The LuxAlgo Library

The Asia Session Range indicator helps traders identify liquidity zones established during the Asian trading session. It highlights session highs and lows and tracks breakouts or sweeps of these levels. It also integrates internal market structure analysis, identifying Break of Structure and Change of Character events. Traders use these signals to find high probability trade setups, complete with automated take profit and stop loss risk boxes based on structural triggers.

The Value Area Reversion Signals indicator helps traders identify potential market reversals by analyzing volume distribution. It generates an anchored volume profile, highlighting the Point of Control and Value Area. The indicator monitors price breakouts from these zones and flags reclaim signals when price returns to the Value Area with confirmation from engulfing candlestick patterns and volume momentum, suggesting that a preceding breakout move may be exhausting or failing.

EQH/EQL identifies equal highs and equal lows, which function as key liquidity zones in the market. Traders use these patterns to spot potential breakout opportunities or to anticipate reactions once price sweeps these levels. The indicator tracks active zones and confirms significant breakout signals by requiring associated Fair Value Gaps and ATR-based strength filters. This provides a systematic way to monitor liquidity-dense areas and capture momentum following a breakout or sweep.

The Higher Timeframe Stochastic Buckets indicator visually highlights zones of market exhaustion by calculating stochastic values on a user defined higher timeframe. Traders use these buckets to identify potential overbought or oversold conditions, helping to spot reversal opportunities. The tool provides volume and delta data within these zones to gauge market sentiment and offers optional lower timeframe RSI signal confirmation for more precise trade setups.

The Average Daily Range indicator calculates the historical mean range of daily price movements to project expected price boundaries for the current session. Traders use this tool to identify potential support and resistance levels, define profit targets, or gauge the relative strength of the current day's price action. By comparing the live daily range against the calculated average, users can assess whether volatility is expanding or contracting relative to historical norms.

MSS Sweeps identifies internal market structure liquidity sweeps, specifically targeting higher low and lower high pivot points. By calculating internal market structure breaks, the indicator isolates protected levels established after a trend confirmation. It alerts traders when these levels are swept and subsequently reclaimed, signaling potential continuation trades that align with established market structure. It is designed for traders utilizing structural order flow strategies.

The PDH/L FVG (CRT) indicator identifies key liquidity levels from previous daily highs and lows and combines them with Fair Value Gaps (FVG) to pinpoint potential institutional trading entries. By monitoring how price interacts with historical daily boundaries, this tool provides a systematic approach for traders to capture trend continuations following liquidity sweeps.

The Universal Signal Backtester turns any signal into measurable results — predefined moving average crosses, crossovers of two external sources, or triggers piped in from your own scripts. It manages up to three take-profit and stop-loss levels, simulates spread and commission, and grades everything on a dashboard with Sharpe ratio, profit factor, and a time-based heatmap.

Projects a run of lower-timeframe candles beside your main chart, exposing the intra-bar action hidden inside each higher-timeframe candle. Thrust-and-exhaustion logic prints momentum-shift triangles on both the projection and the main chart, so scalpers can time entries from micro-structure without ever switching timeframes.

The RSI Regime Filter validates classic RSI signals against a live classification of market conditions, plotting divergences and overbought/oversold cues only when the environment favors them. Four regime methods (RSI, EMA trend, ADX, or a composite vote), volume bubbles at extremes, and a context dashboard - for oscillator traders tired of fading runaway trends.

Builds a three-line break chart from confirmed closes - chart timeframe by default, any higher timeframe optional - and draws it beside the last bar while stepped plots track the active line across chart time. Continuation and reversal trigger prices plot on the price chart and feed a dashboard, with alerts for new lines, turnarounds and 8-line extended runs.

Market Structure & Scatter Dashboard pairs BOS and CHoCH labels with a scatter plot that maps every price impulse against the pullback that followed, in percentage terms. Quadrant position and color-coded magnitude expose momentum shifts and overextension, while an optional heatmap paints candles with the live impulse and pullback readings.

Simulates working one parent order three ways at once — TWAP's even slices, VWAP's expected-volume schedule and POV's 10% participation — inside a daily execution window by default. Completion curves plot in the pane, benchmarks and average fills overlay the price chart, and a dashboard scores fill progress, slippage in basis points and realized participation.

Trails Alexander Elder's SafeZone stop: adverse penetrations averaged over a 20-bar lookback, multiplied by a 2.5 noise coefficient and hung from the previous bar's extreme, ratcheting so the trail never gives ground. Auto mode flips sides when the stop is hit, a dashboard reports the distance and level, and both stop hits carry alerts.

Detects truncated fifth waves — a five-wave impulse whose final wave stops short of the wave 3 extreme — validated against the Elliott hard rules and, by default, a five-wave subdivision inside wave 5. Shades the shortfall zone, draws confirmation at the wave 4 extreme and invalidation at wave 3, and reports divergence and volume evidence, with six alerts.

Plots realized volatility against sampling interval — six configurable points from 1 to 60 minutes, averaged over 20 completed days — as a curve beside price, diagnosing microstructure bias from the fine-end slope. Upward bias flags bid-ask bounce, downward bias stale quotes; the build suggests the finest flat sampling interval and alerts when the diagnosis changes.

Detects the O'Neil-style ascending base mechanically: three pullbacks of 10-20% with rising highs and lows over 40-85 bars, formed above a 50-period trend average. It outlines the structure with per-pullback depths, prints the buy level at the third-pullback high, demands 1.4x average volume on the breakout, and tracks a 7% stop after confirmation.

Simulates Ryan Jones' fixed ratio sizing on the chart symbol: a mark-to-market account starting at $25,000 adds a contract whenever accumulated profit clears the next delta-spaced ladder level ($5,000 by default) and steps back down when profit falls below the level that justified it. Ladder rungs, add/cut levels and a drawdown-reference dashboard complete the pane, with alerts on every size change.

Detects rising and falling three methods patterns with 2 to 5 middle candles contained inside the first candle's range, long first and resolution bodies at 1.2x a 14-bar average, and a 50-bar SMA trend filter by default. Draws the containment zone, labels completions R3M or F3M, and extends an invalidation level from the far end of the range, with three completion alerts.

A multi-timeframe command center that labels BOS and CHoCH, highlights liquidity sweeps, and boxes fair value gaps while a compact table tracks whether higher- and lower-timeframe trends agree. Checkbox rows make alignment readable at a glance — made for traders who only take entries when their timeframes agree.

Deflated Sharpe Ratio applies the Bailey and Lopez de Prado test to any series' returns, plotting the probability that the observed Sharpe ratio clears the best-of-N luck hurdle after accounting for sample length, skewness, and kurtosis. Defaults assume 10 trials with 0.5 annualized dispersion and a 0.95 significance threshold; a dashboard itemizes every ingredient.

Tracks ATR-filtered fair value gaps as price works to fill them, shrinking each box to its unfilled remainder, and prints triangle signals when price breaks a structural pivot near an active gap. With breakout alerts built in, it suits traders who want imbalance and market structure aligned before acting on a break.

Plots the Alligator's line spreads as two mirrored histograms around zero — jaw minus teeth above, teeth minus lips below — built from Wilder-smoothed averages of median price at the original 13/8, 8/5 and 5/3 lengths and offsets. Columns color green as a side expands and red as it contracts, and a dashboard names the current feeding phase and how long it has lasted.

Session Sweep & iFVG RR automates a complete smart-money setup: it tracks a chosen session's high and low, validates liquidity sweeps that snap back inside the range, confirms entries on a trendline break, and draws a risk-reward box with stops from inverted fair value gaps or ATR - for traders who want the whole sequence handled by one tool.