0DTE Strategy 30-Day Sprint: 0DTE Strategy Indicator
Based on NYC2000's tactical guide for scaling small accounts using disciplined 0DTE SPY options trading.
WHAT IT DOES:
- Tracks the 4 key trading windows throughout the day
- Shows 9EMA and VWAP on both current timeframe and 5-min HTF for trend alignment
- Displays pre-market levels (PMH, PML, PDC)
- Generates buy/sell signals based on trend + pullback entries
- Color-coded backgrounds warn you of the "Death Zone" (11am-3:30pm)
- Real-time dashboard shows trend alignment and recommended action
THE 4 WINDOWS:
1. Trade 1 (9:35-9:50 AM) - Morning Impulse Scalp - GREEN background
2. Trade 2 (10:00-10:20 AM) - Trend Confirmation - BLUE background
3. Death Zone (11:00 AM-3:30 PM) - STAY CASH - RED background
4. MOC Trade (3:45-4:00 PM) - Market-On-Close momentum - PURPLE background
HOW IT WORKS:
- BUY SIGNAL: Price above VWAP + 9EMA on both timeframes, pullback to EMA, then bounce
- SELL SIGNAL: Price below VWAP + 9EMA on both timeframes, rejection at EMA, then drop
- Only signals during active windows (avoids the Death Zone)
- Dashboard (top right) shows current status and what to watch for
WHAT YOU CAN CUSTOMIZE:
- Timeframes (default: 5-min trend, 30-sec entry)
- All trading window times
- EMA length (default: 9)
- Colors for everything
- Toggle on/off: signals, windows, pre-market levels, alerts, dashboard
- Alert notifications for signals and zone changes
BEST USE:
Apply to SPY on 30-second chart. Use 5-minute for trend confirmation. Follow the strict trading windows and risk management rules from the original guide.
Remember: This is a visual aid. It shows you WHEN and WHERE to look for setups. You still need to confirm with MOC imbalance data, USI:TICK , and follow the 20% hard stop rule.
Recherche dans les scripts pour "imbalance"
First presented ineficiency indicator - 10 sessions📊 Enhanced FVG Indicator with Multi-Session Support
Overview
The Enhanced FVG (Fair Value Gap) Indicator is a professional-grade tool designed for traders who want to identify and track Fair Value Gaps across multiple trading sessions. This indicator combines advanced FVG detection with smart extension modes, customizable alerts, and automatic instrument calibration.
🎯 What is a Fair Value Gap (FVG)?
A Fair Value Gap occurs when there's a price imbalance in the market, creating a "gap" that the price often revisits. This happens when:
Bullish FVG: The high of candle 2 bars ago is below the low of the current candle
Bearish FVG: The low of candle 2 bars ago is above the high of the current candle
FVGs are powerful supply and demand zones that smart money traders use to identify potential reversal or continuation points.
✨ Key Features
🔟 Multiple Session Support
10 Configurable Sessions: Track FVGs across different time windows throughout the day
Independent Control: Enable/disable each session individually
Custom Session Times: Define your own session hours in any timezone
Unique Colors: Each session has its own customizable color scheme
Session Labels: Clear identification with customizable labels (S1-S10)
🎨 Modern Label System
Text-Only Labels: Clean, modern design without background boxes
9 Position Options: Place labels anywhere on the FVG (Top/Middle/Bottom × Left/Center/Right)
Dynamic Information: Shows session name, direction (↑/↓), and size in points
Adjustable Size: Choose from Tiny, Small, Normal, Large, or Huge text
Custom Colors: Full control over label text color
📏 Smart Extension Modes
1. Follow Current Bar
FVGs dynamically extend to follow the current price action
Configurable bar offset (-50 to +50) to project ahead or stop before current bar
Perfect for real-time trading and keeping your chart clean
2. Until Time
Extend FVGs until a specific time of day (HHMM format)
Ideal for intraday traders with specific market closure times
Example: Stop all FVGs at 1600 (4:00 PM)
3. Until Retest
Automatically stop extending when price retests the FVG
Three sensitivity levels:
Touch: Wick touches the FVG zone
Close Inside: Close price enters the FVG
Full Body Inside: Entire candle body within the FVG
Great for validating FVG fills and trading opportunities
🔔 Advanced Alert System
Creation Alerts: Get notified when a new FVG forms
Format: "FVG Created: S1 ↑ 79pts @ 70339.00-70418.30"
Retest Alerts: One-time alert when price revisits a FVG
Format: "FVG Retested: S1 @ 70380.00"
Configurable: Enable/disable alerts independently
No Spam: Each FVG only triggers one retest alert
🧮 Automatic Point Calculation
The indicator automatically detects your instrument type and calculates FVG size correctly:
Crypto: Bitcoin, Ethereum, Altcoins (÷10 or ÷100)
Forex: All major pairs with correct pip calculation
Futures: ES, NQ, YM, CL, GC with proper point values
Indices: S&P500, NASDAQ, etc. (1 point = 1 point)
Stocks: Penny and dollar stocks (cents calculation)
Manual Override: Option to set custom divisor if needed
🎯 Consequent Encroachment (CE)
Middle Line: Shows the 50% level of each FVG
Customizable Style: Solid, Dashed, or Dotted
Adjustable Thickness: 1-5 pixel width
Custom Color: Match your chart theme
Toggle On/Off: Show or hide as needed
🌍 Timezone Support
4 Major Timezones: America/New_York, UTC, Europe/London, Asia/Tokyo
Session-Based: Define sessions in your preferred timezone
Global Trading: Works for traders anywhere in the world
📋 Default Configuration
Active Sessions (1-5):
Session 1: 09:31-09:49 (Market Open)
Session 2: 09:50-10:30 (Morning Momentum)
Session 3: 10:50-11:10 (Mid-Morning)
Session 4: 11:50-12:10 (Pre-Lunch)
Session 5: 13:30-14:10 (Post-Lunch)
Additional Sessions (6-10): Disabled by default, customize as needed
Colors:
S1: Blue | S2: Purple | S3: Orange | S4: Yellow | S5: Aqua
S6: Green | S7: Red | S8: Fuchsia | S9: Lime | S10: Teal
🚀 How to Use
Basic Setup
Add the indicator to your chart
Select your timezone
Enable desired sessions (1-5 active by default)
Choose your extension mode
Configure alerts if needed
Trading Strategies
Intraday Scalping:
Use "Until Retest" mode with "Touch" sensitivity
Enable alerts for quick entries
Focus on Sessions 1-2 for high volatility
Swing Trading:
Use "Until Time" mode to extend FVGs to market close
Set retest sensitivity to "Close Inside" for confirmation
Track multiple sessions for confluence zones
Smart Money Concepts:
Combine FVGs with order blocks and liquidity zones
Use CE line for partial profit targets
Watch for FVG retests at key support/resistance levels
⚙️ Performance Optimizations
Efficient Rendering: Max 500 boxes, labels, and lines
Historical Limit: Display up to 30 days of FVGs
Memory Management: Inactive FVGs automatically marked
Real-Time Updates: Dynamic extension without lag
📊 Compatible Instruments
✅ Cryptocurrencies (Bitcoin, Ethereum, Altcoins)
✅ Forex Pairs (All majors and crosses)
✅ Futures Contracts (Indices, Commodities, Metals)
✅ Stock Indices (S&P500, NASDAQ, DOW)
✅ Individual Stocks
✅ Any instrument on TradingView
🎓 Understanding FVG Trading
Why FVGs Matter:
Represent inefficient price action
Act as magnets for price retracement
Often mark institutional order flow
High probability reversal zones
Best Practices:
Combine with volume analysis
Use higher timeframe FVGs for stronger zones
Wait for confirmation before entry
Place stops beyond the FVG boundaries
🔧 Customization Options
Visual Settings:
10 session colors
Border color (transparent by default)
CE line color, style, and thickness
Label size, color, and position
Functional Settings:
Extension mode (Follow/Time/Retest)
Bar offset (-50 to +50)
Retest sensitivity (3 levels)
Alert preferences
Calculation Settings:
Auto-detect point divisor
Manual divisor override
Maximum days to display
💡 Tips & Tricks
Reduce Chart Clutter: Disable sessions you don't trade
Session Optimization: Adjust session times to match your market's volatility
Confluence Trading: Enable multiple sessions to find overlapping FVGs
Mobile Trading: Use alerts to trade on-the-go
Backtesting: Increase max days to analyze historical FVG behavior
📝 Version History
v1.0 - Initial Release
10 configurable sessions
3 extension modes
Automatic point calculation
Alert system
Modern label design
Consequent encroachment support
🤝 Support & Feedback
If you find this indicator helpful, please leave a review and share your experience! For questions or feature requests, feel free to comment below.
Happy Trading! 🎯📈
Colidation Breakout Structure(HA-CBS)Overview
Most breakout indicators suffer from "noise," reacting to every minor price movement and producing frequent fakeouts. HA-CBS solves this by utilizing Heikin-Ashi (HA) smoothing and Swing Point analysis to isolate periods of extreme energy accumulation (Consolidation) and verifying the subsequent breakout with Fair Value Gaps (FVG) .
⚠️ Usage Note: This script is strictly optimized for Heikin-Ashi charts . The core logic relies on Heikin-Ashi body (Open/Close) calculations. To ensure the signals align perfectly with the price action you see, please switch your chart type to Heikin-Ashi.
How it Works: The HA-CBS Logic
Unlike generic indicators that draw signals instantly, HA-CBS follows a rigorous three-step verification process to ensure market displacement is real:
Structural Mapping: Using a multi-term swing point algorithm, the script identifies key supply and demand boundaries.
Consolidation Counting (The "Coil"): The script measures how many consecutive Heikin-Ashi bodies remain "tucked" within the structural range. A built-in CANDLE_MARGIN_RATE ensures that insignificant doji-like candles don't disrupt the count. The longer the "coil," the higher the potential for an explosive breakout.
Kinetic Validation (FVG): When price finally breaks the structural boundary, the script checks for a Fair Value Gap. An FVG-backed breakout confirms that institutional "Impulse" is present, distinguishing a genuine trend start from a mere stop-run.
Key Features
Impulse Filter: Filters out low-momentum movements by requiring an FVG at the moment of the structural break.
HA-Body Precision: Focuses on the "core" of the candle, ignoring volatile wicks that often lead to false signals.
Multi-Term Flexibility: Users can toggle between Short, Intermediate, and Long-term swing structures to suit scalping, day trading, or swing trading.
Recent Candidate Mode: Use the Recent Only toggle to keep your chart clean by only displaying the most recent and relevant breakout candidate for each structure.
Trading Strategy
Strategy A: The Impulse Entry (Aggressive)
Enter the trade as soon as the HA-CBS signal is confirmed (HA Close breaks the structure with an FVG). This captures the immediate momentum as a new supply/demand imbalance is established.
Strategy B: The Mitigation Entry (Conservative)
Wait for price to return (retrace) to the identified HA-CBS Block. Institutional players often "mitigate" their positions by returning to the breakout source. This approach typically offers a higher Risk/Reward ratio.
stelaraX - MFIstelaraX – MFI
stelaraX – MFI is a volume-weighted momentum oscillator that combines price movement and trading volume to measure buying and selling pressure. Unlike pure price-based oscillators, the Money Flow Index incorporates volume, making it especially useful for identifying strength behind price moves.
This indicator is part of the stelaraX ecosystem, focused on clean technical analysis and AI-supported chart evaluation
stelarax.com
Core logic
The Money Flow Index is calculated using the typical price (HLC3) and volume over a user-defined lookback period.
The calculation distinguishes between positive and negative money flow and converts the result into an oscillator ranging from 0 to 100.
Key components include:
* MFI value between 0 and 100
* overbought threshold to identify excessive buying pressure
* oversold threshold to identify excessive selling pressure
High MFI values indicate strong inflows of capital, while low values indicate capital outflows.
Visualization
The script plots:
* the MFI line in a separate indicator pane
* a configurable overbought level
* a configurable oversold level
The area between overbought and oversold levels is visually highlighted, allowing quick recognition of extreme money flow conditions.
Use case
This indicator is intended for:
* identifying overbought and oversold conditions with volume confirmation
* spotting potential reversals driven by volume imbalance
* confirming price trends with underlying money flow
* divergence analysis between price and volume-based momentum
* filtering trades based on participation strength
For traders who want to combine price action with volume-aware, AI-driven chart analysis, additional tools and insights are available at stelarax.com
Disclaimer
This indicator is provided for educational and technical analysis purposes only and does not constitute financial advice or trading recommendations. All trading decisions and risk management remain the responsibility of the user.
Dual Range Volume Profile█ OVERVIEW
“Dual Range Volume Profile” is a volume analysis indicator that displays two independent volume profiles simultaneously:
- Main Profile – a profile built from the entire visible chart range
- Pivot Profile – a profile calculated from the most recent significant pivot (swing high / swing low)
This allows the trader to see at the same time:
- where the market accumulated volume in the broader structural context,
- and where price equilibrium is forming within the current move.
The indicator draws a volume-by-price histogram, POC, Value Area (VA), and an information table with key levels. It combines macro and micro context in one tool.
█ CONCEPTS
Volume Profile shows at which price levels the highest trading activity occurred — in other words, where the market actually built positions.
Main Profile
This profile is calculated from the entire visible chart range. It provides a broad context:
- historical market balance
- areas of position building
- levels that often act as price magnets
It represents the structural balance of the market.
Pivot Profile
This profile begins at the most recent confirmed pivot (swing high / swing low). It shows the volume distribution inside the current impulse and helps evaluate:
- where new positions are being built
- whether the move is supported by volume
- where a new balance is forming
It represents the context of the current move.
POC – Point of Control
The price level with the highest volume. It often acts as:
- the center of balance
- a price magnet
- a reaction level during retests
Value Area (VA)
The price range where a defined percentage of total volume occurred. VA represents the area of balance between buyers and sellers.
█ FEATURES
- Two volume profiles working simultaneously (global + pivot-based)
- Separate POC for each profile
- Value Area displayed as a box and VA High / VA Low lines
- Configurable VA percentage
- Automatic pivot detection with “Last PH/PL” label
- Volume gradient from low to high
- Full visual customization and an info table with levels
█ HOW TO USE
The Main Profile helps determine where price stands relative to the broader market balance — whether it trades above, inside, or below value.
The Pivot Profile shows how volume is distributed within the current move and whether the impulse is truly supported by market activity. Retests of the pivot POC often behave as local support or resistance.
█ APPLICATIONS
In practice, the indicator is best used for working with price reaction zones and evaluating move quality.
POC and Value Area boundaries often behave like dynamic support and resistance because they represent price levels where the market spent the most activity and participation. After a strong impulse, price frequently returns to the pivot POC or VA boundaries, where the market decides between continuation or a return to balance.
Value Area can also serve a different role — as a compression zone before a move. When price consolidates inside VA for an extended period, the market is in balance. A breakout beyond VA signals a shift from balance to imbalance (volatility expansion). If the breakout is followed by a retest of the VA boundary from the outside, accompanied by increased volume, this often creates an opportunity to enter in the breakout direction.
Particularly strong zones appear when multiple contexts align: Main POC is close to Pivot POC, both Value Areas overlap, and the level coincides with market structure (swings, OB, FVG, higher timeframe levels, etc.). This combination of structure and two layers of volume creates areas with increased probability of price reaction.
The indicator also helps assess move quality — if price moves aggressively but the Pivot Profile does not build meaningful volume, the move may be weak and prone to pullbacks.
█ NOTES
When the chart is heavily zoomed in, both profiles may appear very similar. This can lead to the false conclusion that a zone is exceptionally strong, while it is only the effect of a narrowed data range. Profiles should always be interpreted from a broader perspective, aligned with your trading horizon.
The indicator is not suitable for markets where volume does not reflect real traded activity (e.g., tick volume, synthetic volume, or aggregated data without true liquidity). The quality of volume data directly affects the quality of the levels.
There are also markets where no real volume data exists at all. In such environments, the indicator cannot function properly, as its calculations depend entirely on meaningful volume information.
PDH & PDLDescription (Copy & Paste)
Overview This is a lightweight, optimized indicator that displays the Previous Day High (PDH) and Previous Day Low (PDL) on intraday charts.
These levels are critical reference points for day traders, acting as key liquidity pools where price often reacts. Whether you are trading Mean Reversion (fading the edges) or Momentum (breakouts), knowing exactly where yesterday's auction limits were is essential context.
Key Features
Historical Accuracy: Plots historical levels using step-line style, allowing you to backtest how price reacted to PDH/PDL in the past.
Zero Clutter (V2 Optimization): Unlike standard indicators that spam labels on every bar, this version uses efficient var label logic. It maintains a single label instance that stays pinned to the current price action, keeping your chart clean.
Multi-Timeframe Ready: Fetches Daily data correctly regardless of your intraday timeframe (1m, 5m, 15m, etc.).
Fully Customizable: Toggle history lines or current labels on/off and adjust colors/width to fit your theme.
How to Use
Context: Use these levels to determine market sentiment. Opening above PDH suggests bullish imbalance; opening inside the range suggests balance/chop.
Entry Triggers: Watch for "Rejection" (wicks) or "Acceptance" (strong closes) at these lines.
Breakout: Price closes firmly outside the level with volume.
Reversal: Price sweeps the level and immediately reclaims the range.
Settings
Show Historical Levels: Enable to see the levels for previous days (useful for backtesting).
Show Current Labels: Enable to see the price tags on the hard right edge.
Bollinger Bands with 3SD Volume SegmentationPurpose
This script provides a structured way to analyze how real traded volume distributes across the different volatility zones defined by Bollinger Bands with three standard deviations, it reveals where activity concentrates, how pressure shifts between buyers and sellers, and how market participation behaves as price moves through expanding or contracting volatility regimes. The tool turns the bands into a mechanical segmentation system that exposes the microstructure hidden inside each volatility layer.
How it works
The script calculates Bollinger Bands at one, two, and three standard deviations, then assigns every bar’s volume to the correct volatility zone based on where price closed, it reconstructs buy and sell volume from candle behavior, computes delta as the difference between them, and aggregates these values over the chosen lookback window. Each zone displays total volume, delta, and a dominance percentage that expresses how strongly buyers or sellers controlled that region, all updated dynamically on the most recent bar. For example, if the Mid–U1 zone shows 28,450 contracts with a –2,728 delta and –9.59% dominance, that indicates mild seller control in a normally balanced rotation area, while the L1–Mid zone showing 10,606 contracts, +1,816 delta, and 17.12% dominance signals buyers absorbing pressure and defending the pullback.
Rationale
Volatility zones behave like natural boundaries where liquidity concentrates, where traders commit, hesitate, or get trapped, and where expansions or reversals often originate, so segmenting volume and delta by these zones provides a clearer picture of intent and pressure than raw volume alone. By quantifying how much buying or selling occurred in each volatility layer, the script helps identify continuation, absorption, exhaustion, and imbalance, giving traders a mechanical, objective map of market behavior rather than relying on subjective interpretation.
GeorgeFutures: ELITE Dashboard & Global Alert (C1,C2,C3)George FX : ELITE Dashboard & Global Alert
This indicator acts as your "Market Compass," providing 1-Hour (HTF) context while you execute trades on the 5-Minute (LTF) timeframe.
1. The "Master Filter" Logic (1H Calculation)
Regardless of the chart you are viewing, the script calculates three layers of data from the 1-hour timeframe in the background:
Primary Trend (EMA 200): Establishes the permitted direction. If the price is above the EMA 200, it only looks for Longs; if below, only Shorts.
Order Flow (FVG): Scans for institutional momentum. When a valid Fair Value Gap (imbalance) appears in the direction of the trend, it confirms market "strength."
Liquidity (Sweep c1, c2, c3): Identifies traps. It checks if the price has "swept" the liquidity (Low/High) of the last 3 candles on the 1H chart.
2. Visual Indicator Meaning (Status Dots & Colors)The table communicates the market state using a simplified professional color code:ElementStatusMeaningORDER FLOWBULLISH/BEARISH1H momentum is confirmed by an FVG in the direction of the EMA 200 trend.LIQUIDITYLIQUIDITY GRABA "Sweep" has occurred (liquidity was taken) within the last 3 hours.STRATEGYREADY TO TRADE All conditions are aligned. It is time to look for an entry on the 5-minute chart.
3. Unified Global Alert System
The alert is the "guardian" of your strategy:
Operation: Monitors both directions (Long and Short) with a single setup.
Trigger: You receive a notification only when the Strategy row turns READY TO TRADE.
Message: The notification clearly states the ticker (e.g., BTCUSDT) and the direction (BULLISH or BEARISH) so you don't waste time.
How to use it:
Set the Alert: While on the 5-minute chart, create an alert for George FX: ELITE Global Signal.
Wait: When the notification hits your phone, open the 5-minute chart.
Execute: Since the 1H context is perfect, you only need to find a local entry (like a Market Structure Break) on the 5m chart.
Pattern Multi-TF Dashboardesigned to identify the three primary phases of price action: Contraction, Expansion, and Trend. By combining technical momentum (ADX) with price range volatility, this script provides a "top-down" view of the market, allowing traders to see how lower-timeframe price action fits into the broader market cycle.
Core Logic & Market Phases
The indicator classifies market conditions based on a proprietary blend of ADX (Average Directional Index) and price deviation from the Fair Market Value (FMV).
🟦 Contraction (Blue): Identified when ADX is low and price is consolidating within a narrow range relative to the FMV. This represents "market value" where orders are being accumulated.
🟧 Expansion (Orange): Triggered when ADX begins to rise and price pushes away from the FMV. This represents the initial breakout phase where the market is seeking a new value area.
🟩 Trend (Green): Confirmed when ADX remains high and price maintains direction. This is the "momentum" phase of the cycle.
⬜ Neutral (Gray): Default state when neither contraction nor strong momentum is detected.
Key Features
Multi-TF Dashboard: A dynamic, real-time table displaying the Phase, Bias (Bullish/Bearish), and FMV price for eight different timeframes (1m through Monthly).
Visual Bias Tracking: The "Bias" column is color-coded (Green for Bullish, Red for Bearish) based on whether price is trading above or below the Fair Market Value (Mid-point of the range).
On-Chart Inefficiencies (FVG): Automatically plots Green/Red triangles to highlight Fair Value Gaps, identifying areas of price imbalance where liquidity may be resting.
HTF FMV Overlay: Plots the Fair Market Value (Mid-line) of a user-defined Higher Timeframe (e.g., 4H) directly onto your current chart for easy trend reference.
Optimized Performance: Built specifically for Pine Script® v6, the dashboard is designed to update only on the most recent bar to ensure zero chart lag during manual scrolling.
How to Use
Identify the HTF Phase: Look at the background color of your chart to see the 4H or Daily phase.
Check for Alignment: Use the Dashboard to see if the 1m and 5m biases match the HTF bias.
Find Entry: Look for Inefficiencies (FVGs) that align with the Expansion or Trend phases for high-probability entry points.
Pattern Multi-TF DashboardPattern indicator is a comprehensive market analysis tool designed to identify the three primary phases of price action: Contraction, Expansion, and Trend. By combining technical momentum (ADX) with price range volatility, this script provides a "top-down" view of the market, allowing traders to see how lower-timeframe price action fits into the broader market cycle.
Core Logic & Market Phases
The indicator classifies market conditions based on a proprietary blend of ADX (Average Directional Index) and price deviation from the Fair Market Value (FMV).
🟦 Contraction (Blue): Identified when ADX is low and price is consolidating within a narrow range relative to the FMV. This represents "market value" where orders are being accumulated.
🟧 Expansion (Orange): Triggered when ADX begins to rise and price pushes away from the FMV. This represents the initial breakout phase where the market is seeking a new value area.
🟩 Trend (Green): Confirmed when ADX remains high and price maintains direction. This is the "momentum" phase of the cycle.
⬜ Neutral (Gray): Default state when neither contraction nor strong momentum is detected.
Key Features
Multi-TF Dashboard: A dynamic, real-time table displaying the Phase, Bias (Bullish/Bearish), and FMV price for eight different timeframes (1m through Monthly).
Visual Bias Tracking: The "Bias" column is color-coded (Green for Bullish, Red for Bearish) based on whether price is trading above or below the Fair Market Value (Mid-point of the range).
On-Chart Inefficiencies (FVG): Automatically plots Green/Red triangles to highlight Fair Value Gaps, identifying areas of price imbalance where liquidity may be resting.
HTF FMV Overlay: Plots the Fair Market Value (Mid-line) of a user-defined Higher Timeframe (e.g., 4H) directly onto your current chart for easy trend reference.
Optimized Performance: Built specifically for Pine Script® v6, the dashboard is designed to update only on the most recent bar to ensure zero chart lag during manual scrolling.
How to Use
Identify the HTF Phase: Look at the background color of your chart to see the 4H or Daily phase.
Check for Alignment: Use the Dashboard to see if the 1m and 5m biases match the HTF bias.
Find Entry: Look for Inefficiencies (FVGs) that align with the Expansion or Trend phases for high-probability entry points.
Setup Finder by cryptokazancevEnglish
The indicator helps find setups based on Smart Money instruments
What OB and FVG Are
Order Blocks (OB) are a bullish or bearish candle (or several candles) where the next candle (or a sequence of candles) impulsively engulfs the order block.
Imbalance (FVG) is a price inefficiency caused by an impulsive price move due to an abnormal dominance of supply or demand at a price level.
Indicator Settings (in Simple Terms)
Show OB — enable/disable displaying the detected order blocks on the chart.
Show FVG — enable/disable displaying the detected FVG zones.
Max OB (per side) — how many long and how many short order blocks to display at the same time.
Max FVG (per side) — how many long and how many short FVG zones to display at the same time.
Engulfing Window (candles) — how many subsequent candles are allowed to consider the order block “engulfed.”
Color Engulfing Candles — highlight candles where the engulfing occurred to make it easier to spot on history.
OB Invalidation Mode — when to consider an order block “broken” (invalid):
“50%” — the OB is considered invalid if price closes with the candle body below/above the midpoint (50%) of the order block.
“Entry Drill” — the OB becomes invalid on the first touch of the OB zone.
Size Limits via ATR
OB Size in ATR — here ATR is defined as the average candle size over the last 500 bars. It is used to determine the maximum allowed size of an order block.
FVG Size in ATR — the same, but for an FVG zone: a limit on what FVG size is considered acceptable.
Setup Search Mode
Enable Setup Search Mode — when enabled, the indicator will not display all OB and FVG, but only those that contain:
pivots, or
a Sunday Open level, or
both.
Require Pivots / Require Sunday Open — a requirement that the OB/FVG zone must contain pivots and/or Sunday Open levels (depending on the selected option).
Number of Sunday Open Levels — how many Sunday Open levels to draw on the chart.
How to use
Enable Setup Search Mode .
Turn on the requirements Require Pivots and Require Sunday Open so that only the most relevant OB/FVG zones are displayed.
Wait for price to return into the highlighted Order Block or FVG area.
On a lower timeframe, look for an entry model/confirmation, such as:
engulfing,
pin bar,
break of structure / Market Structure Shift (MSS).
Repainting
The indicator does not repaint.
Русский
Индикатор помогает находить сетапы по торговой стратегии Павла Казанцева.
Что такое OB и FVG
Ордерблоки (OB) — это бычья или медвежья свеча (или несколько свеч), при этом следующая свеча (или связка свеч) импульсно поглощает ордерблок.
Имбаланс (FVG) — это ценовая неэффективность, вызванная импульсным движением цены вследствие аномального превосходства спроса/предложения на ценовом уровне.
Настройки индикатора (простыми словами)
Показывать OB — включить/выключить отображение найденных ордерблоков на графике.
Показывать FVG — включить/выключить отображение найденных зон FVG.
Максимум OB (на сторону) — сколько лонговых и сколько шортовых ордерблоков показывать одновременно.
Максимум FVG (на сторону) — сколько лонговых и сколько шортовых зон FVG показывать одновременно.
Окно поглощения (свечей) — сколько следующих свечей допускается, чтобы считать, что ордерблок был “поглощён”.
Окрашивать поглощённые свечи — подсвечивать свечи, где произошло поглощение, чтобы проще было искать это на истории.
Режим инвалидации OB — когда считать ордерблок “сломавшимся” (недействительным):
“50%” — OB считается недействительным, если цена закрепилась телом свечи ниже/выше середины (50%) ордерблока.
“Entry Drill” — OB становится недействительным при первом касании зоны OB.
Ограничение размеров через ATR
Размер OB в ATR — ATR здесь понимается как средний размер свечей за последние 500 баров. От него считается, какой максимальный размер ордерблока допустим.
Размер FVG в ATR — то же самое, но для зоны FVG: ограничение, какой размер FVG считается допустимым.
Режим поиска сетапов
Включить режим поиска сетапов — если включить, индикатор будет показывать не все OB и FVG, а только те, внутри которых есть:
пивоты, или
уровень Sunday Open, или
и то, и другое.
Обязательно Пивоты / Обязательно Sunday Open — требование, чтобы в зоне OB/FVG обязательно были пивоты и/или уровни Sunday Open (в зависимости от выбранной опции).
Количество уровней Sunday Open — сколько уровней Sunday Open рисовать на графике.
Как пользоваться
Включите режим поиска сетапов .
Активируйте требования Обязательно Пивоты и Обязательно Sunday Open , чтобы отображались только наиболее релевантные зоны OB/FVG.
Дождитесь, когда цена вернётся в отмеченный диапазон ордерблока или FVG .
На младшем таймфрейме найдите модель входа/подтверждение, например:
поглощение,
пинбар,
слом структуры / Market Structure Shift (MSS).
Перерисовка
Индикатор ничего не перерисовывает.
Smart Money Pressure DifferentialPurpose
The Smart Money Pressure Differential (SMPD) is built to reveal the underlying tug‑of‑war between informed volume flows represented by NVI and reactive volume flows represented by PVI, using a clean statistical framework. Instead of relying on raw NVI or PVI, which drift over time and are not directly comparable, the script isolates pressure deviations by measuring how far each index moves away from its own long‑term expectation. By standardizing these deviations, SMPD produces a stable, volatility‑normalized spread that highlights accumulation, distribution, and regime transitions with far greater clarity than traditional volume indicators.
How It Works
The script computes NVI and PVI, scales them, and subtracts their EMAs to extract deviation‑from‑trend pressure, with optional WMA smoothing to reduce micro‑noise. Each deviation series is then standardized independently using rolling mean and standard deviation, ensuring both NVI and PVI operate on equal statistical footing. Their difference becomes the SMPD spread, a normalized measure of which side is exerting more pressure. A second layer applies log‑ROC to capture acceleration rather than level, and these acceleration signals can be plotted as dotted lines. Standard deviation reference levels at 0, 1, 2, and 3 provide a consistent frame for interpreting extreme pressure events.
Rationale
This architecture solves structural weaknesses found in most volume‑based tools, particularly scale drift, volatility collapse, and the instability of cumulative indicators. Standardizing before differencing prevents one index from overpowering the other, ensuring the spread reflects true pressure imbalance rather than structural bias. The log‑ROC layer adds a stable acceleration measure that avoids the distortions of classic ROC when values approach zero. The result is a regime‑independent engine, producing signals that remain comparable across assets, timeframes, and market conditions. SMPD therefore becomes a robust diagnostic tool for identifying when smart‑money pressure is building, fading, or reversing, without relying on arbitrary thresholds or bounded oscillators that distort signal strength.
Impulse Move FVG TrackerThis script identifies strong directional impulse moves and automatically plots Fair Value Gaps (FVGs) only in locations that are contextually relevant to those moves. It tracks consecutive candle bodies to determine when a large move up or down has occurred, calculates the midpoint of that impulse, and then displays bullish FVGs above the midpoint after strong upward moves and bearish FVGs below the midpoint after strong downward moves. The script operates only within a user-selected, scrollable time-of-day window and allows full control over FVG colors, extension length, minimum impulse size, and how many of the most recent FVGs remain on the chart. It is designed to reduce noise by showing FVGs only where price displacement suggests meaningful imbalance rather than marking every gap indiscriminately.
Volume Delta MontoscaTechnical Summary: Volume Delta Montosca + Market Bias V3
The Volume Delta Montosca + Market Bias V3 is a multi-layered analysis tool designed to decode market sentiment through volume decomposition and relative strength. Instead of looking at volume as a single metric, this indicator splits every bar into its buy and sell components to reveal the true intent behind price movements.
Core Volume Analysis and Delta Logic
The indicator uses a calculation based on price movement within each bar to estimate Buy and Sell Delta. It measures the relationship between the close, high, and low to determine how much of the total volume was aggressive buying versus aggressive selling. Users can define a Dominance Threshold (typically 80%), which acts as a filter to identify bars where one side has a "substantial majority," effectively ignoring noise and focusing on high-conviction moves.
Signal Generation and FVG Filtering
Signals are categorized into two levels of importance. Base Signals (represented by small circles) occur when there is a significant volume spike—defined by a 20-period SMA—combined with high dominance. However, the indicator also features an internal Fair Value Gap (FVG) Filter. When price action "inverts" or breaks through a recent price imbalance while showing dominant volume, the indicator triggers a High-Priority Signal (represented by triangles). This specific logic ensures that signals are not just based on volume, but on the successful reclamation of key price areas.
Dynamic Market Bias and Comparative Strength
Beyond individual asset analysis, the script includes a Market Bias Engine that compares the current ticker against a benchmark, such as the S&P 500 (ES1!). It calculates a ratio between the two assets and applies a "Volume Supremacy" logic. If the current asset shows expanding volume and higher dominance percentages than the benchmark, the Bias Panel updates to show which asset is leading the market. This allows traders to see at a glance if they are trading the strongest available asset or if the broader market bias is shifting against them.
Visual Elements and Customization
The tool offers a clean visual experience by plotting a dual-colored histogram where the dominant volume color takes priority. It also includes Volume Candles, which paint the bars on the main chart to match the volume sentiment, and Top Diamonds to mark the peaks of volume expansion. All features, including the FVG lookback range and the SMA adjustment factor, are fully customizable to fit different trading timeframes and styles.
Engulfing Breakout StructureEngulfing Breakout Structure (EBS)
" Identify High-Probability Market Structures, Not Just Patterns. "
The E ngulfing Breakout Structure (EBS) is a professional-grade analysis tool designed to filter market noise and identify the true origins of significant price movements. While standard Engulfing patterns occur frequently, many lead to "fakeouts" within a range. EBS solves this by treating an engulfing candle as a potential "structure" that is only validated once a decisive Break-away occurs.
How it Works: The EBS Logic
Unlike traditional indicators that plot signals immediately, EBS follows a strict confirmation process:
Structure Formation (Invisible): The script internally tracks "Candidate" engulfing candles.
Break-away Validation: The structure is only drawn on the chart after price aggressively breaks out of the engulfing range, accompanied by a Fair Value Gap (FVG).
Historical Anchoring: Once confirmed, the block is plotted back to its origin, highlighting the exact zone where the market imbalance was created.
Key Features
Break-away Filter: Eliminates low-probability signals by ensuring price has left the "zone of indecision."
Dynamic Structure Plotting: Automatically draws the supply/demand blocks that acted as the catalyst for the breakout.
Smart FVG Integration: Detects and highlights the gaps created during the breakout, providing additional confluence for entry.
EBS Break-away Confirmed: Triggered the moment a new structure is validated by a decisive price breakout. This alert signals that a new supply or demand zone has been established.
EBS Structure Tested (Mitigation): Triggered when price returns to touch a previously confirmed EBS block. This "Mitigation" often presents the highest risk-to-reward entry opportunity as it tests the origin of the breakout.
Trading Strategy
The Breakout (Aggressive): Enter as soon as the EBS block and FVG appear, following the momentum.
The Retest (Conservative): Wait for price to return and "mitigate" the EBS block. This retest of a confirmed breakout structure is a classic institutional entry pattern.
Predictive Candle and Accuracy CoreThis Predictive Candle – Accuracy Core indicator is designed to project the likely direction and size of the next candle based on market microstructure, volatility, momentum, and volume dynamics. It calculates a delta-based volume imbalance, RSI, EMA distances, ATR, and ADX to assess both the strength and trend of the market. The script applies a market regime filter to allow predictions only when trends are strong and aligned, then computes weighted bullish and bearish scores, normalizes them into probabilities, and self-measures its historical accuracy. Using this, it projects the next candle’s body and wicks, color-coded green or red for bullish or bearish, with a confidence percentage label. The projection adjusts dynamically for volatility, ADX strength, and prediction accuracy, providing traders with a quantitative, adaptive visual cue for potential price movement without repainting.
Asian Liquidity Sweep + NY Reversal [NY Only]Asian Liquidity Sweep + NY Reversal
Concept
Asia builds a tight range → liquidity pool
London / early NY raids that liquidity (stop hunt)
New York delivers the real move in the opposite direction
Sessions utc+3
Asia range: 04:00 – 10:00
Liquidity sweep: London open → pre-NY (≈10:00–14:00)
Execution window: NY Kill Zone 15:00 – 18:00
Step-by-Step Model
Define Asia Range
Mark:
Asia High
Asia Low
Liquidity Sweep (Stop Hunt)
Price must do ONE of the following:
Sweep above Asia High → bullish liquidity taken
Sweep below Asia Low → bearish liquidity taken
NY Reversal Confirmation (Key Part)
Wait for NY Kill Zone and look for:
Strong rejection candle
Displacement / impulsive move back inside range
Optional: small internal structure break on lower TF
Entry Rules (High Probability)
🔻 If Asia High is swept:
Bias: SELL
Entry:
After NY rejection
On pullback to:
Discount zone / FVG
OR Asia High retest
SL: Above sweep high
TP:
Asia Low (TP1)
NY session low / next HTF liquidity (TP2)
If Asia Low is swept:
Bias: BUY
Entry:
NY rejection + displacement
Pullback to imbalance / Asia Low
SL: Below sweep low
TP:
Asia High
Daily high / premium liquidity
arrows/labels-will show when to buy or sell
signal-once per day
Use volume profile (max) for confirmation of entry point
Lets win together
Mean Reversion Mirror📌 Mean Reversion Mirror — Multi‑Level Mean Reversion Strategy
Mean Reversion Mirror is an advanced modular mean‑reversion strategy built around dynamic and static deviation levels from a moving average.
The strategy automatically scales into positions across six levels (LONG and SHORT), using both dynamic MA‑based deviation levels and static levels that lock in after entry.
🔍 Core Concept
Price tends to revert toward its mean.
This strategy exploits that behavior by opening an initial base entry at the first deviation and adding positions as the imbalance grows.
Each additional level improves the average entry price and increases the probability of exiting profitably.
⚙️ Key Features
📈 Six Dynamic Deviation Levels
Levels are calculated as percentage deviations from a selected MA (WMA, SMA, EMA, RMA, HMA).
This makes the strategy adaptive to volatility and market structure.
📉 Six Static Levels
Once triggered, each level becomes fixed and no longer changes.
This creates a stable averaging grid independent of future MA movement.
🎯 Flexible Take‑Profit System
fixed take‑profit
or trailing take‑profit with dynamic offset
🖐 Manual Entry Support
You can manually set a price for LONG or SHORT, and the strategy will execute the base entry automatically.
📊 Rich Visualization
dynamic deviation levels
static levels
dotted “last chance” levels
average position price
take‑profit line
compact mini‑table with key position metrics
📦 Two Operating Modes
STK Mode — fixed unit size
Classic Mode — quantity calculated from USD value
🧠 Entry Logic
The strategy uses sequences B1–B6 (LONG) and S1–S6 (SHORT):
B1/S1 — base entry
B2–B6 / S2–S6 — averaging entries as deviation increases
L6/S6 — “last chance” level with its own size
Each level activates only after the previous one.
📌 Who This Strategy Is For
mean‑reversion traders
grid/averaging system users
pullback‑based investors
traders who want clear visual levels
users who prefer manual control over entry points
⚠️ Disclaimer
This strategy is not financial advice.
Always backtest and adjust parameters according to your risk tolerance before using it in live markets.
All OB + FVG + Overlap Zones + Alerts (v6 safe)//@version=6
indicator(
"All OB + FVG + Overlap Zones + Alerts (v6 safe)",
overlay = true
)
// === USER INPUTS ===
maxBarsBack = input.int(500, "Max Bars Back to Display OB/FVG", minval = 1)
extendBars = input.int(10, "Extend OB/FVG Boxes Forward", minval = 1)
// === COLORS ===
bullOBColor = color.rgb(139, 0, 0) // Deep Red
bearOBColor = color.rgb(75, 0, 130) // Deep Purple
bullFVGColor = color.rgb(0, 100, 0) // Deep Green
bearFVGColor = color.rgb(184, 134, 11) // Deep Yellow
overlapColor = color.rgb(0, 255, 255) // Cyan for OB+FVG overlap
// === HELPER FUNCTION ===
inRange(offset) =>
bar_index - offset >= last_bar_index - maxBarsBack
// === ORDER BLOCK LOGIC ===
bullOB = close < open and close > open
bearOB = close > open and close < open
// === COLOR OB CANDLE ===
barcolor(
bullOB and inRange(1) ? bullOBColor :
bearOB and inRange(1) ? bearOBColor :
na,
offset = -1
)
// === DRAW EXTENDED OB BOXES ===
if bullOB and inRange(1)
box.new(
left = bar_index - 1,
right = bar_index - 1 + extendBars,
top = high ,
bottom = low ,
bgcolor = color.new(bullOBColor, 70),
border_color = bullOBColor
)
if bearOB and inRange(1)
box.new(
left = bar_index - 1,
right = bar_index - 1 + extendBars,
top = high ,
bottom = low ,
bgcolor = color.new(bearOBColor, 70),
border_color = bearOBColor
)
// === FVG LOGIC (3-candle imbalance) ===
bullFVGFormed = low > high
bearFVGFormed = high < low
// === DRAW FVG BOXES AND STORE TOP/BOTTOM ===
var float bullFVGTop = array.new_float()
var float bullFVGBot = array.new_float()
var float bearFVGTop = array.new_float()
var float bearFVGBot = array.new_float()
var box bullFVGBoxes = array.new_box()
var box bearFVGBoxes = array.new_box()
if bullFVGFormed and inRange(2)
fvgBox = box.new(
left = bar_index - 2,
right = bar_index - 2 + extendBars,
top = low,
bottom = high ,
bgcolor = color.new(bullFVGColor, 80),
border_color = bullFVGColor
)
array.push(bullFVGBoxes, fvgBox)
array.push(bullFVGTop, low)
array.push(bullFVGBot, high )
if bearFVGFormed and inRange(2)
fvgBox = box.new(
left = bar_index - 2,
right = bar_index - 2 + extendBars,
top = high,
bottom = low ,
bgcolor = color.new(bearFVGColor, 80),
border_color = bearFVGColor
)
array.push(bearFVGBoxes, fvgBox)
array.push(bearFVGTop, high)
array.push(bearFVGBot, low )
// === CHECK AND HIGHLIGHT OB + FVG OVERLAPS ===
var float overlapLevelsTop = array.new_float()
var float overlapLevelsBot = array.new_float()
if bullOB and inRange(1) and array.size(bullFVGBoxes) > 0
for i = 0 to array.size(bullFVGBoxes) - 1
obTop = high
obBot = low
fvgTop = array.get(bullFVGTop, i)
fvgBot = array.get(bullFVGBot, i)
overlapTop = math.min(obTop, fvgTop)
overlapBot = math.max(obBot, fvgBot)
if overlapTop > overlapBot
box.new(
left = bar_index - 1,
right = bar_index - 1 + extendBars,
top = overlapTop,
bottom = overlapBot,
bgcolor = color.new(overlapColor, 80),
border_color = overlapColor
)
array.push(overlapLevelsTop, overlapTop)
array.push(overlapLevelsBot, overlapBot)
if bearOB and inRange(1) and array.size(bearFVGBoxes) > 0
for i = 0 to array.size(bearFVGBoxes) - 1
obTop = high
obBot = low
fvgTop = array.get(bearFVGTop, i)
fvgBot = array.get(bearFVGBot, i)
overlapTop = math.min(obTop, fvgTop)
overlapBot = math.max(obBot, fvgBot)
if overlapTop > overlapBot
box.new(
left = bar_index - 1,
right = bar_index - 1 + extendBars,
top = overlapTop,
bottom = overlapBot,
bgcolor = color.new(overlapColor, 80),
border_color = overlapColor
)
array.push(overlapLevelsTop, overlapTop)
array.push(overlapLevelsBot, overlapBot)
// === ALERT CONDITIONS ===
overlapAlert = false
for i = 0 to array.size(overlapLevelsTop) - 1
if close <= array.get(overlapLevelsTop, i) and close >= array.get(overlapLevelsBot, i)
overlapAlert := true
// === ALERTCONDITION (v6 compatible) ===
alertcondition(overlapAlert, "OB + FVG Overlap", "⚡ Price entered an OB + FVG overlap zone! ⚡")
alertcondition(bullOB, "Bullish OB Formed", "🔴 Bullish OB formed!")
alertcondition(bearOB, "Bearish OB Formed", "🟣 Bearish OB formed!")
Gamma of Gamma - AnticipationGamma of Gamma — Anticipation Engine
What if you could detect market inflections before they become obvious? Not react to momentum — anticipate the momentum itself.
"Gamma here refers to mathematical acceleration (2nd derivative), NOT options Gamma"
Gamma of Gamma (GoG) operates one abstraction layer above conventional indicators. While RSI tells you what momentum did , GoG tells you what momentum is about to do . This is the difference between chasing price and positioning ahead of it.
Core Innovation: Traditional indicators measure first-order effects (price change) or second-order effects (momentum/acceleration). This system measures the third derivative — the rate of change of acceleration itself. When Gamma-of-Gamma reaches extremes, it signals that pressure dynamics are about to flip — often 2-5 bars before price visibly reacts.
Target Users: Discretionary traders, scalpers, and swing traders who want early positioning signals with statistical rigor. Effective on stocks, crypto, forex, and futures with meaningful volume data.
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WHY THIRD-DERIVATIVE ANALYSIS?
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The Hierarchy of Market Information
Most traders operate at the wrong level of abstraction:
• Price → What happened (lagging)
• Momentum → How fast it happened (still lagging)
• Gamma (2nd Derivative) → How momentum is changing (coincident)
• Gamma of Gamma (3rd Derivative) → How FAST that change is changing ( leading )
The third derivative captures inflection acceleration — the mathematical signature of regime transition. When GoG reaches extreme values, the market is telegraphing that current pressure dynamics are unsustainable.
Why This Beats RSI
RSI measures momentum magnitude. GoG measures momentum trajectory .
Consider this scenario: RSI reads 70 (overbought). Is the move exhausted or just getting started? RSI cannot tell you. GoG can — because it measures whether buying pressure is accelerating into the high RSI reading (continuation likely) or decelerating despite high RSI (reversal imminent).
RSI answers: "How strong was the move?"
GoG answers: "Is the move strengthening or weakening right now ?"
The first is historical. The second is predictive.
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MATHEMATICAL FOUNDATION
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Layer 1: Cumulative Volume Delta (CVD)
The foundation is order flow approximation:
• Up bar (close > prior close): Volume classified as buying pressure
• Down bar (close < prior close): Volume classified as selling pressure
• CVD = Running sum of signed volume
Interpretation: Rising CVD indicates net aggressive buying. Falling CVD indicates net aggressive selling. CVD divergence from price often precedes reversals.
Layer 2: Gamma (Second Derivative)
Gamma measures acceleration of order flow:
Formula: Gamma = CVD - 2×CVD + CVD
This is the discrete second derivative — the rate of change of the rate of change. When Gamma spikes positive, buying pressure is accelerating . When Gamma spikes negative, selling pressure is accelerating.
Layer 3: Gamma of Gamma (Third Derivative)
GoG measures jerk — the acceleration of acceleration:
Formula: GoG = Gamma - 2×Gamma + Gamma
Critical insight: Extreme GoG readings indicate that current pressure dynamics are reaching an inflection point. The system is "overextended" in its current trajectory and will likely revert or reverse.
Layer 4: Z-Score Normalization
Raw GoG values are normalized against their 50-period distribution:
Formula: GoG_Z = (GoG - Mean_50) / StdDev_50
Benefit: Z-scores are regime-adaptive. A "2.0" reading always means "2 standard deviations from normal" regardless of whether you're trading a penny stock or ES futures. This makes thresholds consistent across instruments and timeframes.
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SIGNAL GENERATION LOGIC
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Long Signal (Bullish Anticipation)
Triggers when:
• GoG Z-score < -Threshold (default -2.0)
• Volume > Average Volume × Minimum Multiple (default 1.2×)
Interpretation: Selling pressure acceleration has reached an extreme negative reading. The selling is "exhausting itself" — acceleration is peaking and will soon decelerate. Buyers are likely to step in.
Short Signal (Bearish Anticipation)
Triggers when:
• GoG Z-score > +Threshold (default +2.0)
• Volume > Average Volume × Minimum Multiple (default 1.2×)
Interpretation: Buying pressure acceleration has reached an extreme positive reading. The buying is "exhausting itself" — often occurs at blow-off tops, failed breakouts, or momentum climaxes.
Why Volume Confirmation?
Gamma acceleration in thin liquidity is meaningless noise. The volume filter ensures signals occur only when meaningful participation backs the pressure dynamics. This dramatically reduces false signals during low-activity periods.
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CONFIDENCE ENGINE
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Not all signals are equal. The Confidence Engine quantifies signal strength:
Confidence Calculation:
Confidence = 50 + ((|Z-Score| - Threshold) / Threshold) × 100
Capped at 100%
Visual Representation:
• Small orb = Low confidence (50-65%)
• Normal orb = Medium confidence (65-80%)
• Large orb = High confidence (80-100%)
Orb transparency also adjusts — high-confidence signals appear brighter and more prominent. This creates intuitive visual hierarchy where stronger signals demand more attention.
Practical Use:
• High confidence (>80%): Consider larger position size, tighter stops
• Medium confidence (50-80%): Standard position size
• Low confidence (<50%): Reduced size or wait for confirmation
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INTEGRATED BACKTESTER
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Every signal system needs accountability. The onboard backtester provides real-time performance tracking:
Core Metrics:
• Total Trades
• Win Rate
• Profit Factor
• Expectancy (average P&L per trade)
• Net P&L
• Max Drawdown
• Average Win / Average Loss
Methodology:
• Positions held for configurable bar count (default 10 bars)
• Forces objective evaluation independent of discretionary exits
• Updates in real-time as new trades complete
Optimizer Mode:
Enable for parameter tuning research:
• Stability Score (0-100 points): Composite evaluation of parameter robustness
• Trade Density : Signals per 1000 bars — monitors over/under-trading
• Parameter Display : Current settings for documentation
• Robustness Rating : ROBUST / STABLE / FRAGILE / OVERFIT
Stability Scoring Breakdown:
• Win Rate ≥55%: +25 points | ≥50%: +15 points | ≥45%: +5 points
• Expectancy >0.5%: +25 points | >0.1%: +15 points | >0%: +5 points
• Total Trades ≥30: +25 points | ≥20: +15 points | ≥10: +5 points
• Profit Factor ≥1.5: +25 points | ≥1.2: +15 points | ≥1.0: +5 points
Target: 60+ points indicates stable parameters. Below 40 suggests overfitting risk.
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CHART EXECUTION SIGNALS
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Unique feature: Entry and exit markers display directly on the price chart via force_overlay, even though the indicator runs in a separate pane.
Visual Markers:
• ▲ Green Triangle (below bar): Long entry at exact price level
• ▼ Red Triangle (above bar): Short entry at exact price level
• ✕ Gold X-Cross : Position exit after hold period
Benefit: Immediate visual correlation between GoG signals and price action. Review historical trades without switching between panes.
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DUAL DASHBOARD SYSTEM
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Main Dashboard — Real-Time State
Displays:
• Current GoG regime (EXTREME HIGH / EXTREME LOW / NEUTRAL)
• GoG Z-Score (numerical)
• Raw GoG value
• Gamma value
• CVD (Cumulative Volume Delta)
• Volume status (Active/Low with ratio)
• Signal state (Scanning / Long Signal / Short Signal / In Position)
• Confidence meter with visual bar
• Entry price when in position
Backtest Dashboard — Performance Metrics
Displays all backtester metrics in compact format. Switches to Optimizer view when Optimizer Mode enabled.
Both dashboards feature:
• Configurable position (6 locations including Middle Left/Right)
• Adjustable text size (Tiny/Small/Normal/Large)
• Transparency control for visual integration
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PARAMETER GUIDE
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Calculation Settings
• GoG Extreme Threshold (default 2.0): Z-score level for signal generation. Higher = fewer but stronger signals. Range: 0.5-5.0
• Gamma Smoothing (default 3): SMA period for Gamma. Lower = more responsive, more noise. Higher = smoother, more lag. Range: 1-20
• GoG Smoothing (default 5): SMA period for GoG. Filters micro-spikes while preserving structural inflections. Range: 1-20
• Min Volume Multiple (default 1.2): Volume must exceed this multiple of 20-period average. Ensures signals have participation backing. Range: 0.5-3.0
Backtester Settings
• Backtest Hold Bars (default 10): Forced holding period for backtester evaluation. Adjust based on timeframe and trading style.
• Parameter Optimizer Mode : Enables extended metrics for tuning research.
Tuning by Timeframe
Scalping (1-5 min):
Threshold: 1.5-2.0 | Gamma Smooth: 2-3 | GoG Smooth: 3-4 | Hold: 5-8 bars
Day Trading (15-60 min):
Threshold: 2.0-2.5 | Gamma Smooth: 3-5 | GoG Smooth: 5-7 | Hold: 8-12 bars
Swing Trading (4H-Daily):
Threshold: 2.5-3.0 | Gamma Smooth: 5-7 | GoG Smooth: 7-10 | Hold: 10-15 bars
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HOW TO USE: PRACTICAL WORKFLOW
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Step 1: Identify Regime
Watch the GoG Z-score line. Most of the time it oscillates within the neutral zone (between thresholds). This is "scanning" mode — no actionable signal.
Step 2: Wait for Extreme
When Z-score crosses threshold AND volume confirms, a signal fires. The orb appears in the indicator pane; the triangle appears on price chart.
Step 3: Assess Confidence
Check orb size and dashboard confidence reading:
• Large bright orb + 80%+ confidence = High conviction setup
• Small faint orb + <60% confidence = Requires additional confirmation
Step 4: Execute with Context
GoG signals anticipate — they don't confirm. Use price structure (support/resistance), higher timeframe trend, or other confirmation before entry.
Step 5: Manage Position
Exit markers show backtester exits. For live trading, consider:
• Time-based exit (signal's hold period)
• Opposite signal exit
• Fixed R:R targets
Step 6: Review Performance
Check Backtest Dashboard regularly. If Win Rate drops below 45% or Expectancy goes negative, reassess parameters or market conditions.
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WHAT THIS INDICATOR IS — AND ISN'T
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This Indicator IS:
✅ State-transition detector (balance → imbalance)
✅ Early warning system for momentum shifts
✅ Anticipation tool for pre-positioning
✅ Statistical framework with built-in accountability
This Indicator IS NOT:
❌ Mechanical buy/sell system (requires discretion)
❌ Trend-following indicator
❌ Reversal-only indicator
❌ Replacement for risk management
Best Use Cases:
• Detecting early reversals before obvious confirmation
• Anticipating breakouts during volatility compression
• Timing pullback entries in established trends
• Identifying exhaustion at momentum climaxes
Challenging Conditions:
• Extremely low volume environments
• News-driven gaps (no order flow to measure)
• Instruments with unreliable volume data
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ORIGINALITY STATEMENT
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Innovation 1: Third-Derivative Order Flow Analysis
While first and second derivatives are common, applying third-derivative (jerk) analysis to cumulative volume delta is novel. This captures inflection points that lower-order analysis misses entirely.
Innovation 2: Z-Score Adaptive Thresholds
Rather than fixed thresholds that require per-instrument tuning, z-score normalization creates self-adapting signal levels that work consistently across any liquid instrument.
Innovation 3: Confidence-Weighted Visual System
Dynamic orb sizing and transparency based on signal strength provides intuitive visual hierarchy. Stronger signals literally appear larger and brighter.
Innovation 4: Integrated Accountability
Built-in backtester with optimizer mode enables parameter validation directly on chart. No external tools or spreadsheets required.
Innovation 5: Dual-Pane Execution Visualization
Force-overlay chart signals bridge the gap between indicator pane and price action, enabling immediate visual trade review.
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LIMITATIONS & DISCLAIMERS
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Technical Limitations
• Volume classification uses bar direction (close vs prior close), not tick-level aggressor data. Precision loss estimated 10-15% vs institutional-grade data.
• CVD approximation assumes volume follows price direction. Works well in trending conditions; less precise in choppy markets.
• Backtester uses fixed hold period, not optimal exit logic. Real performance may vary with proper trade management.
Market Limitations
• Requires meaningful volume data. Avoid instruments with reported volume issues.
• Signals may cluster during high-volatility events. Not every signal should be traded.
• Anticipation signals appear early by design. Patience required — price may continue against signal briefly before reversing.
Risk Disclosure
• Trading involves risk of loss. Past performance does not guarantee future results.
• This indicator provides analysis tools, not financial advice.
• Always use proper position sizing and risk management.
• Backtest results are hypothetical and do not include slippage, commissions, or fees.
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RECOMMENDED SETTINGS BY MARKET
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Crypto (BTC, ETH, SOL)
Threshold: 1.8-2.2 | Gamma: 3 | GoG: 5 | Volume: 1.3x | TF: 15min-4H
Notes: Higher volatility produces more signals. Consider higher threshold to filter.
Forex Majors (EURUSD, GBPUSD)
Threshold: 2.0-2.5 | Gamma: 4 | GoG: 6 | Volume: 1.2x | TF: 5min-1H
Notes: Lower volatility requires patience. Volume proxy via tick volume works adequately.
Stocks (Large Cap)
Threshold: 2.0-2.5 | Gamma: 3-4 | GoG: 5-6 | Volume: 1.2x | TF: 15min-Daily
Notes: Real volume data provides cleanest signals. Watch for opening/closing auction distortions.
Futures (ES, NQ, CL)
Threshold: 2.0-2.3 | Gamma: 3 | GoG: 5 | Volume: 1.2x | TF: 5min-1H
Notes: Excellent volume data. Session boundaries may produce false signals — consider RTH only.
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CONCLUSION
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Gamma of Gamma represents a fundamental shift in signal philosophy: from reacting to momentum to anticipating momentum.
By operating at the third derivative of order flow, this system detects the mathematical signatures of regime transition — the moments when current pressure dynamics become unsustainable and reversal becomes probable.
This is not another oscillator telling you what already happened. This is an anticipation engine positioning you for what's about to happen.
Stop chasing. Start anticipating.
RSI tells you where momentum was. GoG tells you where it's going.
Taking you to school. - Dskyz , Trade with probability. Trade with anticipation. Trade with GoG
Value Area PRO (TPO/Volume Session VAH/VAL/POC) 📌 AP Capital Value Area PRO (TPO / Volume)
AP Capital Value Area PRO is a session-based value area indicator designed for Gold (XAUUSD), NASDAQ (NAS100), and other CFD instruments.
It focuses on where the market has accepted price during the current session and highlights high-probability interaction zones used by professional traders.
Unlike rolling lookback volume profiles, this indicator builds a true session value area and provides actionable signals around VAH, VAL, and POC.
🔹 Core Features
Session-Anchored Value Area
Value Area is built only during the selected session
Resets cleanly at session start
Levels develop during the session and can be extended forward
No repainting or shifting due to lookback changes
TPO or Volume Mode
TPO (Time-at-Price) mode – ideal for CFDs and tick-volume data
Volume mode – uses broker volume if preferred
Same logic, different weighting method
Fixed Price Bin Size
Uses a fixed bin size (e.g. 0.10 for Gold, 0.25–0.50 for NAS100)
Produces cleaner, more realistic VAH/VAL levels
Avoids distorted profiles caused by dynamic bin scaling
VAH / VAL / POC Levels
VAH (Value Area High)
VAL (Value Area Low)
POC (Point of Control) (optional)
Lines can be extended to act as forward reference levels
🔹 Trading Signals & Alerts
Value Re-Entry
Identifies false breakouts where price:
Trades outside value
Then closes back inside
Often seen before strong mean-reversion or continuation moves.
Acceptance
Detects initiative activity using:
Multiple consecutive closes outside value
Filters out weak single-candle breaks
Rejection
Flags strong rejection candles:
Large candle body
Wick outside value
Close back inside the value area
These conditions are especially effective on Gold intraday.
🔹 Optional Profile Histogram
Right-side volume/TPO histogram
Buy/sell imbalance visualization
Fully optional to reduce chart clutter and improve performance
🔹 Best Use Cases
Recommended markets
XAUUSD (Gold)
NAS100 / US100
Other index or metal CFDs
Recommended timeframes
5m, 15m, 30m
Suggested settings
Mode: TPO
Value Area: 70%
Bin size:
Gold: 0.10
NAS100: 0.25 or 0.50
🔹 How Traders Use It
Trade rejections at VAH / VAL
Look for acceptance to confirm trend days
Use re-entries to fade failed breakouts
Combine with trend filters, EMA structure, or session context
⚠️ Disclaimer
This indicator is provided for educational and analytical purposes only and does not constitute financial advice. Always manage risk appropriately.
Mismatch Strategy | Madrimov tradeTitle
Mismatch Strategy by Madrimov trade – Gold vs DXY Impulse and Compression
Description
Concept
This indicator is based on a cross-market mismatch principle between Gold (XAUUSD) and the US Dollar Index (DXY).
It looks for situations where DXY expands aggressively while Gold temporarily fails to respond, creating a build-up of directional pressure that is often released once Gold breaks its short-term range.
Methodology (High-Level Overview)
The script evaluates three conditions on the same chart timeframe:
DXY Impulse Detection
A directional impulse on DXY is detected when the candle’s range exceeds a multiple of its ATR, indicating unusually strong participation rather than normal fluctuation.
Gold Compression Filter
At the same time, Gold must remain compressed, defined as a candle range significantly smaller than its own ATR.
This represents under-reaction or absorption despite external pressure.
Delayed Breakout Confirmation
Trades are triggered only after the mismatch occurs and Gold subsequently breaks its recent high or low over a configurable lookback period.
This delay avoids chasing impulses and focuses on release after compression.
Why This Is Different
Unlike traditional trend or correlation indicators, this script does not trade direction directly.
Instead, it evaluates effort versus response across two related markets, filtering out low-quality momentum and false breakouts.
The strategy focuses on:
Cross-asset pressure imbalance
Volatility-normalized conditions
Sequential confirmation rather than instant signals
How to Use
Designed primarily for XAUUSD charts
Works best on intraday timeframes (5m–15m)
Signals are strongest when aligned with higher-timeframe bias
Buy and sell signals are plotted directly on candles
Optional RR visualization can be enabled for reference
Limitations
Not predictive; signals are generated after candle close
Performance degrades during extremely low-liquidity or news-driven spikes
Intended as a decision-support tool, not a standalone trading system
Smart Money Structure | GainzAlgo📊 OVERVIEW:
================
Smart Money Structure Analysis is a professional-grade market structure and order-flow system designed to identify institutional trading behavior through volatility-adaptive logic, multi-timeframe trend alignment, and volume-based confirmation.
This indicator implements original mathematical models to detect Change of Character (CHoCH), Break of Structure (BOS), cumulative volume dynamics, and trend convergence across seven timeframes — delivering high-probability trade signals with significantly reduced noise.
Unlike basic indicator combinations, this system functions as a unified trading framework, where volatility adaptation, structure analysis, and volume confirmation continuously reinforce each other to provide precise, context-aware signals.
⭐ WHY THIS SYSTEM IS UNIQUE AND WORTHY OF PUBLICATION:
=====================================================
This is not a collection of common indicators placed together.
Smart Money Structure Analysis represents a cohesive institutional methodology, engineered so that:
- Volatility adjusts signal sensitivity in real time
- Multi-timeframe trends define directional bias
- Market structure determines timing
- Volume confirms institutional participation
- Advanced filters eliminate low-quality setups
Each component is mathematically linked to the others, creating a workflow that cannot be replicated by stacking separate indicators.
🔗 SYNERGISTIC INTEGRATION – HOW THE SYSTEM WORKS TOGETHER:
==========================================================
🧠 1. CONTEXT-AWARE VOLATILITY ADAPTATION
ATR-based volatility logic dynamically adjusts all momentum thresholds:
- Higher volatility → stronger confirmation required
- Lower volatility → sensitivity increases to capture valid moves
This prevents over-signaling in choppy markets and under-signaling during expansion phases — a core flaw in static indicators.
📐 2. MULTI-TIMEFRAME TREND CONVERGENCE ENGINE
Seven timeframes are analyzed simultaneously:
1M • 5M • 15M • 30M • 1H • 4H • 1D
Each timeframe is scored using EMA + VWAP alignment, producing a composite Trend Strength Score from -100 to +100.
The stronger the alignment across timeframes, the higher the probability of continuation — instantly visible through the real-time dashboard.
🏗️ 3. INSTITUTIONAL MARKET STRUCTURE (CHoCH & BOS)
The system automatically identifies the two core smart money concepts:
- CHoCH (Change of Character):
Signals potential trend exhaustion or reversal zones
- BOS (Break of Structure):
Confirms trend continuation and institutional commitment
Structure zones are visualized with persistent, color-coded levels and clouds, providing precise contextual timing rather than lagging signals.
📊 4. CUMULATIVE VOLUME DELTA (CVD) CONFIRMATION
CVD tracks the cumulative difference between buying and selling pressure:
- Rising CVD → accumulation
- Falling CVD → distribution
- Divergence vs price → early reversal warning
Volume participation is categorized into Low / Medium / High, adding depth beyond simple volume bars.
🛡️ 5. SIX-LAYER PROFESSIONAL SIGNAL FILTERING
Every signal must pass through up to six independent confirmation layers:
1. Volatility-adjusted momentum
2. Higher timeframe trend alignment
3. Lower timeframe conflict prevention
4. Institutional volume confirmation
5. Structural breakout validation
6. Repeated-signal restriction
This dramatically reduces false positives while preserving only high-quality institutional setups.
🧮 DETAILED CORE SYSTEMS:
========================
📏 ADAPTIVE MOMENTUM FORMULA
- Momentum Threshold = Base × (1 + (ATR ÷ Price) × 2)
- Pre-Momentum Factor = Base × (1 − (ATR ÷ Price) × 0.5)
📊 TREND STRENGTH CALCULATION
- Trend Strength = (Sum of 7 timeframe scores ÷ 7) × 100
📦 CVD LOGIC
- Close > Previous Close → Buy volume added
- Close < Previous Close → Sell volume subtracted
- Cumulative sum reveals institutional intent
🧠 STRUCTURE DETECTION
- Pivot-based swing logic
- Candle confirmation
- Configurable lookback periods
- Non-repainting visualization
🧩 ADVANCED ANALYSIS TOOLS:
==========================
🧲 LIQUIDITY ZONE DETECTION
Identifies probable retail stop-loss clusters where institutions often initiate stop hunts before true directional moves.
📦 MARKET PROFILE & ORDER FLOW IMBALANCE
Detects buy/sell dominance using volume ratios, highlighting accumulation and distribution zones before large price moves.
🔄 RSI DIVERGENCE SCANNER
Identifies bullish and bearish divergences that frequently precede structure shifts and trend reversals.
🎨 VISUAL SYSTEM & DASHBOARD:
============================
📊 SMART MONEY MATRIX
- Composite trend strength
- System confidence %
- CVD value
- Directional grid for all timeframes
📈 TREND PREDICTION MATRIX (Optional)
Forecasts short-term directional bias using trend, momentum, and volatility data.
🏷️ SIGNAL LABELS
- BUY / SELL → Fully confirmed entries
- READY → Momentum building
- BOS / CHoCH → Structure events
- FLOW / LIQ / BULL / BEAR → Advanced confirmations
⚙️ CORE FEATURES:
================
1. Multi-Timeframe Trend Convergence
2. Smart Money Structure Detection (CHoCH & BOS)
3. Adaptive Volatility-Based Momentum
4. Cumulative Volume Delta (CVD)
5. Six-Layer Signal Filtering
6. Liquidity Zone Detection
7. Order Flow & Market Profile Analysis
8. Divergence Scanner
9. Dynamic Trendlines
10. Institutional-Grade Dashboard
📘 WHO THIS INDICATOR IS FOR:
============================
- Scalpers: Noise-filtered precision on lower timeframes
- Day Traders: High-probability continuation setups
- Swing Traders: Multi-timeframe alignment & structure zones
- Reversal Traders: Divergence + CHoCH confirmation
⚠️ IMPORTANT DISCLAIMER:
========================
This indicator is a technical analysis and educational tool only.
It does not provide financial advice or trade recommendations.
Trading involves substantial risk, and losses are a natural part of trading.
Past performance does not guarantee future results.
All trading decisions remain the sole responsibility of the user.
