CapitalFlowsResearch: Returns Regime MapCapitalFlowsResearch: Returns Regime Map — Two-Asset Behaviour & Correlation Lens
CapitalFlowsResearch: Returns Regime Map is a two-asset regime overlay that shows how a primary market and a linked macro series are really moving together over short rolling windows. Instead of just eyeballing two separate charts, the tool classifies each bar into one of four states based on the combined direction of recent returns:
Up / Up
Up / Down
Down / Up
Down / Down
These states are calculated from aggregated, windowed returns (using configurable return definitions for each asset), then painted directly onto the price chart as background regimes. On top of that, the indicator monitors the correlation of the same return streams and can optionally tint periods where correlation sits within a user-defined “low-correlation” band—highlighting moments when the usual relationship between the two series is weak, unstable, or breaking down.
In practice, this turns the chart into a compact co-movement map: you can see at a glance whether price and rates (or any two chosen markets) are trending together, diverging in a meaningful way, or moving in choppy, low-conviction fashion. It’s especially powerful for macro traders who need to frame trades in terms of “risk asset vs. rates,” “index vs. volatility,” or similar pairs—while keeping the actual construction details of the regime logic abstracted.
Statistics
CapitalFlowsResearch: Sensitivity AnalysisCapitalFlowsResearch: Sensitivity Analysis — Driver–Price Beta Gauge
CapitalFlowsResearch: Sensitivity Analysis is built to answer a very specific macro question:
“How sensitive is this price to moves in that driver, right now?”
The indicator compares bar-to-bar changes in a chosen “price” asset with a chosen “driver” (such as an equity index, yield, or cross-asset benchmark), and from that relationship derives a rolling measure of effective beta. That beta is then converted into a “band width” value, representing how much the price typically moves for a standardised shock in the driver, under current conditions.
You can choose whether the driver’s moves are treated in basis points, absolute terms, or percent changes, and optionally smooth the resulting band with a configurable moving average to emphasise structural shifts over noise. The two plotted lines—current band width and its moving average—form a simple yet powerful gauge of how tightly the price is currently “geared” to the driver.
In practice, this makes Sensitivity Analysis a compact tool for:
Tracking when a contract becomes more or less responsive to a key macro factor.
Comparing sensitivity across instruments or timeframes.
Framing expected move scenarios (“if the driver does X, this should roughly do Y”).
All of this is done without exposing the detailed beta or volatility math inside the script.
Monthly Returns (Seasonality Matrix)his indicator displays a "Month vs. Year" heatmap table (Seasonality Matrix) directly on your chart. It is designed to help traders identify seasonal trends by visualizing monthly returns for any asset (Stocks, Crypto, Forex) over the last decade.
Key Features:
Seasonality Heatmap: Instantly view monthly performance (Green/Red) in an easy-to-read grid.
Statistical Breakdown: Automatically calculates the "Win Rate" (WR) and Average Return for every month of the year.
Compact Mode: Includes a "Rows to Display" setting (default: 12) to keep the table clean and prevent it from running off the screen, while still calculating stats using the full history.
Timeframe Protection: Automatically detects intraday charts (like 1H or 15m) and hides the table with a warning, ensuring you only view accurate data on the Daily timeframe.
How to Use:
Add the indicator to your chart.
Ensure your chart is set to the Daily (D) timeframe.
Use the settings to adjust the "Start Year" or the number of rows displayed.
Disclaimer: This tool is for educational and informational purposes only. Past performance is not indicative of future results.
Profile Edge Trading - Market Profile ChartProfile Edge: Ultimate TPO & Market Profile Chart
What It Does
The Profile Edge TPO Indicator is a professional-grade market profile tool that helps you visualize market structure through Time Price Opportunity (TPO). It identifies where the "smart money" is active by organizing price action into a distribution curve, allowing you to spot high-probability trading zones, value areas, and structural anomalies in real-time.
Key Features
High-Accuracy Value Area Calculation: Precisely calculates the Value Area High (VAH) and Value Area Low (VAL) based on industry-standard 70% or statistical 68.2% distributions .
Point of Control (POC) & PPOC: Highlights the Point of Control (POC) and identifies Prominent POCs (PPOC)—levels where more than 10 TPOs have accumulated, signaling significant institutional interest .
Composite Profiles (Merge Mode): Seamlessly merge multiple sessions to create a long-term Composite Profile. This is essential for identifying major balance areas and institutional levels over days or weeks .
Single Print Detection: Automatically detects and highlights bullish and bearish Single Prints (areas of high conviction where price moved rapidly), which act as strong future support and resistance .
Structural Anomalies: Identifies Poor Highs and Poor Lows (flat extremes without tails). These represent "unfinished business" and act as magnets for future price action .
Extension Levels: Options to extend Virgin POCs, PPOCs, Single Prints, and Poor Highs/Lows until they are mitigated by price.
Initial Balance (IB): Visualizes the first two TPO periods of the day with customizable extension levels to track institutional drive .
How to Use
Timeframe Alignment: Ensure your chart timeframe is equal to or lower than your TPO period (e.g., use a 30-min chart or lower for a daily 30-min TPO profile) .
Clean View: For the best experience, hide your candlestick bodies/wicks in the TradingView "Symbol" settings to see the TPO letters clearly .
Adaptive Scaling: The indicator uses an ATR-based row size calculation, ensuring the profile remains neat and readable regardless of market volatility .
Trading Strategy: Use the Statistics Panel to track value area migration and opening relationships (Gap up/down, Open in Value, etc.) to determine your daily trade bias .
Settings Overview
TPO Period: Choose between 30m (Daily), 75m (Weekly), or Daily (Monthly) profiles .
ATR Resolution: Adjust the granularity of the price blocks; higher resolution provides more detailed levels .
Merge Profiles: Enable the "Merge" toggle and input your desired start and end dates to create composite views .
Visuals: Full control over font sizes (recommended 6–8), colors for VA/Non-VA areas, and line styles for POC/IB levels .
Video Tutorial & Setup Guide
For a full walkthrough on setup, merging profiles, and interpreting the structural signals, watch the official guide: Watch the Tutorial on YouTube
youtu.be
Jones Quantum Cockpit v9.0 [Final Integrated]🐺 The Final Piece of the Ecosystem: The "Brain"
Jones Quantum Cockpit v9.0 is not just an indicator; it is a Tactical Command Center (HQ) designed to replicate the environment analysis of an institutional Bloomberg terminal.
Most traders fail not because they lack entry signals, but because they use the wrong strategy in the wrong environment. You cannot use a Trend Following strategy in a Choppy Market, nor can you use a Range strategy during a Liquidity Crash.
This tool calculates Macro Correlations, Chaos Theory (Market Structure), and Institutional Flow in real-time to tell you exactly "Which Weapon to Use" right now.
📊 1. MACRO DRIVER (The Global Context)
Top Row
Markets do not move in isolation. They are driven by Yields, Currencies, and Equities.
The Quantum Engine runs a real-time correlation matrix against US10Y, DXY, SPX, and Crude Oil to identify the current "Ruler" of the chart.
DRIVER: YIELDS (Sync): The asset is moving in lockstep with Bond Yields. High reliability.
DRIVER: NONE (RANDOM): The asset has detached from macro reality. Pure speculative noise. Caution advised.
🔬 2. QUANT METRICS (Quality & Quantity)
Middle Row
Before taking a trade, we must assess the "Health" of the market.
STR (Structure): Measures the "Order" of price action using Fractal/Chaos analysis. High STR means a clean trend; Low STR means Random Walk (Noise).
NRG (Energy): Measures Volatility Baseline. Is the engine running hot enough to move price?
FLW (Flow): Relative Volume (RVOL) monitor.
💧 = Low Liquidity.
🔥 = Institutional Activity (High Rvol).
ADR (Reach): Average Daily Range exhaustion.
If ADR > 100%, the gas tank is empty.
(O.B) = Overbought/Oversold. Do not chase the trend here.
🌐 3. MTF MATRIX (The Trend)
Main Table
Monitors Trend Direction, Regime, and Statistical Anomalies (Z-Score) from 5m to 4H timeframes.
Note: If the Chaos Engine detects a "Random Market," the Signal column will force a "NOISE" status, preventing you from trading false breakouts.
🧠 4. TACTICAL ADVISOR (The Conclusion)
Bottom Row
This is the core of the system. Based on all the data above, the AI determines the optimal strategy for the current session.
🚀 USE: ESSENTIAL:
Condition: Perfect Order + High Flow + Macro Sync.
Action: Aggressive Trend Following.
🎯 USE: KINETIC:
Condition: Trend exists, but Flow/Macro is weak.
Action: Filtered, precision entries only.
🛡️ USE: ELASTIC:
Condition: Panic, Crash, or Extreme Anomaly (>2.5σ).
Action: NO TREND TRADING. Switch to Mean Reversion (Snap-backs) only.
✋ STAY CASH:
Condition: No clear edge.
Action: The best position is no position.
🚨 CRISIS MODE (Red Background)
If the panel turns RED, the market is in a state of Panic/Anomaly.
Volatility has exploded, or price has deviated too far from the mean (Z-Score > 2.5).
DO NOT CHASE PRICE. Switch to Jones Elastic logic or wait for the storm to pass.
This tool is designed to work as the "Manager" for the Jones Algo Series (Essential, Kinetic, Elastic).
"Stop guessing. Start measuring."
-----------
Jones Quantum Cockpit v9.0 取扱説明書
Institutional Grade Environment Analysis System
1. 概要
Jones Quantum Cockpitは、単なる売買シグナルツールではありません。
市場の**「外部環境（マクロ）」「内部構造（カオス理論）」「需給（資金フロー）」をリアルタイムで複合演算し、現在の相場環境に最適な「戦術（どのJonesツールを使うべきか）」**を指揮する、トレードの司令塔（ヘッドクォーター）です。
本システムは、機関投資家がBloomberg端末で行う高度な環境認識を、TradingView上で再現することを目的としています。
2. インターフェース詳細解説
パネルは上から順に「マクロ要因」「クオンツ分析」「マルチタイム分析」「戦術指令」の4層構造になっています。
【最上段】 MACRO DRIVER（市場の支配者）
「今、このチャートは何に連動して動いているか？」
通貨や株価は単独では動きません。AIが裏側で「米金利(US10Y)」「ドル指数(DXY)」「米国株(SPX)」「原油(OIL)」との相関を総当たり計算し、現在最も強い影響を与えている要因（ドライバー）を表示します。
表示例: DRIVER: YIELDS (US10Y) (Sync)
要因名: 今は「米金利」が主導しています。
Sync / Inverse: Syncは正相関（連動）、Inverseは逆相関（逆の動き）を意味します。
: 連動率の強さです。80%以上あれば非常に強い根拠となります。
注意: DRIVER: NONE (RANDOM)
どのマクロ指標とも連動していません。投機的なランダムウォーク状態であるため、ダマシに合う確率が高い「危険な時間帯」です。
【中段】 QUANT METRICS（相場の質と量）
「このトレンドは本物か？ 燃料はあるか？」
行1：QUALITY（相場の質）
STR (Structure / 構造効率)
概念: カオス理論（フラクタル解析）を用い、値動きの「秩序」を数値化します。
見方: 数値が高いほど「ノイズの少ない綺麗なトレンド」です。数値が低すぎると「ランダム（カオス）」と判定され、トレード不適格となります。
バー表示: ▮▮▮▮▯ (右に行くほど高品質)
NRG (Energy / 変動エネルギー)
概念: 相場の基礎代謝（ボラティリティ）を計測します。
見方: 車のエンジン回転数です。数値が低すぎると、エントリーしても価格が動きません。逆に高すぎるとパニックの予兆となります。
行2：QUANTITY（相場の量・需給）
FLW (Flow / 資金流入)
概念: 機関投資家レベルの大口注文（出来高）が流入しているかを監視します。
見方: **100%**を基準とします。
💧 (100%未満): 閑散としています。
🌊 (100%前後): 通常の状態です。
🔥 (150%超): 機関投資家が介入しています。 強いトレンドが発生する合図です。
ADR (Reach / 到達度)
概念: 「その銘柄が1日に動ける平均距離」に対し、今日すでにどれくらい動いたか？
見方:
~80%: まだ伸びる余地があります。
100%超: ガス欠の可能性があります。深追いは禁物です。
(O.B): Over Bought/Sold（行き過ぎ）。ここからの順張りは危険です。逆張りの優位性が高まります。
【メイン】 MTF MATRIX（マルチタイム分析）
「全時間足の方向は揃っているか？」
5分足〜4時間足までのトレンド状態を一覧表示します。
REGIME: トレンド相場か、レンジ（サイクル）相場かを判定。
TREND: トレンドの方向（▲上昇 / ▼下降）。
ANOMALY: 現在価格の統計的異常値（Zスコア）。
赤文字 (例: 2.50σ): 異常な加熱状態です。平均回帰（反転）のリスクが高まっています。
SIGNAL: 最終的な売買判断。
重要: トレンドが出ていても、STR（構造）が悪かったり、マクロ相関がない場合は、安全装置が作動し強制的に**「NOISE（グレー）」**と表示されます。これにより無駄なエントリーを防ぎます。
【最下段】 TACTICAL ADVISOR（戦術指令）
「結論、どのツールでどう戦うべきか？」
上記すべてのデータをAIが統合判断し、推奨される戦略（Jonesシリーズ）を提示します。
1. 🚀 USE: ESSENTIAL (TREND FOLLOW)
条件: マクロ連動あり・構造きれい・燃料あり・加熱感なし。
戦略: ボーナスステージです。 Jones Essential のシグナルに従い、積極的に順張りを狙ってください。利益を最大化できる局面です。
2. 🎯 USE: KINETIC (FILTERED ENTRY)
条件: トレンドはあるが、燃料不足やマクロ乖離が見られる。
戦略: Jones Algo (Pro Max/Kinetic) を使用してください。HTFフィルターや各種条件が揃った「堅いポイント」だけを狙う精密射撃モードです。
3. 🛡️ USE: ELASTIC (REVERSION / SNAP)
条件: パニック相場、またはADR/異常値の限界突破。
戦略: 順張りは禁止です。Jones Elastic に切り替え、ゴムが伸び切った瞬間の「反発（SNAP）」だけを狙う逆張り戦術をとってください。
4. ✋ STAY CASH (NO CLEAR EDGE)
条件: 優位性がありません。
戦略: 「何もしない」ことが利益になります。 ポジションを持たず、次のチャンスまで静観してください。
3. CRISIS MODE（緊急事態モード）について
パネルの背景色が**「赤色」に変化した場合、「CRISIS MODE」**が発動しています。
発生要因:
統計的異常値（±2.5σ以上）の検知。
ボラティリティの爆発的拡大（パニック売り/買い）。
ADR（限界値幅）の極端な超過。
アクション:
すべての順張り戦略（ブレイクアウト等）を即時停止してください。
相場が「壊れている」状態です。テクニカル分析が通用しないため、Elasticでの短期逆張り以外は手を出さないのが賢明です。
4. 推奨環境
データフィード:
「FLW（資金流入）」は出来高データを参照します。OANDA、FXCM、Binanceなど、出来高データが豊富なブローカーのチャートで使用することを強く推奨します。
時間足:
本システムは全時間足で動作しますが、特に15分足〜1時間足での表示において、デイトレードの環境認識として最高のパフォーマンスを発揮します。
Volume Weighted Intra Bar KurtosisThis indicator analyzes market sentiment by providing a detailed
view of Excess Kurtosis ("Fat Tails"). It uses data from a lower,
intra-bar timeframe to separate the total kurtosis of a single bar
into distinct, interpretable components.
Key Features:
1. **Intra-Bar Kurtosis Decomposition:** For each bar on the chart,
the indicator analyzes the underlying price action on a smaller
timeframe ('Intra-Bar Timeframe'). Unlike Variance, the Fourth
Central Moment (Kurtosis) decomposes into three parts:
- **Between-Bar Kurtosis (Gold):** Peakedness of the price
path *between* the intra-bar candles. High values indicate
that the macro movement happened in jumps or gaps rather
than a smooth progression.
- **Within-Bar Kurtosis (Blue):** Fat tails derived from the
microstructure (extreme wicks) *inside* the intra-bar candles.
- **Interaction Variance (Dark Grey):** The comovement of variance
and mean deviations (volatility clustering relative to trend).
- **Interaction Skewness (Darker Grey):** The comovement of skewness
and mean deviations (asymmetry relative to trend).
2. **Visual Decomposition Logic:** Total Excess Kurtosis is the
primary metric displayed. Since Kurtosis coefficients are not
linearly additive, this indicator calculates the *exact* Total
Kurtosis and partitions the columns based on the additive
Fourth Moment Decomposition (`M4Tot = M4Btw + M4Wtn + M4Int`).
3. **Dual Display Modes:** The indicator offers two modes to
visualize this information:
- **Absolute Mode:** Plots the *total* kurtosis as a
stacked column chart, showing the *absolute magnitude* of
tail risk and the contribution of each component.
- **Relative Mode:** Plots the components as a 100% stacked
column chart (scaled from 0 to 1), focusing purely on the
*energy ratio* of the components.
4. **Calculation Options:**
- **Normalization:** An optional 'Normalize' setting
calculates an **Exponential Regression Curve** (log-space),
making the analysis suitable for comparing assets with
different scales (e.g., BTC vs EURUSD).
- **Volume Weighting:** An option (`Volume weighted`) applies
volume weighting to all mean and moment calculations.
5. **Kurtosis Cycle Analysis:**
- **Pivot Detection:** Includes a built-in pivot detector
that identifies significant turning points (peaks/valleys) in
the *total* kurtosis line. (Note: This is only visible
in 'Absolute Mode').
- **Flexible Pivot Algorithms:** Supports various underlying
mathematical models for pivot detection provided by the
core library.
6. **Note on Confirmation (Lag):** Pivot signals are confirmed
using a lookback method. A pivot is only plotted *after*
the `Pivot Right Bars` input has passed, which introduces
an inherent lag.
7. **Multi-Timeframe (MTF) Capability:**
- **MTF Analysis Lines:** The entire intra-bar analysis can be
run on a higher timeframe (using the `Timeframe` input),
with standard options to handle gaps (`Fill Gaps`) and
prevent repainting (`Wait for...`).
- **Limitation:** The Pivot detection (`Calculate Pivots`) is
**disabled** if a Higher Timeframe (HTF) is selected.
8. **Integrated Alerts:** Includes alerts for:
- Kurtosis magnitude (High Positive / High Negative).
- Kurtosis character changes/emerging/fading.
- Total Kurtosis pivot (High/Low) detection.
**Caution: Real-Time Data Behavior (Intra-Bar Repainting)**
This indicator uses high-resolution intra-bar data. As a result, the
values on the **current, unclosed bar** (the real-time bar) will
update dynamically as new intra-bar data arrives. This behavior is
normal and necessary for this type of analysis. Signals should only
be considered final **after the main chart bar has closed.**
---
**DISCLAIMER**
1. **For Informational/Educational Use Only:** This indicator is
provided for informational and educational purposes only. It does
not constitute financial, investment, or trading advice, nor is
it a recommendation to buy or sell any asset.
2. **Use at Your Own Risk:** All trading decisions you make based on
the information or signals generated by this indicator are made
solely at your own risk.
3. **No Guarantee of Performance:** Past performance is not an
indicator of future results. The author makes no guarantee
regarding the accuracy of the signals or future profitability.
4. **No Liability:** The author shall not be held liable for any
financial losses or damages incurred directly or indirectly from
the use of this indicator.
5. **Signals Are Not Recommendations:** The alerts and visual signals
(e.g., crossovers) generated by this tool are not direct
recommendations to buy or sell. They are technical observations
for your own analysis and consideration.
Volume Weighted LR KurtosisThis indicator analyzes market character by decomposing total
Excess Kurtosis ("Fat Tails") into four distinct, interpretable
components based on a Linear Regression model.
Key Features:
1. **Four-Component Kurtosis Decomposition:** The indicator
separates market tail risk based on the 'Estimate Bar Statistics' option.
It leverages the Law of Total Moments to provide an additive
breakdown of the 4th Statistical Moment:
- **Trend Kurtosis (Gold):** Peakedness of the regression line
itself. High values indicate the trend moves in sudden jumps,
steps, or gaps (discontinuous path).
- **Residual Kurtosis (Red):** Excess Kurtosis of the noise
around the regression line. This captures the "Hidden Tail Risk"
(extreme outliers relative to the trend).
- **Within-Bar Kurtosis (Blue):** Fat tails derived from the
microstructure of individual bars (requires 'Estimate Bar Statistics').
- **Interaction Variance (Dark Grey):** The comovement of variance
and mean deviations (volatility clustering relative to trend).
- **Interaction Skewness (Darker Grey):** The comovement of skewness
and mean deviations (asymmetry relative to trend).
2. **Visual Decomposition Logic:** Total Excess Kurtosis is the
primary metric displayed. Since statistical moments are additive,
this indicator calculates the *exact* Total Kurtosis and partitions
the area to visualize the contribution (weight) of each
structural source to the overall tail risk.
3. **Dual Display Modes:** The indicator offers two modes to
visualize this decomposition:
- **Absolute Mode:** Displays the *total* kurtosis as a
stacked area chart, allowing to see the magnitude of tail risk.
Stacking logic groups components to ensure visual clarity.
- **Relative Mode:** Displays the direct *contribution ratio*
(proportion) of each component relative to the total sum,
ideal for identifying the dominant driver of the risk.
4. **Calculation Options:**
- **Normalization:** An optional 'Normalize' setting
transforms inputs into logarithmic space, analyzing the
kurtosis of *returns* rather than absolute prices.
- **Volume Weighting:** An option (`Volume weighted`) applies
volume weighting to all regression and moment calculations,
emphasizing high-participation moves.
5. **Kurtosis Cycle Analysis:**
- **Pivot Detection:** Includes a built-in pivot detector
that identifies significant turning points (peaks/valleys) in
the *total* kurtosis line. This helps identify extremes in
market fragility or structural changes.
- **Flexible Pivot Algorithms:** Supports various underlying
mathematical models for pivot detection provided by the
core library.
6. **Note on Confirmation (Lag):** Pivot signals are confirmed
using a lookback method. A pivot is only plotted *after*
the `Pivot Right Bars` input has passed, which introduces
an inherent lag.
7. **Multi-Timeframe (MTF) Capability:**
- **MTF Kurtosis Lines:** The kurtosis lines can be
calculated on a higher timeframe, with standard options
to handle gaps (`Fill Gaps`) and prevent repainting
(`Wait for...`).
- **Limitation:** The Pivot detection (`Calculate Pivots`) is
**disabled** if a Higher Timeframe (HTF) is selected.
8. **Integrated Alerts:** Includes comprehensive alerts for:
- Kurtosis magnitude (High Positive / High Negative).
- Kurtosis character changes/emerging/fading.
- Total Kurtosis pivot (High/Low) detection.
---
**DISCLAIMER**
1. **For Informational/Educational Use Only:** This indicator is
provided for informational and educational purposes only. It does
not constitute financial, investment, or trading advice, nor is
it a recommendation to buy or sell any asset.
2. **Use at Your Own Risk:** All trading decisions you make based on
the information or signals generated by this indicator are made
solely at your own risk.
3. **No Guarantee of Performance:** Past performance is not an
indicator of future results. The author makes no guarantee
regarding the accuracy of the signals or future profitability.
4. **No Liability:** The author shall not be held liable for any
financial losses or damages incurred directly or indirectly from
the use of this indicator.
5. **Signals Are Not Recommendations:** The alerts and visual signals
(e.g., crossovers) generated by this tool are not direct
recommendations to buy or sell. They are technical observations
for your own analysis and consideration.
Volume Weighted KurtosisThis indicator analyzes market sentiment by decomposing total
Excess Kurtosis ("Fat Tails") into distinct, interpretable components:
"Between-Bar" (Trend Path) and "Within-Bar" (Microstructure).
Key Features:
1. **Moment-Based Kurtosis Decomposition:** The indicator
separates kurtosis based on the 'Estimate Bar Statistics' option.
It leverages the additive property of the Fourth Central Moment
(Cumulants) to ensure mathematical rigor:
- **Standard Mode (`Estimate Bar Statistics` = OFF):** Calculates
simple kurtosis of the selected `Source`.
- **Decomposition Mode (`Estimate Bar Statistics` = ON):** The
indicator uses a statistical model ('Estimator') to
calculate *within-bar* kurtosis.
This separates the tail risk into:
- **Between-Bar Kurtosis (Gold):** Peakedness of the price
path itself. High values indicate the trend moves in jumps
or gaps rather than a smooth progression.
- **Within-Bar Kurtosis (Blue):** Fat tails within the
microstructure. High values imply significant outliers
inside the bars (e.g., extreme wicks).
- **Interaction Variance (Dark Grey):** The comovement of variance
and mean deviations (volatility clustering relative to trend).
- **Interaction Skewness (Darker Grey):** The comovement of skewness
and mean deviations (asymmetry relative to trend).
2. **Visual Decomposition Logic:** Total Excess Kurtosis is the
primary metric displayed. Since Kurtosis coefficients are not
linearly additive, this indicator calculates the *exact* Total
Kurtosis and partitions the area/ratios based on the additive
Fourth Moment Decomposition (`M4Tot = M4Btw + M4Wtn + M4Int`). This
ensures the displayed total kurtosis remains mathematically accurate.
3. **Dual Display Modes:** The indicator offers two modes to
visualize this decomposition:
- **Absolute Mode:** Displays the *Total Kurtosis* as the main
line, with the background filled by the stacked components.
Shows the *magnitude* of the tail risk.
- **Relative Mode:** Displays the **Contribution Ratios**
of each component (-1.0 to 1.0). This isolates the
*structure/quality* of the risk (e.g., "Is the risk
driven by the trend jumps or by the candle instability?").
4. **Calculation Options:**
- **Normalization:** An optional 'Normalize' setting
transforms inputs into logarithmic space, analyzing the
kurtosis of *returns* rather than absolute prices.
(Essential for correct statistical properties).
- **Volume Weighting:** An option (`Volume weighted`) applies
volume weighting to all moment calculations, emphasizing
high-participation moves.
5. **Kurtosis Cycle Analysis:**
- **Pivot Detection:** Includes a built-in pivot detector
that identifies significant turning points (peaks/valleys) in
the *Total Kurtosis* line. (Note: This is only visible
in 'Absolute Mode').
- **Flexible Pivot Algorithms:** Supports various underlying
mathematical models for pivot detection provided by the
core library.
6. **Note on Confirmation (Lag):** Pivot signals are confirmed
using a lookback method. A pivot is only plotted *after*
the `Pivot Right Bars` input has passed, which introduces
an inherent lag.
7. **Multi-Timeframe (MTF) Capability:**
- **MTF Kurtosis Lines:** The kurtosis lines can be
calculated on a higher timeframe, with standard options
to handle gaps (`Fill Gaps`) and prevent repainting
(`Wait for...`).
- **Limitation:** The Pivot detection (`Calculate Pivots`) is
**disabled** if a Higher Timeframe (HTF) is selected.
8. **Integrated Alerts:** Includes comprehensive alerts for:
- Kurtosis magnitude (High Positive / High Negative).
- Character changes (Inter-Bar vs. Intra-Bar dominance).
- Total Kurtosis pivot (High/Low) detection.
---
**DISCLAIMER**
1. **For Informational/Educational Use Only:** This indicator is
provided for informational and educational purposes only. It does
not constitute financial, investment, or trading advice, nor is
it a recommendation to buy or sell any asset.
2. **Use at Your Own Risk:** All trading decisions you make based on
the information or signals generated by this indicator are made
solely at your own risk.
3. **No Guarantee of Performance:** Past performance is not an
indicator of future results. The author makes no guarantee
regarding the accuracy of the signals or future profitability.
4. **No Liability:** The author shall not be held liable for any
financial losses or damages incurred directly or indirectly from
the use of this indicator.
5. **Signals Are Not Recommendations:** The alerts and visual signals
(e.g., crossovers) generated by this tool are not direct
recommendations to buy or sell. They are technical observations
for your own analysis and consideration.
Volume Weighted Intra Bar LR SkewnessThis indicator analyzes market character by decomposing total
skewness (asymmetry) of a SINGLE BAR into four distinct,
interpretable components based on a Linear Regression model.
Key Features:
1. **Intra-Bar LR Skewness Decomposition:** For each bar on the chart,
the indicator analyzes the underlying price action on a smaller
timeframe ('Intra-Bar Timeframe'). It fits a Linear Regression
line through the intra-bar data to decompose the 3rd Moment:
- **Trend Skewness (Green/Red):** Asymmetry originating from
the slope of the intra-bar regression line. Indicates if the
price path within the bar is geometrically trend-driven.
- **Residual Skewness (Yellow):** Asymmetry of the noise
around the regression line. Captures "Tail Risk" or sudden
shocks within the bar that deviate from the main path.
- **Within-Bar Skewness (Blue):** Asymmetry derived from the
microstructure of individual intra-bar candles.
- **Interaction Skewness (Dark Grey):** Asymmetry caused by
the correlation between price levels and volatility within
the bar (e.g., volatility expanding as price drops).
2. **Visual Decomposition Logic:** Total Skewness is the
primary metric displayed. Since statistical moments are additive,
this indicator calculates the *exact* Total Skewness and partitions
the columns based on the Law of Total Moments.
3. **Dual Display Modes:** The indicator offers two modes to
visualize this decomposition:
- **Absolute Mode:** Plots the *total* skewness as a
stacked column chart. Stacking logic groups components with
the same sign to ensure visual clarity.
- **Relative Mode:** Plots the direct *contribution ratio*
(proportion) of each component relative to the total sum,
ideal for identifying the dominant driver (Trend vs. Noise).
4. **Calculation Options:**
- **Normalization:** An optional 'Normalize' setting
transforms inputs into logarithmic space, analyzing the
skewness of *returns* rather than absolute prices.
- **Volume Weighting:** An option (`Volume weighted`) applies
volume weighting to all regression and moment calculations,
emphasizing high-participation moves.
5. **Skewness Cycle Analysis:**
- **Pivot Detection:** Includes a built-in pivot detector
that identifies significant turning points (peaks/valleys) in
the *total* skewness line. (Note: This is only visible
in 'Absolute Mode').
- **Flexible Pivot Algorithms:** Supports various underlying
mathematical models for pivot detection provided by the
core library.
6. **Note on Confirmation (Lag):** Pivot signals are confirmed
using a lookback method. A pivot is only plotted *after*
the `Pivot Right Bars` input has passed, which introduces
an inherent lag.
7. **Multi-Timeframe (MTF) Capability:**
- **MTF Analysis Lines:** The entire intra-bar analysis can be
run on a higher timeframe (using the `Timeframe` input),
with standard options to handle gaps (`Fill Gaps`) and
prevent repainting (`Wait for...`).
- **Limitation:** The Pivot detection (`Calculate Pivots`) is
**disabled** if a Higher Timeframe (HTF) is selected.
8. **Integrated Alerts:** Includes comprehensive alerts for:
- Skewness magnitude (High Positive / High Negative).
- Character changes (Trend vs. Noise dominance).
- Total Skewness pivot (High/Low) detection.
**Caution: Real-Time Data Behavior (Intra-Bar Repainting)**
This indicator uses high-resolution intra-bar data. As a result, the
values on the **current, unclosed bar** (the real-time bar) will
update dynamically as new intra-bar data arrives. This behavior is
normal and necessary for this type of analysis. Signals should only
be considered final **after the main chart bar has closed.**
---
**DISCLAIMER**
1. **For Informational/Educational Use Only:** This indicator is
provided for informational and educational purposes only. It does
not constitute financial, investment, or trading advice, nor is
it a recommendation to buy or sell any asset.
2. **Use at Your Own Risk:** All trading decisions you make based on
the information or signals generated by this indicator are made
solely at your own risk.
3. **No Guarantee of Performance:** Past performance is not an
indicator of future results. The author makes no guarantee
regarding the accuracy of the signals or future profitability.
4. **No Liability:** The author shall not be held liable for any
financial losses or damages incurred directly or indirectly from
the use of this indicator.
5. **Signals Are Not Recommendations:** The alerts and visual signals
(e.g., crossovers) generated by this tool are not direct
recommendations to buy or sell. They are technical observations
for your own analysis and consideration.
Volume Weighted Intra Bar SkewnessThis indicator analyzes market sentiment by providing a detailed
view of skewness (asymmetry). It uses data from a lower, intra-bar
timeframe to separate the total skewness of a single bar into
distinct, interpretable components.
Key Features:
1. **Intra-Bar Skewness Decomposition:** For each bar on the chart,
the indicator analyzes the underlying price action on a smaller
timeframe ('Intra-Bar Timeframe'). Unlike Variance, the Third
Central Moment (Skewness) decomposes into three parts:
- **Between-Bar Skewness (Gold):** Asymmetry of the price
path *between* the intra-bar candles. Indicates if the macro
movements within the bar accelerated in one direction.
- **Within-Bar Skewness (Blue):** Asymmetry of the
microstructure (wicks vs. tails) *inside* the intra-bar candles.
- **Interaction Skewness (Grey):** The component arising from
the comovement of local means and local variances (e.g.,
does volatility increase when price drops?).
2. **Visual Decomposition Logic:** Total Skewness is the
primary metric displayed. Since Skewness coefficients are not
linearly additive, this indicator calculates the *exact* Total
Skewness and partitions the columns based on the additive
Third Moment Decomposition (`M3Tot = M3Btw + M3Wtn + M3Int`).
3. **Dual Display Modes:** The indicator offers two modes to
visualize this information:
- **Absolute Mode:** Plots the *total* skewness as a
stacked column chart, showing the *absolute magnitude* of
asymmetry and the contribution of each component.
- **Relative Mode:** Plots the components as a 100% stacked
column chart (scaled from 0 to 1), focusing purely on the
*energy ratio* of the components.
4. **Calculation Options:**
- **Normalization:** An optional 'Normalize' setting
calculates an **Exponential Regression Curve** (log-space),
making the analysis suitable for comparing assets with
different scales (e.g., BTC vs EURUSD).
- **Volume Weighting:** An option (`Volume weighted`) applies
volume weighting to all mean and moment calculations.
5. **Skewness Cycle Analysis:**
- **Pivot Detection:** Includes a built-in pivot detector
that identifies significant turning points (highs and lows) in
the *total* skewness line. (Note: This is only visible
in 'Absolute Mode').
- **Flexible Pivot Algorithms:** Supports various underlying
mathematical models for pivot detection provided by the
core library.
6. **Note on Confirmation (Lag):** Pivot signals are confirmed
using a lookback method. A pivot is only plotted *after*
the `Pivot Right Bars` input has passed, which introduces
an inherent lag.
7. **Multi-Timeframe (MTF) Capability:**
- **MTF Analysis Lines:** The entire intra-bar analysis can be
run on a higher timeframe (using the `Timeframe` input),
with standard options to handle gaps (`Fill Gaps`) and
prevent repainting (`Wait for...`).
- **Limitation:** The Pivot detection (`Calculate Pivots`) is
**disabled** if a Higher Timeframe (HTF) is selected.
8. **Integrated Alerts:** Includes alerts for:
- Skewness magnitude (High Positive / High Negative).
- Skewness character changes/emerging/fading.
- Total Skewness pivot (High/Low) detection.
**Caution: Real-Time Data Behavior (Intra-Bar Repainting)**
This indicator uses high-resolution intra-bar data. As a result, the
values on the **current, unclosed bar** (the real-time bar) will
update dynamically as new intra-bar data arrives. This behavior is
normal and necessary for this type of analysis. Signals should only
be considered final **after the main chart bar has closed.**
---
**DISCLAIMER**
1. **For Informational/Educational Use Only:** This indicator is
provided for informational and educational purposes only. It does
not constitute financial, investment, or trading advice, nor is
it a recommendation to buy or sell any asset.
2. **Use at Your Own Risk:** All trading decisions you make based on
the information or signals generated by this indicator are made
solely at your own risk.
3. **No Guarantee of Performance:** Past performance is not an
indicator of future results. The author makes no guarantee
regarding the accuracy of the signals or future profitability.
4. **No Liability:** The author shall not be held liable for any
financial losses or damages incurred directly or indirectly from
the use of this indicator.
5. **Signals Are Not Recommendations:** The alerts and visual signals
(e.g., crossovers) generated by this tool are not direct
recommendations to buy or sell. They are technical observations
for your own analysis and consideration.
Volume Weighted SkewnessThis indicator analyzes market sentiment by decomposing total
skewness (asymmetry) into two distinct, interpretable components:
"Between-Bar" (Inter-Bar) and "Within-Bar" (Intra-Bar) skewness.
Key Features:
1. **Moment-Based Skewness decomposition:** The indicator
separates skewness based on the 'Estimate Bar Statistics' option.
It leverages the additive property of the Third Central Moment
to ensure mathematical rigor:
- **Standard Mode (`Estimate Bar Statistics` = OFF):** Calculates
simple skewness of the selected `Source`.
- **Decomposition Mode (`Estimate Bar Statistics` = ON):** The
indicator uses a statistical model ('Estimator') to
calculate *within-bar* skewness.
This separates the asymmetry into:
- **Between-Bar Skewness (Gold):** Asymmetry of the price
path itself. A positive value indicates that the trend
moves more aggressively upwards than downwards.
- **Within-Bar Skewness (Blue):** Asymmetry of the
microstructure (wicks vs. tails). A positive value implies
strong buying pressure within the bars (long tails).
2. **Visual Decomposition Logic:** Total Skewness is the
primary metric displayed. Since Skewness coefficients are not
linearly additive, this indicator calculates the *exact* Total
Skewness and partitions the area/ratios based on the additive
Third Moment Decomposition (`M3Tot = M3Btw + M3Wtn`). This
ensures the displayed total skewness remains mathematically accurate.
3. **Dual Display Modes:** The indicator offers two modes to
visualize this decomposition:
- **Absolute Mode:** Displays the *Total Skewness* as the main
line, with the background filled by the stacked components.
Shows the *magnitude* and direction of the tail risk.
- **Relative Mode:** Displays the **Contribution Ratios**
of each component (-1.0 to 1.0). This isolates the
*structure/quality* of the asymmetry (e.g., "Is the skewness
driven by the trend or by the candle shapes?").
4. **Calculation Options:**
- **Normalization:** An optional 'Normalize' setting
transforms inputs into logarithmic space, analyzing the
skewness of *returns* rather than absolute prices.
(Essential for correct statistical properties).
- **Volume Weighting:** An option (`Volume weighted`) applies
volume weighting to all moment calculations, emphasizing
high-participation moves.
5. **Skewness Cycle Analysis:**
- **Pivot Detection:** Includes a built-in pivot detector
that identifies significant turning points (peaks/valleys) in
the *Total Skewness* line. (Note: This is only visible
in 'Absolute Mode').
- **Flexible Pivot Algorithms:** Supports various underlying
mathematical models for pivot detection provided by the
core library.
6. **Note on Confirmation (Lag):** Pivot signals are confirmed
using a lookback method. A pivot is only plotted *after*
the `Pivot Right Bars` input has passed, which introduces
an inherent lag.
7. **Multi-Timeframe (MTF) Capability:**
- **MTF Skewness Lines:** The skewness lines can be
calculated on a higher timeframe, with standard options
to handle gaps (`Fill Gaps`) and prevent repainting
(`Wait for...`).
- **Limitation:** The Pivot detection (`Calculate Pivots`) is
**disabled** if a Higher Timeframe (HTF) is selected.
8. **Integrated Alerts:** Includes comprehensive alerts for:
- Skewness magnitude (High Positive / High Negative).
- Character changes (Inter-Bar vs. Intra-Bar dominance).
- Total Skewness pivot (High/Low) detection.
---
**DISCLAIMER**
1. **For Informational/Educational Use Only:** This indicator is
provided for informational and educational purposes only. It does
not constitute financial, investment, or trading advice, nor is
it a recommendation to buy or sell any asset.
2. **Use at Your Own Risk:** All trading decisions you make based on
the information or signals generated by this indicator are made
solely at your own risk.
3. **No Guarantee of Performance:** Past performance is not an
indicator of future results. The author makes no guarantee
regarding the accuracy of the signals or future profitability.
4. **No Liability:** The author shall not be held liable for any
financial losses or damages incurred directly or indirectly from
the use of this indicator.
5. **Signals Are Not Recommendations:** The alerts and visual signals
(e.g., crossovers) generated by this tool are not direct
recommendations to buy or sell. They are technical observations
for your own analysis and consideration.
Volume Weighted Intra Bar CorrelationThis indicator analyzes market character by providing a detailed
view of correlation. It uses data from a lower, intra-bar timeframe
to separate the total correlation of a single bar into two distinct
components.
Key Features:
1. **Intra-Bar Correlation Decomposition:** For each bar on the chart,
the indicator analyzes the underlying price action on a smaller
timeframe ('Intra-Bar Timeframe') and quantifies two types of correlation:
- **Between-Bar Correlation (Directional):** Calculated from price
movements *between* the intra-bar candles. This component
represents the **macro-movement** correlation within the main bar.
- **Within-Bar Correlation (Non-Directional):** Calculated from
price fluctuations *inside* each intra-bar candle. This
component represents the **microstructure/noise** correlation.
2. **Visual Decomposition Logic:** Total Correlation is the
primary metric displayed. Since Correlation Coefficients are not
linearly additive, this indicator plots the *exact* Total
Correlation and partitions the area underneath based on the
Covariance Ratio. This ensures the displayed total correlation
remains mathematically accurate while showing relative composition.
3. **Dual Display Modes:** The indicator offers two modes to
visualize this information:
- **Absolute Mode:** Plots the *total* correlation as a
stacked column chart, showing the *absolute magnitude* of
correlation and the contribution of each component.
- **Relative Mode:** Plots the components as a 100% stacked
column chart (scaled from 0 to 1), focusing purely on the
*energy ratio* of 'between-bar' (macro) and 'within-bar' (micro)
correlation.
4. **Calculation Options:**
- **Normalization:** An optional 'Normalize' setting
calculates an **Exponential Regression Curve** (log-space),
making the analysis suitable for comparing assets with
different scales (e.g., BTC vs EURUSD).
- **Volume Weighting:** An option (`Volume weighted`) applies
volume weighting to all mean and covariance calculations.
5. **Correlation Cycle Analysis:**
- **Pivot Detection:** Includes a built-in pivot detector
that identifies significant turning points (highs and lows) in
the *total* correlation line. (Note: This is only visible
in 'Absolute Mode').
- **Flexible Pivot Algorithms:** Supports various underlying
mathematical models for pivot detection provided by the
core library.
6. **Note on Confirmation (Lag):** Pivot signals are confirmed
using a lookback method. A pivot is only plotted *after*
the `Pivot Right Bars` input has passed, which introduces
an inherent lag.
7. **Multi-Timeframe (MTF) Capability:**
- **MTF Analysis Lines:** The entire intra-bar analysis can be
run on a higher timeframe (using the `Timeframe` input),
with standard options to handle gaps (`Fill Gaps`) and
prevent repainting (`Wait for...`).
- **Limitation:** The Pivot detection (`Calculate Pivots`) is
**disabled** if a Higher Timeframe (HTF) is selected.
8. **Integrated Alerts:** Includes alerts for:
- Correlation magnitude (High Positive / High Inverse).
- Correlation character changes/emerging/fading.
- Total Correlation pivot (High/Low) detection.
**Caution: Real-Time Data Behavior (Intra-Bar Repainting)**
This indicator uses high-resolution intra-bar data. As a result, the
values on the **current, unclosed bar** (the real-time bar) will
update dynamically as new intra-bar data arrives. This behavior is
normal and necessary for this type of analysis. Signals should only
be considered final **after the main chart bar has closed.**
---
**DISCLAIMER**
1. **For Informational/Educational Use Only:** This indicator is
provided for informational and educational purposes only. It does
not constitute financial, investment, or trading advice, nor is
it a recommendation to buy or sell any asset.
2. **Use at Your Own Risk:** All trading decisions you make based on
the information or signals generated by this indicator are made
solely at your own risk.
3. **No Guarantee of Performance:** Past performance is not an
indicator of future results. The author makes no guarantee
regarding the accuracy of the signals or future profitability.
4. **No Liability:** The author shall not be held liable for any
financial losses or damages incurred directly or indirectly from
the use of this indicator.
5. **Signals Are Not Recommendations:** The alerts and visual signals
(e.g., crossovers) generated by this tool are not direct
recommendations to buy or sell. They are technical observations
for your own analysis and consideration.
DRAW MULTIPLE HORIZONTAL LINES WITH FORMATTING OPTIONSUse these tool developed by Lawrence Mendonca, to draw multiple horizontal lines, separated by a comma and retains the functionality to format the lines
Kong TrademakerKong Trademaker – Indicator Description
Kong Trademaker is a trading indicator designed to help traders identify clear trade opportunities based on dynamic price levels and market structure.
The indicator uses a central reference line (Center Line) as the main price anchor. From this center line, dynamic grid levels are calculated and displayed above and below the price, allowing traders to clearly visualize potential entry zones, take profit areas, and risk boundaries.
Position Size Calculator [Malibu]# Position Size Calculator
## 📊 Overview
**Position Size Calculator ** is the ultimate risk management tool designed for **prop firm traders**, **forex traders**, and anyone who takes position sizing seriously.
Stop guessing your lot size. Calculate the **exact position size** based on your account balance, risk percentage, and stop loss distance — all in real-time, directly on your chart.
---
## ✨ Key Features
### 🎯 Precise Lot Calculation
- Calculates optimal lot/position size based on your risk parameters
- Supports **floor rounding** to never exceed your intended risk
- Compatible with EarnForex & MyFxBook calculation standards
### 🔍 Auto-Detect Instrument Type
Automatically recognizes and configures settings for:
- **Forex** pairs (majors, minors, crosses, JPY pairs)
- **Gold (XAUUSD)** - 100 oz contract
- **Silver (XAGUSD)** - 5000 oz contract
- **Indices** (NQ, ES, YM, DAX, US30, US100)
- **Crypto** (BTC, ETH, SOL, XRP, and 10+ altcoins)
### 💰 Prop Firm Ready
Built-in **daily loss limit** and **max drawdown** tracking:
- Set your daily loss limit (e.g., 3%)
- Set your maximum drawdown limit (e.g., 8%)
- Indicator warns you when approaching limits
- Prevents over-risking and account blow-ups
### 📈 Real-Time Information Panel
Displays on your chart:
- Entry, Stop Loss, Take Profit levels
- **Calculated Lot Size**
- Dollar risk amount
- Risk-to-Reward ratio
- Required margin
- Pip value per lot
- Remaining daily/total limits
---
## ⚙️ How To Use
1. **Set your account details** in the settings:
- Current Balance
- Daily Starting Balance
- Initial Capital (for max drawdown calculation)
2. **Configure your risk parameters**:
- Daily Loss Limit %
- Maximum Drawdown Limit %
- Risk per trade %
3. **Enter your trade setup**:
- Select LONG or SHORT
- Enter Stop Loss distance or price
- Set your R:R ratio (optional)
4. **Read your position size** from the label on chart
---
## 🎨 Display Options
- Adjustable label position (distance from current bar)
- Three label sizes: Small, Normal, Large
- Color-coded status:
- 🟢 **Green** = LONG trade ready
- 🔴 **Red** = SHORT trade ready / Error
- 🟠 **Orange** = Warning
- 🔵 **Blue** = Waiting for input
---
## 📋 Supported Instruments
| Type | Examples | Contract Size |
|------|----------|---------------|
| Forex | EURUSD, GBPUSD, USDJPY | 100,000 |
| Gold | XAUUSD | 100 oz |
| Silver | XAGUSD | 5,000 oz |
| Nasdaq | NQ, US100 | $20/point |
| S&P 500 | ES, US500 | $50/point |
| Dow Jones | YM, US30 | $5/point |
| DAX | GER40, DE40 | €25/point |
| Crypto | BTCUSD, ETHUSD | 1 coin |
---
## 💡 Why Use This Calculator?
❌ **Without position sizing:**
- Random lot sizes
- Inconsistent risk
- Emotional decisions
- Account blow-ups
✅ **With Malibu Calculator:**
- Precise lot calculation every time
- Consistent 1% (or custom) risk per trade
- Protected by daily/total loss limits
- Professional risk management
---
## ⚠️ Important Notes
- This indicator is for **educational purposes** and risk calculation only
- Does not place trades automatically
- Always verify calculations with your broker's specifications
- Contract sizes may vary between brokers — use "Custom" option if needed
- For non-USD quote currencies, enter the exchange rate manually
---
## 🔄 Updates & Support
This indicator is actively maintained. If you encounter any issues or have feature requests, please leave a comment below.
**If you find this tool helpful, please give it a ⭐ and share with fellow traders!**
---
## 📚 Related Keywords
Position size calculator, lot size calculator, risk management, prop firm trading, forex calculator, risk calculator, money management, FTMO, funded trader, position sizing, lot calculator, forex risk, trading calculator
---
**Trade smart. Manage risk. Stay funded. 🏆**
Institutional Flow Engine - MEI and Execution PressureDescription:
This indicator is NOT based on traditional momentum oscillators.
It is built to measure how efficiently price moves and who controls the auction inside every candle.
Instead of chasing signals, this tool focuses on market structure behavior used by professional money.
📊 Indicator Explanation — How It Works
This indicator analyzes how price moves, not just where it moves 📈
It focuses on flow behavior and auction dynamics, not traditional lagging oscillators.
It is built using two core components:
⚙️ Market Efficiency Index (MEI)
MEI measures how much of the candle range represents real directional movement.
🔹 High MEI = Clean movement
→ Strong displacement
→ Low noise
→ Institutional participation
🔹 Low MEI = Inefficient movement
→ Consolidation
→ Absorption
→ Market indecision
In simple terms:
👉 MEI shows movement quality.
⚖️ Execution Pressure Index (EPI)
EPI measures who dominated the candle execution.
🔹 Close near the high
→ Buyers controlled the auction 🟢
🔹 Close near the low
→ Sellers controlled the auction 🔴
🔹 Neutral close
→ Balanced auction ⚪
In simple terms:
👉 EPI shows who won the candle.
🔗 How MEI and EPI Work Together
Both metrics should always be read together:
🟢 MEI rising + EPI positive
→ Clean buying pressure
→ Strong bullish flow
🔴 MEI rising + EPI negative
→ Clean selling pressure
→ Professional bearish execution
⚠️ MEI falling + EPI changing direction
→ Transition phase
→ Possible absorption
→ Market slowing down
This combination allows traders to identify:
✔ Trend strength
✔ Flow quality
✔ Market transitions
✔ Fake breakouts
✔ Exhaustion zones
🧠 Important Usage Note
This indicator is designed for market reading, not signal chasing.
Always combine with:
📌 Higher timeframe structure
📌 Key price levels
📌 Market context
Price is the effect.
Flow is the cause.
StdDev HTF LevelsStdDev HTF Levels - Responsive Linear Regression with Higher Timeframe Deviation Support/Resistance
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
OVERVIEW
This indicator combines a sophisticated adaptive linear regression channel with multi-timeframe deviation levels, giving you instant visibility into where price sits relative to key statistical levels across Monthly, Weekly, Daily, and 4-Hour timeframes.
The core regression uses WMA-based calculations with RMSE (Root Mean Square Error) deviation bands, providing more responsive and statistically accurate channels than traditional linear regression indicators.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
HOW IT WORKS
▸ Current Timeframe Regression
The indicator calculates a linear regression channel for your current chart timeframe using an adaptive "smart lookback" system. This automatically adjusts the lookback period based on what timeframe you're viewing — shorter periods for intraday charts, longer periods for daily/weekly charts.
The regression line is calculated using a WMA (Weighted Moving Average) method that weights recent price action more heavily, making it more responsive to current market conditions than a simple linear regression.
Deviation bands are plotted at ±1, ±2, and ±3 standard deviations (with optional half-deviations), calculated using RMSE by default for statistically robust distance measurement.
▸ Higher Timeframe Nearest Levels
Here's where it gets powerful: The indicator pulls regression data from four higher timeframes (Monthly, Weekly, Daily, 4H) and displays only the NEAREST deviation level above and below current price from each.
This means instead of cluttering your chart with dozens of lines, you see exactly which HTF levels are most relevant right now — the immediate support and resistance from the bigger picture.
These HTF lines:
• Follow the slope of their respective timeframe's regression
• Are centered around the current candle (half behind, half ahead)
• Automatically hide when you're viewing that specific timeframe (e.g., Daily lines won't show on the Daily chart since you already see the full regression)
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
COLOR CODING
• White — Monthly deviation levels
• Neon Yellow — Weekly deviation levels
• Neon Green — Daily deviation levels
• Pink — 4-Hour deviation levels
Current timeframe regression uses customizable colors for the centerline and each deviation band.
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KEY FEATURES
✦ Smart Lookback System
Automatically calculates optimal lookback periods based on your timeframe. For intraday charts, it uses day-based periods. For higher timeframes, it uses week-based periods. Fully customizable in settings.
✦ Adaptive for Crypto & Stocks
Recognizes whether you're trading crypto (7-day weeks) or stocks (5-day weeks) and adjusts calculations accordingly.
✦ RMSE vs StDev Option
Choose between RMSE (default) for deviation calculation or traditional Standard Deviation. RMSE typically provides tighter, more accurate bands.
✦ R² and Correlation Stats
Displays the correlation coefficient (r) and R-squared value so you can gauge the strength and reliability of the current regression.
✦ Hi/Lo Labels
Optional labels showing the highest high and lowest low within the regression period.
✦ Info Table
A compact table in the corner shows which deviation bands (σ) are nearest above/below price for each HTF, along with their R² values.
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HOW TO USE
1. Add to your chart on any timeframe
2. Watch for price interaction with HTF deviation levels — these act as dynamic support/resistance
3. Use the current TF regression channel for trend direction and mean reversion setups
4. Higher R² values indicate stronger, more reliable trends
5. When multiple HTF levels cluster together, expect stronger S/R zones
Trading Ideas:
• Look for bounces off HTF deviation levels for entries
• Use regression slope direction to confirm trend bias
• Mean reversion trades when price reaches ±2σ or ±3σ bands
• Breakout confirmation when price clears multiple HTF levels
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SETTINGS GUIDE
Regression Settings:
• Source — Price source for calculations (default: HLC3)
• Lookback bars — Manual lookback when smart lookback is disabled
• Use smart lookback — Enable/disable automatic period calculation
• Use StDev instead of RMSE — Toggle deviation calculation method
HTF Deviation Levels:
• Show HTF Nearest Deviation Levels — Master toggle for HTF lines
• HTF Line Width — Thickness of HTF level lines
• Color inputs for each timeframe
Appearance:
• Extend lines — Right, Both, or None
• Hi/Lo labels — Show period high/low markers
• Show stats — Display r and R² values
Deviations:
• Deviation multiplier — Scale the band width
• Deviations shown — How many full deviations (1-3)
• Half-deviations shown — How many half deviations (0-3)
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MOC Multi-TimeframeThis indicator oscillators and shows it on three timeframes at once.
Extra visuals
Background color (current TF only):
Green = composite ≥ BUY level → bullish environment.
Red = composite ≤ SELL level → bearish environment.
Markers:
“BUY” triangle when current composite ≥ BUY level.
“SELL” triangle when current composite ≤ SELL level.
How to use it
Add the script to your chart.
In settings:
Choose TF1 and TF2 (can be seconds, minutes, or higher TF).
Turn Show MOC TF1/TF2 on/off as you like.
Adjust BUY and SELL levels (e.g., 70/30, 80/20).
Trading idea:
Prefer longs when:
Current TF composite is in green zone (BUY marker), and
TF1/TF2 composites are also high or at least not bearish.
Prefer shorts when:
Current TF composite is in red zone (SELL marker), and
TF1/TF2 composites are also low.
So, it’s mainly a multi‑timeframe trend/strength filter: it tells you when many oscillators agree on bullish or bearish direction across several timeframes.
BEP Level by Jitendra
BEP Level Indicator "Break-Even Zone"
Overview Summary of This Indicator
Options Break-Even (BEP) indicator that calculates and plots Call & Put BEP levels using real option premiums.
It helps option sellers identify the true no-profit / no-loss price zone directly on the chart.
This indicator is ideal for NIFTY, BANKNIFTY, SENSEX, BANKEX, and NSE stocks.
Dynamically builds ATM option symbols (CE & PE)
Fetches option premiums from NSE / BSE
Calculates Call BEP & Put BEP
Displays forward-only or historical BEP levels
Highlights the BEP trading zone
Triggers alerts when price enters the BEP zone
Key Features
Accurate Options BEP Calculation
Uses real CE & PE option premiums
Supports Daily / Weekly / Monthly BEP
Manual ATM Strike & Expiry control
BEP Zone visualization
Forward-only clean BEP levels
Historical BEP tracking (optional)
Alert when price enters BEP zone
Designed for option sellers & range traders
How BEP Is Calculated
Call BEP = ATM Strike + Call Premium
Put BEP = ATM Strike − Put Premium
Between Call BEP & Put BEP
Price inside zone → Option sellers break even
Price outside zone → One side starts losing
Premium source can be selected as:
Previous period close
Today’s open
Live premium
Supported Instruments
Fill Right Option Expiry Dates in Setting
NIFTY
BANKNIFTY
SENSEX (BSX)
BANKEX (BKX)
NSE Stocks
Display Modes
Only Next BEP
Shows forward-projected BEP levels only
Best for live trading
Clean & clutter-free view
Next + Historical
Displays past BEP levels
Optional shaded BEP zone
Useful for analysis & back testing
ATM & EXPIRY SETTING
Premium Data Retrieval (Core Logic)
Previous Period Close
request.security(symbol, tf, close )
Current Period Open
request.security(symbol, tf, open)
Live Premium
request.security(symbol, timeframe.period, close)
Data Flow Summary
Chart Symbol
↓
Instrument Detection
↓
Prefix + Expiry + Strike
↓
Option Symbol (CE / PE)
↓
request.security()
↓
Premium Selection
↓
BEP Calculation
Data Safety & Performance Considerations
Uses dynamic_requests=true to allow runtime symbol creation
No loops → avoids request limit issues
Premiums are fetched only for:
One Call option
One Put option
Optimized for real-time usage
Thanks
TradingView Community
Fair Value Interest Rate LadderDisplays the remaining interest rate relative to a specific expiration date. Compatible with both ascending and descending price trends (toggleable in Settings). The smooth decay visualization offers better clarity compared to standard daily horizontal levels.
Sigmoid Risk AllocatorThe Sigmoid Risk Allocator is a dynamic position sizing indicator that tells you how much of your capital to allocate based on current market conditions. Unlike simple "risk-on/risk-off" signals, this indicator gives you smooth, gradual transitions based on a sigmoid function.
Why a Sigmoid Curve?
Most position sizing approaches use fixed thresholds: "If drawdown > 20%, buy. Otherwise, don't." This creates all-or-nothing decisions.
Using the sigmoid (S-curve) makes this decision different. It creates a smooth transition where:
Small drawdowns → Stay near your baseline allocation
Moderate drawdowns → Gradually increase exposure
Large drawdowns → Approach maximum allocation
The sigmoid curve naturally "saturates" at the extremes, preventing you from going all-in too early or panicking out too fast. This is very useful to meek traders psychology and risk management in check.
What's a Sigmoid Function?
The sigmoid function is a mathematical S-curve defined as:
σ(x) = 1 / (1 + e^(-x))
This formula takes any input value and smoothly maps it to a number between 0 and 1. The curve has three key properties that make it ideal for position sizing in investing:
Smooth transitions: No sudden jumps. Allocation changes gradually.
Saturation at extremes: The curve flattens near 0 and 1, preventing overreaction and overexposure.
Sensitive in the middle: Most of the action happens around the midpoint.
To convert this into an allocation percentage, the indicator uses:
Allocation = α_min + (α_max - α_min) × σ(k × (Risk - Midpoint))
Where:
- `α_min` = Your minimum allocation (default 50%)
- `α_max` = Your maximum allocation (default 100%)
- `Risk` = Current risk metric (drawdown %, volatility, or Kelly %)
- `Midpoint` = The risk level where allocation sits halfway between min and max (default 15%)
- `k` = Steepness—how quickly allocation changes around the midpoint
Example : With defaults, if drawdown hits 15% (the midpoint), your allocation will be 75% (halfway between 50% and 100%). As the drawdown increases beyond 15%, the allocation curves toward 100%. As it decreases toward 0%, allocation curves toward 50%.
Cool, isn't it?
Asymmetric Response: Fast In, Slow Out
The indicator uses different steepness values for scaling in vs. scaling out. This is great to increase trend following. This is something I'm proud of too in this indicator.
k_increase = 30 (steep curve): When drawdowns appear, allocation ramps up quickly to catch the opportunity
k_decrease = 5 (slower curve): When conditions normalize, allocation decreases slowly to avoid selling the rebound
This asymmetry reflects how markets behave—drawdowns often overshoot fundamentals (rewarding quick entries), while recoveries tend to be more orderly (rewarding patience on exits).
Three Risk Metrics
You can choose what drives your allocation:
Drawdown (Default)
Volatility - Scales your position inversely to current market volatility.
Kelly Criterion - Automatically calculates optimal position size. The indicator applies a conservative "half Kelly" by default.
Use Cases
Position sizing for swing trading or trend following
Risk management overlay for any existing strategy
Drawdown-based DCA (dollar cost averaging) decisions
Volatility-adjusted exposure management
Feel free to provide feedback and share your thoughts!
- Henrique Centieiro
Position Size Gev_Risk ($)
The amount of money you are willing to lose if the stop-loss is hit.
Base Stop Price
The stop-loss price you set. The stop is recalculated in real time as price moves.
Fee (%) round-trip
Estimated total trading fees for opening and closing the position.
Stop Mode
With Buffer: adds extra distance to the stop, resulting in a smaller position size
No Buffer: uses the Base Stop Price exactly as entered
Stop Buffer (%)
The percentage added to the stop distance when Stop Mode is set to With Buffer.
Live adjustment behavior
The stop price updates continuously as price moves, and the position size is recalculated live to stay aligned with the selected Risk ($).
