Asian — Indicators and Strategies

A+++ 30min OB + 5min MSS Strategy Identify OB on 30min Find last bullish/bearish candle before strong move Mark the OB zone with proper box (body-to-wick or full candle) Wait for price to return to this 30min OB Wait for 5min Market Structure Shift (MSS) Look for break of structure (BOS) inside 30min OB zone Bullish: Break of last 5min lower high Bearish: Break of last 5min higher low Refine entry at 5min Order Block After MSS, wait for price to pull back into 5min OB (refined entry) Enter on rejection candle or confirmation within 5min OB Risk Management SL: Below 5min structure low (swing low) TP: Fixed 1:5 RR or to next liquidity/supply/demand zone Optional Confluences (Improve Win Rate): Volume spike during MSS Killzone timing (London or NY open) EQH/EQL or liquidity sweep before MSS

London ORB + Session High/Low + FVG London ORB + Session High/Low + FVG 📘 Script Description: London ORB + Session High/Low + Fair Value Gap This script is designed to assist intraday traders during the London session open by combining: 🕒 1. Opening Range Breakout (ORB) Captures the high and low of the first 15-minute candle after the London open (08:00–08:15 GMT). Draws lines and labels for the ORB High and Low levels. Detects breakouts above or below the ORB and plots a triangle signal at the breakout bar. 🌐 2. Asian & US Session Levels Automatically marks the highs and lows of the Asian (00:00–06:00 GMT) and US (13:30–20:00 GMT) sessions. Useful for identifying prior session liquidity zones, key support/resistance levels, and potential reaction areas. 📉 3. Fair Value Gaps (FVG) Highlights imbalances in price action between non-overlapping candles (also known as FVGs or inefficiencies). Draws a shaded box between candles where gaps exist: Green for bullish FVGs Red for bearish FVGs 🔔 4. Alert Support Optional alerts are built in for: Long breakout (price breaks above ORB) Short breakout (price breaks below ORB) 🎯 Use Case Perfect for: Day traders looking to capitalize on early volatility at the London open Traders using liquidity-based strategies, retests, or gap-fills Visualizing and aligning with prior session highs/lows for structure and context

ICT Asian Range and Killzones This TradingView indicator highlights key trading sessions and their price ranges on a chart. It identifies the Asian Range and the Killzones for both the London Open and New York Open sessions. Here’s a brief breakdown: Asian Range: Defines the high and low price levels during the Asian trading session (between the specified start and end hours, default 00:00 to 04:00 UTC). Plots horizontal lines to mark the highest and lowest prices reached during the Asian session. Adds labels showing the values of these high and low points after the session ends. London and New York Killzones: Identifies the “Killzones” or key trading windows for the London Open (default 06:00 to 09:00 UTC) and the New York Open (default 11:00 to 14:00 UTC). Tracks the high and low price levels within these windows and plots rectangles ("boxes") on the chart to visualize these ranges. The boxes are color-coded and customizable, indicating potential areas of high market activity or volatility. Customizable Visuals: Users can adjust the colors, border widths, and other visual properties for better clarity and chart integration.

Session Times Description: This indicator simply when enabled will draw dashed lines at each of the session openings. This is based on UTC+1 Time. There will be lines at 00:00 & 08:00 (Asian Session), lines at 08:00 & 13:00 (London Session) and finally lines at 13:00 & 00:00 (New York Session). Potential Use: There are many ways you could use this indicator to benefit your trading, but the best way I find is that it makes it clear where the previous highs and lows are of a session, which are potential areas you could trade off. Obviously, there are many other ways you can use this to help you. How The Script Works: The way the script works isn't too complicated as it is only a short script. Simply it firstly calculates what are the weekdays (Whenever it isn't Saturday or Sunday). Then from there simply finds the times which I mentioned above, and adds a vertical dashed line there. Future Updates: In the future I will mainly be looking to make the indicator more customisable. Firstly, I will look to make it so that the user can adjust the times that the lines are drawn at so it still works wherever you are in the world. I would also like to make it so the user can choose the colour of the lines. If you have any other additions you would like added to this, then feel free to message me.

Range Box (Nephew_Sam_)Version 1 Creates a box around a specified time range with the ability to extend the lines to a later time. Next update: - Background in box - Remove historical boxes - Extend lines in future instead of only till current price There's similar but complex indicators out there, I'll leave this code as open source and you have permission to reuse and not credit me.

Black-Scholes Options Pricing Model This is an updated version of my "Black-Scholes Model and Greeks for European Options" indicator, that i previously published. I decided to make this updated version open-source, so people can tweak and improve it. The Black-Scholes model is a mathematical model used for pricing options. From this model you can derive the theoretical fair value of an options contract. Additionally, you can derive various risk parameters called Greeks. This indicator includes three types of data: Theoretical Option Price (blue), the Greeks (green), and implied volatility (red); their values are presented in that order. 1) Theoretical Option Price: This first value gives only the theoretical fair value of an option with a given strike based on the Black-Scholes framework. Remember this is a model and does not reflect actual option prices, just the theoretical price based on the Black-Scholes model and its parameters and assumptions. 2)Greeks (all of the Greeks included in this indicator are listed below): a)Delta is the rate of change of the theoretical option price with respect to the change in the underlying's price. This can also be used to approximate the probability of your option expiring in the money. For example, if you have an option with a delta of 0.62, then it has about a 62% chance of expiring in-the-money. This number runs from 0 to 1 for Calls, and 0 to -1 for Puts. b)Gamma is the rate of change of delta with respect to the change in the underlying's price. c)Theta, aka "time decay", is the rate of change in the theoretical option price with respect to the change in time. Theta tells you how much an option will lose its value day by day. d) Vega is the rate of change in the theoretical option price with respect to change in implied volatility . e)Rho is the rate of change in the theoretical option price with respect to change in the risk-free rate. Rho is rarely used because it is the parameter that options are least effected by, it is more useful for longer term options, like LEAPs. f)Vanna is the sensitivity of delta to changes in implied volatility . Vanna is useful for checking the effectiveness of delta-hedged and vega-hedged portfolios. g)Charm, aka "delta decay", is the instantaneous rate of change of delta over time. Charm is useful for monitoring delta-hedged positions. h)Vomma measures the sensitivity of vega to changes in implied volatility . i)Veta measures the rate of change in vega with respect to time. j)Vera measures the rate of change of rho with respect to implied volatility . k)Speed measures the rate of change in gamma with respect to changes in the underlying's price. Speed can be used when evaluating delta-hedged and gamma hedged portfolios. l)Zomma measures the rate of change in gamma with respect to changes in implied volatility . Zomma can be used to evaluate the effectiveness of a gamma-hedged portfolio. m)Color, aka "gamma decay", measures the rate of change of gamma over time. This can also be used to evaluate the effectiveness of a gamma-hedged portfolio. n)Ultima measures the rate of change in vomma with respect to implied volatility . o)Probability of Touch, is not a Greek, but a metric that I included, which tells you the probability of price touching your strike price before expiry. 3) Implied Volatility: This is the market's forecast of future volatility . Implied volatility is directionless, it cannot be used to forecast future direction. All it tells you is the forecast for future volatility. How to use this indicator: 1st. Input the strike price of your option. If you input a strike that is more than 3 standard deviations away from the current price, the model will return a value of n/a. 2nd. Input the current risk-free rate.(Including this is optional, because the risk-free rate is so small, you can just leave this number at zero.) 3rd. Input the time until expiry. You can enter this in terms of days, hours, and minutes. 4th.Input the chart time frame you are using in terms of minutes. For example if you're using the 1min time frame input 1, 4 hr time frame input 480, daily time frame input 1440, etc. 5th. Pick what style of option you want data for, European Vanilla or Binary. 6th. Pick what type of option you want data for, Long Call or Long Put. 7th . Finally, pick which Greek you want displayed from the drop-down list. *Remember the Option price presented, and the Greeks presented, are theoretical in nature, and not based upon actual option prices. Also, remember the Black-Scholes model is just a model based upon various parameters, it is not an actual representation of reality, only a theoretical one. *Note 1. If you choose binary, only data for Long Binary Calls will be presented. All of the Greeks for Long Binary Calls are available, except for rho and vera because they are negligible. *Note 2. Unlike vanilla european options, the delta of a binary option cannot be used to approximate the probability of the option expiring in-the-money. For binary options, if you want to approximate the probability of the binary option expiring in-the-money, use the price. The price of a binary option can be used to approximate its probability of expiring in-the-money. So if a binary option has a price of $40, then it has approximately a 40% chance of expiring in-the-money. *Note 3. As time goes on you will have to update the expiry, this model does not do that automatically. So for example, if you originally have an option with 30 days to expiry, tomorrow you would have to manually update that to 29 days, then the next day manually update the expiry to 28, and so on and so forth. There are various formulas that you can use to calculate the Greeks. I specifically chose the formulations included in this indicator because the Greeks that it presents are the closest to actual options data. I compared the Greeks given by this indicator to brokerage option data on a variety of asset classes from equity index future options to FX options and more. Because the indicator does not use actual option prices, its Greeks do not match the brokerage data exactly, but are close enough. I may try to make future updates that include data for Long Binary Puts, American Options, Asian Options, etc.