Thanks to the One and Done strategy, I passed 12 evaluations today. 10 on Apex, 1 onMFFU and 1 on TakeProfitTrader. Sean Kozak , Jim Simmons, Jeffrey P thanks for developing and teaching the One & Done. It has been a godsend. Documentation to follow.
Watch video here: https://youtu.be/wiNVEsoDpKk?si=F9c425jZ02ezRUOD
The MTF Filter indicator is a multi timeframe “confluence of conditions” indicator which identifies directional bias, momentum, and trending conditions. The software includes multiple criteria that can be selected individually or in combination and when the criteria are met a bullish or bearish background shading color gives you an easy way to visualize the trend direction.
Here is a chart showing a moving average crossover trend:
In this example, we have chosen to define the trend direction based on a 20/50 period EMA crossover. There is no requirement to add the 2 EMAs to the chart (the MT Filter indicator performs the calculations internally) but they were added to this chart for illustration purposes. You can see how the chart background changes color when the 2 lines cross.
Here is another example using a single EMA on Renko bars:
Here the trend rule requires the entire bar to be on the correct side of the EMA in order to flood the background color (that is why some bars have no shading).
You can also shade the background based on momentum measurements. In the following example, we are using the VMLean momentum indicator (see separate post):
VMLean is a hybrid momentum indicator and it is built into the MTFilter software. In the example above, we are defining the directional bias based on whether the VMLean histogram is above or below the Zeroline (The VMLean subpanel was added just for illustration but it is not required since the MTFilter software performs the VMLean calculations internally.
Here is a full list of the available criteria included in the MT Filter software:
VMLean Histogram above/below the Zeroline
VMLean MACD BB’s above/below the Zeroline
Both VMLean histogram and MACD BB’s above/below the Zeroline
VMLean MACD BB’s above upper/below lower Bollinger Band
VMLean MACD BB’s above/below the Bollinger Band midline
Fast EMA above/below Slow MA
Close Above/Below Fast MA
Close above/below Slow MA
Low Above/High below Fast MA
Low Above/High below Slow MA
Swing Structure Trend Bias
Additional features:
You can define any combination of the above criteria or use them individually (only when all selected criteria are met will you get the shading)
You can display the background shading behind the price bars or you can place them in a subpanel
Instead of using the chart bars, you can define a higher timeframe (or even a different bartype) as input to the MA and VMLean calculations (Minute Range or Renko are supported)
You can download the zip file (see link below) so you can import the software directly into the Tickblaze platform to use in your trading. If you want to access the source code, you can find everything you need here:
https://github.com/Tickblaze/Tickblaze.Scripts.ARC.
Please like, comment and share this post so others can benefit from the free scripts in our community!
Watch video here: https://youtu.be/iNms9he3Vws?si=idp4TFzh9ys218kA
Here is a chart with the ATRForecaster loaded depicting both the Average and Maximum expected daily range based on historical ATR’s with the Fixed Levels option selected:
ATRForecaster helps answer the question “what is the expected trading range for the day?”. It calculates the maximum daily ATR over the last x-number of days and plots an upper and lower boundary on the chart, representing the anticipated maximum range for the day if the current price action remains consistent with historically observed ATR’s for that instrument. There is no guarantee that the market will continue trading in a similar range. Sometimes news shocks and other events cause price to exceed the average ATR.
The value of the ATRForecaster tool is that most of the time price stays within the ATR boundaries. So statistically speaking it is a good bet that price will not exceed this range. This information can be useful if for instance the lower boundary coincides with an important support level. Therefore, it is important to remain aware of where the expected range boundaries are located when implementing your trading strategy.
The software provides a few options regarding how to display the anticipated daily range:
How many days of history to use for the derivation of the daily range
Option to display the Average and the Maximum range based on ATR
Option to display the midpoint of the ATR range
Option to display dynamically adjusting levels or a fixed level for each day
Here is a chart with the ATRForecaster loaded depicting both the Average and Maximum expected daily range based on historical ATR’s with the Dynamic Levels option selected:
You can download the zip file (see link below) so you can import the software directly into the Tickblaze platform to use in your trading. If you want to access the source code, you can find everything you need here:
https://github.com/Tickblaze/Tickblaze.Scripts.ARC.
Please like, comment and share this post so others can benefit from the free scripts in our community!
I am looking to confirm Tickblaze’s true tick-event callback for Strategies . I am currently doing intra-bar updates to Trailing stop loss. This is on a 5min chart, so I don't want to way to update until bar close, and prefer tick based updates.. Need confirmation on how to do that and examples would be helpful.
Thank you.
I have an indicator I want to convert that relies on pulling underlying stock symbols that are part of an index to trade the index. So, the chart would be, say NQ, but I want to assess based on the top 10-15 stocks that make up NQ as the biggest influences.
I am working on converting an open source ninjascript indicator, and the strategy I wrote based on it. I would really like to get this implemented in Tickblaze, but have not found any examples of multi-symbol coding.
This is a signal system — an indicator that essentially functions as a trading system signal engine.
All the signals you see on the chart and receive can be used and are available for your trading systems.
By adjusting the settings, you can tailor the signals to your specific chart type.
Be careful: Renko settings must differ in order to produce high-quality signals. Everything is described in detail in the documentation. Study the documentation. I am waiting for your feedback.
there's a new updated version just released with improvements:
The old ATR filter (fixed tick threshold, hard to calibrate) was replaced with an ATR Ratio filter — compares current ATR vs its own long-term average, works universally across ES/NQ/CL and any timeframe without manual tuning
Memory leak fix in swing detection (O(1) instead of growing HashSet)
# AntoQQE Modern Plus — Technical Reference
Type: Overlay Indicator | Platform: Tickblaze | No-repaint: Yes
---
## Overview
AntoQQE Modern Plus is an extended signal engine built on top of AntoQQE Modern. It uses QQE (Quantitative Qualitative Estimation) as the core directional engine, layered with up to 6 configurable filters. Beyond visual arrows, it outputs ATR-based stop and target price levels readable by external strategies.
---
## Signal Logic
Base signal — QQE flip (no-repaint):
```
Long signal: QQE trend flipped to +1 on bar [i−1] (was not +1 on [i−2])
Short signal: QQE trend flipped to −1 on bar [i−1]
```
All filter checks use Close[i−1] and confirmed closed bars only. The signal never changes after the bar closes.
---
## Filter Chain
Filters are applied in sequence. Any single failure blocks the signal.
### Filter 1 — MTF EMA Direction + Buffer (always active)
Requires price to be on the correct side of the higher-timeframe EMA with a configurable dead zone:
```
Long: Close[i−1] > EMA(TrendTimeframe, TrendEmaPeriod) + Buffer
Short: Close[i−1] < EMA(TrendTimeframe, TrendEmaPeriod) − Buffer
```
### Filter 2 — MTF EMA Slope (optional)
Requires the higher-timeframe EMA to be actively moving in the signal direction:
```
Long: EMA[now] > EMA[prev] + SlopeMin ticks
Short: EMA[now] < EMA[prev] − SlopeMin ticks
```
### Filter 3 — Swing Structure (optional)
Tracks confirmed swing highs and lows on the current chart. Requires micro-trend structure to align with the signal direction:
```
Long: last confirmed swing high = HH AND last confirmed swing low = HL
Short: last confirmed swing high = LH AND last confirmed swing low = LL
```
Bypassed automatically until at least 2 swings of each type are observed (early-bar safety). Swing confirmed after SwingStrength bars on both sides — no repaint.
### Filter 4 — Momentum Trigger (optional)
Requires short-term momentum to confirm direction:
```
Long: Close[i−1] > Close[i−1−MomentumBars]
Short: Close[i−1] < Close[i−1−MomentumBars]
```
> ⚠ Not effective on Renko charts — every Renko brick is already a directional breakout. Use on time-based charts only.
### Filter 5 — ATR Regime (optional)
Skips signals when the market is compressed or inactive:
```
Signal blocked if: ATR(AtrPeriod)[i−1] < AtrMinTicks × TickSize
```
### Filter 6 — Cooldown (optional)
Enforces a minimum gap between consecutive signals. Prevents cluster entries in fast-moving conditions:
```
Signal blocked if: (current bar − last signal bar) < CooldownBars
Set CooldownBars = 0 to disable.
```
---
## Risk Output Plots
When a signal fires, two hidden plots are populated for strategy consumption:
| Plot | Value | Description |
|---|---|---|
| StopPrice | Close[i−1] ± ATR × StopAtrMultiple | Absolute stop level |
| TargetPrice | Entry ± StopDist × RiskRewardRatio | Absolute target level |
Both plots output NaN when there is no signal. Entry reference is always Close[i−1] (the QQE flip bar).
Strategy usage:
```csharp
double sig = _ind.Signal[index]; // 1 / -1 / 0
double stop = _ind.StopPrice[index]; // absolute price
double target = _ind.TargetPrice[index]; // absolute price
```
---
## Visual Plots
| Plot | Visible | Description |
|---|---|---|
| Arrows (OnRender) | Yes | Up arrow = long signal, down arrow = short signal |
| MTF EMA | Yes | Higher-timeframe EMA line |
| Upper / Lower Band | Yes | EMA ± buffer zone (dead zone boundary) |
| Signal | Hidden | Numeric signal value for strategy reading |
| StopPrice | Hidden | ATR-based stop level |
| TargetPrice | Hidden | ATR-based target level |
---
## Parameters
| Parameter | Default | Description |
|---|---|---|
| RSI Period | 14 | QQE base RSI period |
| SF | 5 | RSI smoothing factor |
| QQE Factor | 4.238 | QQE trailing band multiplier |
| Trend Timeframe (min) | 5 | Higher timeframe for EMA filter |
| Trend EMA Period | 50 | EMA period on the trend timeframe |
| Buffer (ticks) | 5 | Dead zone half-width around EMA |
| Use Slope Filter | true | Enable MTF EMA slope requirement |
| Slope Min (ticks) | 1 | Minimum EMA move per bar to qualify |
| Use Swing Filter | true | Enable swing structure requirement |
| Swing Strength | 2 | Bars each side for swing confirmation |
| Use Momentum Trigger | false | Enable momentum gate |
| Momentum Bars | 3 | Lookback for momentum comparison |
| Use ATR Filter | false | Enable ATR minimum regime filter |
| ATR Period | 14 | ATR lookback period |
| ATR Min (ticks) | 10 | Minimum ATR to allow entry |
| Cooldown Bars | 0 | Minimum bars between signals (0 = off) |
| Stop ATR Multiple | 1.5 | Stop distance = ATR × this |
| Risk/Reward Ratio | 2.0 | Target = stop distance × this |
---
## Chart Type Guide
The right filter combination depends on the chart type. Some filters are effective on Renko, others only make sense on time-based charts.
### Renko Charts (OpenProRenko, BetterRenko)
| Filter | Use | Notes |
|---|---|---|
| MTF EMA + Buffer | ✅ Always | Core filter, works on any chart type |
| Slope Filter | ✅ Recommended | EMA slope is meaningful on Renko |
| Swing Filter | ✅ Recommended | SwingStrength=2 works cleanly — Renko removes noise, swing points are clear |
| Momentum Trigger | ❌ Do not use | Every up-brick closes above the previous high by definition. The trigger is always true and adds nothing |
| ATR Filter | ⚠ Optional | ATR on Renko is relatively stable (brick size is fixed). Only useful to filter low-activity periods |
| Cooldown | ✅ Useful | Prevents re-entry on rapid consecutive bricks after a strong move |
Recommended Renko setup:
```
Use Slope Filter: true
Use Swing Filter: true (SwingStrength = 2)
Use Momentum Trigger: false
Use ATR Filter: false
Cooldown Bars: 3–5
```
---
### Minute / Time-Based Charts (1m, 5m, 15m, etc.)
| Filter | Use | Notes |
|---|---|---|
| MTF EMA + Buffer | ✅ Always | Core filter, works on any chart type |
| Slope Filter | ✅ Recommended | Filters flat EMA periods common on time-based charts |
| Swing Filter | ✅ Optional | Increase SwingStrength to 3 — minute charts are noisier, small swings are less reliable |
| Momentum Trigger | ✅ Useful | Close[i−1] > Close[i−1−N] is meaningful on time bars — price direction over N candles is a real signal |
| ATR Filter | ✅ Recommended | Very useful to block overnight/pre-market dead hours when ATR drops sharply |
| Cooldown | ✅ Useful | Prevents cluster signals during volatile news bars |
Recommended minute chart setup:
```
Use Slope Filter: true
Use Swing Filter: optional (SwingStrength = 3)
Use Momentum Trigger: true (MomentumBars = 3–5)
Use ATR Filter: true (AtrMinTicks = instrument-specific)
Cooldown Bars: 5–10
```
> Note: Do not enable Swing Filter and Momentum Trigger simultaneously as a starting point — each individually reduces signal count significantly. Add one, validate, then consider adding the second.
---
## Recommended Usage
Start with all optional filters off and compare signal frequency to AntoQQE Classic. Enable filters one at a time to understand the impact of each:
1. Enable Slope Filter → observe reduction in counter-trend noise
2. Enable Swing Filter → observe structural quality improvement
3. Enable Momentum Trigger (time-based charts only) → observe timing refinement
Running all filters simultaneously will produce very few signals. Recommended approach: use 2 filters maximum for normal trading, add a third only after validating on sufficient history.
Hi everyone,
I'm building an automated trading system that uses the Profile Pack's auction data (VAH, VAL, POC, Arb Zones, VWAP) to identify trade setups. Currently I'm extracting this data visually from screenshots, but I'd like to move to a programmatic approach for reliability and precision.
I have two questions:
1. Can a custom C# or Python indicator reference the Profile Pack indicator on the same chart and read its computed values?
Specifically, I'd like to access:
- The VAH, VAL, and POC for each auto-split sub-profile (not just the daily composite)
- Arb Zone boundaries and their status (Fresh/Tested/Broken)
- VWAP for each split segment
- Split points (where the auto-splitting algorithm divided the session)
I know the Tickblaze Scripts API allows composite indicators (one indicator referencing another). Does this work with Profile Pack, or is it a closed/opaque indicator that doesn't expose its internal data?
2. If direct access isn't possible, is there a recommended approach for exporting Profile Pack data to an external application?
For example:
- Does Profile Pack write any data to files that could be read externally?
- Is there a way to access its values through the Strategy Desktop's scripting environment?
- Any other integration path you'd recommend?
My goal is to pipe the structured auction data (exact price levels, not visual estimates) to a Python-based agent that makes trading decisions. Any guidance on the best way to bridge Profile Pack data to an external system would be hugely appreciated.
Thanks in advance!
We have published new versions of all the free Community indicators from Tickblaze.
This was needed due to a change in the the Tickblaze platform as of build # 2.0.0.97-RC.1081 which was release March 30 ,2026. These new versions should work now.
Each individual post was updated with the new version of the indicator code.
However, for your convenience, here are individual links to each one of those posts (just open the link, and download the new zip file, then import into Tickblaze):
ATRForecaster:
https://community.tickblaze.com/indicator-c-sharp/post/atr-forecaster-indicator-updated-4-1-2026-y76IUAP91LDj6Ta
AtrTrailingStops:
https://community.tickblaze.com/indicator-c-sharp/post/atr-trailing-stops-indicator-updated-4-1-2026-HC0vQRKxCzug2uB
BarCloseMarker:
https://community.tickblaze.com/indicator-c-sharp/post/bar-close-marker-indicator-updated-4-1-2026-mcvJn1SqLxwDv9R
BigRoundNumbers:
https://community.tickblaze.com/indicator-c-sharp/post/big-round-numbers-indicator-updated-4-1-2026-V5ecRWkORZ6mVcI
FairValueGaps:
https://community.tickblaze.com/indicator-c-sharp/post/fair-value-gaps-indicator-updated-4-1-2026-4e7jI8E8WAYCamo
GapFinder:
https://community.tickblaze.com/indicator-c-sharp/post/gap-finder-indicator-updated-4-1-2026-8mW5DhE1ckioCRI
HtfAverages:
https://community.tickblaze.com/indicator-c-sharp/post/htf-averages-indicator-updated-4-1-2026-qqW8OcvssqJqE6h
LeadersAndLaggers:
https://community.tickblaze.com/indicator-c-sharp/post/leaders-and-laggers-indicator-updated-4-1-2026-Vyt2tCD3WYY2UT1
MtfFilter:
https://community.tickblaze.com/indicator-c-sharp/post/mtf-filter-indicator-updated-4-1-2026-KVj55sHU6G3y7Iv
Session Indicator:
https://community.tickblaze.com/indicators-and-tools/post/new-free-indicator-master-your-day-with-session-colors-updated-4-1-Sf7rGgp1hOwYyVe
SwingStructure:
https://community.tickblaze.com/indicator-c-sharp/post/swing-structure-indicator-updated-4-1-2026-OrDSlygn3Ogg4OO
VMLean:
https://community.tickblaze.com/indicator-c-sharp/post/vm-lean-indicator-updated-4-1-2026-IUzBJ1cqxr6UdL0
I am looking to confirm Tickblaze’s true tick-event callback for Strategies . I am currently doing intra-bar updates to Trailing stop loss. This is on a 5min chart, so I don't want to way to update until bar close, and prefer tick based updates.. Need confirmation on how to do that and examples would be helpful.
Thank you.
I have an indicator I want to convert that relies on pulling underlying stock symbols that are part of an index to trade the index. So, the chart would be, say NQ, but I want to assess based on the top 10-15 stocks that make up NQ as the biggest influences.
I am working on converting an open source ninjascript indicator, and the strategy I wrote based on it. I would really like to get this implemented in Tickblaze, but have not found any examples of multi-symbol coding.
Hi everyone,
I'm building an automated trading system that uses the Profile Pack's auction data (VAH, VAL, POC, Arb Zones, VWAP) to identify trade setups. Currently I'm extracting this data visually from screenshots, but I'd like to move to a programmatic approach for reliability and precision.
I have two questions:
1. Can a custom C# or Python indicator reference the Profile Pack indicator on the same chart and read its computed values?
Specifically, I'd like to access:
- The VAH, VAL, and POC for each auto-split sub-profile (not just the daily composite)
- Arb Zone boundaries and their status (Fresh/Tested/Broken)
- VWAP for each split segment
- Split points (where the auto-splitting algorithm divided the session)
I know the Tickblaze Scripts API allows composite indicators (one indicator referencing another). Does this work with Profile Pack, or is it a closed/opaque indicator that doesn't expose its internal data?
2. If direct access isn't possible, is there a recommended approach for exporting Profile Pack data to an external application?
For example:
- Does Profile Pack write any data to files that could be read externally?
- Is there a way to access its values through the Strategy Desktop's scripting environment?
- Any other integration path you'd recommend?
My goal is to pipe the structured auction data (exact price levels, not visual estimates) to a Python-based agent that makes trading decisions. Any guidance on the best way to bridge Profile Pack data to an external system would be hugely appreciated.
Thanks in advance!
Non-Members (limited Access):
We're glad you're here! As a non-member of Tickblaze Trading Platform, you’re welcome to explore our community’s extensive collection of posts, all viewable without a membership.
Even with a free membership, you can download resources available in posts, including scripts and code, making our community a truly open-source environment. Dive in and gain valuable insights from the wealth of content shared by our members.
Members (Open Access):
However, if you wish to engage more deeply—whether it's by commenting, leaving an emoji, or sharing your own posts—you'll need to join Tickblaze Trading Platform as a member.
This can be through a free trial or a paid membership.
Becoming an active Tickblaze Trading Platform member allows you to interact fully and contribute to the knowledge and vibrancy of our trading community.
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