Machine Learning Key Levels [AlgoAlpha]🟠 OVERVIEW
This script plots Machine Learning Key Levels on your chart by detecting historical pivot points and grouping them using agglomerative clustering to highlight price levels with the most past reactions. It combines a pivot detection, hierarchical clustering logic, and an optional silhouette method to automatically select the optimal number of key levels, giving you an adaptive way to visualize price zones where activity concentrated over time.
🟠 CONCEPTS
Agglomerative clustering is a bottom-up method that starts by treating each pivot as its own cluster, then repeatedly merges the two closest clusters based on the average distance between their members until only the desired number of clusters remain. This process creates a hierarchy of groupings that can flexibly describe patterns in how price reacts around certain levels. This offers an advantage over K-means clustering, since the number of clusters does not need to be predefined. In this script, it uses an average linkage approach, where distance between clusters is computed as the average pairwise distance of all contained points.
The script finds pivot highs and lows over a set lookback period and saves them in a buffer controlled by the Pivot Memory setting. When there are at least two pivots, it groups them using agglomerative clustering: it starts with each pivot as its own group and keeps merging the closest pairs based on their average distance until the desired number of clusters is left. This number can be fixed or chosen automatically with the silhouette method, which checks how well each point fits in its cluster compared to others (higher scores mean cleaner separation). Once clustering finishes, the script takes the average price of each cluster to create key levels, sorts them, and draws horizontal lines with labels and colors showing their strength. A metrics table can also display details about the clusters to help you understand how the levels were calculated.
🟠 FEATURES
Agglomerative clustering engine with average linkage to merge pivots into level groups.
Dynamic lines showing each cluster’s price level for clarity.
Labels indicating level strength either as percent of all pivots or raw counts.
A metrics table displaying pivot count, cluster count, silhouette score, and cluster size data.
Optional silhouette-based auto-selection of cluster count to adaptively find the best fit.
🟠 USAGE
Add the indicator to any chart. Choose how far back to detect pivots using Pivot Length and set Pivot Memory to control how many are kept for clustering (more pivots give smoother levels but can slow performance). If you want the script to pick the number of levels automatically, enable Auto No. Levels ; otherwise, set Number of Levels . The colored horizontal lines represent the calculated key levels, and circles show where pivots occurred colored by which cluster they belong to. The labels beside each level indicate its strength, so you can see which levels are supported by more pivots. If Show Metrics Table is enabled, you will see statistics about the clustering in the corner you selected. Use this tool to spot areas where price often reacts and to plan entries or exits around levels that have been significant over time. Adjust settings to better match volatility and history depth of your instrument.
Statistics
Forex Monday RangeForex Monday Range. Refers to the price range (high to low) established during Monday's trading session, typically measured from midnight Sunday to midnight Monday (New York time).
BANKNIFTY Contribution Table [GSK-VIZAG-AP-INDIA]1. Overview
This indicator provides a real-time visual contribution table of the 12 constituent stocks in the BANKNIFTY index. It displays key metrics for each stock that help traders quickly understand how each component is impacting the index at any given moment.
2. Purpose / Trading Use Case
The tool is designed for intraday and short-term traders who rely on index movement and its internal strength or weakness. By seeing which stocks are contributing positively or negatively, traders can:
Confirm trend strength or divergence within the index.
Identify whether a BANKNIFTY move is broad-based or driven by a few heavyweights.
Detect reversals when individual components decouple from index direction.
3. Key Features and Logic
Live LTP: Current price of each BANKNIFTY stock.
Price Change: Difference between current LTP and previous day’s close.
% Change: Percentage move from previous close.
Weight %: Static weight of each stock within the BANKNIFTY index (user-defined).
This estimates how much each stock contributes to the BANKNIFTY’s point change.
Sorted View: The stocks are sorted by their weight (descending), so high-impact movers are always at the top.
4. User Inputs / Settings
Table Position (tableLocationOpt):
Choose where the table appears on the chart:
top_left, top_right, bottom_left, or bottom_right.
This helps position the table away from your price action or indicators.
5. Visual and Plotting Elements
Table Layout: 6 columns
Stock | Contribution | Weight % | LTP | Change | % Change
Color Coding:
Green/red for positive/negative price changes and contributions.
Alternating background rows for better visibility.
BANKNIFTY row is highlighted separately at the top.
Text & Background Colors are chosen for both readability and direction indication.
6. Tips for Effective Use
Use this table on 1-minute or 5-minute intraday charts to see near real-time market structure.
Watch for:
A few heavyweight stocks pulling the index alone (can signal weak internal breadth).
Broad green/red across all rows (signals strong directional momentum).
Combine this with price action or volume-based strategies for confirmation.
Best used during market hours for live updates.
7. What Makes It Unique
Unlike other contribution tables that show only static data or require paid feeds, this script:
Updates in real time.
Uses dynamic calculated contributions.
Places BANKNIFTY at the top and presents the entire internal structure clearly.
Doesn’t repaint or rely on lagging indicators.
8. Alerts / Additional Features
No alerts are added in this version.
(Optional: Alerts can be added to notify when a certain stock contributes above/below a threshold.)
9. Technical Concepts Used
request.security() to pull both 1-minute and daily close data.
Conditional color formatting based on price change direction.
Dynamic table rendering using table.new() and table.cell().
Static weights assigned manually for BANKNIFTY stocks (can be updated if index weights change).
10. Disclaimer
This script is intended for educational and informational purposes only. It does not constitute financial advice or a buy/sell recommendation.
Users should test and validate the tool on paper or demo accounts before applying it to live trading.
📌 Note: Due to internet connectivity, data delays, or broker feeds, real-time values (LTP, change, contribution, etc.) may slightly differ from other platforms or terminals. Use this indicator as a supportive visual tool, not a sole decision-maker.
Script Title: BANKNIFTY Contribution Table -
Author: GSK-VIZAG-AP-INDIA
Version: Final Public Release
GER40 Opening Range Breakout (Advanced)🔥 GER40 (DAX40) Opening Range Breakout Strategy
📌 Overview:
This strategy takes advantage of the high volatility and liquidity during the Frankfurt and London session openings (8:00–10:00 CET). It’s especially suitable for day traders who want to capitalize on early momentum.
✅ Strategy Steps:
1. Mark the Opening Range (08:00–08:15 CET)
Wait for the first 15 minutes after the Frankfurt open (08:00 CET).
Draw horizontal lines at the high and low of this range.
2. Entry Rules:
Buy when price breaks above the opening range high with strong volume.
Sell (short) when price breaks below the opening range low with strong volume.
3. Confirmation (optional but helpful):
Use a momentum indicator like RSI (above 50 for long, below 50 for short) or MACD crossing above/below the signal line.
Look for volume spike at breakout for validation.
4. Stop-Loss:
Set just below the range low (for long) or above the range high (for short).
Or use a fixed pip/point stop-loss like 15–25 points depending on current volatility.
5. Take Profit / Exit:
1:1.5 to 1:2 Risk/Reward Ratio.
Or scale out at fixed points (e.g., +20, +40).
Or trail stop after price moves in favor by +20 points.
📊 Additional Filters to Improve Accuracy:
Check macroeconomic calendar (avoid entering during red news like ECB, German CPI, etc.).
Use VWAP as a dynamic support/resistance for bias direction.
Use 5-min or 15-min charts for better signal clarity.
📈 Example:
Let’s say the DAX opens at 08:00 CET, and by 08:15, the high is 18,000 and the low is 17,950.
If price breaks above 18,000 with volume and RSI > 50, enter long.
Place stop at 17,950 or slightly below.
Take profit at 18,030–18,050 or trail stop.
🧠 Pro Tips:
GER40 is highly volatile, so ensure your risk per trade is small (e.g., 1% or less).
Avoid trading around major news (ECB rate decisions, German GDP, etc.).
Best sessions for GER40: Frankfurt Open (08:00 CET) and London Open (09:00 CET).
Custom Bar countBar Count indicator with custom Open Market Time
Editable in settings using Exchange Time
please leave comment if any questions
Hour-Stats v2cHour-Stats Indicator
The Hour-Stats indicator is a powerful, data-driven tool designed specifically for NQ futures traders who rely on statistically significant hourly price action probabilities. While traditional indicators typically focus only on the likelihood of prices returning to the opening price, Hour-Stats distinguishes itself by offering detailed statistical analysis across multiple critical price points.
Leveraging over 15 years of historical data, this indicator provides traders with robust probabilities for three unique hourly metrics:
Return to Hourly Open – The percentage likelihood of price revisiting the hourly open after breaking the high or low.
Return to Previous Hour Midpoint (PHM) – Offers clear probabilities of price returning to the midpoint (50%) of the previous hour’s range, a valuable metric for gauging reversals and continuations.
Opposite Extreme Targeting – Calculates the statistical likelihood of price moving to the opposite end (high or low) of the previous hour’s candle range, offering actionable insights for range trading strategies.
Additionally, Hour-Stats presents the historical probabilities of hourly highs and lows forming within three distinct 20-minute segments of each trading hour. This breakdown gives traders a precise understanding of when peaks or troughs are most likely, enhancing entry and exit timing.
The indicator’s settings are highly customizable, allowing traders to personalize visuals such as vertical and horizontal line colors, line styles (dotted, dashed, solid), and line thickness. Further customization includes label sizing, label positioning, and the ability to adjust visual dimming of swept price levels, providing clarity and ease of use during live market conditions.
Inspired by NQ Stats' concept (details available at nqstats, Hour-Stats expands significantly upon the original idea, delivering a uniquely comprehensive suite of hourly probability analytics for informed decision-making in futures trading.
Disclaimer: Futures trading involves significant risk. Traders should conduct their own due diligence and are responsible for their trading outcomes. Historical probabilities do not guarantee future results.
Enhanced Roof & Floors with SignalsThis indicator identifies dynamic support and resistance levels across multiple timeframes using a unique material-based metaphor. Each timeframe represents a different "material strength" from weakest to strongest, helping traders visualize the hierarchy of key price levels.
Key Features
🏗️ Multi-Timeframe Levels:
💎 Crystal (5-minute) - Most reactive levels
📄 Paper (30-minute) - Short-term levels
🧊 Plastic (1-hour) - Intraday levels
🪵 Wooden (4-hour) - Swing levels
🏔️ Metal (Daily) - Strongest structural levels
⚡ Smart Trading Signals:
Hierarchical signal filtering based on timeframe strength
Customizable signal modes (Long Only, Short Only, Both)
Three sensitivity levels (Low, Medium, High)
Visual signal arrows with breakout detection
🎨 Visual Enhancements:
Clean, modern interface with customizable colors
Toggleable timeframe levels and labels
Real-time market status table
Breakout notifications with "Broken Roof/Floor" alerts
How It Works
The indicator calculates the highest and lowest prices over a configurable period (default 220 bars) for each timeframe. These levels act as dynamic support (floors) and resistance (roofs).
Signal Logic:
Long signals trigger when price bounces off support levels
Short signals trigger when price rejects resistance levels
Hierarchical filtering prevents false signals by requiring confirmation from stronger timeframes when weaker levels break
Settings
Analysis Period: Lookback period for level calculation
Timeframe Selection: Toggle individual timeframe levels
Signal Configuration: Choose signal direction and sensitivity
Visual Customization: Colors, transparency, and label options
Use Cases
Scalping: Use Crystal and Paper levels for quick entries
Day Trading: Focus on Plastic and Wooden levels
Swing Trading: Prioritize Wooden and Metal levels
Risk Management: Use multiple timeframe confirmation
Educational Purpose
This indicator is designed for educational purposes and market analysis. It helps traders understand multi-timeframe analysis and the concept of support/resistance hierarchy.
⚠️ Risk Disclaimer: This indicator is for educational and informational purposes only. Trading involves substantial risk of loss. Past performance is not indicative of future results. Always conduct your own research and consider your risk tolerance before trading.
CM EMA Crossover Price Probabilities customCM EMA Crossover Price Probabilities
This indicator combines Exponential Moving Average (EMA) crossovers with swing high/low detection to calculate and display the historical probability of price movements exceeding user-defined percentage thresholds. Unlike standard EMA crossover indicators, it quantifies the likelihood of specific price changes following bullish (fast EMA crossing above slow EMA) or bearish (fast EMA crossing below slow EMA) crossovers, providing traders with data-driven insights into potential price behavior.
How It Works:EMA Crossovers: Detects when the fast EMA crosses above (bullish) or below (bearish) the slow EMA, marking these events with chart labels.
Price Change Measurement: Measures the percentage price change from the crossover point to the next swing high (for bullish crossovers) or swing low (for bearish crossovers), using pivot point detection.
Probability Calculation: Analyses historical crossover data to compute the probability of price changes meeting or exceeding customizable percentage thresholds (e.g., 2.5%, 5%). Probabilities are displayed as labels on the last bar, showing both bullish and bearish outcomes.
Customization: Allows users to adjust EMA lengths, pivot lookback, historical data limit, and probability thresholds via inputs.
Inputs:Fast EMA Length (default: 20): Period for the fast EMA.
Slow EMA Length (default: 50): Period for the slow EMA.
Pivot Lookback (default: 15): Bars used to detect swing highs/lows.
Max Historical Crossovers (default: 100): Limits stored crossovers for performance.
Bin Thresholds (defaults: 2.5%, 4.6%, 8.4%, 21.0%, 100.0%): Five customizable percentage thresholds for probability calculations.
Usage:
Add the indicator to your chart and adjust inputs to match your trading style. Bullish and bearish crossover points are labeled on the chart, and probability labels appear in the top-right corner when sufficient data is available. Use these probabilities to assess the historical likelihood of price movements after EMA crossovers, aiding in trade planning or risk assessment.
Why It’s Useful:
By combining EMA crossovers with swing-based price change analysis, this indicator offers a unique perspective on market behaviour post-crossover. The customizable probability thresholds allow traders to focus on specific price movement targets, making it a versatile tool for studying trend strength and potential outcomes.
Notes:
Probabilities are based on historical data and do not predict future performance.
Set bin thresholds in ascending order for accurate probability calculations.
Designed for educational purposes to analyze EMA crossover patterns.
xGhozt Wickless Candle Streak ProbabilityThe xGhozt Wickless Candle Streak Probability is a custom Pine Script indicator designed to identify and quantify the occurrence of consecutive "wickless" candles of the same trend (either bullish or bearish).
Key Features:
Wickless Candle Detection: It first identifies candles that lack an upper or lower wick (meaning their open/close is equal to their high/low, respectively).
Consecutive Streak Tracking: The indicator tracks how many wickless bullish candles occur in a row, and similarly for wickless bearish candles.
User-Defined Streak Length: You can specify a Streak Length in the indicator's settings. This defines how many consecutive wickless candles are needed to register a "streak."
Probability Calculation: For the chosen Streak Length, the indicator calculates the historical probability (as a percentage) of encountering such a streak for both bullish and bearish wickless candles. This is done by dividing the number of times a streak of that length has occurred by the total number of candles scanned.
On-Chart Display: The results, including the total wickless candles, total scanned candles, and the calculated streak probabilities, are displayed in a convenient table directly on your chart.
Purpose:
This indicator helps traders and analysts understand the historical likelihood of sustained, strong directional moves as indicated by consecutive wickless candles. By quantifying these probabilities, it can provide insights into potential continuation patterns or extreme market conditions, which might be useful for developing trading strategies or confirming market biases.
xGhozt Wickless Candles with TailSimple script showing candles missing an upper or lower wick. As candles tend to have a low and a high, they will most certainly form wicks. It is rare to have wickless candles on longer time frames, so it's more relevant on 1h and above.
Additionally, this indicator now visually tracks these 'missing wicks' as horizontal 'tails'. These tails extend from the wickless candle's extreme (low for bullish, high for bearish) and continue to stretch to the right until price action finally touches that level. Once touched, the tail disappears, signifying that the 'missing wick' has been filled or 'mitigated'.
What can you do about it?
If you see for example a Bitcoin 4h candle that hasn't formed two wicks yet, there are high chances that the missing wick will be formed at one point or another. The persistent horizontal tail vividly highlights these unmitigated levels, allowing you to identify potential price magnets. You could therefore consider taking a trade in the direction of the missing wick. You can set alerts on wickless candles if needed.
Shift 3M - 30Y Yield Spread🟧 Shift 3M - 30Y Yield Spread
- This indicator visually displays the **inverse of the US Treasury short-long yield spread** (3-month minus 30-year spread reversal signal) in a "price chart-like" form.
- By default, the spread line is shifted by 1 year to help anticipate forward market moves (you can adjust this offset freely).
- Especially customized to be analyzed together with the movements of US indices like the S&P 500, and to help understand broader market cycles.
✅ Description
- Normalizes the spread based on a rolling window length you set (default: 500 bars).
- Both the normalization window and offset (shift) are fully customizable.
- Then, it scales the spread to match your chart’s price range, allowing you to intuitively compare spread movements alongside price action.
- Instantly see the **inverse (reversal) signals of the short-long yield spread**, curve steepening, and how they align with actual price trends.
⚡ By reading macro yield signals, you can **anticipate exactly when a market crash might come or when an explosive rally is about to start**.
⚡ A perfect tool for macro traders and yield curve analysts who want to quickly catch major market turning points!
copyright @invest_hedgeway
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🟧3개월 - 30년 물 장단기 금리차 역수
- 이 인디케이터는 미국 국채 **장단기 금리차 역수**(3개월물 - 30년물 스프레드의 반전 시그널)를 시각적으로 "가격 차트"처럼 표시해 줍니다.
- 기본적으로 스프레드 선은 **1년(365봉) 시프트**되어 있어, 시장을 선행적으로 파악할 수 있도록 설계되었습니다 (값은 자유롭게 조정 가능).
- 특히 S&P500 등 미국 지수 흐름과 함께 분석할 수 있도록 맞춤화되었으며, 시장 사이클을 이해하는 데에도 큰 도움이 됩니다.
✅ 설명
- 지정한 롤링 윈도우 길이(기본: 500봉)를 기준으로 스프레드를 정규화합니다.
- 정규화 길이와 오프셋(시프트) 모두 자유롭게 설정 가능
- 이후 현재 차트의 가격 레인지에 맞게 스케일링해, 가격과 함께 흐름을 직관적으로 비교할 수 있습니다.
- **장단기 금리차의 역전(역수) 시그널**, 커브 스티프닝 등과 실제 가격 움직임의 관계를 한눈에 확인
⚡ 거시 금리 신호를 통해 **언제 폭락이 올지, 언제 폭등이 터질지** 미리 감지할 수 있습니다.
⚡ 시장의 전환점을 빠르게 캐치하고 싶은 매크로 트레이더와 금리 분석가에게 완벽한 도구!
copyright @invest_hedgeway
IBD 50 index🟠 FFTY (IBD 50 ETF) Base Date Rebased Indicator
FFTY is an ETF that invests in the top 50 growth stocks selected by IBD (Investor’s Business Daily). Simply put, it’s a basket of strong, fast-growing leaders.
💡 Ever wondered how FFTY has performed since key moments like the "March 2020 COVID bottom" or "end of 2022"? Now you can easily check!
This indicator allows you to set a custom base date (year, month, day) and uses your chart’s closing price on that date as the reference point.
It then calculates and visualizes FFTY’s relative performance trend from that base.
✅ Freely choose base date, line color, and transparency
✅ Includes pre-base date data → analyze full historical trends
✅ Perfect for growth investors, ETF watchers, and market turning point analysis
⭐ Inspired by the way legendary trader Mark Minervini analyzes relative strength and acceleration. This is one of my most frequently shared indicators on X (formerly Twitter)!
copyright @invest_hedgeway
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🟠 FFTY (IBD 50 ETF) 기준일 리베이스 인디케이터
- FFTY는 미국 투자 전문지 IBD(Investor’s Business Daily)가 선정한 성장주 50종목(IBD 50)에 투자하는 ETF입니다. 쉽게 말하면, 빠르게 성장하는 강한 주식들의 모음집입니다.
💡 "2020년 3월 코로나 저점", "2022년 연말" 등 내가 원하는 기준일을 기준으로, FFTY가 이후에 얼마나 상승했는지 혹은 어떤 흐름을 보였는지 궁금하셨죠?
이 인디케이터는 사용자가 입력한 기준 연도, 월, 일과 현재 차트의 종가를 기준점으로 삼아,
FFTY의 상대적 수익률 흐름을 계산해 시각화해 줍니다.
✅ 기준일, 색상, 투명도 자유롭게 설정 가능
✅ 기준일 이전 구간 포함 → 과거부터 전체 흐름 한눈에 분석
✅ 성장주 투자, ETF 추적, 시장 전환점 연구 등 다양한 활용
⭐ 전설적인 트레이더 마크 미너비니(Mark Minervini)의 상대 강도 분석 방식에서 착안. 마크 미너비니가 X(구 트위터)에 가장 자주 올리는 대표 지표 중 하나입니다!
copyright @invest_hedgeway
Cobra Hedge Dashboard – V1.0 Final Master
# 🧠 Cobra Hedge Dashboard – V1.0 Final Master
A **professional hedge management panel** built to help you monitor and manage Buy/Sell positions in real time — with clarity, logic, and safety.
Created by **Cobra Aljarhy**, and now available to the community **100% FREE**.
---
## 💡 What is this tool used for?
This tool is made for **traders using hedge strategies** — managing both Buy and Sell trades on the same symbol — to:
- 📊 **Track floating profits/losses**
- 🧮 **Calculate equity, drawdown %, and coverage %**
- 🧭 **Identify danger and safe zones for unlocking**
- 📍 **Find the breakeven price**
- 📤 **Suggest when to cool down positions**
- 🔔 **Give clear recommendations based on account status**
Whether you're in deep floating losses or planning to scale out, this dashboard gives you visibility and control — instead of relying on emotions.
---
## ✨ Key Features
- 🔁 Real-time monitoring of Buy & Sell trades
- 📈 Equity (manual or auto)
- 💥 Floating P/L breakdown
- ⚠️ Danger Zone & Safe Zone detection
- 🎯 Breakeven price auto calculation
- 🧪 Cooling suggestions (Buy or Sell)
- 📝 Recommendation panel with direct advice
- 🔔 Optional alerts or webhook support
---
## ✅ Works With Any Symbol:
- Forex
- Commodities (e.g. Gold)
- Crypto
- Indices
- CFDs
Just input the correct entry prices, lots, and contract size — and the system takes care of the logic.
---
Released by **Cobra Aljarhy** for every trader out there dealing with hedge chaos or deep floating positions.
💚 Use it. Share it. Help others.
> The strongest traders don’t fear floating loss – they manage it smartly.
# 🧠 Cobra Hedge Dashboard – V1.0 Final Master
لوحة تحكم احترافية لإدارة صفقات الهيدج المعقدة في الأسواق المالية، مصممة خصيصًا لمساعدتك على اتخاذ قرارات ذكية لحظة بلحظة بناءً على حالة الحساب الفعلية.
---
## 💡 ما وظيفة هذه الأداة؟
📌 تستخدم هذه الأداة لمتابعة وتقييم مراكز الهيدج المفتوحة (شراء وبيع) في نفس الوقت على نفس الأداة المالية، وتساعدك في:
- **فهم وضع الحساب الحالي بدقة**
- **معرفة الوقت المثالي لفك صفقة أو التبريد**
- **تجنّب مناطق الخطر قبل فوات الأوان**
- **حساب نقطة التعادل بين المراكز Buy/Sell**
- **اتخاذ قرارات إدارة مخاطر منطقية بناءً على بيانات حية**
🚀 مناسبة لأي متداول يستخدم استراتيجيات الهيدج أو تبريد المراكز أو السيطرة على الخسارة العائمة.
---
## 📊 المزايا الأساسية:
- 🔁 مراقبة مباشرة لصفقات Buy وSell
- 🧮 حساب تلقائي لـ:
- Floating P/L
- Drawdown %
- Coverage %
- Equity (يدوي أو تلقائي)
- Breakeven Price
- ⚠️ اكتشاف تلقائي لمناطق الخطر (Danger Zone) والأمان (Safe Zone)
- 🧪 توصية تلقائية بالتبريد الذكي (Cooling Suggestion)
- 📝 عرض توصية واضحة حسب حالة الحساب الفعلية
- 🔔 تنبيهات صوتية أو عن طريق Webhook/Telegram (اختياري)
---
## ⚙️ متوافق مع:
✅ أي أداة مالية على TradingView:
- الذهب (XAUUSD)
- العملات (Forex)
- المؤشرات (Indices)
- العملات الرقمية (Crypto)
- الأسهم وCFD
فقط أدخل بيانات الصفقة بدقة (سعر الدخول – اللوت – الرصيد).
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تم تطويره بالكامل من قبل **Cobra Aljarhy**
💚 استخدمه – انشره – وادعم كل متداول حقيقي يبحث عن إنقاذ مراكزه بإستراتيجية لا بعشوائية.
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> 🧠 المنطق هو السلاح الأقوى في السوق – واستخدامك له يبدأ من هنا.
Frahm Factor Position Size CalculatorThe Frahm Factor Position Size Calculator is a powerful evolution of the original Frahm Factor script, leveraging its volatility analysis to dynamically adjust trading risk. This Pine Script for TradingView uses the Frahm Factor’s volatility score (1-10) to set risk percentages (1.75% to 5%) for both Margin-Based and Equity-Based position sizing. A compact table on the main chart displays Risk per Trade, Frahm Factor, and Average Candle Size, making it an essential tool for traders aligning risk with market conditions.
Calculates a volatility score (1-10) using true range percentile rank over a customizable look-back window (default 24 hours).
Dynamically sets risk percentage based on volatility:
Low volatility (score ≤ 3): 5% risk for bolder trades.
High volatility (score ≥ 8): 1.75% risk for caution.
Medium volatility (score 4-7): Smoothly interpolated (e.g., 4 → 4.3%, 5 → 3.6%).
Adjustable sensitivity via Frahm Scale Multiplier (default 9) for tailored volatility response.
Position Sizing:
Margin-Based: Risk as a percentage of total margin (e.g., $175 for 1.75% of $10,000 at high volatility).
Equity-Based: Risk as a percentage of (equity - minimum balance) (e.g., $175 for 1.75% of ($15,000 - $5,000)).
Compact 1-3 row table shows:
Risk per Trade with Frahm score (e.g., “$175.00 (Frahm: 8)”).
Frahm Factor (e.g., “Frahm Factor: 8”).
Average Candle Size (e.g., “Avg Candle: 50 t”).
Toggles to show/hide Frahm Factor and Average Candle Size rows, with no empty backgrounds.
Four sizes: XL (18x7, large text), L (13x6, normal), M (9x5, small, default), S (8x4, tiny).
Repositionable (9 positions, default: top-right).
Customizable cell color, text color, and transparency.
Set Frahm Factor:
Frahm Window (hrs): Pick how far back to measure volatility (e.g., 24 hours). Shorter for fast markets, longer for chill ones.
Frahm Scale Multiplier: Set sensitivity (1-10, default 9). Higher makes the score jumpier; lower smooths it out.
Set Margin-Based:
Total Margin: Enter your account balance (e.g., $10,000). Risk auto-adjusts via Frahm Factor.
Set Equity-Based:
Total Equity: Enter your total account balance (e.g., $15,000).
Minimum Balance: Set to the lowest your account can go before liquidation (e.g., $5,000). Risk is based on the difference, auto-adjusted by Frahm Factor.
Customize Display:
Calculation Method: Pick Margin-Based or Equity-Based.
Table Position: Choose where the table sits (e.g., top_right).
Table Size: Select XL, L, M, or S (default M, small text).
Table Cell Color: Set background color (default blue).
Table Text Color: Set text color (default white).
Table Cell Transparency: Adjust transparency (0 = solid, 100 = invisible, default 80).
Show Frahm Factor & Show Avg Candle Size: Check to show these rows, uncheck to hide (default on).
Crypto D-CollectorCrypto D-Collector — Adaptive Crypto Macro Distribution System
Overview
Crypto D-Collector is an advanced crypto distribution detection and signal generation tool designed for daily timeframe traders and long-term investors. Its main purpose is to help users identify potential macro distribution zones and market cycle tops with high statistical confidence. By combining on-chain valuation metrics (NUPL), adaptive EMA-based trend filtering, and a proprietary math-driven crossover logic, it delivers clear distribution signals classified into four levels of conviction: AI SELL, SELL, Step Distribution, and Risky Distribution.
What It Does
Crypto D-Collector analyzes crypto price action and market health across several complementary dimensions:
1. On-Chain Valuation Metrics – NUPL (Net Unrealized Profit/Loss) gauges sentiment extremes and potential overvaluation zones relative to historical norms.
2. Macro Crossover Logic – A proprietary moving average crossover system dynamically adjusts periods to the timeframe. It detects major cycle peaks and market restarts (AI BUY / AI SELL signals).
3. Dynamic EMA Filtering – Evaluates crypto position relative to EMA50, EMA100, and EMA200 to confirm broader trend context and validate overextension.
4. Momentum and Exhaustion Conditions – RSI and smoothed RSI readings ensure signals are triggered only when the market is statistically overbought. A custom dual-line momentum engine measures directional bias and acceleration.
5. Progressive Scaling Logic – Built-in step distribution strategy progressively scales out positions when multipliers of the average entry price are reached (3x, 5x, 8x, etc.).
6. Visual Labels & Alerts – Each signal is displayed on the chart with a clear label (AI SELL, SELL, 3X SELL, etc.). Integrated alerts enable traders to act immediately.
How It Works
Crypto D-Collector uses the combined state of these components to classify price action into four actionable distribution signals:
1. AI SELL – Strongest macro distribution signal triggered by proprietary math crossover and confirmed by valuation and trend criteria.
2. SELL – High-probability distribution signal combining overvaluation and momentum exhaustion factors.
3. Step Distribution – Progressive scaling signals appear as price exceeds multiples of the average entry (3x, 5x, 8x, 10x, 12x), supporting systematic profit-taking.
4. Risky Distribution – Early distribution attempts in potentially unstable market conditions; signals higher caution.
Result: Signals only appear when multiple valuation, momentum, and trend filters align, improving selectivity and reducing noise.
How To Use It
1. Confirm the Context: Always ensure you are on the Daily timeframe. Assess the broader market trend and sentiment before taking action.
2. Act According to the Signal Type:
-- AI SELL: Indicates a major market cycle top or strong distribution opportunity; suitable for scaling out substantial portions of positions.
-- SELL: Signals a statistically favorable zone for partial exits with high confidence.
-- Step Distribution: Progressive scaling exits at defined price multipliers; supports disciplined profit realization.
-- Risky Distribution: Early warning during overbought conditions but less confluence; requires cautious execution.
3. Manage Exposure: Use partial exits rather than liquidating all positions immediately. Combine signals with your macro thesis and portfolio objectives.
Why It Is Unique
1. Integrates on-chain overvaluation metrics (NUPL) with adaptive EMA filtering and proprietary math-based cycle detection.
2. Designed specifically for crypto daily charts, avoiding false signals in other pairs or timeframes.
3. Provides clearly classified distribution signals and a built-in progressive scaling strategy.
4. Includes real-time visual labels and alerts for enhanced situational awareness and automation.
Apply Risk Management
Never rely exclusively on signals without understanding the crypto market broader context. Maintain a clear risk/reward plan, diversify your exits, and size trades responsibly.
Timeframe Selection
Optimized for the Daily timeframe only. Using lower or higher timeframes will disable or distort signals.
Best Suited For
Crypto investors, swing traders, and position traders who want a systematic framework to identify macro distribution opportunities and manage scaling exits.
Important Notes
The signals generated by Crypto D-Collector are intended to support informed decisions, not to replace independent analysis. While the indicator incorporates advanced on-chain and price-based metrics, it does not guarantee outcomes. Use all information in combination with your trading plan and risk management practices.
License
This indicator was developed by the ProphetAlgoAI team. Its use is restricted to TradingView under a private, invite-only agreement. Redistribution or usage outside TradingView is strictly prohibited without explicit authorization from the ProphetAlgoAI team.
Crypto D-AccumulatorCrypto D-Accumulator — Adaptive Crypto Macro Accumulation System
Overview
Crypto D-Accumulator is an advanced multi-asset accumulation detection and signal generation tool designed for daily timeframe traders and position investors across the cryptocurrency market, not only BTC. Its main purpose is to help users identify potential macro accumulation zones and major market cycle resets with a high degree of statistical and probabilistic confidence. By combining on-chain Bitcoin valuation metrics (NUPL), adaptive EMA-based trend filtering, and a proprietary math-driven crossover system, it generates clear accumulation signals classified into four levels of conviction: AI BUY, BUY, Low Accumulation, and Risky Accumulation.
What It Does
Crypto D-Accumulator analyzes crypto price action and market health across several complementary dimensions:
1. On-Chain Valuation Metrics
NUPL (Net Unrealized Profit/Loss) is utilized as a broad sentiment gauge to detect periods of undervaluation or market fear.
2. Macro Crossover Logic
A custom, resolution-aware moving average crossover algorithm dynamically adjusts its lookback periods to match the timeframe, detecting major market resets (AI SELL) and re-accumulation triggers (AI BUY).
3. Dynamic EMA Filtering
The indicator assesses price in relation to EMA50, EMA100, and EMA200 to validate trend context and improve signal reliability.
4. Momentum and Mean Reversion Conditions
RSI and smoothed RSI values are used to confirm oversold conditions. A dual-line momentum engine evaluates directional bias and deceleration.
5. Stateful Bull Market Tracking
An internal state variable tracks whether a bullish phase is active or if a market reset has occurred, further refining the logic behind signal generation.
6. Visual Labels & Alerts
Each signal is labeled directly on the chart (AI BUY, BUY, or arrows for lower conviction accumulation). Built-in alerts instantly notify traders when conditions are met.
How It Works
Crypto D-Accumulator uses the combined state of these components to classify price action into four actionable accumulation signals:
1. AI BUY — The strongest macro accumulation signal triggered by proprietary math crossovers, typically appearing after extended downtrends or capitulation.
2. BUY — A high-probability accumulation signal confirmed by undervaluation, momentum exhaustion, and price trading below major EMAs.
3. GREEN ARROW — Moderate accumulation signal indicating price is oversold and below long-term averages but with less confluence.
4. ORANGE ARROW — Early, higher-risk accumulation attempt during oversold conditions without full confirmation; requires caution.
Signals only appear when multiple valuation, momentum, and trend filters align, enhancing selectivity and reducing noise.
How To Use It
1. Confirm the Context
Always ensure you are on the Daily timeframe. While the indicator focuses primarily on BTC on-chain metrics, it can be applied to other crypto pairs for directional bias. Verify overall market sentiment before acting.
2. Act According to the Signal Type
-- AI BUY: Indicates a major cycle reset or exceptional accumulation opportunity; suitable for scaling into longer-term positions.
-- BUY: Signals a statistically favorable zone for adding exposure with high conviction.
-- Low Accumulation: Moderate conviction; consider using partial position size.
-- Risky Accumulation: Early accumulation in potentially unstable markets; requires tighter stops and conservative sizing.
3. Manage Exposure
Use stop losses, scale entries, and avoid overexposure on any single signal. Combine the indicator’s output with your macro thesis and portfolio objectives.
Why It Is Unique
1. Integrates on-chain Bitcoin metrics (NUPL) with adaptive EMA filtering and proprietary math-based cycle detection logic.
2. Designed to dynamically adjust signal conditions based on chart resolution, improving robustness and accuracy.
3. Provides four clear accumulation classifications, empowering traders to tailor entries by conviction level.
4. Features real-time visual labels and alerts for improved situational awareness and potential automation.
Apply Risk Management
Never rely exclusively on signals without considering broader market context and liquidity conditions. Always maintain a clear risk/reward strategy and size positions responsibly.
Timeframe Selection
Optimized for the Daily timeframe only. Using other timeframes may produce inconsistent results.
Best Suited For
Crypto investors, swing traders, and position traders seeking a systematic framework to identify macro accumulation opportunities across the market.
Important Notes
The signals generated by Crypto D-Accumulator are intended to support informed decision-making, not to replace independent analysis. The indicator leverages advanced valuation and momentum metrics but cannot guarantee outcomes. Always combine its output with your own trading plan and risk management discipline.
License
This indicator was developed by the ProphetAlgoAI team. Use is restricted to TradingView under a private, invite-only agreement. Redistribution or use outside TradingView is strictly prohibited without explicit authorization from ProphetAlgoAI.
TOTrading Divergence HunterDivergence Hunter - Low timeframe scalper
It uses SFP, momentum and moneyflow divergence momentum divergences with ADX filter.
Recommended TP1 is at 0.4% (55% of starting positsion size), TP2 is at 0.9% (25% of starting positsion) and SL is at 0.8%
Script also has all working alerts and is ideal for using bot.
I'm using it with OKX signal bot and it's scalping great.
It's v1 version and still in development, but stats are looking great with good settings.
Try it out for free!
BTC Prophet Of The Weekly MarketBTC Prophet Of The Weekly Market — Advanced Weekly Bitcoin Signal Suite
Overview
BTC Prophet Of The Weekly Market is a comprehensive weekly timeframe indicator designed to identify significant Bitcoin accumulation and distribution opportunities. By combining on-chain valuation models, long-term momentum readings, and volume-adjusted baselines, this tool provides high-confidence signals that reflect deep market behavior rather than short-term volatility. This indicator is accurate and combines accumulation and distribution processes.
What It Does
This indicator evaluates Bitcoin market conditions using a multi-layered analytical framework that includes:
1. On-Chain Valuation Metrics
-- Market Capitalization and Realized Market Capitalization are retrieved daily and contextualized within historical valuation ranges.
-- A custom Cost Basis Valuation Delta (CVDD) model helps define zones of potential undervaluation or overheated conditions.
2. Dynamic Momentum Analysis
-- Utilizes a dual-layer EMA system inspired by momentum oscillators to gauge the directional bias of price relative to recent trends.
-- Incorporates RSI-based thresholds to estimate whether market sentiment is oversold or overbought.
3. Volume-Adjusted Filters
-- Integrates a smoothed moving average of network transaction volume to further refine signals and avoid excessive noise.
How It Works
BTC Prophet Of The Weekly Market classifies each weekly candle into one of three actionable signals:
1. MAX BUY (Solid Buy Signal)
Triggers under strict conditions combining:
-- Deep oversold momentum readings
-- Price trading below dynamic CVDD thresholds
-- Negative unrealized profit and loss environment
-- Candle closing in the lower range
-- This signal historically aligns with major accumulation opportunities.
2. Accumulation Buy Signal
Indicates a less stringent but still favorable accumulation environment where price trades in undervalued zones alongside moderate oversold momentum.
3. Distribution Sell Signal
Highlights probable distribution phases when:
-- Momentum readings are strongly overbought
-- Price exceeds volume-adjusted valuation zones
-- Unrealized profits reach elevated levels
-- This environment typically coincides with profit-taking and increased downside risk.
When signals are detected, the indicator dynamically plots clear, color-coded labels above or below price to mark actionable areas on the chart:
MAX BUY: Green label reading “MAX BUY”
Accumulation Buy: White upward arrow
Distribution Sell: Red label reading “SELL”
How To Use It
1. Confirm Settings
The indicator is built specifically for weekly BTC pairs (BTCUSD, BTCUSDT, BTCUSDC). Using other pairs or timeframes will disable signals.
2. Interpret Signals
-- MAX BUY: Considered the highest conviction accumulation zone.
-- Accumulation Buy: Indicates conditions favoring gradual allocation.
-- Distribution Sell: Suggests a high-probability exit or hedging environment.
3. Integrate With Strategy
Use signals to time long-term entries or exits.
Combine with broader market analysis, portfolio goals, and risk management plans.
Why It Is Unique
1. Multi-Factor Analysis
Merges momentum, valuation, and volume into a single system.
2. Timeframe Specificity
Optimized exclusively for the weekly chart to capture primary trends.
3. Strict Filtering Logic
Incorporates multiple conditions to reduce false positives and emphasize only meaningful shifts in market structure.
4. Clear Visual Labels
Makes it easy to recognize signals without clutter.
Apply Risk Management
This indicator does not provide investment advice and is not a standalone trading system. Signals should be used as part of a disciplined process that includes:
-- Additional technical and fundamental analysis
-- Defined entry and exit criteria
-- Careful position sizing and risk control
Timeframe Selection
Weekly timeframe only
Best Suited For
Long-term investors, swing traders, and portfolio managers who prefer to anchor decisions on macro-level signals supported by on-chain data and advanced momentum filters.
Important Notes
All signals and interpretations are for educational and informational purposes. Historical performance does not guarantee future results. You are solely responsible for all trading decisions.
License
Developed by the ProphetAlgoAI team. Use is subject to a private, invite-only TradingView license. Redistribution or unauthorized sharing is strictly prohibited.
BTC Market D-Line PhaserBTC Market D-Line Phaser — Bitcoin Market Phase Classification Indicator
Overview
BTC Market D-Line Phaser is a streamlined, daily timeframe indicator designed to categorize the current Bitcoin market environment into clearly defined behavioral phases. By combining on-chain market valuation data with a profitability model, it assists traders and investors in understanding whether Bitcoin is in a deploy (accumulation), hold, pre-sale, distribution, or cash transition phase.
What It Does
BTC Market D-Line Phaser analyzes the Bitcoin market using two primary on-chain metrics:
1. Market Capitalization Data
Retrieves real-time total market capitalization and realized market capitalization from external sources. This combination provides a fundamental perspective on network valuation relative to price action.
2. Normalized Unrealized Profit and Loss (NUPL) Framework
Calculates an aggregate profitability ratio to estimate when the market is predominantly in loss, neutral, or significant profit conditions. This signal historically correlates with shifts in investor sentiment and behavior.
How It Works
The indicator classifies the market into five distinct phases:
1. Deploy Phase
Indicates conditions historically associated with deep value or high fear environments, where price trades at discounted valuations relative to realized capitalization. This phase is often considered by some participants as an opportunity to allocate capital.
2. Hold Phase
Suggests a neutral or moderate-profit environment, where the market is neither clearly oversold nor overextended. Typically seen as a phase of accumulation or consolidation.
3. Pre-Sale Phase
Signals growing unrealized profits across the market. This environment is often associated with rising optimism and elevated expectations.
4. Sell Phase
Highlights conditions where unrealized profits have become significant across holders, increasing the probability of distribution events and profit-taking behavior.
5. Cash Phase
Marks a transition where a previously overextended market (Sell Phase) loses momentum. This often indicates an inflection point where prior profit-taking may have exhausted buying pressure.
Each phase dynamically updates and is visualized on the chart through a color-coded line plotted beneath price. As price action evolves, the phase classification automatically shifts to reflect the current market state.
How To Use It
1. Confirm Timeframe
BTC Market D-Line Phaser is specifically designed for daily charts. Using it on intraday or weekly timeframes is not recommended and may result in inaccurate classifications.
2. Interpret the Phases
-- Deploy Phase: Historically associated with deep undervaluation. Some traders consider this favorable for accumulation.
-- Hold Phase: A baseline or neutral environment.
-- Pre-Sale Phase: Early warning of elevated unrealized profits.
-- Sell Phase: Suggests significant profit-taking risk.
-- Cash Phase: Indicates the aftermath of a distribution environment, potentially transitioning to re-accumulation or correction.
3. Integrate With Strategy
Use phase information to guide discretionary decisions, manage risk exposure, or align entries and exits with broader market sentiment.
Why It Is Unique
1. On-Chain Focus
Combines market cap and profitability metrics in real time, offering insight beyond conventional price-based indicators.
2. Simplified Classification
Distills complex market behavior into five intuitive phases, reducing noise and helping traders stay objective.
3. Visual Clarity
Clean color-coded plotting beneath price action allows immediate recognition of market phase shifts.
4. Daily Chart Optimization
Tuned exclusively for the daily timeframe to capture macro trends rather than short-term fluctuations.
Apply Risk Management
This indicator does not constitute financial advice and is not a standalone trading system. Always combine its insights with your own analysis, clearly defined trading plans, and prudent risk management practices. Evaluate how each phase aligns with your objectives, time horizon, and risk tolerance.
Timeframe Selection
Use only on daily charts. Applying it to other timeframes will compromise the integrity of the phase classification.
Best Suited For
Investors and swing traders who prefer a macro-level perspective on Bitcoin market cycles and wish to structure entries and exits around on-chain sentiment trends.
Important Notes
Signals and phases generated by BTC Market D-Line Phaser are for informational purposes only. Past performance is not indicative of future results. All trading and investing decisions remain your responsibility.
License
This indicator was developed by the ProphetAlgoAI team. Use is subject to a private, invite-only TradingView license. Redistribution or unauthorized usage outside of TradingView is strictly prohibited.
BTC D-CollectorBTC D-Collector — Daily BTC Macro Distribution & Profit-Taking Signal System
Overview
BTC D-Collector is a purpose-built macro-level distribution detection and profit-taking tool designed for Bitcoin traders operating on daily charts. Its primary objective is to identify high-probability conditions for partial or full exits during extended uptrends, combining on-chain market metrics, long-term moving averages, and multi-layer momentum exhaustion filters. This approach helps traders time distributions in mature bull cycles while avoiding premature selling.
What It Does
BTC D-Collector analyzes Bitcoin price action and key metrics across four core dimensions:
1. On-Chain Market Valuation
Integrates external data feeds such as realized market capitalization and aggregate trading volume to compute derived valuation bands. These valuations highlight historically stretched price conditions relative to fundamental usage.
2. Long-Term Momentum & Trend Exhaustion using MACD, StochRSI, RSI and EMAs
Calculates multiple time-adaptive moving averages and dynamic oscillator signals to detect overbought conditions. These moving averages adjust their lengths automatically based on timeframe granularity, ensuring alignment with daily chart structures.
3. NUPL-Based Profitability Framework
Incorporates a normalized measure of unrealized profit and loss (NUPL) to estimate whether aggregate holders are in extreme profit territory, signaling increased risk of distribution phases.
4. Progressive Profit-Taking Logic
Includes a structured mechanism for incremental scaling out of positions. As price multiplies from the most recent significant low, a sequence of partial sell signals is triggered to lock in gains methodically.
How It Works
A signal requires a specific combination of confirmations:
1. Market Restart Signal
When the tool detects renewed bullish conditions (e.g., recovery in the long-term moving average structure), the system resets all partial sell counters and reinitializes the entry baseline.
2. Math AI Distribution Signal
Triggers when a crossover of adaptive moving averages suggests a macro distribution phase is initiating.
3. SELL Signal, Solid Distribution Signal
Activated if multiple conditions converge: high on-chain profitability readings, stretched valuation metrics, sustained overbought oscillator levels, and price trading above all major long-term moving averages.
4. Orange and/or Red Arrow, Risky Distribution Signal
A more aggressive early exit indication, appearing when the market is overextended but some filters are less aligned. These signals are optional and meant for conservative profit-taking.
5. SELL Signal with X on it, Step Distribution Sequence
As price increases by predefined multiples relative to the last confirmed entry, the indicator issues progressive scale-out labels, marking partial profit-taking levels at each multiple.
When any of these signals are confirmed, visual labels are plotted on the chart, and alerts are generated. The system remains inactive if conditions do not meet strict alignment criteria.
How To Use It
1. Confirm Context
Always review higher timeframe charts (weekly, monthly) to assess where Bitcoin is in its broader market cycle. BTC D-Collector is optimized for mature uptrend distribution, not for identifying bottoms.
2. Act According to Signal Type
-- Math AI & Solid Distribution Signals: Consider partial or full profit-taking.
-- Risky Distribution Signals: Optional early profit locks for cautious traders.
-- Step Distribution Labels: Use as incremental exit points to scale out positions progressively as price advances.
3. Integrate With Your Strategy
Combine this indicator’s outputs with your trading system’s risk management rules. Define position sizing and exit criteria in advance.
Why It Is Unique
1. On-Chain + Technical Alignment
Blends on-chain market cap valuation, profitability metrics, and classical price action—rarely combined in a single TradingView tool.
2. Adaptive Time-Based Logic
Moving averages and calculations dynamically adjust to the chart timeframe for consistent sensitivity across historical and current data.
3. Structured Profit-Taking Sequences
Provides a disciplined approach to gradually reduce exposure as price accelerates, avoiding emotional exits.
4. BTC Daily Focus
Optimized exclusively for BTC/USD and BTC/USDT pairs on daily charts, ensuring clarity and relevance for macro cycle traders.
Apply Risk Management
This indicator is not a standalone trading system. Always combine signals with a comprehensive trading plan, position sizing rules, and stop-loss management. Carefully evaluate whether each alert fits your risk tolerance and portfolio objectives.
Timeframe Selection
Designed exclusively for daily charts. Use on other timeframes is not recommended and may yield invalid signals.
Best Suited For
Swing traders, position traders, and long-term BTC investors looking for structured tools to guide profit-taking during sustained bull markets.
Important Notes
Signals generated by BTC D-Collector are intended to assist trading decisions and do not constitute investment advice. Past performance does not guarantee future results. Always conduct your own analysis and apply prudent risk management.
License
This indicator was developed by the ProphetAlgoAI team. Use is subject to a private, invite-only TradingView license. Redistribution or use outside TradingView is strictly prohibited without explicit permission.
Gabriel's MPT Moving Average RibbonGabriel's MPT Moving Average Ribbon is a cutting-edge, risk-adjusted technical analysis tool that fuses Modern Portfolio Theory (MPT) with adaptive moving average logic to dynamically guide market participants through bullish and bearish conditions.
This ribbon is not a simple MA crossover — it leverages Sharpe Ratio, Sortino Ratio, Omega Ratio, and Value at Risk (VaR) to scale and smooth each moving average using real-time probabilistic efficiency metrics. Combined, these elements create a volatility-weighted, risk-optimized visualization of market structure.
🔍 Core Features:
Multi-Ratio Adaptive Scaling: Moving averages are dynamically weighted by Omega Ratio, Sortino Stdev, Sharpe Winrate, and VaR conditions for smarter price tracking.
Volatility Engine: Supports multiple return models:
Close-to-Close
Parkinson
Garman-Klass
Rogers–Satchell
Yang–Zhang (default for highest accuracy)
Smart Ribbon Construction:
Blends 3 different MA types per ribbon (e.g., SMA, EMA, WMA) for each of the 4 ribbons
Supports WMA-style dynamic weighting using MPT-derived ratios
Sharpe Winrate Estimation: Uses CDF logic to project the probability of success given current Sharpe ratio.
Dynamic Risk Phase Detection (VaR):
Identifies Risk On, Risk Off, or Neutral states using a triple-model composite VaR framework.
🛎️ Alerts Included:
📈 Bullish Crossover Alert: MA #1 crossing above MA #2 with all ribbons aligned upward.
📉 Bearish Crossunder Alert: MA #1 crossing below MA #2 with all ribbons aligned downward.
📊 Omega Ratio Alert: Triggered when Omega exceeds 1 (profitable risk-adjusted reward).
⚠️ Omega Caution Alert: Triggered when Omega drops below 1.
🟢 Risk On Alert: Market enters a favorable, low-risk zone. Deep Value Zone for Long-Term Investing.
🔴 Risk Off Alert: Market enters a cautionary, high-risk phase.
🎯 Use Cases:
Trend Identification: MA ribbon alignment indicates momentum phases.
Risk-Tuned Entries/Exits: Combine ribbon crossovers with VaR/Ratio signals for confirmation.
Institutional Strategy Overlay: Ideal for portfolio managers integrating risk-adjusted technical overlays.
🧠 Pro Tips:
Use "Complete" mode for the most robust risk signal, as it blends Historical, EWMA, and Variance-Covariance ratios.
Customize each MA’s type and length to match your trading horizon (e.g., intraday, swing).
Toggle Ratios Weighted MA for adaptive weighting when market risk fluctuates.
It's set to the settings I use to trade, from MA settings to MPT table. It goes in order: Sharpe Est. Winrate, Deviation of Sortino, Omega Ratio (1 Year), and the Ideal position size according to VaR.
Mean Amplitude (300 candles)Displays the average candle amplitude (volatility) as % over a selected period. Useful for gauging market activity compression or expansion.
Volume & Distance IndicatorA comprehensive multi-metric indicator that combines volume analysis, volatility measurement, and momentum positioning to provide crucial trading insights in a clean, customizable table format.
📊 Key Metrics:
52WH (52-Week High Distance) - Shows percentage distance from 52-week high, helping identify momentum and potential reversal zones.
Vol Val (Volume Value) - Calculates current close × SMA of volume, providing dollar-weighted volume analysis for institutional activity insights.
ADR (Average Daily Range) - Measures average volatility using SMA of High/Low ratios, essential for position sizing and risk management.
⚙️ Features: • Customizable periods (20 or 50 days) for Volume and ADR calculations • Enable/disable individual metrics • Fully customizable colors for labels and values • Adjustable text size (Tiny/Small/Normal/Large) • 9 table position options • Smart alert system with color-coded warnings
🚨 Alert System: • Red background when ADR < 3% (low volatility warning) • Red background when 52WH < -25% (oversold condition) • Customizable thresholds for personalized risk management
💡 Use Cases:
Identify low-volatility breakout setups
Monitor institutional volume participation
Track momentum relative to recent highs
Set position sizing based on volatility metrics
Settings are fully customizable - choose your preferred periods, colors, and alert levels. Perfect for swing traders, day traders, and investors who rely on volume and volatility analysis.
Works on all timeframes and asset classes.
This description highlights the indicator's professional features while explaining its practical trading applications for TradingView users.