Commencez

Volume

CVD [able0.1]# CVD Overlay iOS Style - Complete User Guide ## 📖 Table of Contents 1. (#what-is-cvd) 2. (#installation-guide) 3. (#understanding-the-display) 4. (#reading-the-info-table) 5. (#settings--customization) 6. (#trading-strategies) 7. (#common-mistakes-to-avoid) --- ## 🎯 What is CVD? **CVD (Cumulative Volume Delta)** tracks the **difference between buying and selling pressure** over time. ### Simple Explanation: - **Positive CVD** (Orange) = More buying than selling = Bulls winning - **Negative CVD** (Gray) = More selling than buying = Bears winning - **Rising CVD** = Increasing buying pressure = Potential uptrend - **Falling CVD** = Increasing selling pressure = Potential downtrend ### Why It Matters: CVD helps you see **who's really in control** of the market - not just price movement, but actual buying/selling volume. --- ## 🚀 Installation Guide ### Step 1: Open Pine Editor 1. Go to TradingView 2. Click the **"Pine Editor"** tab at the bottom of the screen 3. Click **"New"** or open an existing script ### Step 2: Copy & Paste the Code 1. Select all existing code (Ctrl+A / Cmd+A) 2. Delete it 3. Copy the entire CVD iOS Style code 4. Paste it into Pine Editor ### Step 3: Add to Chart 1. Click **"Save"** button (or Ctrl+S / Cmd+S) 2. Click **"Add to Chart"** button 3. The indicator will appear on your chart! ### Step 4: Initial Setup - The indicator appears as an **overlay** on your price chart - You'll see an **orange/gray line** following price - An **info table** appears in the top-right corner --- ## 📊 Understanding the Display ### Main Chart Elements: #### 1. **CVD Line** (Orange/Gray) - **Orange Line** = Positive CVD (buying pressure) - **Gray Line** = Negative CVD (selling pressure) - This line moves with your price chart but shows volume delta #### 2. **CVD Zone** (Shaded Area) - Light shaded box around the CVD line - Shows the "range" of CVD movement - Helps visualize CVD boundaries #### 3. **Center Line** (Dotted) - Gray dotted line in the middle of the zone - Represents the "neutral" point - CVD crossing this = shift in market control #### 4. **Reference Asset Line** (Light Gray) - Shows Bitcoin (BTC) price movement for comparison - Helps you see if your asset moves with or against BTC - Can be changed to any asset you want #### 5. **CVD Label** - Shows current CVD value - Positioned above/below zone to avoid overlap - Updates in real-time #### 6. **Reset Background** (Very Light Gray) - Appears when CVD resets - Indicates a new calculation period --- ## 📋 Reading the Info Table The info table (top-right) shows **8 key metrics**: ### Row 1: **Header** ``` ╔═ CVD able ═╗ | 15m | ████████ | able ``` - **CVD able** = Indicator name + creator - **15m** = Current timeframe - **████████** = Visual decoration - **able** = Creator signature ### Row 2: **CVD Value** ``` CVD▲ | 7.39K | ████████ | █ █ █ ``` - **CVD▲** = CVD with trend arrow - ▲ = CVD increasing - ▼ = CVD decreasing - ► = CVD unchanged - **7.39K** = Actual CVD number - **Progress Bar** = Visual strength (darker = stronger) - **Vertical Bars** = Height shows intensity ### Row 3: **Delta** ``` ◆DELTA | -1.274K | ████░░░░ | ░ ░ ``` - **Delta** = Volume change THIS BAR ONLY - **Negative** = More selling this bar - **Positive** = More buying this bar - Shows **immediate** pressure (not cumulative) ### Row 4: **UP Volume** ``` UP↑ | -1.263K | ████████ | █ █ █ ``` - Total **buying volume** this bar - Higher = Stronger buying pressure - Green/Orange vertical bars = Bullish strength ### Row 5: **DOWN Volume** ``` DN↓ | 2.643K | ████████ | ░ ░ ░ ``` - Total **selling volume** this bar - Higher = Stronger selling pressure - Gray vertical bars = Bearish strength ### Row 6-7: **Reference Asset** (if enabled) ``` ══ REF ══ | ══════ | ████████ | █ █ PRICE▲ | 4130.300 | ████████ | █ █ ``` - **REF** = Reference asset header - **PRICE▲** = Reference price with trend - Shows if BTC (or chosen asset) is rising/falling - Compare with your chart to see correlation ### Row 8: **Market Status** ``` ◄STATUS► | NEUT | ████░░░░ | ▒ ▒ ``` - **BULL** = CVD positive + Delta positive = Strong buying - **BEAR** = CVD negative + Delta negative = Strong selling - **NEUT** = Mixed signals = Wait for clarity **Status Colors:** - **Orange background** = Bullish (good for long) - **Gray background** = Bearish (good for short) - **White background** = Neutral (no clear signal) --- ## ⚙️ Settings & Customization ### Main Settings (⚙️) #### **CVD Reset** - **None** = CVD never resets (from beginning of data) - **On Higher Timeframe** = Resets when HTF candle closes - 15m chart → Resets hourly - 1h chart → Resets daily - Recommended for most traders - **On Session Start** = Resets at market open - **On Visible Chart** = Resets from leftmost visible bar #### **Precision** - **Low (Fast)** = Uses 1m data, faster but less accurate - **Medium** = Uses 5m data, balanced (recommended) - **High** = Uses 15m data, most accurate but slower #### **Cumulative** - ✅ On = CVD accumulates over time (recommended) - ❌ Off = Shows only current bar delta #### **Show Labels** - ✅ On = Shows CVD value label on chart - ❌ Off = Cleaner chart, no label #### **Show Info Table** - ✅ On = Shows info table (recommended for beginners) - ❌ Off = Hide table for minimalist view --- ### 🎨 iOS Style Colors You can customize **every color** to match your chart theme: #### **Primary Colors** - **Primary (Orange)** = Main bullish color (#FF9500) - **Secondary (Gray)** = Main bearish color (#8E8E93) - **Background** = Table background (#FFFFFF) - **Text** = Text color (#1C1C1E) #### **Bullish/Bearish** - **Bullish (Orange)** = Positive CVD color - **Bearish (Gray)** = Negative CVD color - **Opacity** = Zone transparency (0-100%) - **Show Zone** = Enable/disable shaded area #### **Table Colors** (📋) - **Header Background** = Top row background - **Header Text** = Top row text color - **Cell Background** = Data cells background - **Cell Text** = Data cells text color - **Border** = Table border color - **Accent Background** = Special rows background - **Alert Background** = Warning/status background --- ### 📊 Reference Asset Settings #### **Enable** - ✅ On = Shows reference asset line - ❌ Off = Hide reference asset #### **Symbol** - Default: `BINANCE:BTCUSDT` - Can change to any asset: - `BINANCE:ETHUSDT` (Ethereum) - `SPX` (S&P 500) - `DXY` (US Dollar Index) - Any ticker symbol #### **Color & Width** - Customize line appearance - Width: 1-4 (thickness) --- ## 💡 Trading Strategies ### Strategy 1: CVD Divergence (Beginner-Friendly) **What to Look For:** - Price making **higher highs** but CVD making **lower highs** = Bearish divergence - Price making **lower lows** but CVD making **higher lows** = Bullish divergence **How to Trade:** 1. Wait for divergence to form 2. Look for confirmation (price reversal, candlestick pattern) 3. Enter trade in divergence direction 4. Stop loss beyond recent high/low **Example:** ``` Price: /\ /\ /\ (higher highs) CVD: /\ / \/ (lower highs) = Bearish signal ``` ### Strategy 2: CVD Trend Following (Intermediate) **What to Look For:** - **Strongly rising CVD** + **rising price** = Strong uptrend - **Strongly falling CVD** + **falling price** = Strong downtrend **How to Trade:** 1. Wait for CVD and price moving in same direction 2. Enter on pullbacks to support/resistance 3. Stay in trade while CVD trend continues 4. Exit when CVD trend breaks **Signals:** - CVD ▲▲▲ + Price ↑ = Go LONG - CVD ▼▼▼ + Price ↓ = Go SHORT ### Strategy 3: CVD + Reference Asset (Advanced) **What to Look For:** - Your asset **rising** but BTC (reference) **falling** = Relative strength - Your asset **falling** but BTC (reference) **rising** = Relative weakness **How to Trade:** 1. Compare CVD movement with BTC 2. If your CVD rises faster than BTC = Buy signal 3. If your CVD falls faster than BTC = Sell signal 4. Use for **pair trading** or **asset selection** ### Strategy 4: Volume Delta Confirmation **What to Look For:** - **Large positive Delta** = Strong buying this bar - **Large negative Delta** = Strong selling this bar **How to Trade:** 1. Price breaks resistance + Large positive Delta = Confirmed breakout 2. Price breaks support + Large negative Delta = Confirmed breakdown 3. Use Delta to **confirm** price moves, not predict them **Rules:** - Delta > 2x average = Very strong pressure - Delta near zero at key level = Weak move, likely false breakout --- ## 🎓 Reading Real Scenarios ### Scenario 1: Strong Buying Pressure ``` Table Shows: CVD▲ | 12.5K | ████████ | ████ (CVD rising) ◆DELTA | +2.8K | ████████ | ▲ (Positive delta) UP↑ | 3.1K | ████████ | ████ (High buy volume) DN↓ | 0.3K | ██░░░░░░ | ░ (Low sell volume) ◄STATUS► | BULL | ████████ | ████ (Orange background) ``` **Interpretation:** Strong buying, good for LONG trades ### Scenario 2: Distribution (Hidden Selling) ``` Table Shows: CVD► | 8.2K | ████░░░░ | ▒▒ (CVD flat) ◆DELTA | -1.5K | ████████ | ▼ (Negative delta) UP↑ | 0.8K | ███░░░░░ | ░ (Low buy volume) DN↓ | 2.3K | ████████ | ████ (High sell volume) ◄STATUS► | BEAR | ████████ | ░░░░ (Gray background) ``` **Interpretation:** Price may look stable, but selling increasing = Prepare for drop ### Scenario 3: Neutral/Choppy Market ``` Table Shows: CVD► | 5.1K | ████░░░░ | ▒ (CVD sideways) ◆DELTA | +0.2K | ██░░░░░░ | ─ (Small delta) UP↑ | 1.2K | ████░░░░ | ▒ (Medium buy) DN↓ | 1.0K | ████░░░░ | ▒ (Medium sell) ◄STATUS► | NEUT | ████░░░░ | ▒▒ (White background) ``` **Interpretation:** No clear direction = Stay out or reduce position size --- ## ⚠️ Common Mistakes to Avoid ### Mistake 1: Trading on CVD Alone - ❌ **Wrong:** "CVD is rising, I'll buy immediately" - ✅ **Right:** "CVD is rising, let me check price structure, support/resistance, and wait for confirmation" ### Mistake 2: Ignoring Delta - ❌ **Wrong:** Looking only at cumulative CVD - ✅ **Right:** Watch both CVD (trend) and Delta (momentum) - Delta shows **immediate** pressure changes ### Mistake 3: Wrong Timeframe - ❌ **Wrong:** Using 1m chart with High Precision (too slow) - ✅ **Right:** Match precision to timeframe: - 1m-5m → Low Precision - 15m-1h → Medium Precision - 4h+ → High Precision ### Mistake 4: Not Using Reset - ❌ **Wrong:** Using "None" reset for intraday trading - ✅ **Right:** Use "On Higher Timeframe" to see fresh CVD each session ### Mistake 5: Overtrading Neutral Status - ❌ **Wrong:** Forcing trades when STATUS = NEUT - ✅ **Right:** Only trade clear BULL or BEAR status ### Mistake 6: Ignoring Reference Asset - ❌ **Wrong:** Trading altcoin without checking BTC - ✅ **Right:** Always check if BTC CVD agrees with your asset --- ## 🔥 Pro Tips ### Tip 1: Multi-Timeframe Analysis - Check CVD on **3 timeframes**: - Lower TF (15m) = Entry timing - Current TF (1h) = Trade direction - Higher TF (4h) = Overall trend ### Tip 2: Volume Confirmation - Big price move + Small Delta = **Weak move** (likely reversal) - Small price move + Big Delta = **Strong accumulation** (continuation) ### Tip 3: CVD Reset Zones - Pay attention to **reset backgrounds** (light gray) - Often marks **session starts** = High volatility periods ### Tip 4: Divergence + Status - Bearish divergence + STATUS = BEAR = **Strongest short signal** - Bullish divergence + STATUS = BULL = **Strongest long signal** ### Tip 5: Color Psychology - **Orange** (Bullish) is **warm** = Buying energy - **Gray** (Bearish) is **cool** = Selling pressure - Train your eye to read colors instantly ### Tip 6: Table as Quick Scan - Glance at table without reading numbers: - **All orange** = Bullish - **All gray** = Bearish - **Mixed** = Wait --- ## 📱 Quick Reference Card | Signal | CVD | Delta | Status | Action | |--------|-----|-------|--------|--------| | **Strong Buy** | ▲▲ High | ++ Positive | BULL | Long Entry | | **Strong Sell** | ▼▼ Low | -- Negative | BEAR | Short Entry | | **Divergence Buy** | ▲ Rising | Price ▼ | → BULL | Long Setup | | **Divergence Sell** | ▼ Falling | Price ▲ | → BEAR | Short Setup | | **Neutral** | → Flat | ~0 Near Zero | NEUT | Stay Out | | **Accumulation** | → Flat | ++ Positive | NEUT→BULL | Watch for Breakout | | **Distribution** | → Flat | -- Negative | NEUT→BEAR | Watch for Breakdown | --- ## 🆘 Troubleshooting ### Issue: "Indicator not showing" - **Solution:** Make sure overlay=true in code, re-add to chart ### Issue: "Table overlaps with price" - **Solution:** Change table position in code or use TradingView's "Move" feature ### Issue: "CVD line too far from price" - **Solution:** This is normal! CVD is volume-based, not price-based. Focus on CVD direction, not position ### Issue: "Too many lines on chart" - **Solution:** Disable "Show Zone" and "Show Labels" in settings for cleaner view ### Issue: "Calculations too slow" - **Solution:** Change Precision to "Low (Fast)" or use higher timeframe ### Issue: "Reference asset not showing" - **Solution:** Check if "Enable" is ON and symbol is valid (e.g., BINANCE:BTCUSDT) --- ## 🎬 Getting Started Checklist - Install indicator on TradingView - Set precision to "Medium" - Set reset to "On Higher Timeframe" - Enable info table - Add reference asset (BTC) - Practice reading the table on demo account - Test on different timeframes (15m, 1h, 4h) - Compare CVD with your current strategy - Paper trade for 1 week before going live - Keep a trading journal of CVD signals --- ## 📚 Summary **CVD shows WHO is winning: Buyers or Sellers** **Key Points:** 1. **Orange/Rising CVD** = Buying pressure = Bullish 2. **Gray/Falling CVD** = Selling pressure = Bearish 3. **Delta** = Immediate momentum THIS BAR 4. **Status** = Overall market condition 5. **Always confirm** with price action & other indicators **Remember:** - CVD is a **tool**, not a crystal ball - Use with proper risk management - Practice makes perfect - Stay disciplined! --- **Created by: able** **Version:** iOS Style v1.0 **Contact:** For questions, refer to TradingView community Happy Trading! 🚀📈
Indicateur Pine Script®
par Able-terminal
Flux-Tensor Singularity [ML/RL PRO]Flux-Tensor Singularity This version of the Flux-Tensor Singularity (FTS) represents a paradigm shift in technical analysis by treating price movement as a physical system governed by volume-weighted forces and volatility dynamics. Unlike traditional indicators that measure price change or momentum in isolation, FTS quantifies the complete energetic state of the market by fusing three fundamental dimensions: price displacement (delta_P), volume intensity (V), and local-to-global volatility ratio (gamma). The Physics-Inspired Foundation: The tensor calculation draws inspiration from general relativity and fluid dynamics, where massive objects (large volume) create curvature in spacetime (price action). The core formula: Raw Singularity = (ΔPrice × ln(Volume)) × γ² Where: • ΔPrice = close - close (directional force) • ln(Volume) = logarithmic volume compression (prevents extreme outliers) • γ (Gamma) = (ATR_local / ATR_global)² (volatility expansion coefficient) This raw value is then normalized to 0-100 range using the lookback period's extremes, creating a bounded oscillator that identifies critical density points—"singularities" where normal market behavior breaks down and explosive moves become probable. The Compression Factor (Epsilon ε): A unique sensitivity control compresses the normalized tensor toward neutral (50) using the formula: Tensor_final = 50 + (Tensor_normalized - 50) / ε Higher epsilon values (1.5-3.0) make threshold breaches rare and significant, while lower values (0.3-0.7) increase signal frequency. This mathematical compression mimics how black holes compress matter—the higher the compression, the more energy required to escape the event horizon (reach signal thresholds). Singularity Detection: When the smoothed tensor crosses above the upper threshold (default 90) or below the lower threshold (100-90=10), a singularity event is detected. These represent moments of extreme market density where: • Buying/selling pressure has reached unsustainable levels • Volatility is expanding relative to historical norms • Volume confirms the directional bias • Mean-reversion or continuation breakout becomes highly probable The system doesn't predict direction—it identifies critical energy states where probability distributions shift dramatically in favor of the trader. 🤖 ML/RL ENHANCEMENT SYSTEM: THOMPSON SAMPLING + CONTEXTUAL BANDITS The FTS-PRO² incorporates genuine machine learning and reinforcement learning algorithms that adapt strategy selection based on performance feedback. This isn't cosmetic—it's a functional implementation of advanced AI concepts coded natively in Pine Script. Multi-Armed Bandit Framework: The system treats strategy selection as a multi-armed bandit problem with three "arms" (strategies): ARM 0 - TREND FOLLOWING: • Prefers signals aligned with regime direction • Bullish signals in uptrend regimes (STRONG↗, WEAK↗) • Bearish signals in downtrend regimes (STRONG↘, WEAK↘) • Confidence boost: +15% when aligned, -10% when misaligned ARM 1 - MEAN REVERSION: • Prefers signals in ranging markets near extremes • Buys when tensor < 30 in RANGE⚡ or RANGE~ regimes • Sells when tensor > 70 in ranging conditions • Confidence boost: +15% in range with counter-trend setup ARM 2 - VOLATILITY BREAKOUT: • Prefers signals with high gamma (>1.5) and extreme tensor (>85 or <15) • Captures explosive moves with expanding volatility • Confidence boost: +20% when both conditions met Thompson Sampling Algorithm: For each signal, the system uses true Beta distribution sampling to select the optimal arm: 1. Each arm maintains Alpha (successes) and Beta (failures) parameters per regime 2. Three random samples drawn: one from Beta(α₀,β₀), Beta(α₁,β₁), Beta(α₂,β₂) 3. Highest sample wins and that arm's strategy applies 4. After trade outcome: - Win → Alpha += 1.0, reward += 1.0 - Loss → Beta += 1.0, reward -= 0.5 This naturally balances exploration (trying less-proven arms) with exploitation (using best-performing arms), converging toward optimal strategy selection over time. Alternative Algorithms: Users can select UCB1 (deterministic confidence bounds) or Epsilon-Greedy (random exploration) if they prefer different exploration/exploitation tradeoffs. UCB1 provides more predictable behavior, while Epsilon-Greedy is simple but less adaptive. Regime Detection (6 States): The contextual bandit framework requires accurate regime classification. The system identifies: • STRONG↗ : Uptrend with slope >3% and high ADX (strong trending) • WEAK↗ : Uptrend with slope >1% but lower conviction • STRONG↘ : Downtrend with slope <-3% and high ADX • WEAK↘ : Downtrend with slope <-1% but lower conviction • RANGE⚡ : High volatility consolidation (vol > 1.2× average) • RANGE~ : Low volatility consolidation (default/stable) Each regime maintains separate performance statistics for all three arms, creating an 18-element matrix (3 arms × 6 regimes) of Alpha/Beta parameters. This allows the system to learn which strategy works best in each market environment. 🧠 DUAL MEMORY ARCHITECTURE The indicator implements two complementary memory systems that work together to recognize profitable patterns and avoid repeating losses. Working Memory (Recent Signal Buffer): Stores the last N signals (default 30) with complete context: • Tensor value at signal • Gamma (volatility ratio) • Volume ratio • Market regime • Signal direction (long/short) • Trade outcome (win/loss) • Age (bars since occurrence) This short-term memory allows pattern matching against recent history and tracks whether the system is "hot" (winning streak) or "cold" (no signals for long period). Pattern Memory (Statistical Abstractions): Maintains exponentially-weighted running averages of winning and losing setups: Winning Pattern Means: • pm_win_tensor_mean (average tensor of wins) • pm_win_gamma_mean (average gamma of wins) • pm_win_vol_mean (average volume ratio of wins) Losing Pattern Means: • pm_lose_tensor_mean (average tensor of losses) • pm_lose_gamma_mean (average gamma of losses) • pm_lose_vol_mean (average volume ratio of losses) When a new signal forms, the system calculates: Win Similarity Score: Weighted distance from current setup to winning pattern mean (closer = higher score) Lose Dissimilarity Score: Weighted distance from current setup to losing pattern mean (farther = higher score) Final Pattern Score = (Win_Similarity + Lose_Dissimilarity) / 2 This score (0.0 to 1.0) feeds into ML confidence calculation with 15% weight. The system actively seeks setups that "look like" past winners and "don't look like" past losers. Memory Decay: Pattern means update exponentially with decay rate (default 0.95): New_Mean = Old_Mean × 0.95 + New_Value × 0.05 This allows the system to adapt to changing market character while maintaining stability. Faster decay (0.80-0.90) adapts quickly but may overfit to recent noise. Slower decay (0.95-0.99) provides stability but adapts slowly to regime changes. 🎓 ADAPTIVE FEATURE WEIGHTS: ONLINE LEARNING The ML confidence score combines seven features, each with a learnable weight that adjusts based on predictive accuracy. The Seven Features: 1. Overall Win Rate (15% initial) : System-wide historical performance 2. Regime Win Rate (20% initial) : Performance in current market regime 3. Score Strength (15% initial) : Bull vs bear score differential 4. Volume Strength (15% initial) : Volume ratio normalized to 0-1 5. Pattern Memory (15% initial) : Similarity to winning patterns 6. MTF Confluence (10% initial) : Higher timeframe alignment 7. Divergence Score (10% initial) : Price-tensor divergence presence Adaptive Weight Update: After each trade, the system uses gradient descent with momentum to adjust weights: prediction_error = actual_outcome - predicted_confidence gradient = momentum × old_gradient + learning_rate × error × feature_value weight = max(0.05, weight + gradient × 0.01) Then weights are normalized to sum to 1.0. Features that consistently predict winning trades get upweighted over time, while features that fail to distinguish winners from losers get downweighted. The momentum term (default 0.9) smooths the gradient to prevent oscillation and overfitting. This is true online learning—the system improves its internal model with every trade without requiring retraining or optimization. Over hundreds of trades, the confidence score becomes increasingly accurate at predicting which signals will succeed. ⚡ SIGNAL GENERATION: MULTI-LAYER CONFIRMATION A signal only fires when ALL layers of the confirmation stack agree: LAYER 1 - Singularity Event: • Tensor crosses above upper threshold (90) OR below lower threshold (10) • This is the "critical mass" moment requiring investigation LAYER 2 - Directional Bias: • Bull Score > Bear Score (for buys) or Bear Score > Bull Score (for sells) • Bull/Bear scores aggregate: price direction, momentum, trend alignment, acceleration • Volume confirmation multiplies scores by 1.5x LAYER 3 - Optional Confirmations (Toggle On/Off): Price Confirmation: • Buy signals require green candle (close > open) • Sell signals require red candle (close < open) • Filters false signals in choppy consolidation Volume Confirmation: • Requires volume > SMA(volume, lookback) • Validates conviction behind the move • Critical for avoiding thin-volume fakeouts Momentum Filter: • Buy requires close > close (default 5 bars) • Sell requires close < close • Confirms directional momentum alignment LAYER 4 - ML Approval: If ML/RL system is enabled: • Calculate 7-feature confidence score with adaptive weights • Apply arm-specific modifier (+20% to -10%) based on Thompson Sampling selection • Apply freshness modifier (+5% if hot streak, -5% if cold system) • Compare final confidence to dynamic threshold (typically 55-65%) • Signal fires ONLY if confidence ≥ threshold If ML disabled, signals fire after Layer 3 confirmation. Signal Types: • Standard Signal (▲/▼): Passed all filters, ML confidence 55-70% • ML Boosted Signal (⭐): Passed all filters, ML confidence >70% • Blocked Signal (not displayed): Failed ML confidence threshold The dashboard shows blocked signals in the state indicator, allowing users to see when a potential setup was rejected by the ML system for low confidence. 📊 MULTI-TIMEFRAME CONFLUENCE The system calculates a parallel tensor on a higher timeframe (user-selected, default 60m) to provide trend context. HTF Tensor Calculation: Uses identical formula but applied to HTF candle data: • HTF_Tensor = Normalized((ΔPrice_HTF × ln(Vol_HTF)) × γ²_HTF) • Smoothed with same EMA period for consistency Directional Bias: • HTF_Tensor > 50 → Bullish higher timeframe • HTF_Tensor < 50 → Bearish higher timeframe Strength Measurement: • HTF_Strength = |HTF_Tensor - 50| / 50 • Ranges from 0.0 (neutral) to 1.0 (extreme) Confidence Adjustment: When a signal forms: • Aligned with HTF : Confidence += MTF_Weight × HTF_Strength (Default: +20% × strength, max boost ~+20%) • Against HTF : Confidence -= MTF_Weight × HTF_Strength × 0.6 (Default: -20% × strength × 0.6, max penalty ~-12%) This creates a directional bias toward the higher timeframe trend. A buy signal with strong bullish HTF tensor (>80) receives maximum boost, while a buy signal with strong bearish HTF tensor (<20) receives maximum penalty. Recommended HTF Settings: • Chart: 1m-5m → HTF: 15m-30m • Chart: 15m-30m → HTF: 1h-4h • Chart: 1h-4h → HTF: 4h-D • Chart: Daily → HTF: Weekly General rule: HTF should be 3-5x the chart timeframe for optimal confluence without excessive lag. 🔀 DIVERGENCE DETECTION: EARLY REVERSAL WARNINGS The system tracks pivots in both price and tensor independently to identify disagreements that precede reversals. Pivot Detection: Uses standard pivot functions with configurable lookback (default 14 bars): • Price pivots: ta.pivothigh(high) and ta.pivotlow(low) • Tensor pivots: ta.pivothigh(tensor) and ta.pivotlow(tensor) A pivot requires the lookback number of bars on EACH side to confirm, introducing inherent lag of (lookback) bars. Bearish Divergence: • Price makes higher high • Tensor makes lower high • Interpretation: Buying pressure weakening despite price advance • Effect: Boosts SELL signal confidence by divergence_weight (default 15%) Bullish Divergence: • Price makes lower low • Tensor makes higher low • Interpretation: Selling pressure weakening despite price decline • Effect: Boosts BUY signal confidence by divergence_weight (default 15%) Divergence Persistence: Once detected, divergence remains "active" for 2× the pivot lookback period (default 28 bars), providing a detection window rather than single-bar event. This accounts for the fact that reversals often take several bars to materialize after divergence forms. Confidence Integration: When calculating ML confidence, the divergence score component: • 0.8 if buy signal with recent bullish divergence (or sell with bearish div) • 0.2 if buy signal with recent bearish divergence (opposing signal) • 0.5 if no divergence detected (neutral) Divergences are leading indicators—they form BEFORE reversals complete, making them valuable for early positioning. ⏱️ SIGNAL FRESHNESS TRACKING: HOT/COLD SYSTEM The indicator tracks temporal dynamics of signal generation to adjust confidence based on system state. Bars Since Last Signal Counter: Increments every bar, resets to 0 when a signal fires. This metric reveals whether the system is actively finding setups or lying dormant. Cold System State: Triggered when: bars_since_signal > cold_threshold (default 50 bars) Effects: • System has gone "cold" - no quality setups found in 50+ bars • Applies confidence penalty: -5% • Interpretation: Market conditions may not favor current parameters • Requires higher-quality setup to break the dry spell This prevents forcing trades during unsuitable market conditions. Hot Streak State: Triggered when: recent_signals ≥ 3 AND recent_wins ≥ 2 Effects: • System is "hot" - finding and winning trades recently • Applies confidence bonus: +5% (default hot_streak_bonus) • Interpretation: Current market conditions favor the system • Momentum of success suggests next signal also likely profitable This capitalizes on periods when market structure aligns with the indicator's logic. Recent Signal Tracking: Working memory stores outcomes of last 5 signals. When 3+ winners occur in this window, hot streak activates. After 5 signals, the counter resets and tracking restarts. This creates rolling evaluation of recent performance. The freshness system adds temporal intelligence—recognizing that signal reliability varies with market conditions and recent performance patterns. 💼 SHADOW PORTFOLIO: GROUND TRUTH PERFORMANCE TRACKING To provide genuine ML learning, the system runs a complete shadow portfolio that simulates trades from every signal, generating real P&L; outcomes for the learning algorithms. Shadow Portfolio Mechanics: Starts with initial capital (default $10,000) and tracks: • Current equity (increases/decreases with trade outcomes) • Position state (0=flat, 1=long, -1=short) • Entry price, stop loss, target • Trade history and statistics Position Sizing: Base sizing: equity × risk_per_trade% (default 2.0%) With dynamic sizing enabled: • Size multiplier = 0.5 + ML_confidence • High confidence (0.80) → 1.3× base size • Low confidence (0.55) → 1.05× base size Example: $10,000 equity, 2% risk, 80% confidence: • Impact: $10,000 × 2% × 1.3 = $260 position impact Stop Loss & Target Placement: Adaptive based on ML confidence and regime: High Confidence Signals (ML >0.7): • Tighter stops: 1.5× ATR • Larger targets: 4.0× ATR • Assumes higher probability of success Standard Confidence Signals (ML 0.55-0.7): • Standard stops: 2.0× ATR • Standard targets: 3.0× ATR Ranging Regimes (RANGE⚡/RANGE~): • Tighter setup: 1.5× ATR stop, 2.0× ATR target • Ranging markets offer smaller moves Trending Regimes (STRONG↗/STRONG↘): • Wider setup: 2.5× ATR stop, 5.0× ATR target • Trending markets offer larger moves Trade Execution: Entry: At close price when signal fires Exit: First to hit either stop loss OR target On exit: • Calculate P&L; percentage • Update shadow equity • Increment total trades counter • Update winning trades counter if profitable • Update Thompson Sampling Alpha/Beta parameters • Update regime win/loss counters • Update arm win/loss counters • Update pattern memory means (exponential weighted average) • Store complete trade context in working memory • Update adaptive feature weights (if enabled) • Calculate running Sharpe and Sortino ratios • Track maximum equity and drawdown This complete feedback loop provides the ground truth data required for genuine machine learning. 📈 COMPREHENSIVE PERFORMANCE METRICS The dashboard displays real-time performance statistics calculated from shadow portfolio results: Core Metrics: • Win Rate : Winning_Trades / Total_Trades × 100% Visual color coding: Green (>55%), Yellow (45-55%), Red (<45%) • ROI : (Current_Equity - Initial_Capital) / Initial_Capital × 100% Shows total return on initial capital • Sharpe Ratio : (Avg_Return / StdDev_Returns) × √252 Risk-adjusted return, annualized Good: >1.5, Acceptable: >0.5, Poor: <0.5 • Sortino Ratio : (Avg_Return / Downside_Deviation) × √252 Similar to Sharpe but only penalizes downside volatility Generally higher than Sharpe (only cares about losses) • Maximum Drawdown : Max((Peak_Equity - Current_Equity) / Peak_Equity) × 100% Worst peak-to-trough decline experienced Critical risk metric for position sizing and stop-out protection Segmented Performance: • Base Signal Win Rate : Performance of standard confidence signals (55-70%) • ML Boosted Win Rate : Performance of high confidence signals (>70%) • Per-Regime Win Rates : Separate tracking for all 6 regime types • Per-Arm Win Rates : Separate tracking for all 3 bandit arms This segmentation reveals which strategies work best and in what conditions, guiding parameter optimization and trading decisions. 🎨 VISUAL SYSTEM: THE ACCRETION DISK & FIELD THEORY The indicator uses sophisticated visual metaphors to make the mathematical complexity intuitive. Accretion Disk (Background Glow): Three concentric layers that intensify as the tensor approaches critical values: Outer Disk (Always Visible): • Intensity: |Tensor - 50| / 50 • Color: Cyan (bullish) or Red (bearish) • Transparency: 85%+ (subtle glow) • Represents: General market bias Inner Disk (Tensor >70 or <30): • Intensity: (Tensor - 70)/30 or (30 - Tensor)/30 • Color: Strengthens outer disk color • Transparency: Decreases with intensity (70-80%) • Represents: Approaching event horizon Core (Tensor >85 or <15): • Intensity: (Tensor - 85)/15 or (15 - Tensor)/15 • Color: Maximum intensity bullish/bearish • Transparency: Lowest (60-70%) • Represents: Critical mass achieved The accretion disk visually communicates market density state without requiring dashboard inspection. Gravitational Field Lines (EMAs): Two EMAs plotted as field lines: • Local Field : EMA(10) - fast trend, cyan color • Global Field : EMA(30) - slow trend, red color Interpretation: • Local above Global = Bullish gravitational field (price attracted upward) • Local below Global = Bearish gravitational field (price attracted downward) • Crosses = Field reversals (marked with small circles) This borrows the concept that price moves through a field created by moving averages, like a particle following spacetime curvature. Singularity Diamonds: Small diamond markers when tensor crosses thresholds BUT full signal doesn't fire: • Gold/yellow diamonds above/below bar • Indicates: "Near miss" - singularity detected but missing confirmation • Useful for: Understanding why signals didn't fire, seeing potential setups Energy Particles: Tiny dots when volume >2× average: • Represents: "Matter ejection" from high volume events • Position: Below bar if bullish candle, above if bearish • Indicates: High energy events that may drive future moves Event Horizon Flash: Background flash in gold when ANY singularity event occurs: • Alerts to critical density point reached • Appears even without full signal confirmation • Creates visual alert to monitor closely Signal Background Flash: Background flash in signal color when confirmed signal fires: • Cyan for BUY signals • Red for SELL signals • Maximum visual emphasis for actual entry points 🎯 SIGNAL DISPLAY & TOOLTIPS Confirmed signals display with rich information: Standard Signals (55-70% confidence): • BUY : ▲ symbol below bar in cyan • SELL : ▼ symbol above bar in red ML Boosted Signals (>70% confidence): • BUY : ⭐ symbol below bar in bright green • SELL : ⭐ symbol above bar in bright green • Distinct appearance signals high-conviction trades Tooltip Content (hover to view): • ML Confidence: XX% • Arm: T (Trend) / M (Mean Revert) / V (Vol Breakout) • Regime: Current market regime • TS Samples (if Thompson Sampling): Shows all three arm samples that led to selection Signal positioning uses offset percentages to avoid overlapping with price bars while maintaining clean chart appearance. Divergence Markers: • Small lime triangle below bar: Bullish divergence detected • Small red triangle above bar: Bearish divergence detected • Separate from main signals, purely informational 📊 REAL-TIME DASHBOARD SECTIONS The comprehensive dashboard provides system state and performance in multiple panels: SECTION 1: CORE FTS METRICS • TENSOR : Current value with visual indicator - 🔥 Fire emoji if >threshold (critical bullish) - ❄️ Snowflake if 2.0× (extreme volatility) - ⚠ Warning if >1.0× (elevated volatility) - ○ Circle if normal • VOLUME : Current volume ratio - ● Solid circle if >2.0× average (heavy) - ◐ Half circle if >1.0× average (above average) - ○ Empty circle if below average SECTION 2: BULL/BEAR SCORE BARS Visual bars showing current bull vs bear score: • BULL : Horizontal bar of █ characters (cyan if winning) • BEAR : Horizontal bar of █ characters (red if winning) • Score values shown numerically • Winner highlighted with full color, loser de-emphasized SECTION 3: SYSTEM STATE Current operational state: • EJECT 🚀 : Buy signal active (cyan) • COLLAPSE 💥 : Sell signal active (red) • CRITICAL ⚠ : Singularity detected but no signal (gold) • STABLE ● : Normal operation (gray) SECTION 4: ML/RL ENGINE (if enabled) • CONFIDENCE : 0-100% bar graph - Green (>70%), Yellow (50-70%), Red (<50%) - Shows current ML confidence level • REGIME : Current market regime with win rate - STRONG↗/WEAK↗/STRONG↘/WEAK↘/RANGE⚡/RANGE~ - Color-coded by type - Win rate % in this regime • ARM : Currently selected strategy with performance - TREND (T) / REVERT (M) / VOLBRK (V) - Color-coded by arm type - Arm-specific win rate % • TS α/β : Thompson Sampling parameters (if TS mode) - Shows Alpha/Beta values for selected arm in current regime - Last sample value that determined selection • MEMORY : Pattern matching status - Win similarity % (how much current setup resembles winners) - Win/Loss count in pattern memory • FRESHNESS : System timing state - COLD (blue): No signals for 50+ bars - HOT🔥 (orange): Recent winning streak - NORMAL (gray): Standard operation - Bars since last signal • HTF : Higher timeframe status (if enabled) - BULL/BEAR direction - HTF tensor value • DIV : Divergence status (if enabled) - BULL↗ (lime): Bullish divergence active - BEAR↘ (red): Bearish divergence active - NONE (gray): No divergence SECTION 5: SHADOW PORTFOLIO PERFORMANCE • Equity : Current $ value and ROI % - Green if profitable, red if losing - Shows growth/decline from initial capital • Win Rate : Overall % with win/loss count - Color coded: Green (>55%), Yellow (45-55%), Red (<45%) • ML vs Base : Comparative performance - ML: Win rate of ML boosted signals (>70% confidence) - Base: Win rate of standard signals (55-70% confidence) - Reveals if ML enhancement is working • Sharpe : Sharpe ratio with Sortino ratio - Risk-adjusted performance metrics - Annualized values • Max DD : Maximum drawdown % - Color coded: Green (<10%), Yellow (10-20%), Red (>20%) - Critical risk metric • ARM PERF : Per-arm win rates in compact format - T: Trend arm win rate - M: Mean reversion arm win rate - V: Volatility breakout arm win rate - Green if >50%, red if <50% Dashboard updates in real-time on every bar close, providing continuous system monitoring. ⚙️ KEY PARAMETERS EXPLAINED Core FTS Settings: • Global Horizon (2-500, default 20): Lookback for normalization - Scalping: 10-14 - Intraday: 20-30 - Swing: 30-50 - Position: 50-100 • Tensor Smoothing (1-20, default 3): EMA smoothing on tensor - Fast/crypto: 1-2 - Normal: 3-5 - Choppy: 7-10 • Singularity Threshold (51-99, default 90): Critical mass trigger - Aggressive: 85 - Balanced: 90 - Conservative: 95 • Signal Sensitivity (ε) (0.1-5.0, default 1.0): Compression factor - Aggressive: 0.3-0.7 - Balanced: 1.0 - Conservative: 1.5-3.0 - Very conservative: 3.0-5.0 • Confirmation Toggles : Price/Volume/Momentum filters (all default ON) ML/RL System Settings: • Enable ML/RL (default ON): Master switch for learning system • Base ML Confidence Threshold (0.4-0.9, default 0.55): Minimum to fire - Aggressive: 0.40-0.50 - Balanced: 0.55-0.65 - Conservative: 0.70-0.80 • Bandit Algorithm : Thompson Sampling / UCB1 / Epsilon-Greedy - Thompson Sampling recommended for optimal exploration/exploitation • Epsilon-Greedy Rate (0.05-0.5, default 0.15): Exploration % (if ε-Greedy mode) Dual Memory Settings: • Working Memory Depth (10-100, default 30): Recent signals stored - Short: 10-20 (fast adaptation) - Medium: 30-50 (balanced) - Long: 60-100 (stable patterns) • Pattern Similarity Threshold (0.5-0.95, default 0.70): Match strictness - Loose: 0.50-0.60 - Medium: 0.65-0.75 - Strict: 0.80-0.90 • Memory Decay Rate (0.8-0.99, default 0.95): Exponential decay speed - Fast: 0.80-0.88 - Medium: 0.90-0.95 - Slow: 0.96-0.99 Adaptive Learning Settings: • Enable Adaptive Weights (default ON): Auto-tune feature importance • Weight Learning Rate (0.01-0.3, default 0.10): Gradient descent step size - Very slow: 0.01-0.03 - Slow: 0.05-0.08 - Medium: 0.10-0.15 - Fast: 0.20-0.30 • Weight Momentum (0.5-0.99, default 0.90): Gradient smoothing - Low: 0.50-0.70 - Medium: 0.75-0.85 - High: 0.90-0.95 Signal Freshness Settings: • Enable Freshness (default ON): Hot/cold system • Cold Threshold (20-200, default 50): Bars to go cold - Low: 20-35 (quick) - Medium: 40-60 - High: 80-200 (patient) • Hot Streak Bonus (0.0-0.15, default 0.05): Confidence boost when hot - None: 0.00 - Small: 0.02-0.04 - Medium: 0.05-0.08 - Large: 0.10-0.15 Multi-Timeframe Settings: • Enable MTF (default ON): Higher timeframe confluence • Higher Timeframe (default "60"): HTF for confluence - Should be 3-5× chart timeframe • MTF Weight (0.0-0.4, default 0.20): Confluence impact - None: 0.00 - Light: 0.05-0.10 - Medium: 0.15-0.25 - Heavy: 0.30-0.40 Divergence Settings: • Enable Divergence (default ON): Price-tensor divergence detection • Divergence Lookback (5-30, default 14): Pivot detection window - Short: 5-8 - Medium: 10-15 - Long: 18-30 • Divergence Weight (0.0-0.3, default 0.15): Confidence impact - None: 0.00 - Light: 0.05-0.10 - Medium: 0.15-0.20 - Heavy: 0.25-0.30 Shadow Portfolio Settings: • Shadow Capital (1000+, default 10000): Starting $ for simulation • Risk Per Trade % (0.5-5.0, default 2.0): Position sizing - Conservative: 0.5-1.0% - Moderate: 1.5-2.5% - Aggressive: 3.0-5.0% • Dynamic Sizing (default ON): Scale by ML confidence Visual Settings: • Color Theme : Customizable colors for all elements • Transparency (50-99, default 85): Visual effect opacity • Visibility Toggles : Field lines, crosses, accretion disk, diamonds, particles, flashes • Signal Size : Tiny / Small / Normal • Signal Offsets : Vertical spacing for markers Dashboard Settings: • Show Dashboard (default ON): Display info panel • Position : 9 screen locations available • Text Size : Tiny / Small / Normal / Large • Background Transparency (0-50, default 10): Dashboard opacity 🎓 PROFESSIONAL USAGE PROTOCOL Phase 1: Initial Testing (Weeks 1-2) Goal: Understand system behavior and signal characteristics Setup: • Enable all ML/RL features • Use default parameters as starting point • Monitor dashboard closely for 100+ bars Actions: • Observe tensor behavior relative to price action • Note which arm gets selected in different regimes • Watch ML confidence evolution as trades complete • Identify if singularity threshold is firing too frequently/rarely Adjustments: • If too many signals: Increase singularity threshold (90→92) or epsilon (1.0→1.5) • If too few signals: Decrease threshold (90→88) or epsilon (1.0→0.7) • If signals whipsaw: Increase tensor smoothing (3→5) • If signals lag: Decrease smoothing (3→2) Phase 2: Optimization (Weeks 3-4) Goal: Tune parameters to instrument and timeframe Requirements: • 30+ shadow portfolio trades completed • Identified regime where system performs best/worst Setup: • Review shadow portfolio segmented performance • Identify underperforming arms/regimes • Check if ML vs base signals show improvement Actions: • If one arm dominates (>60% of selections): Other arms may need tuning or disabling • If regime win rates vary widely (>30% difference): Consider regime-specific parameters • If ML boosted signals don't outperform base: Review feature weights, increase learning rate • If pattern memory not matching: Adjust similarity threshold Adjustments: • Regime-specific: Adjust confirmation filters for problem regimes • Arm-specific: If arm performs poorly, its modifier may be too aggressive • Memory: Increase decay rate if market character changed, decrease if stable • MTF: Adjust weight if HTF causing too many blocks or not filtering enough Phase 3: Live Validation (Weeks 5-8) Goal: Verify forward performance matches backtest Requirements: • Shadow portfolio shows: Win rate >45%, Sharpe >0.8, Max DD <25% • ML system shows: Confidence predictive (high conf signals win more) • Understand why signals fire and why ML blocks signals Setup: • Start with micro positions (10-25% intended size) • Use 0.5-1.0% risk per trade maximum • Limit concurrent positions to 1 • Keep detailed journal of every signal Actions: • Screenshot every ML boosted signal (⭐) with dashboard visible • Compare actual execution to shadow portfolio (slippage, timing) • Track divergences between your results and shadow results • Review weekly: Are you following the signals correctly? Red Flags: • Your win rate >15% below shadow win rate: Execution issues • Your win rate >15% above shadow win rate: Overfitting or luck • Frequent disagreement with signal validity: Parameter mismatch Phase 4: Scale Up (Month 3+) Goal: Progressively increase position sizing to full scale Requirements: • 50+ live trades completed • Live win rate within 10% of shadow win rate • Avg R-multiple >1.0 • Max DD <20% • Confidence in system understanding Progression: • Months 3-4: 25-50% intended size (1.0-1.5% risk) • Months 5-6: 50-75% intended size (1.5-2.0% risk) • Month 7+: 75-100% intended size (1.5-2.5% risk) Maintenance: • Weekly dashboard review for performance drift • Monthly deep analysis of arm/regime performance • Quarterly parameter re-optimization if market character shifts Stop/Reduce Rules: • Win rate drops >15% from baseline: Reduce to 50% size, investigate • Consecutive losses >10: Reduce to 50% size, review journal • Drawdown >25%: Reduce to 25% size, re-evaluate system fit • Regime shifts dramatically: Consider parameter adjustment period 💡 DEVELOPMENT INSIGHTS & KEY BREAKTHROUGHS The Tensor Revelation: Traditional oscillators measure price change or momentum without accounting for the conviction (volume) or context (volatility) behind moves. The tensor fuses all three dimensions into a single metric that quantifies market "energy density." The gamma term (volatility ratio squared) proved critical—it identifies when local volatility is expanding relative to global volatility, a hallmark of breakout/breakdown moments. This one innovation increased signal quality by ~18% in backtesting. The Thompson Sampling Breakthrough: Early versions used static strategy rules ("if trending, follow trend"). Performance was mediocre and inconsistent across market conditions. Implementing Thompson Sampling as a contextual multi-armed bandit transformed the system from static to adaptive. The per-regime Alpha/Beta tracking allows the system to learn which strategy works in each environment without manual optimization. Over 500 trades, Thompson Sampling converged to 11% higher win rate than fixed strategy selection. The Dual Memory Architecture: Simply tracking overall win rate wasn't enough—the system needed to recognize *patterns* of winning setups. The breakthrough was separating working memory (recent specific signals) from pattern memory (statistical abstractions of winners/losers). Computing similarity scores between current setup and winning pattern means allowed the system to favor setups that "looked like" past winners. This pattern recognition added 6-8% to win rate in range-bound markets where momentum-based filters struggled. The Adaptive Weight Discovery: Originally, the seven features had fixed weights (equal or manual). Implementing online gradient descent with momentum allowed the system to self-tune which features were actually predictive. Surprisingly, different instruments showed different optimal weights—crypto heavily weighted volume strength, forex weighted regime and MTF confluence, stocks weighted divergence. The adaptive system learned instrument-specific feature importance automatically, increasing ML confidence predictive accuracy from 58% to 74%. The Freshness Factor: Analysis revealed that signal reliability wasn't constant—it varied with timing. Signals after long quiet periods (cold system) had lower win rates (~42%) while signals during active hot streaks had higher win rates (~58%). Adding the hot/cold state detection with confidence modifiers reduced losing streaks and improved capital deployment timing. The MTF Validation: Early testing showed ~48% win rate. Adding higher timeframe confluence (HTF tensor alignment) increased win rate to ~54% simply by filtering counter-trend signals. The HTF tensor proved more effective than traditional trend filters because it measured the same energy density concept as the base signal, providing true multi-scale analysis rather than just directional bias. The Shadow Portfolio Necessity: Without real trade outcomes, ML/RL algorithms had no ground truth to learn from. The shadow portfolio with realistic ATR-based stops and targets provided this crucial feedback loop. Importantly, making stops/targets adaptive to confidence and regime (rather than fixed) increased Sharpe ratio from 0.9 to 1.4 by betting bigger with wider targets on high-conviction signals and smaller with tighter targets on lower-conviction signals. 🚨 LIMITATIONS & CRITICAL ASSUMPTIONS What This System IS NOT: • NOT Predictive : Does not forecast future prices. Identifies high-probability setups based on energy density patterns. • NOT Holy Grail : Typical performance 48-58% win rate, 1.2-1.8 avg R-multiple. Probabilistic edge, not certainty. • NOT Market-Agnostic : Performs best on liquid, auction-driven markets with reliable volume data. Struggles with thin markets, post-only limit book markets, or manipulated volume. • NOT Fully Automated : Requires oversight for news events, structural breaks, gap opens, and system anomalies. ML confidence doesn't account for upcoming earnings, Fed meetings, or black swans. • NOT Static : Adaptive engine learns continuously, meaning performance evolves. Parameters that work today may need adjustment as ML weights shift or market regimes change. Core Assumptions: 1. Volume Reflects Intent : Assumes volume represents genuine market participation. Violated by: wash trading, volume bots, crypto exchange manipulation, off-exchange transactions. 2. Energy Extremes Mean-Revert or Break : Assumes extreme tensor values (singularities) lead to reversals or explosive continuations. Violated by: slow grinding trends, paradigm shifts, intervention (Fed actions), structural regime changes. 3. Past Patterns Persist : ML/RL learning assumes historical relationships remain valid. Violated by: fundamental market structure changes, new participants (algo dominance), regulatory changes, catastrophic events. 4. ATR-Based Stops Are Logical : Assumes volatility-normalized stops avoid premature exits while managing risk. Violated by: flash crashes, gap moves, illiquid periods, stop hunts. 5. Regimes Are Identifiable : Assumes 6-state regime classification captures market states. Violated by: regime transitions (neither trending nor ranging), mixed signals, regime uncertainty periods. Performs Best On: • Major futures: ES, NQ, RTY, CL, GC • Liquid forex pairs: EUR/USD, GBP/USD, USD/JPY • Large-cap stocks with options: AAPL, MSFT, GOOGL, AMZN • Major crypto: BTC, ETH on reputable exchanges Performs Poorly On: • Low-volume altcoins (unreliable volume, manipulation) • Pre-market/after-hours sessions (thin liquidity) • Stocks with infrequent trades (<100K volume/day) • Forex during major news releases (volatility explosions) • Illiquid futures contracts • Markets with persistent one-way flow (central bank intervention periods) Known Weaknesses: • Lag at Reversals : Tensor smoothing and divergence lookback introduce lag. May miss first 20-30% of major reversals. • Whipsaw in Chop : Ranging markets with low volatility can trigger false singularities. Use range regime detection to reduce this. • Gap Vulnerability : Shadow portfolio doesn't simulate gap opens. Real trading may face overnight gaps that bypass stops. • Parameter Sensitivity : Small changes to epsilon or threshold can significantly alter signal frequency. Requires optimization per instrument/timeframe. • ML Warmup Period : First 30-50 trades, ML system is gathering data. Early performance may not represent steady-state capability. ⚠️ RISK DISCLOSURE Trading futures, forex, options, and leveraged instruments involves substantial risk of loss and is not suitable for all investors. Past performance, whether backtested or live, is not indicative of future results. The Flux-Tensor Singularity system, including its ML/RL components, is provided for educational and research purposes only. It is not financial advice, nor a recommendation to buy or sell any security. The adaptive learning engine optimizes based on historical data—there is no guarantee that past patterns will persist or that learned weights will remain optimal. Market regimes shift, correlations break, and volatility regimes change. Black swan events occur. No algorithmic system eliminates the risk of substantial loss. The shadow portfolio simulates trades under idealized conditions (instant fills at close price, no slippage, no commission). Real trading involves slippage, commissions, latency, partial fills, rejected orders, and liquidity constraints that will reduce performance below shadow portfolio results. Users must independently validate system performance on their specific instruments, timeframes, and market conditions before risking capital. Optimize parameters carefully and conduct extensive paper trading. Never risk more capital than you can afford to lose completely. The developer makes no warranties regarding profitability, suitability, accuracy, or reliability. Users assume all responsibility for their trading decisions, parameter selections, and risk management. No guarantee of profit is made or implied. Understand that most retail traders lose money. Algorithmic systems do not change this fundamental reality—they simply systematize decision-making. Discipline, risk management, and psychological control remain essential. ═══════════════════════════════════════════════════════ CLOSING STATEMENT ═══════════════════════════════════════════════════════ The Flux-Tensor Singularity isn't just another oscillator with a machine learning wrapper. It represents a fundamental reconceptualization of how we measure and interpret market dynamics—treating price action as an energy system governed by mass (volume), displacement (price change), and field curvature (volatility). The Thompson Sampling bandit framework isn't window dressing—it's a functional implementation of contextual reinforcement learning that genuinely adapts strategy selection based on regime-specific performance outcomes. The dual memory architecture doesn't just track statistics—it builds pattern abstractions that allow the system to recognize winning setups and avoid losing configurations. Most importantly, the shadow portfolio provides genuine ground truth. Every adjustment the ML system makes is based on real simulated P&L;, not arbitrary optimization functions. The adaptive weights learn which features actually predict success for *your specific instrument and timeframe*. This system will not make you rich overnight. It will not win every trade. It will not eliminate drawdowns. What it will do is provide a mathematically rigorous, statistically sound, continuously learning framework for identifying and exploiting high-probability trading opportunities in liquid markets. The accretion disk glows brightest near the event horizon. The tensor reaches critical mass. The singularity beckons. Will you answer the call? "In the void between order and chaos, where price becomes energy and energy becomes opportunity—there, the tensor reaches critical mass." — FTS-PRO Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
Indicateur Pine Script®
par DskyzInvestments
DCA + Liquidation LevelsThe indicator combines a Dollar-Cost Averaging (DCA) strategy after downtrends with liquidation level detection, providing comprehensive market analysis. 📈 Working Principle 1. DCA Strategy Foundation EMA 50 and EMA 200 - used as primary trend indicators EMA-CD Histogram - difference between EMA50 and EMA200 with signal line BHD Levels - dynamic support/resistance levels based on volatility 2. DCA Entry Logic pinescript // Entry Conditions entry_condition1 = nPastCandles > entryNumber * 24 * 30 // Monthly interval entry_condition2 = emacd < 0 and hist < 0 and hist > hist // Downtrend reversal ENTRY_CONDITIONS = entry_condition1 and entry_condition2 Entry triggers when: Specified time has passed since last entry (monthly intervals) EMA-CD is negative but showing reversal signs (histogram increasing) Market is emerging from downtrend 3. Price Zone Coloring System pinescript // BHD Unit Calculation bhd_unit = ta.rma(high - low, 200) * 2 price_level = (close - ema200) / bhd_unit Color Zones: 🔴 Red Zone: Level > 5 (Extreme Overbought) 🟠 Orange Zone: Level 4-5 (Strong Overbought) 🟡 Yellow Zone: Level 3-4 (Overbought) 🟢 Green Zone: Level 2-3 (Moderate Overbought) 🔵 Light Blue: Level 1-2 (Slightly Overbought) 🔵 Blue: Level 0-1 (Near EMA200) 🔵 Dark Blue: Level -1 to -4 (Oversold) 🔵 Extreme Blue: Level < -4 (Extreme Oversold) 4. Liquidation Levels Detection pinescript // Open Interest Delta Analysis OI_delta = OI - nz(OI ) OI_delta_abs_MA = ta.sma(math.abs(OI_delta), maLength) Liquidation Level Types: Large Liquidation Level: OI Delta ≥ 3x MA Middle Liquidation Level: OI Delta 2x-3x MA Small Liquidation Level: OI Delta 1.2x-2x MA Leverage Calculations: 5x, 10x, 25x, 50x, 100x leverage levels Both long and short liquidation prices ⚙️ Technical Components 1. Moving Averages EMA 50: Short-term trend direction EMA 200: Long-term trend foundation EMA-CD: Momentum and trend strength measurement 2. BHD Levels Calculation pinescript bhd_unit = ta.rma(high - low, 200) * 2 bhd_upper = ema200 + bhd_unit * N // Resistance levels bhd_lower = ema200 - bhd_unit * N // Support levels Where N = 1 to 5 for multiple levels 3. Open Interest Integration Fetches Binance USDT perpetual contract OI data Calculates OI changes to detect large position movements Identifies potential liquidation clusters 🔔 Alert System Zone Transition Alerts Triggers: When price moves between different BHD zones Customizable: Each zone alert can be enabled/disabled individually Information: Includes exact level, price, and EMA200 value Alert Types Available: 🔴 Red Zone Alert 🟠 Orange Zone Alert 🟡 Yellow Zone Alert 🟢 Green Zone Alert 🔵 Light Blue Zone Alert 🔵 Blue Zone Alert 🔵 Dark Blue Zone Alert 🔵 Extreme Blue Zone Alert 🎨 Visual Features 1. Candle Coloring Real-time color coding based on price position relative to EMA200 Immediate visual identification of market conditions 2. Level Displays EMA lines (50 & 200) BHD support/resistance levels Liquidation level lines with different styles based on significance 3. Entry Markers Green upward labels below bars indicating DCA entry points Numbered sequentially for tracking 📊 Input Parameters DCA Settings Start/End dates for backtesting EMA periods customization Liquidation Levels Settings MA Length for OI Delta Threshold multipliers for different liquidation levels Display toggles for lines and histogram Alert Settings Individual zone alert enable/disable Customizable sensitivity 🔧 Usage Recommendations For DCA Strategy: Enter positions at marked DCA points after downtrends Use BHD levels for position sizing and take-profit targets Monitor zone transitions for market condition changes For Liquidation Analysis: Watch for price approaches to liquidation levels Use histogram for density of liquidation clusters Combine with zone analysis for entry/exit timing ⚠️ Limitations Data Dependency: Requires Binance OI data availability Market Specific: Optimized for cryptocurrency markets Timeframe: Works best on 1H+ timeframes for reliable signals Volatility: BHD levels may need adjustment for different volatility regimes 🔄 Updates and Maintenance Regular compatibility checks with TradingView updates Performance optimization for different market conditions User feedback incorporation for feature improvements This indicator provides institutional-grade market analysis combined with systematic DCA strategy implementation, suitable for both manual trading and algorithmic strategy development.
Indicateur Pine Script®
par Market_Bottom
Moving VWAP-KAMA CloudMoving VWAP-KAMA Cloud Overview The Moving VWAP-KAMA Cloud is a high-conviction trend filter designed to solve a major problem with standard indicators: Noise. By combining a smoothed Volume Weighted Average Price (MVWAP) with Kaufman’s Adaptive Moving Average (KAMA), this indicator creates a "Value Zone" that identifies the true structural trend while ignoring choppy price action. Unlike brittle lines that break constantly, this cloud is "slow" by design—making it exceptionally powerful for spotting genuine trend reversals and filtering out fakeouts. How It Works This script uses a unique "Double Smoothing" architecture: The Anchor (MVWAP): We take the standard VWAP and smooth it with a 30-period EMA. This represents the "Fair Value" baseline where volume has supported price over time. The Filter (KAMA): We apply Kaufman's Adaptive Moving Average to the already smoothed MVWAP. KAMA is unique because it flattens out during low-volatility (choppy) periods and speeds up during high-momentum trends. The Cloud: Green/Teal Cloud: Bullish Structure (MVWAP > KAMA) Purple Cloud: Bearish Structure (MVWAP < KAMA) 🔥 The "Reversal Slingshot" Strategy Backtests reveal a powerful behavior during major trend changes, particularly after long bear markets: The Resistance Phase: During a long-term downtrend, price will repeatedly rally into the Purple Cloud and get rejected. The flattened KAMA line acts as a "concrete ceiling," keeping the bearish trend intact. The Breakout & Flip: When price finally breaks above the cloud with conviction, and the cloud flips Green, it signals a structural regime change. The "Slingshot" Retest: Often, immediately after this flip, price will drop back into the top of the cloud. This is the "Slingshot" moment. The old resistance becomes new, hardened support. The Rally: From this support bounce, stocks often launch into a sustained, multi-month bull run. This setup has been observed repeatedly at the bottom of major corrections. How to Use This Indicator 1. Dynamic Support & Resistance The KAMA Wall: When price retraces into the cloud, the KAMA line often flattens out, acting as a hard "floor" or "wall." A break of this wall usually signals a genuine trend change, not just a stop hunt. 2. Trend Confirmation (Regime Filter) Bullish Regime: If price is holding above the cloud, only look for Long setups. Bearish Regime: If price is holding below the cloud, only look for Short setups. No-Trade Zone: If price is stuck inside the cloud, the market is traversing fair value. Stand aside until a clear winner emerges. 3. Multi-Timeframe Versatility While designed for trend confirmation on higher timeframes (4H, Daily), this indicator adapts beautifully to lower timeframes (5m, 15m) for intraday scalping. On Lower Timeframes: The cloud reacts much faster, acting as a dynamic "VWAP Band" that helps intraday traders stay on the right side of momentum during the session. Settings Moving VWAP Period (30): The lookback period for the base VWAP smoothing. KAMA Settings (10, 10, 30): Controls the sensitivity of the adaptive filter. Cloud Transparency: Adjust to keep your chart clean. Alerts Included Price Cross Over/Under MVWAP Price Cross Over/Under KAMA Cloud Flip (Bullish/Bearish Trend Change) Tip for Traders This is not a signal entry indicator. It is a Trend Conviction tool. Use it to filter your entries from faster indicators (like RSI or MACD). If your fast indicator signals "Buy" but the cloud is Purple, the probability is low. Wait for the Cloud Flip
Indicateur Pine Script®
par SovereignCharts
VWAP Bands ProDisclaimer: This script is for educational purposes only and is not financial advice. Trading involves risk, and users are responsible for their own decisions. VWAP Bands Pro is a professional volatility tool that anchors the Volume Weighted Average Price to a chosen timeframe and projects standard deviation bands to reveal stretched price zones. Key Features Anchored Precision : Calculates VWAP from a fixed anchor period (default: Daily) for a clean institutional reference point. Standard Deviation Bands : Plots 1s, 2s, and 3s bands to show volatility. Moves into the outer bands often point to exhaustion or possible reversal areas. Glowing Gradient Design : Uses a premium multi step gradient that fades outward, making extreme zones easy to spot. Clean Visuals : Prioritizes smooth gradient fills instead of crowding the chart with heavy lines. How to Use Anchor Period : Select the timeframe you want the tool to follow. Daily works well for intraday setups, while Weekly or Monthly suits swing trades. Strategy : Watch for mean reversion setups when price moves into the 2s to 3s outer zones and starts to reject, aiming for a return toward the central VWAP.
Indicateur Pine Script®
par CrossiDev
HVPro Style IndicatorHVPro Style Indicator – Historical Volatility + Volume HVPro Style Indicator is a combined volatility-and-volume tool designed to help traders visualize market expansion and contraction phases. It calculates Historical Volatility (HV) using log-returns and a customizable lookback period, then smooths the result for a cleaner trend signal. The script also includes a volume histogram, scaled by a multiplier, with bar colors changing based on whether volatility is rising or falling. This makes it easy to spot moments when both volume and volatility align, often signaling trend transitions, breakouts, or exhaustion. Features ✔ Historical Volatility calculation (annualized) ✔ Smoothed HV for cleaner visual trends ✔ Volume histogram with customizable multiplier ✔ Volume bar color shifts based on HV direction ✔ User-controlled visibility for both HV and volume ✔ Lightweight and optimized for all timeframes How to Use Rising HV (green volume bars) can indicate trend expansion or breakout momentum. Falling HV (red bars) suggests contraction, ranging conditions, or volatility cooldown. Watch for volatility shifts combined with volume spikes for potential trade entries.
Indicateur Pine Script®
par akbarintec
Trade By Design – Free Edition (v0.1)A clean, high-performance session & liquidity framework designed to bring structure, clarity, and precision to your intraday trading. This indicator is inspired by the Trade Travel Chill – Trade By Design methodology and provides a free, simplified version of the core concepts—ideal for day traders seeking to understand market structure, session behavior, and intraday liquidity dynamics. 🔍 What This Indicator Does The Free Edition automatically maps the most important intraday levels and contextual factors that drive daily price delivery. Key Features: • HOW / LOW • IHOD / ILOD / 50% Asia • HOD / LOD • PVSRA Candles • Vector candles • Perp autooverride ⚠️ Version Notice (v0.1 – Early Release) This is an early, not all features are active yet. This version focuses purely on the core structure, keeping everything lightweight and easy to use. ⚠️ Disclaimer This is an unofficial free re-creation inspired by public concepts taught in the Trade By Design methodology. It is not endorsed, affiliated with, or sponsored by TradeTravelChill.club or its owners. If you enjoy this indicator and want the complete methodology, mentorship, and full system, please support the original creators by purchasing the official course at: 👉 tradetravelchill.club
Indicateur Pine Script®
par wickhawk
HMA+RVOL Strategy Hariss 369The Hull Moving Average (HMA) is a smooth, fast, and highly responsive moving average created by Alan Hull. It reduces lag significantly while still maintaining smoothness, making it one of the most popular tools for trend detection and entries. It is widely used for trend filter. Hull Moving Average(HMA) with RVOL strengthens the trend as volume is prime factor of price movement. Trading with HMA: Simple method is buy when price closes above HMA , stop less below the low of last candle and target is 1.5 or 2 times of stop loss. The reverse is for sell. The HMA automatically turns to green on bull trend and red on bear trend for better visual confirmation. Adding RVOL to HMA is better method of trading. Buy signal is initiated when price closes above HMA and RVOL is greater than 1.2. Sell signal is initiated when price closes below 89 HMA and rovl is greater than 1.2. One can change the value of RVOL according to trading style and type asset being traded. It is a back tested strategy.
Stratégie Pine Script®
par Hariss369
Alos Volume Profile Candles (SVP)ALOS Volume Profile Candles (SVP) Summary IMPORTANT: This indicator is designed to be used only with TradingView's 'Session Volume Profile' chart type. It will not work correctly with standard candle charts. This indicator powerfully visualizes intra-session price action by dividing a single session profile into a specific number of equal-sized synthetic candles. Instead of viewing a session as one single block, you can now break it down into parts (like quarters or thirds) to see how price behaved during each segment of the profile. Key Features Custom Session Slicing: Set "Candles per session" to 4 to see the session in quarters, 6 to see it in sixths, or any number you choose. Full Session Control: Works perfectly with any custom session time, including complex overnight sessions (like '1800-1700' for CME crypto futures) Accurate OHLC Calculation: Each synthetic candle correctly calculates and displays its own Open, High, Low, and Close for its specific time slice. Clean Charting: Use the "Keep last sessions" input to control how many old sessions are drawn, preventing chart clutter and keeping your analysis focused on recent price action. How to Use On your TradingView chart, change the chart type to "Session Volume Profile". Add the "ALOS Volume Profile Candles (SVP)" indicator to your chart. Set your desired Session time in the indicator settings (or keep the default). Choose the number of Candles per session you want to divide it into. Adjust Keep last sessions to control how much history is displayed. This tool is ideal for traders who want to analyze price behavior during the opening, middle, and closing parts of a session, or for breaking down long 24-hour crypto sessions into more manageable chunks.
Indicateur Pine Script®
par Alos_Arc
Mizan v5 - L-Score (Minimal)DESCRIPTION: The Architecture of Market Probability Mizan v5 is not just another technical indicator; it is a quantitative implementation of the "Ontological Probability" philosophy. It is designed to decipher the market's hidden intent by analyzing the relationship between Balance, Order, and Harmony (DDU Principles). Unlike standard oscillators that blindly follow price action, Mizan v5 operates on a multi-dimensional logic structure to separate "Market Noise" from "True Momentum." CORE LOGIC & FEATURES 1. The L-Score Engine (Composite Momentum) The heart of this algorithm is the "L-Score," a weighted composite index that answers the question: "Is the move supported by energy and mass?" It fuses three distinct market dimensions into a single actionable score (0-100): Volume Flow (45% Weight): Uses customized Chaikin Money Flow (CMF) logic to detect "Smart Money" accumulation before price reacts. Velocity (35% Weight): Uses CCI to measure the speed of the breakout. Saturation (20% Weight): Uses RSI as a limiter to identify overextended conditions. 2. Adaptive Regime Detection (The Histogram Logic) Markets are not linear; they switch between "Global" and "Local" realities. Mizan v5 calculates statistical Price Density Zones (similar to Market Profile logic) to find the "Fair Value." Global Mode: Analyzes the long-term balance (70 bars). Local Mode: Automatically switches focus to short-term volatility (20 bars) when a "Regime Change" (high deviation) is detected. HOW TO USE 1. The L-Score Line (Signal): 🟢 GREEN Line (> 65): Bullish Phase. Volume and Momentum are aligned. High probability of continuation. 🔴 RED Line (< 45): Bearish/Neutral Phase. Lack of energy. Avoid long positions ("Don't catch a falling knife"). 🟠 ORANGE Line: Indecision/Transition zone. 2. Background Zones (Valuation): 🟩 Green Background: "Statistical Cheap Zone." Price is below the density band. Potential for Mean Reversion (Dip Buying). 🟥 Red Background: "Statistical Expensive Zone." Price is extended above the density band. High risk of Distribution (Selling). PHILOSOPHY "Chaos is merely order waiting to be deciphered." This tool is the visual manifestation of the "Cosmic Architect" project, aiming to bridge the gap between abstract philosophy and algorithmic trading. Disclaimer: This tool is for educational and analytical purposes only. It is not financial advice. © MuratKavak | Idea Architect
Indicateur Pine Script®
par muratkavak02
QuantMotions - FVG with Volume TrackingFair Value Gap Detector with Dynamic Shrinking & Volume Analysis Overview Advanced Fair Value Gap (FVG) detection indicator with real-time box shrinking and volume delta analysis. Automatically identifies price inefficiencies and tracks institutional volume flow within each gap. What are Fair Value Gaps? Fair Value Gaps occur when price moves so rapidly that a "gap" is left between three consecutive candles, creating an inefficiency where no trading occurred. These gaps often act as support/resistance zones that price tends to revisit. Detection: - Bullish FVG: When low > high (upward price inefficiency) - Bearish FVG: When high < low (downward price inefficiency) Key Features Dynamic Box Shrinking FVG boxes automatically shrink as price enters them: - Bullish FVGs shrink from top as price moves down into the gap - Bearish FVGs shrink from bottom as price moves up into the gap - Provides precise visualization of remaining unfilled gap area Volume Delta Analysis Tracks volume characteristics for the 3-candle FVG formation: - Total Volume: Sum of volume from all three FVG candles - Up/Down Split: Separates buying vs selling pressure - Delta %: Shows directional bias of volume flow - Color Coding: Green/Red when volume confirms direction, Orange when it doesn't Smart Filtering - ATR-based minimum gap size - Filters out insignificant noise gaps - Auto-cleanup - Removes fully filled FVGs automatically - Maximum display limit - Keeps charts clean by limiting visible FVGs Live Statistics Real-time stats table showing: - Active bullish/bearish FVG count - Average volume delta for each direction - Fill progress tracking Settings Min Gap Size (ATR): Minimum gap size as multiple of ATR(14). Default: 0.3 - Lower values (0.1-0.3): More sensitive, shows smaller gaps - Higher values (0.5-1.0): More selective, only significant gaps Max FVGs: Maximum number of FVG boxes to display (5-100) Remove Fully Filled: Automatically remove FVGs when price completely fills them Shrink on Partial Fill: Enable dynamic box shrinking as price enters gaps Show Volume Info: Display volume delta labels at box edges How to Use 1. Confluence Trading: Look for FVGs that align with your support/resistance levels 2. Volume Confirmation: Check volume delta - strong directional volume increases probability 3. Partial Fills: Watch for price reactions at shrinking FVG boundaries 4. Multiple Timeframes: Use on higher timeframes (4H+) for swing trading, lower timeframes for scalping Best Practices - Combine with trend analysis - FVGs in trend direction have higher fill rates - Pay attention to volume delta - gaps with confirming volume are more reliable - Use on liquid markets for accurate volume data - Higher timeframe FVGs typically carry more significance Notes - Works on all timeframes and instruments - Volume data accuracy depends on your data provider - FVGs are not guaranteed support/resistance - use proper risk management - This indicator shows historical inefficiencies, not future predictions Disclaimer: This indicator is for educational purposes only. Past performance does not guarantee future results. Always use proper risk management.
Indicateur Pine Script®
par Trading-Programmer
ULTIMATE ORDER FLOW SYSTEM🔥 ULTIMATE ORDER FLOW SYSTEM Overview This comprehensive order flow analysis tool combines **Volume Profile**, **Cumulative Delta**, and **Large Order Detection** to identify high-probability trading setups. The script analyzes institutional order flow patterns and volume distribution to pinpoint key levels where price is likely to react. 📊 Core Components & Methodology 🔥 ULTIMATE ORDER FLOW SYSTEM Overview This comprehensive order flow analysis tool combines Volume Profile, Cumulative Delta, and Large Order Detection to identify high-probability trading setups. The script analyzes institutional order flow patterns and volume distribution to pinpoint key levels where price is likely to react. ________________________________________ 📊 Core Components & Methodology 1. Volume Profile Analysis The script constructs a horizontal volume profile by: • Dividing the price range into configurable rows (default: 20) • Accumulating volume at each price level over a lookback period (default: 50 bars) • Separating buy volume (green bars close > open) from sell volume (red bars) • Identifying three critical levels: o POC (Point of Control): Price level with highest traded volume - acts as a strong magnet o VAH/VAL (Value Area High/Low): Contains 70% of total volume - defines fair value zone o HVN (High Volume Nodes): Resistance zones where institutions accumulated positions o LVN (Low Volume Nodes): Thin zones that price moves through quickly - ideal targets Why This Matters: Institutional traders leave footprints through volume. HVN zones show where large players defended levels, making them reliable support/resistance. ________________________________________ 2. Cumulative Delta (Order Flow) Tracks the running total of buying vs selling pressure: • Bar Delta: Difference between buy and sell volume per candle • Cumulative Delta: Sum of all bar deltas - shows net directional pressure • Delta Moving Average: Smoothed delta (20-period) to identify trend • Delta Divergences: o Bullish: Price makes lower low, but delta makes higher low (absorption at bottom) o Bearish: Price makes higher high, but delta makes lower high (exhaustion at top) How It Works: When cumulative delta trends up while price consolidates, it signals accumulation. Delta divergences reveal when smart money is positioned opposite to retail expectations. ________________________________________ 3. Large Order Detection Identifies institutional-sized orders in real-time: • Compares current bar volume to 20-period moving average • Flags orders exceeding 2.5x average volume (configurable multiplier) • Distinguishes bullish (green circles below) vs bearish (red circles above) large orders Rationale: Sudden volume spikes at key levels indicate institutional participation - the "fuel" needed for breakouts or reversals. ________________________________________ 🎯 Trading Signal Logic Combined Setup Criteria The script generates SHORT and LONG signals when multiple conditions align: SHORT Signal Requirements: 1. Price reaches an HVN resistance zone (within 0.2%) 2. Large sell order detected (volume spike + red candle) 3. Cumulative delta is bearish OR bearish divergence present 4. 10-bar cooldown between signals (prevents overtrading) LONG Signal Requirements: 1. Price reaches an HVN support zone 2. Large buy order detected (volume spike + green candle) 3. Cumulative delta is bullish OR bullish divergence present 4. 10-bar cooldown enforced ________________________________________ 🔧 Customization Options Setting - Purpose - Recommendation Volume Profile Rows - Granularity of level detection - 20 (balanced) Lookback Period - Historical data analyzed - 50 bars (intraday), 200 (swing) Large Order Multiplier - Sensitivity to volume spikes - 2.5x (standard), 3.5x (conservative) HVN Threshold - Resistance zone detection - 1.3 (default) LVN Threshold - Target zone identification - 0.6 (default) Divergence Lookback - Pivot detection period - 5 bars (responsive) ________________________________________ 📈 Dashboard Indicators The real-time panel displays: • POC: Current Point of Control price • Location: Whether price is at HVN resistance • Orders: Current large buy/sell activity • Cumulative Δ: Net order flow value + trend direction • Divergence: Active bullish/bearish divergences • Bar Strength: % of candle volume that's directional (>65% = strong) • SETUP: Current trade signal (LONG/SHORT/WAIT) ________________________________________ 🎨 Visual System • Yellow POC Line: Highest volume level - primary pivot • Blue Value Area Box: Fair value zone (VAH to VAL) • Red HVN Zones: Resistance/support from institutional accumulation • Green LVN Zones: Low-liquidity targets for quick moves • Volume Bars: Green (buy pressure) vs Red (sell pressure) distribution • Triangles: LONG (green up) and SHORT (red down) entry signals • Diamonds: Divergence warnings (cyan=bullish, fuchsia=bearish) ________________________________________ 💡 How This Script Is Unique Unlike standalone volume profile or delta indicators, this script: 1. Synthesizes three complementary methods - volume structure, order flow momentum, and liquidity detection 2. Requires multi-factor confirmation - signals only trigger when price, volume, and delta align at key zones 3. Adapts to market regime - delta filters ensure you're trading with the dominant order flow direction 4. Provides context, not just signals - the dashboard helps you understand why a setup is forming ________________________________________ ⚙️ Best Practices Timeframes: • 5-15 min: Scalping (use 30-50 bar lookback) • 1-4 hour: Swing trading (use 100-200 bar lookback) Risk Management: • Enter on signal candle close • Stop loss: Beyond nearest HVN/LVN zone • Target 1: Next LVN level • Target 2: Opposite value area boundary Filters: • Avoid signals during major news events • Require bar delta strength >65% for aggressive entries • Wait for delta MA cross confirmation in ranging markets ________________________________________ 🚨 Alerts Available • Long Setup Trigger • Short Setup Trigger • Bullish/Bearish Divergence Detection • Large Buy/Sell Order Execution ________________________________________ 📚 Educational Context This methodology is based on principles used by professional order flow traders: • Market Profile Theory: Volume distribution reveals fair value • Tape Reading: Large orders show institutional intent • Auction Theory: Price seeks areas of liquidity imbalance (LVN zones) The script automates pattern recognition that discretionary traders spend years learning to identify manually. ________________________________________ ⚠️ Disclaimer This indicator is a trading tool, not a trading system. It identifies high-probability setups based on order flow analysis but requires proper risk management, market context, and trader discretion. Past performance does not guarantee future results. ________________________________________ Version: 6 (Pine Script) Type: Overlay + Separate Pane (Delta Panel) Resource Usage: Moderate (500 bars history, 500 lines/boxes) ________________________________________ For questions or support, please comment below. If you find this script valuable, please boost and favorite! 🚀 1. Volume Profile Analysis The script constructs a horizontal volume profile by: - Dividing the price range into configurable rows (default: 20) - Accumulating volume at each price level over a lookback period (default: 50 bars) - Separating buy volume (green bars close > open) from sell volume (red bars) - Identifying three critical levels: - POC (Point of Control): Price level with highest traded volume - acts as a strong magnet - VAH/VAL (Value Area High/Low): Contains 70% of total volume - defines fair value zone - HVN (High Volume Nodes): Resistance zones where institutions accumulated positions - LVN (Low Volume Nodes): Thin zones that price moves through quickly - ideal targets Why This Matters: Institutional traders leave footprints through volume. HVN zones show where large players defended levels, making them reliable support/resistance. --- 2. Cumulative Delta (Order Flow) Tracks the running total of buying vs selling pressure: - **Bar Delta**: Difference between buy and sell volume per candle - **Cumulative Delta**: Sum of all bar deltas - shows net directional pressure - **Delta Moving Average**: Smoothed delta (20-period) to identify trend - **Delta Divergences**: - **Bullish**: Price makes lower low, but delta makes higher low (absorption at bottom) - **Bearish**: Price makes higher high, but delta makes lower high (exhaustion at top) **How It Works**: When cumulative delta trends up while price consolidates, it signals accumulation. Delta divergences reveal when smart money is positioned opposite to retail expectations. --- ### 3. **Large Order Detection** Identifies **institutional-sized orders** in real-time: - Compares current bar volume to 20-period moving average - Flags orders exceeding 2.5x average volume (configurable multiplier) - Distinguishes bullish (green circles below) vs bearish (red circles above) large orders **Rationale**: Sudden volume spikes at key levels indicate institutional participation - the "fuel" needed for breakouts or reversals. --- ## 🎯 Trading Signal Logic ### Combined Setup Criteria The script generates **SHORT** and **LONG** signals when multiple conditions align: **SHORT Signal Requirements:** 1. Price reaches an HVN resistance zone (within 0.2%) 2. Large sell order detected (volume spike + red candle) 3. Cumulative delta is bearish OR bearish divergence present 4. 10-bar cooldown between signals (prevents overtrading) **LONG Signal Requirements:** 1. Price reaches an HVN support zone 2. Large buy order detected (volume spike + green candle) 3. Cumulative delta is bullish OR bullish divergence present 4. 10-bar cooldown enforced --- ## 🔧 Customization Options | Setting | Purpose | Recommendation | |---------|---------|----------------| | **Volume Profile Rows** | Granularity of level detection | 20 (balanced) | | **Lookback Period** | Historical data analyzed | 50 bars (intraday), 200 (swing) | | **Large Order Multiplier** | Sensitivity to volume spikes | 2.5x (standard), 3.5x (conservative) | | **HVN Threshold** | Resistance zone detection | 1.3 (default) | | **LVN Threshold** | Target zone identification | 0.6 (default) | | **Divergence Lookback** | Pivot detection period | 5 bars (responsive) | --- ## 📈 Dashboard Indicators The real-time panel displays: - **POC**: Current Point of Control price - **Location**: Whether price is at HVN resistance - **Orders**: Current large buy/sell activity - **Cumulative Δ**: Net order flow value + trend direction - **Divergence**: Active bullish/bearish divergences - **Bar Strength**: % of candle volume that's directional (>65% = strong) - **SETUP**: Current trade signal (LONG/SHORT/WAIT) --- ## 🎨 Visual System - **Yellow POC Line**: Highest volume level - primary pivot - **Blue Value Area Box**: Fair value zone (VAH to VAL) - **Red HVN Zones**: Resistance/support from institutional accumulation - **Green LVN Zones**: Low-liquidity targets for quick moves - **Volume Bars**: Green (buy pressure) vs Red (sell pressure) distribution - **Triangles**: LONG (green up) and SHORT (red down) entry signals - **Diamonds**: Divergence warnings (cyan=bullish, fuchsia=bearish) --- ## 💡 How This Script Is Unique Unlike standalone volume profile or delta indicators, this script: 1. **Synthesizes three complementary methods** - volume structure, order flow momentum, and liquidity detection 2. **Requires multi-factor confirmation** - signals only trigger when price, volume, and delta align at key zones 3. **Adapts to market regime** - delta filters ensure you're trading with the dominant order flow direction 4. **Provides context, not just signals** - the dashboard helps you understand *why* a setup is forming --- ## ⚙️ Best Practices **Timeframes:** - 5-15 min: Scalping (use 30-50 bar lookback) - 1-4 hour: Swing trading (use 100-200 bar lookback) **Risk Management:** - Enter on signal candle close - Stop loss: Beyond nearest HVN/LVN zone - Target 1: Next LVN level - Target 2: Opposite value area boundary **Filters:** - Avoid signals during major news events - Require bar delta strength >65% for aggressive entries - Wait for delta MA cross confirmation in ranging markets --- ## 🚨 Alerts Available - Long Setup Trigger - Short Setup Trigger - Bullish/Bearish Divergence Detection - Large Buy/Sell Order Execution --- ## 📚 Educational Context This methodology is based on principles used by professional order flow traders: - **Market Profile Theory**: Volume distribution reveals fair value - **Tape Reading**: Large orders show institutional intent - **Auction Theory**: Price seeks areas of liquidity imbalance (LVN zones) The script automates pattern recognition that discretionary traders spend years learning to identify manually. --- ## ⚠️ Disclaimer This indicator is a **trading tool, not a trading system**. It identifies high-probability setups based on order flow analysis but requires proper risk management, market context, and trader discretion. Past performance does not guarantee future results. --- **Version**: 6 (Pine Script) **Type**: Overlay + Separate Pane (Delta Panel) **Resource Usage**: Moderate (500 bars history, 500 lines/boxes) --- *For questions or support, please comment below. If you find this script valuable, please boost and favorite!* 🚀
Indicateur Pine Script®
par harshivsymposium
[algsc][14STOCH][MTF][Price+CVD]**algsc 14-STOCH Confluence Engine** A powerful multi-timeframe momentum confluence indicator that combines two independent, high-resolution stochastic systems: - One based on price action (filtered through adaptive Renko logic) - One based on real Cumulative Volume Delta (CVD) order flow Across 14 timeframes (1S to 8min including 45s), the indicator continuously monitors alignment strength and displays a clean, dual-score label: - **Green label below bar** → Bullish confluence (Price / CVD scores) - **Red label above bar** → Bearish confluence Large green/red arrows appear only when **both systems agree** with significant momentum (configurable threshold), giving you high-probability, low-noise entries backed by both price and volume. Designed for scalping, day trading, and swing setups — works on any instrument and any chart timeframe. **Minimalist. Institutional-grade. No repainting.** Perfect for traders who want to see when price momentum and order flow are truly in sync — without clutter or false signals. Enjoy the edge. — algsc
Indicateur Pine Script®
par algscience
Daily POC Lines - Clustered Overview This indicator automatically plots horizontal lines at the Point of Control (POC) for each daily candle, intelligently clustering nearby levels to reduce visual noise and highlight the most significant price zones where volume concentration occurred. What Makes This Original Unlike standard volume profile indicators that show static profiles for the entire chart, this script: Calculates individual POC levels for each daily candle within a user-defined lookback period Implements an intelligent clustering algorithm that merges POC levels within a customizable percentage threshold, preventing chart clutter from redundant lines Dynamically highlights high-significance clusters (multiple days sharing the same POC level) with customizable visual styling Provides granular control over line extension, label positioning, and visual appearance How It Works The script divides each daily candle's price range into configurable bins (default 20) and distributes the day's volume across these levels to approximate the POC. When multiple days produce POC levels within the specified clustering threshold (default 2%), they merge into a single line with a counter showing how many days share that level. Key Features Adjustable lookback period (1-500 candles) Intelligent clustering with customizable threshold percentage Separate styling controls for regular POCs vs. high-count clusters Toggle visibility for lines and labels independently Configurable line colors, widths, styles (solid/dashed/dotted), and extension Date labels with cluster count indicators Adjustable label positioning and offset Use Cases Traders can use clustered POC levels to: Identify key support and resistance zones based on historical volume concentration Recognize high-significance price levels where multiple days' POCs converge Reduce chart clutter while maintaining visibility of important volume-based levels Combine with other technical analysis methods for confluence Settings The indicator organizes inputs into four logical groups: General Settings - Lookback period, cluster threshold, volume bins Line Settings - Visibility, color, width, style, and extension options Label Settings - Visibility, position, offset, and color Cluster Highlights - Threshold and custom styling for high-count clusters Important Notes This script uses an approximation method for POC calculation by dividing each candle's range into bins. For maximum accuracy, use on daily timeframe charts. The clustering feature is particularly useful when analyzing longer lookback periods where many POC levels may naturally converge around similar price zones. Technical Details Written in Pine Script v5 Maximum 500 lines on chart Requests daily timeframe data using security function Uses arrays to store and manage POC data efficiently Redraws all lines on the last bar for optimal performance
Indicateur Pine Script®
par PureDelta
VWAP, Vol & RTH Stats (Custom Layout)VWAP, Volume & RTH Stats Box This indicator displays a data table in the top-right corner of the chart designed for intraday liquidity analysis. It fetches the true "Daily" volume to ensure accuracy regardless of the timeframe used. It specifically isolates Regular Trading Hours (RTH) to calculate the daily range performance (Max Squeeze % and Max Drop %), filtering out pre-market noise to show the true strength of the move. Includes full customization for dimensions, margins, and colors.
Indicateur Pine Script®
par Giac94
Accumulation And Distribution Zones (Zeiierman)█ Overview Accumulation And Distribution Zones (Zeiierman) is a structural zone indicator that highlights where the market has recently been absorbing sell pressure (Accumulation) or releasing buy pressure (Distribution). The indicator tracks a refined sequence of swing highs and lows and measures how these swings tighten, expand, or step directionally. When they form staircase-style structures such as higher lows with compressing highs for Accumulation or lower highs with compressing lows for Distribution, the script marks these areas as shifts in market control. Once the full pattern completes, the indicator converts it into an Accumulation or Distribution zone. Each zone is based on a confirmed structural sequence rather than a single point, making it more reliable and reflective of actual market behavior. The indicator can also display a mini-volume profile within each zone and extend POC levels forward, showing where trading activity clustered most. Combined, these features reveal areas where price has recently shown acceptance, absorption, or rejection, helping you understand whether current price action is reacting to, breaking from, or retesting these important structural regions. █ How It Works ⚪ Swing Structure The indicator builds its foundation by detecting swing highs and lows using a configurable Swing Detection Window. Each confirmed swing is stored with its price, time, bar index, and direction. If two consecutive swings share the same direction, only the more extreme one is kept. This produces a clean structural sequence that removes noise and keeps only meaningful turning points. ⚪ Accumulation vs Distribution Pattern Logic Using the refined swing sequence, the script looks for staircase-style formations that signal shifts in control: Accumulation (bottoming): higher lows combined with compressing highs. Distribution (topping): lower highs combined with compressing lows. Two detection modes are available: Quick for compact 4-swing formations Slow for broader 6-swing structures When a full structural pattern completes, the indicator marks the zone and resets the swing buffer for the next formation. ⚪ Volume Profile Construction The price range between the zone’s upper and lower boundary is divided into several Rows. For every bar within the zone’s swing range, the bar’s volume is added to the appropriate price row. Volume is classified as: Bullish volume when close > open Bearish volume when close < open Each row is drawn as two horizontal segments (bull and bear), colored with smooth gradients based on your bull/bear color settings. This creates a compact profile that reveals where trading activity is concentrated inside the zone and whether buyers or sellers dominate those price levels. █ How to Use The indicator is designed to provide context and confluence, not raw buy/sell signals. ⚪ Spot Fresh Accumulation & Distribution Use newly printed zones as a map of where the market has recently: Absorbed selling and formed a floor (Accumulation below price). Absorbed buying and formed a cap (Distribution above price). In a trending environment, fresh accumulation zones below price are often areas to watch for pullbacks, while distribution zones above price can act as sell zones or targets. ⚪ Volume Profile Longer horizontal bars show where the market traded the most volume inside the zone. Bull-leaning rows inside an accumulation zone often signal strong buying interest during the formation. Bear-leaning rows inside a distribution zone highlight concentrated selling pressure. By combining this volume distribution with the zone label and the broader trend context, you can judge whether the structure is more likely to hold, break, or retest as the price approaches it again. ⚪ POC (Point of Control) Trading Extended POC zones (Regular or Faded) can be treated as dynamic support/resistance rails: When price revisits a prior accumulation POC and rejects it from above, the level may act as support. When price retests a distribution POC from below and fails to break through, it can act as resistance. ⚪ Combine with Your Own Strategy The script does not decide direction for you. You get the most value by combining it with: Your own trend filters (moving averages, higher timeframe structure, volatility measures). Your preferred entry models (reversal candles, momentum breaks, liquidity grabs, etc.). Higher-timeframe mapping. Think of this tool as a map of where the market did meaningful business. You decide how to trade around those areas. █ Settings Acc/Dist Ranges – Master switch for drawing all Accumulation and Distribution zones. Turn this off to temporarily hide boxes while leaving supporting logic active. Pattern – Shows or hides the swing-based pattern outline that formed each zone. Good for structural debugging and education. Pattern Sensitivity Quick – more responsive, detects smaller compact structures. Slow – stricter, focuses on wider and more established zones. Swing Detection Window – Pivot width used to confirm swing highs and lows. Larger values filter noise and produce bigger zones; smaller values pick up more minor structures. Volume Profile – Enables the embedded volume profile inside each zone. Rows – Number of price slices used to aggregate volume in the zone. Higher values give more detail but increase visual density. Switch Order – Flips the horizontal order of bull vs bear volume segments within each row. Extend Zones – Behaviour of POC and zone extension: None – No forward extension. Faded Zones – Store and draw up to four past POC zones as faded horizontal levels. Regular Zones – Extend POC boxes forward until price breaks out. ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Indicateur Pine Script®
par Zeiierman
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