. Dashed + muted color = broken. Treat broken levels as potential new S/R from the opposite side (role reversal).
5. Use the panel's Near Above and Near Below fields to gauge proximity before entry or exit decisions.
6. Use "Reduced" density (default) for cleaner charts, or switch to "All" when you need session context.
7. Works on all asset classes: crypto, forex, equities, indices, commodities.
Recommended timeframes: 15m–4H for session levels; 1H–1D for previous-period levels.
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⚠️ Limitations & Transparency
🔹 Session tracking is session-relative and resets each new session.
🔹 Touch tolerance is an ATR-based heuristic and may need adjustment on extremely low-volatility instruments.
🔹 All data is historical. Touch count and respect rate describe past price behavior, not future outcomes.
🔹 This script is not a trading strategy, does not issue trade signals, and cannot predict market direction.
🔹 On exotic or illiquid instruments with large gaps, formation-bar zone boxes may appear truncated if the level formed outside the chart's visible range.
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🛡️ Risk Disclosure
This script is provided for informational and educational purposes only. It does not constitute financial advice, investment advice, or a recommendation to buy or sell any financial instrument. All trading involves risk. Past level behavior does not guarantee future results. Always use proper risk management and test any approach in a demo environment before committing real capital. Indicateur
Reference Price Operating Map [AGPro Series]Reference Price Operating Map
🔹 OVERVIEW
Reference Price Operating Map is a focused overlay that consolidates the four most universally watched reference prices — Daily Open, Weekly Open, Monthly Open, and Previous Close — into a single operating map. It tracks how price interacts with each level in real time, attributes control to the reference currently leading price action, groups overlapping references into confluence clusters, and fades distant context so the active map stays clean.
The chart answers one direct question at a glance: which reference is controlling the session right now.
Built for intraday operators, swing traders, and position traders who anchor their bias to session and period opens. Works on any symbol and any intraday or daily timeframe.
🔸 WHAT MAKES IT DIFFERENT
Most open-line indicators simply draw horizontal lines for Daily, Weekly, Monthly, and Previous Close and stop there. This script goes further by adding four layers on top of those lines:
• State tracking — each reference is classified as Untouched, 1st Touch, Tested, Held, Reclaimed, or Rejected, and the state updates bar by bar as price interacts with the level.
• Control attribution — a proximity-weighted scoring system selects one reference as the current "controller" of price action, highlighted with a dominant-row background in the panel and a thicker line on the chart.
• Confluence grouping — when two or more references sit within 0.5 ATR of each other, they collapse into a single cluster label (for example "D-Open + W-Open + PClose") instead of stacking separate labels on top of each other.
• Distance-aware rendering — references far from current price are demoted to a thin gray zone with a dotted line, keeping them visible as structural context without crowding the active map.
The engine also includes a far-aware state machine: references that price has not meaningfully engaged stay in the Untouched state instead of being forced into misleading classifications.
🔷 METHODOLOGY
Reference levels are pulled directly from the higher timeframe open (Daily, Weekly, Monthly) and the previous daily close using lookahead-safe security calls on confirmed bars.
Distance classification uses ATR(14) as a volatility scale. A reference is considered "near" when price is within a configurable ATR multiple and "far" when it exceeds the far-distance threshold. This adapts the map to both low-volatility ranges and high-volatility expansions without manual tuning.
State transitions are driven by a finite state machine with six states. Key transitions:
• Untouched → 1st Touch when price enters the touch zone (default 0.25 ATR) or wicks through it.
• 1st Touch / Tested → Held when price moves cleanly away from the level on the same side.
• 1st Touch / Tested → Reclaimed when price closes on the opposite side (optionally requiring multi-bar confirmation).
• Any engaged state → Rejected when a large wick rebounds from the level with more than 60 percent wick ratio.
• Held / Rejected → Reclaimed on a confirmed cross.
The control score combines proximity (how close price is to the reference relative to ATR) with a state weight (Reclaimed and 1st Touch score highest, Held scores lowest). The reference with the highest score is tagged as controller; if no reference has meaningful engagement the panel reports No Active Control.
🔶 SIGNALS AND ALERTS
Three alert conditions are exposed:
• Reference Touched — fires the first time any reference is touched in its period.
• Reference Reclaimed — fires when any reference transitions into the Reclaimed state.
• Reference Rejected — fires when a large-wick rejection bar is registered at any reference.
On-chart, first-touch diamond markers are placed on recent bars to make period engagement easy to spot in screenshots and reviews. The panel footer reports the current controller and updates in real time.
🔹 KEY INPUTS
Reference Lines — independent toggles for Daily Open, Weekly Open, Monthly Open, and Previous Close.
Display — Show Active References Only (hide untouched references for a cleaner map), Strict Reclaim Confirmation (require multiple confirmation bars for Reclaim), Label Density (Minimal shows only the dominant reference, Normal shows all active, Detailed appends state names to labels), Show Reaction Bands, Mark First Touches.
Panel — position (four corners), font size, label font size. All default to Normal per AG Pro Series visual standards.
Sensitivity — Touch Threshold (ATR multiple defining a touch), Reclaim Confirm Bars (strict-mode confirmation count), Band Width (reaction band width in ATR), Far Distance (ATR multiple beyond which references are faded to context).
All parameters are ATR-scaled so defaults transfer cleanly across instruments and timeframes.
🔸 HOW TO USE
1. Open the panel and read the controller. If the footer shows "D-Open Controls" with a Bull bias, intraday operators treat Daily Open as the session pivot and trade with that bias until the state changes.
2. Watch the confluence label. A grouped label such as "D-Open + W-Open + PClose" means three references are stacked — a cluster of this kind is typically a higher-conviction zone than a single isolated reference.
3. Use state transitions as triggers. A Rejected state at Monthly Open during a rally is a different signal than a Reclaimed state at the same level. The state tells you what just happened at the level, not just where the level is.
4. Use the far zone as context. A Monthly Open plotted as a gray zone five ATR away from price is not an execution level — it is orientation. When price approaches it, the zone transitions into an active band and the state engine re-engages.
5. Combine with your own structure work. This map is designed to sit underneath price action analysis, order flow, or trend tools, not replace them.
🔷 LIMITATIONS AND TRANSPARENCY
• This is an indicator, not a strategy. No entries, exits, position sizing, or backtesting is performed.
• Reference prices are sourced from higher timeframe candles using confirmed lookahead. Results on intraday charts should match the official Daily, Weekly, and Monthly opens of the exchange the chart is connected to.
• State classifications are heuristic. They describe observed behavior at each level in historical terms and should not be read as forecasts. A Reclaimed state is a description of what just happened, not a prediction of what comes next.
• ATR-based thresholds mean the map adapts to volatility but can feel different on very low-volume or very thinly traded instruments. Adjust the touch threshold and far distance inputs if defaults feel too loose or too tight.
• Confluence grouping uses a 0.5 ATR window. On very wide-range days this window can become large; on very narrow ranges it can feel tight.
🔶 RISK DISCLOSURE
This indicator is provided for informational and educational purposes only. It does not constitute financial advice, investment advice, trading advice, or any other form of advice. Past performance of any level, state, or methodology shown on the chart does not guarantee future results. Trading and investing involve substantial risk of loss. You alone are responsible for your decisions, for managing your risk, and for complying with the laws and regulations that apply to you. Test any tool on a demo account or in paper trading before using it with real capital. Indicateur
Indicateur
VWAP x3 [crlmx] Flexible tripple VWAP for multi-timeframe analysis with session-based
anchors for volume-weighted fair value benchmark and trend direction.
Key Features
- 3x fully adjustable VWAP anchor periods
- Off, 30min, 1H, 2H, 4H, 8H, 12H, D, W, M, Q, Y,
- New York, London, Asia Sessions with adjustable (UTC)
- Clean session breaks in VWAP line
- No skewed line continuation between anchor periods
- Lookback control for cleaner charts
- Session VWAPS exclude weekend days
- Optional VWAP labels with controls
- Streamlined inputs / UI brought to you by crlmx
Trading Applications
- VWAP 1 (Daily): intraday fair value
- VWAP 2 (Weekly): swing trade context
- VWAP 3 (Monthly): position trade reference
- Turn off unused VWAPs for cleaner charts
- Customizable to any anchor combination
- Examples;
Day Trading: VWAP1: 30min | VWAP2: 1H | VWAP3: Day
Swing Trading: VWAP1: Day | VWAP2: Week | VWAP3: Month
Session Trading: VWAP1: NY Session | VWAP2: London | VWAP3: Asia
Position Trading: VWAP1: Week | VWAP2: Month | VWAP3: Quarter
Version History
v1.43 (Latest - 19 Jan 2026)
- Three independent VWAP lines
- Session-based anchors (NY/London/Asia)
- Configurable session times (UTC)
- Lookback parameter
- Labels with size and offset options
- Clean session breaks at boundaries
Indicateur
Indicateur
Indicateur
Indicateur
Monthly Seasonality AnalyzerThis indicator analyzes historical performance/seasonality of a chosen month, from date of inception to present. Users can choose any calendar month via dropdown menu.
For each historical month selected, it will calculate the monthly percentage gain/loss, range(volatility), and average gain/loss percentage, average range percentage across all recorded years. Positive returns are colored green and negative returns are red. Also, calculates if the selected month was bullish(open>close) or bearish.
When current chart month matches the selected month, it shows the in-progress range as well.
Data is collected from 1930 to present. Results are shown in vertical and horizontal tables. If the vertical table exceeds a 36 years, the script automatically switches to horizontal table to display all the data, with option to change table position.
Overall this tool is valuable for seasonality research, such as Santa Rally, May Go Away and swing trading/ position trading to capture the monthly PO3 range.
Most seasonality indicators show all 12 months at once or use daily bars. This one zooms in deeply on one month only, providing detailed per-year breakdowns, accurate completed-month stats, and a practical live range display.
The script uses arrays to store years, gains, and ranges. Uses table.new(), table.cell(), table.merge_cells() for easily readable result display. Code handles the current in-progress month separately (shows live range without including it in historical averages).
**Script will not run on any timeframe other than monthly and displays error otherwise. Script is best used on spot and not futures. Indicateur
XAU Seasonality + Setup Quality + Month Strength | WarRoomXYZXAU Seasonality Engine is a technical analysis indicator developed for the study of recurring, calendar-based behavior on XAUUSD (Gold).
The tool blends month-of-year seasonality statistics with higher-timeframe context and a setup-quality gate to help users observe when market conditions historically lean strong, weak, or neutral — and how strict trade selection should be during each regime.
Indicator Concept
An indicator for XAUUSD that combines:
1. Seasonality Regime (Month-of-Year Bias)
► Classifies the current month as Strong / Weak / Neutral based on either:
• Preset months (user-defined)
or
• Auto mode (computed from historical monthly performance)
► Strong months suggest a bullish tailwind (not a signal).
► Weak months suggest headwind / caution and require stricter setup quality.
2. Monthly Performance Engine (Under the Hood)
► Uses the symbol’s monthly timeframe data to compute, per calendar month:
• Average monthly return (%)
• Win rate (%) — how often that month closes positive
• Month Strength Score (0–100) — a blended score derived from performance data
► The score is designed to provide a relative strength snapshot of seasonality by month.
3. Month Strength Histogram
► Plots a histogram (0–100) of the current month’s strength score.
• Higher bars = historically stronger month tendency
• Lower bars = historically weaker month tendency
► Optional horizontal reference lines mark “strong” and “weak” zones to make regimes obvious at a glance.
4. Setup Quality Meter (Confluence Filter)
► The indicator calculates a Setup Quality Score (0–100) using market structure and momentum components, such as:
• EMA trend alignment
• Momentum confirmation (EMA fast vs slow)
• Structure break confirmation (BOS)
• Liquidity sweep behavior
• Candle confirmation logic
► This score is intended as a trade-selectivity filter , not a trade executor.
5. Adaptive Rules for Weak Months (Strict Mode)
► When the indicator detects a weak seasonal regime, conditions automatically tighten:
• The A+ threshold increases (adaptive thresholding)
• Optional rule: Weak months require BOS + Sweep + FVG simultaneously before any A+ condition is considered valid
This forces the user into “higher-quality-only” behavior during historically weaker seasonal periods.
🔹1 Visual Components Included
• Seasonality regime label (Strong / Weak / Neutral)
• Optional background shading based on regime
• Month Strength Score histogram (0–100)
• Current month stats: Avg return + win rate
• Setup Quality Meter value (0–100)
• Adaptive A+ threshold display
• Weak-month confluence gate status (BOS / Sweep / FVG pass/fail)
• Optional alerts when strict criteria are met
➣What Means in the XAU Indicator
🔹 Definition (in THIS indicator)
Win Rate = the percentage of historical months that closed positive for the same calendar month.
It is NOT:
trade win rate ❌
signal accuracy ❌
It is a s tatistical seasonality metric .
How It’s Calculated
For each calendar month (January, February, etc.), the indicator:
1.Looks at historical monthly candles (Monthly timeframe).
2. Counts how many times that month:
•Closed higher than it opened (or higher than previous month close).
3. Divides:
Number of positive months
÷
Total number of observed months
× 100
Example: September
If over the last 20 years:
September closed green 14 times
September closed red 6 times
Then:
Win Rate = (14 / 20) × 100 = 70%
That’s what you see as in the dashboard.
What the Win Rate Is Used For
1️⃣ Part of the Month Strength Score
The indicator blends:
•Average Monthly Return (%) → measures magnitude
•Win Rate (%) → measures consistency
Combined into:
Month Strength Score (0–100)
This avoids a common trap:
•A month with 1 huge rally but many losses ≠ reliable
•A month with steady positive closes = higher quality environment
What Win Rate Tells You
High Win Rate (e.g. 65–75%)
•Gold more often closes higher in this month
•Continuation is statistically more likely
•Pullbacks are more likely to resolve in trend direction
Low Win Rate (e.g. 35–45%)
•Gold more often fails to close higher
•More chop, deeper retracements, false breakouts
•Continuation trades statistically struggle
What It Does NOT Tell You
🚫 It does NOT mean:
•“You will win 70% of your trades”
•“Every setup in this month works”
•“Direction is guaranteed”
Seasonality is context, not prediction.
Why This Is Powerful When Combined With Your System
On its own, win rate is just data.
But in your indicator, it’s used to:
•🔒 Raise the A+ threshold in weak months
•🧠 Force BOS + Sweep + FVG confluence
•❌ Block marginal setups automatically
So instead of guessing:
-“Why is gold so choppy this month?”
You know:
-“This month historically underperforms SO I must be stricter.”
➣What Means in the XAU Seasonality Indicator
🔹 Definition (in THIS indicator)
Avg Monthly Return = the average percentage gain or loss of XAUUSD for a specific calendar month, calculated across many years.
It measures magnitude , not frequency.
It is NOT:
•trade profit ❌
•expected return for the next month ❌
•guaranteed performance ❌
It is a historical seasonality tendency.
How It’s Calculated
For each calendar month (January, February, etc.), the indicator:
1.Takes every historical occurrence of that month.
2.Calculates the percentage change of the monthly candle:
(Monthly Close − Previous Monthly Close)
÷ Previous Monthly Close × 100
3. Adds all those percentage changes together.
4. Divides by the total number of observations.
Example: September
Assume over 20 years:
+2.4%, +1.1%, −0.6%, +3.0%, +1.8%, ...
If the sum of all September returns = +28% across 20 years:
Avg Monthly Return = +1.40%
That’s the number displayed in the indicator.
What Avg Monthly Return Is Used For
1️⃣ Measuring Strength of Movement
•Win Rate → “How often does it close green?”
•Avg Monthly Return → “How big are the moves when it works?”
Both are needed.
A month can:
•Win often but move very little
•Move a lot but only occasionally
The indicator combines both to avoid misleading conclusions.
How to Interpret Avg Monthly Return
Positive Avg Return (e.g. +0.8% to +2.0%)
•Gold tends to expand during this month
•Continuation phases are more likely
•Pullbacks are often absorbed
Near-Zero Avg Return (e.g. −0.2% to +0.2%)
•Market is statistically balanced
•Expect chop, rotations, false breaks
•Continuation is less reliable
Negative Avg Return (e.g. −0.5% or worse)
•Downward pressure or heavy mean reversion
•Rallies often fade
•Risk of aggressive stop hunts
What Avg Monthly Return Does NOT Mean
🚫 It does NOT mean:
•“Price will move +1.4% this month”
•“You should buy because the number is positive”
•“This is a guaranteed edge”
It describes historical behavior, not future certainty.
Why Avg Monthly Return Matters More Than People Think
Two months can have the same win rate but behave very differently:
Example:
Month Win Rate Avg Return Reality
Month A 65% +0.2% Small, choppy wins
Month B 55% +1.6% Fewer wins, but strong expansions
Your indicator would rank Month B as stronger, which is correct for continuation-based strategies.
How It Feeds the Month Strength Score
The indicator blends:
•60% Avg Monthly Return (normalized)
•40% Win Rate
This means:
•Big moves matter more than small consistency
•But consistency still matters enough to prevent distortion
Result:
Month Strength Score (0–100)
Which is then used to:
•tighten or relax A+ thresholds
•activate weak-month strict rules
•control trade frequency
🔹2. Intended Use
The indicator is designed as a discretionary analysis tool to support study of:
• seasonal bias and calendar tendencies
• relative strength/weakness across months
• how strict trade selection should be across different regimes
• confluence behavior when seasonal conditions are unfavorable
The tool does not generate forecasts, does not guarantee outcomes, and should not be relied upon as a stand-alone decision mechanism.
🔹3.How to Use XAU Seasonality Engine
Recommended charts: XAUUSD, intraday (5m–15m) with a HTF context (1H–4H).
1. Identify the Seasonal Regime
• Strong month → you can allow more continuation bias (still require structure).
• Neutral month → trade normally, standard criteria.
• Weak month → tighten selection, demand clean A+ conditions only.
2. Read the Month Strength Histogram
• If the score is high (e.g., 70+), the month has historically shown stronger tendency.
• If the score is low (e.g., 40 and below), expect slower conditions, deeper pullbacks, or more chop — and reduce marginal trades.
3. Use the Setup Quality Meter as the Gate
► In normal/strong months:
• A+ threshold is moderate (e.g., 70)
► In weak months:
• A+ threshold is higher (e.g., 80+)
• Optional strict mode: must also pass BOS + Sweep + FVG alignment
4. Example Trade Logic (Framework, Not Signals)
► Bullish framework in a Strong Month:
• Seasonal regime = Strong (tailwind)
• Structure supports bullish continuation (trend alignment)
• Sweep occurs into demand / liquidity grab
• Setup Quality reaches A+ threshold
• Entry: confirmation candle or retrace to key level
• SL: beyond sweep low / invalidation
• TP: nearest liquidity / prior highs / HTF level
► Weak Month rule-set (Strict Mode):
• Seasonal regime = Weak (headwind)
• Only consider trades if:
✅ BOS confirms direction
✅ Sweep occurs and rejects cleanly
✅ FVG exists recently (or is mitigated if you choose that model)
✅ Setup Quality exceeds the elevated adaptive threshold
If any one is missing → no trade
This is not meant to “predict” gold — it’s meant to enforce discipline when seasonality historically underperforms.
🔹4.Limitations and User Responsibility
► The indicator does not represent financial advice or imply performance expectations.
► Seasonality is statistical tendency, not certainty — macro conditions can override it.
► Results vary by broker feed, timeframe, and settings.
► Users should test thoroughly in simulation before applying to live markets.
► All trading decisions, risk management, and execution remain solely the responsibility of the user.
🔹5. Alerts
Optional alerts can notify when:
• a new month begins and the seasonal regime changes
• A+ criteria are met
• weak-month strict conditions pass (BOS + Sweep + FVG)
Alerts are informational only and do not constitute actionable recommendations.
Disclaimer
This script is provided for informational and educational purposes only . It does not provide financial, investment, or trading advice, and it does not guarantee profits or future performance. All decisions made based on this script are solely the responsibility of the user.
This script does not execute trades, manage risk, or replace the need for trader discretion. Market behavior can change quickly, and past behavior detected by the script does not ensure similar future outcomes.
Users should test the script on demo or simulation environments before applying it to live markets and must maintain full responsibility for their own risk management, position sizing, and trade execution.
Trading involves risk, and losses can exceed deposits. By using this script, you acknowledge that you understand and accept all associated risks. Indicateur
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JL - DWM OHLCThis indicator plots the following price levels on your chart automatically AND will not show up if you are using a timeframe bigger than 60 minutes, 1 day, or 1 week.
Here are the price levels that are automatically plotted for you, and so you know the styling is different for Daily, Weekly, Monthly levels so you can easily distinguish between them:
- Prior Day: High / Low / Close
- Current Day: Open
- Prior Week: High / Low / Close
- Current Week: Open
- Prior Month: High / Low / Close
- Current Month: Open
These plots are timeframe dependent and will not plot on subsequently higher timeframes, here is how they work:
Daily Price Levels are only shown on timeframes that are smaller than 60 minutes.
Weekly Price Levels are only shown on timeframes smaller than 1 Day.
Monthly Price Levels are only shown on timeframes smaller than 1 Week.
This way, you can turn on the indicator and not have to think about turning off certain price levels if you switch to a larger / longer timeframe than what you typically use.
For example, Daily OHLC price levels will quickly clutter the 60 minute chart, and likely you don't need to know the HLC of the Prior Day if you are looking at the 60 minute chart. Therefor it may be helpful to automatically hide the Daily price level plots, and only show the Weekly and Monthly plots on the 60 minute timeframe.
I hope you find this indicator helpful, thanks for reading.
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VWAP Balance Zones - SessionsVWAP Balance Zones Sessions Version is an alternate take on the Original VWAP Balance Zones indicator. The Sessions version allows users to select a specific session to view the VWAP Balance Zones at while still utilizing the full ETH Data.
The Session version provides a better focused display while still maintaining the core functions of the original script with mindful optimizations.
Author's Note: "VBZ Sessions was made with logistics in mind, for the users who only trade within certain times of the day. While it displays the same core concepts, it is not as "Raw" of a display as the Original. For this reason, some users may prefer the Original VWAP Balance Zones, which is why I have opted to release this alternate version instead of updating the original."
> What are VWAP Balance Zones?
"VWAP Balance Zones" is an original concept aimed at identifying the equilibrium area between market participants within the current trend by averaging the Daily Extremes and the Daily VWAP.
Refer to the illustration below for a better understanding of exactly how VWAP Balance Zones are formed:
These zones are displayed for the Daily, Weekly, and Monthly VWAPs, with the most interactive timeframe being the Daily.
> Features
1. The Session Version uses ETH data at all times, and does not solely rely on the chart's data to create the VWAPs or Zones.
This allows the user to focus on a specific trading session, while not losing out on the full VBZ Calculation, with the notable benefit of a cleaner display.
The Original VBZ starts drawing at the beginning of the chart's "Day", and would produce different results when using an RTH chart vs an ETH chart. Along with creating a bird's nest of unusable data at the beginning of the day.
2. Session Start and End lines are displayed for easier identification of the designated trading session.
3. The extreme "Close" Lines are no longer displayed to reduce noise and redundancy.
4. Additionally, the interior VWAP lines are no longer displayed. Ultimately, this was to reduce noise and focus the script on the 50% zones.
5. Weekly and Monthly Zones are now displayed due to the reduced noise!
6. As with the original, the weekly display will yield to the daily, and the monthly display will yield to the weekly.
In the screenshot below, you can observe this behavior.
Enjoy! Indicateur
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Daily/Weekly/Monthly LevelsDaily/Weekly/Monthly Levels
TLDR
Shows Daily/Weekly/Monthly reversal levels. These can act as support/resistance levels.
Can only see what's in your candle history. I.e. It won't see old monthlies on your 1m chart! Use Daily to see everything with the most history.
Can only see levels higher than or equal to your current time frame. I.e. it will not see daily levels if you're looking at a weekly chart.
Doesn't keep levels that have been closed through. Does keep levels that have been only wicked.
This indicator shows you daily, weekly and monthly horizontal reversal levels to save you the hassle of doing it yourself. It's a little aid to speed up your TA routine.
Usage Details and Limitations
All daily, weekly, and monthly levels will be marked with lines on the chart automatically. Levels will only be visible from that level's TF or lower, i.e. you can't see the daily levels from the weekly chart, but you can see all levels from daily or lower charts. No levels will be displayed if you select a time frame higher than 1 month.
New levels will not be drawn if they are very close to existing levels. You can change the 'closeness' threshold in settings. It is specified as a percentage move from the existing level.
However, higher TF levels will REPLACE lower TF levels if they are too close. If you set the 'closeness' setting to 0, all levels will be drawn.
Levels will only be drawn if they are in your displayed candle range! I.e. the lower you go in timeframe, the less history you can see, and so levels originating from further back might be missed!
One technique you might have is to load up the daily timeframe and use that to mark any nearby levels of interest.
How does it work?
Basically, it looks for reversal candles on the D/W/M Timeframes, and draws a line for you from the open of the reversal candle (of that TF), so long as you are on a TF equal or lower than that level.
New bars on that TF that close through that TF's old levels will clear that level. Wicks do not clear.
Each newly found level will not be drawn if it's within the percentage distance of an existing level of equal or higher time frame.
Each new level also checks for existing levels on lower TFs that it can replace. E.g. if a monthly bar closes and produces a monthly level equal to an existing daily or weekly level, that daily or weekly level will be replaced. Use the settings to specify your 'closeness' allowance.
Please remember, it can only see as far back as your candle history, so you won't see old monthlies on a 1 minute chart! Use the daily TF to see all three levels at once with maximum history. Indicateur
Multi-Timeframe Liquidity LevelsMulti-Timeframe Liquidity Levels – Overview
The Multi-Timeframe Liquidity Levels indicator automatically displays significant highs and lows from various timeframes (Daily, Weekly, Monthly, and Quarterly) on your current chart. This allows traders to quickly identify potential support and resistance zones without frequently switching between different timeframe charts. Additionally, the script offers extra lines for special reference points (e.g., the “Midnight” midpoint of the current day and the previous day’s open/close) to highlight potential liquidity zones even more clearly.
1. Core Idea and Benefits
Time-Saving: Instead of manually reviewing charts in different timeframes, the indicator fetches relevant high/low levels automatically and shows them on your active timeframe.
Clear Layout: Traders instantly see where the Daily, Weekly, Monthly, and Quarterly highs and lows lie—areas often associated with institutional orders or liquidity hunts.
Customizable: You can tailor the color scheme, line style (Solid, Dashed, Dotted), and line width, ensuring the displayed levels fit your personal charting style.
2. How It Works
Multi-Timeframe High/Low
For each timeframe (Day, Week, Month, Quarter), the indicator references the previous candle’s high and low (high , low ).
Using request.security(...), these values are plotted on the chart you’re currently viewing.
Flexible Display
You can individually enable or disable the Daily, Weekly, Monthly, and Quarterly lines, depending on which levels are most relevant to your trading.
With Line Style (Solid, Dashed, Dotted) and Line Width, you can easily emphasize certain lines you consider more important.
Additional Lines
“Midnight” Line: A theoretical midpoint between today’s high and low, which can be useful for gauging daily pivot areas.
Previous Day’s Open/Close: Many traders track these reference points to anticipate market reactions. You can show or hide these lines as desired.
Automatic Line Removal & Creation
When a particular timeframe (e.g., “Show Monthly Levels”) is disabled, the script automatically removes the existing monthly lines.
Enabling it again recreates those lines without hassle.
3. Usage and Interpretation
Identifying Support and Resistance
Highs and lows from higher timeframes are often key zones for entries, exits, or major market reactions.
A Daily level may be crucial for short-term traders, whereas Monthly or Quarterly levels can indicate long-term liquidity areas.
Spotting Market Shifts
If price decisively moves above a Higher-Timeframe line, it could signal strong momentum.
Conversely, a failed breakout (where price quickly returns under or above a level) might warn of a potential reversal.
Extra Lines as Filters
The “Midnight” Line helps visualize a rough central price for the current day, aiding in intraday directional bias.
Previous Day’s Open/Close: Common reference points for day traders, where swift approaches and rejections can indicate potential entries or partial take-profit zones.
4. Practical Tips
Use Color-Coding Wisely: Assign distinct colors (e.g., Blue for Daily, Green for Weekly, Orange for Monthly, Purple for Quarterly) so you can easily discern which timeframe you’re looking at.
Toggle On/Off As Needed: Day traders might focus on Daily and Weekly, while long-term traders may pay closer attention to Monthly and Quarterly.
Combine with Price Action: Lines alone don’t constitute a trading strategy. Use them alongside candlestick patterns, volume analysis, or other indicators for a more complete market perspective.
5. Important Notes & Recommendations
Not Financial Advice: This indicator simply reflects historical high/low data across multiple timeframes and does not constitute a buy or sell recommendation.
Trader Responsibility: Observe how the market actually behaves around these lines and adapt your risk management accordingly. Indicateur
