TICK Arbitrage Toolkit
By LuxAlgoFeb 18, 2026
TICK Arbitrage Toolkit paints market breadth directly onto your price bars, so you never leave the chart to read internals. It streams the TICK index (NYSE TICK or NASDAQ TICKQ) as a color gradient that intensifies while internal pressure builds, grades every push through three extension levels, and labels fresh session extremes in the data itself. Index scalpers and mean-reversion traders use it to time exhaustion.
How to Trade the TICK Arbitrage Toolkit?
- Extension 1 — single marker: early internal expansion; the toolkit begins tracking for potential new session highs or lows in the reading.
- Extension 2 — double marker: pressure is building, the stage where fade setups get prepared and risk gets tightened.
- Extension 3 — triple marker, full opacity: a complete internal extreme, and a potential high-probability zone for mean-reversion entries against the spike.
- NHOD / NLOD labels: the selected TICK source printed a new high or low of day. Is the move expanding participation or exhausting into a final push?
Because sampling can run at sub-minute resolution, spikes that appear and vanish inside one chart bar still register, visibility that suits scalping liquidity grabs and confirming short-term reversals.
TICK Arbitrage Toolkit Settings
- TICK Source: NYSE TICK for S&P 500 work, NASDAQ TICKQ for Nasdaq 100 analysis.
- Refresh Frequency: how often internal data is sampled; 1-second or 5-second sampling exposes surges within the bar.
- Include High/Low Extremes: evaluates the highest and lowest TICK values in each window instead of closes only, so brief stress spikes are not missed.
- Extension 1, 2, 3 (defaults 800, 1000, 1200): the thresholds that classify how stretched internal breadth is.
- Marker Style, colors and dashboard: circles, triangles or none, plus an on-chart stats table with position and size controls.
Frequently Asked Questions
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