by 
Calculates the standard Money Flow Index (MFI) oscillator alongside an exponential moving average signal line in a separate pane. The script visually highlights trend conditions through dynamic ribbon filling, optional difference histogram bars, and overbought
Indicator · Pine Script v6 · Own pane
FracDiff Z NQ 5m Filter Lab
A fractional differencing Z-score oscillator in a separate pane, set up for testing optional entry filters on five-minute Nasdaq futures charts.
GitHub stars1on the repository
Pine versionv6current
Lines of code267
Settings35inputs
LicenceNone stated
Last update4 months ago15 Jun 2026
Add It to Your TradingView Chart
- 1Copy the scriptPress Copy script above. It reads the file straight from GitHub.
- 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
- 3Paste over the templateCreate a new indicator, select all of the template text and paste. Press Save and give it a name.
- 4Add it to the chartPress Add to chart, then adjust the settings with the gear icon next to its name.
Source Code
The code stays on GitHub. The author has not published this script under an open licence, so ForexR does not show its code. Copy script reads the file straight from GitHub into your clipboard, so you can still try it on your own chart. Ask the author before reusing the code anywhere else.
Overview
Signal modes include the base snapback, a volume-exhaustion mode, a conservative mode and an early mode. Filters cover a trend-versus-stable regime check using ADX, EMA slope and consecutive highs or lows, volume spikes, an absorption proxy and reversal candles. Risky or still-expanding signals can be flagged.
- Fractional differencing Z-score core
- Four signal modes
- Trend versus stable regime filter
- Volume exhaustion and absorption filters
- Reversal candle confirmation
Details
Published by
qmqvt44stq-del on GitHub
Type
Indicator, Pine Script v6
Draws
Separate pane below the chart
Category
Mean reversion, Oscillators & momentum, Volume
Markets
Indices
Timeframes
M1-M5
Risk Notes
No repainting, lookahead or stacked entries were found in its code or README. That says nothing about how well it works: test it first.
Settings
The inputs you can change from the gear icon on the chart. Defaults are the author's.
| Setting | Type | Default | Variable |
|---|---|---|---|
| Integration Order (d) | float | 0.71 | d |
| Lag Truncation (N) | int | 130 | N |
| Price Source | source | hlc3 | src |
| Z Lookback | int | 60 | z_len |
| Deviation Band (σ) | float | 2.618 | band_w |
| Extreme Multiplier | float | 1.05 | extreme_mult |
| Z Entry Threshold (σ) | float | 2.618 | z_entry |
| Z Exit Reference (σ) | float | 0.0 | z_exit |
| Signal Mode | string | Original | signal_mode |
| Require STABLE for Entries | bool | true | use_regime_filter |
| Allow Entries in TREND (test) | bool | false | allow_trend_entries |
| ADX Length | int | 14 | adx_len_reg |
Show all 35 settings
| Setting | Type | Default | Variable |
|---|---|---|---|
| ADX Trend Threshold | float | 25.0 | adx_trend |
| EMA Slope Length | int | 20 | ema_slope_len |
| EMA Slope Threshold | float | 0.15 | ema_slope_thr |
| Z Extended Bars (trend) | int | 3 | z_ext_bars |
| HH / LL Consecutive Bars | int | 3 | hhll_bars |
| Trend Score Threshold | int | 2 | trend_score_thr |
| Enable Volume Exhaustion | bool | true | use_vol_exhaust |
| Volume SMA Length | int | 20 | vol_len |
| Volume Spike Multiplier | float | 1.5 | vol_mult |
| Close Off Extreme (wick fraction) | float | 0.35 | wick_pct |
| Enable Absorption Proxy | bool | true | use_absorption |
| Short-Term High/Low Lookback | int | 10 | abs_lookback |
| Max Body / Bar Range | float | 0.35 | body_thresh |
| Close Away From Extreme | float | 0.25 | close_edge |
| Enable Reversal Candle | bool | true | use_reversal |
| Include Engulfing Logic | bool | false | use_engulf |
| Mark Risky Signals | bool | true | show_risky |
| Mark Z Still Expanding | bool | true | show_expanding |
| Large Bar vs ATR | float | 2.0 | large_bar_atr |
| Skip 9:30–10:00 | bool | true | skip_open_30 |
| Show Z Line | bool | true | show_z_line |
| Show Entry Labels | bool | true | show_labels |
| Show TREND / STABLE Table | bool | true | show_regime_lbl |
Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.
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