Macro-cycle models and order-flow tools I built and iterate on the live chart. The three macro indicators below form the backbone of the monthly regime score. Every script is published on my TradingView profile.
Building permits are the earliest housing signal — a decision to build, made before any activity hits the hard data. This model tracks the permit cycle against its long-run trend and shades the market backdrop WARNING → CRISIS → RECOVERY. Historically the regimes line up with the recessions that were led by housing (2007–09 especially). An ARDL long-run signal turns the read into a single call.
Eight macro inputs — Dow Transports, ISM PMI, consumer sentiment, employment, building permits, the Dow’s 12-month trend and a late-cycle divergence check — each scored short-run and long-run, then summed into one MACRO BULL / BEAR read. It’s the workhorse behind the composite regime score on the front page.
Overlays ISM PMI, consumer sentiment and the VIX to time cycle entries — flagging STRONG BUY washouts (fear + a turning PMI) and BEAR exhaustion. Historically the washout-recovery signals cluster near major lows (2009, 2020). Current read is neutral: PMI expanding but sentiment momentum still negative.
A pivot framework built on the prior session’s range — prior-day high and low, the open, value-area high and low, and the equilibrium midpoint — drawn as live levels. Today’s levels extend to the right edge with labels pinned there; once the day rolls, they freeze in place so old sessions don’t pile into a wall of lines.
The detail that makes it work is how a level counts as tested. Most pivot scripts check whether price touched a level, which quietly misses gaps — price closes one side, opens the other, and never trades through. TR Pivots counts gaps as taps, so a level that price jumped is correctly marked as used rather than sitting on the chart pretending to be untested.
Of everything on this page, this is the tool with the strongest measured hit rate. The discipline behind that figure matters as much as the figure: it comes from testing every level type across a full sample, including the ones that turned out to be coin flips.
Marks body-based order blocks, then fires on a sweep-and-reclaim — price takes prior liquidity and closes back inside within two candles. COT and COC patterns are independently toggleable.
// sweep + reclaim within 2 candles sweepLow = low < ta.lowest(low[1],look) and close > ta.lowest(low[1],look) cocLong = enableCOC and sweepLow and close > open if cocLong label.new(bar_index, low, "▲")
Plots D/W/M levels where consecutive candle bodies close equal (within a tick tolerance), each with a price box and naked point-of-control. Tested levels fade to dotted but keep their label.
// equal body within tolerance ticks tol = tolTicks * syminfo.mintick equalBody = math.abs(close-close[1]) <= tol and math.abs(open-open[1]) <= tol if equalBody line.new(bar_index, close, bar_index+off, close, extend=extend.right)
Send me the exact script titles + URLs and I’ll link each one directly, with its own screenshot.
