iVISTscalp5 IndicatoriVISTscalp5 calculates market timings up to one week in advance.
This means that the trader does not need to continuously search the market for possible entry moments. The temporal forecast is calculated beforehand and provides a structured view of the upcoming trading week.
For each forecasted timing, iVISTscalp5 can provide:
WHEN → DIRECTION → EXPECTED MOVEMENT
The trader can therefore know in advance:
The forecast is available before the future market movement takes place.
This makes iVISTscalp5 fundamentally different from indicators that generate signals only after analysing already formed price data.
The one-week-ahead forecast is not an instruction to trade every timing. It is a forward-looking temporal map of potential market activity that allows the trader to plan attention, observation and execution in advance.
iVISTscalp5 is a time-based market analysis and forecasting indicator for MetaTrader 5, developed within the VISTmany research framework.
Unlike conventional indicators that primarily analyze past price behaviour, iVISTscalp5 is designed to work with future calculated temporal structures.
The indicator provides three main forecast components:
The central forecasting object is the Liquidity Activation Point (LAP) — a calculated future temporal point associated with potential market activation.
iVISTscalp5 can display multiple timing intervals simultaneously, allowing traders and researchers to observe how different temporal scales interact.
The indicator combines Time and Price:
Time provides the forecast structure.
Price provides the market response and execution context.
Therefore, an iVISTscalp5 timing is not an automatic trade entry. It identifies a calculated period when the market may become active and gives the trader a framework for observing and evaluating the resulting price behaviour.
iVISTscalp5 is designed for both practical trading and empirical research of financial-market behaviour through time.
iVISTscalp5 calculates market timings up to one week in advance.
The forecast is calculated before the future market movement takes place. This allows the trader to see the temporal structure of the upcoming trading week in advance rather than continuously searching the chart for possible entry moments.
For each forecasted timing, the indicator provides three key parameters:
WHEN → DIRECTION → EXPECTED MOVEMENT
This means that before the market reaches the forecasted timing, the trader already knows:
The forecast then becomes the starting point for observation and analysis: when the LAP approaches, the trader observes the price reaction and determines whether the current market conditions provide a valid trading opportunity.
The one-week-ahead forecast does not mean that every timing must be traded. It provides a forward-looking temporal map of potential market activity, allowing attention, observation and execution to be planned in advance.
iVISTscalp5 calculates future temporal structures using historical market data and the selected timing parameters.
The basic process is:
Historical Market Data → Temporal Calculation → Future LAP → Direction → Expected Movement → TimeLife → Price Reaction
For each calculated LAP, the system determines:
TimeLife represents the active temporal interval associated with a LAP. Its basic boundary is determined by the LAP time and the selected timing interval.
Different timing durations represent different temporal scales. Shorter intervals can provide a more local view of potential activation, while larger intervals can describe broader temporal structures and longer-lasting market states.
When several LAPs occur close together, they can form temporal structures such as Horizontal Temporal Spectra and Vertical Temporal Structures. These structures allow the market to be studied not only through individual timings, but through their concentration, interaction and evolution.
The indicator therefore does not simply generate isolated BUY/SELL markers.
It creates a forward-looking temporal framework in which individual LAPs can be studied together with their surrounding temporal structure and subsequent price reaction.
iVISTscalp5 calculates market timings up to one week in advance.
The forecast is generated before the corresponding market movement takes place, providing a structured view of potential market activity throughout the upcoming trading week.
For each forecasted timing, iVISTscalp5 provides three key elements:
WHEN → DIRECTION → EXPECTED MOVEMENT
This means the trader can know in advance:
The forecast therefore provides more than a point on the future time axis. It gives the trader a predefined temporal framework for the coming week, helping determine when to pay attention to the market and what type of movement to observe.
When the forecasted timing approaches, the actual price reaction can be observed and evaluated in its current market context.
The one-week-ahead forecast is not a command to enter every timing. It is a forward-looking map that allows the trader to plan attention, observation and potential execution before the future market movement occurs.
iVISTscalp5 forecasts three primary characteristics of a future market event:
The indicator calculates a future Liquidity Activation Point (LAP) — a temporal coordinate where market activation may occur.
Each LAP has a calculated direction expectation:
BUY or SELL.
Direction describes the expected side of the subsequent market movement associated with the LAP.
Each LAP also has an Expected Movement measured in points.
This represents the calculated scale of the directional movement associated with that temporal structure.
These three components should always be considered separately:
WHEN ≠ DIRECTION ≠ HOW MUCH
A timing can be useful for studying when a reaction begins without necessarily producing the full expected movement.
This distinction is important for both trading and research. VISTmany research separates activation, speed of movement, maximum favourable excursion (MFE), maximum adverse excursion (MAE), directional persistence and full achievement of the expected movement rather than treating them as one measurement.
The purpose of iVISTscalp5 is therefore not to replace market analysis with a single signal.
It provides a pre-calculated temporal forecast that allows the trader to know in advance when to pay attention, which direction is expected, and what movement scale is associated with the forecast.
A Liquidity Activation Point (LAP) is the central forecasting object used by iVISTscalp5.
A LAP is a calculated future temporal point associated with a potential activation of market movement.
For each LAP, iVISTscalp5 provides:
The LAP is calculated from historical market data and the selected timing parameters. The future market price is not required to calculate the forecast.
A LAP identifies a time window for market observation. It does not guarantee that price will immediately move in the forecast direction or reach the full expected movement.
The trader observes the market reaction around the LAP and combines the temporal forecast with the current price structure.
This creates the basic VISTmany sequence:
Future LAP → Market Activation → Price Reaction → Movement
LAPs can also interact with other LAPs from the same or different timing intervals. When several temporal events become concentrated in time, they may form larger temporal structures such as Temporal Spectra, Temporal Density and multi-scale alignment.
This makes the LAP more than an isolated signal: it is a coordinate within the broader Temporal Space studied by the VISTmany methodology.
iVISTscalp5 is designed to make future temporal forecasts visible directly on an MT5 chart.
The most important elements are the Flags, Rays, timing information and price structure.
Flags identify calculated timing events on the chart.
A flag can provide information about:
The flag therefore answers the first practical question:
When should I pay attention to the market?
Rays provide a visual representation of the forecasted movement associated with a timing structure.
They help connect the temporal forecast with the price chart and make it easier to observe how price behaves after the forecasted timing becomes active.
The timing interval defines the temporal scale being studied.
For example:
7 minutes → local timing
60 minutes → broader timing structure
Larger timing durations can describe broader and longer-lasting temporal structures.
TimeLife defines the active temporal period associated with a LAP.
It allows the trader to distinguish between:
before activation → active TimeLife → after TimeLife
The end of TimeLife should not automatically be interpreted as a reversal or continuation signal. Research conducted within the VISTmany framework shows that the end of TimeLife is not, by itself, a reliable directional trigger.
Expected Movement represents the calculated scale of the forecasted directional movement.
It should not be interpreted as a guaranteed target.
A larger expected movement can be associated with larger favourable and adverse price excursions. Therefore, expected points should always be interpreted together with timing duration and the surrounding temporal structure.
Do not read one visual element in isolation.
The useful information comes from the interaction between:
Time + Direction + Expected Movement + TimeLife + Temporal Structure + Price
The central practical principle of iVISTscalp5 is the interaction between Time and Price.
The indicator does not treat time and price as competing sources of information.
Instead:
Time provides the forecast structure.
Price provides the response and execution context.
The temporal layer contains:
This layer answers:
When may the market become active?
The price layer contains the current market position and price structures displayed by iVISTscalp5.
These may include:
This layer answers:
How is price responding to the temporal structure?
A temporal event becomes more informative when it is studied together with relevant price structure.
This relationship is described within VISTmany as Time–Price Alignment (TPA).
A simplified analytical sequence is:
LAP → Price Position → Activation → Reaction → Movement
The same LAP can therefore produce different trading situations depending on where price is located when the timing becomes active.
iVISTscalp5 does not eliminate the need for price analysis.
It changes the order of attention:
First identify the temporal opportunity.
Then study the price response.
This allows the trader to observe price around a predefined future temporal structure instead of continuously searching the chart for possible entry points.
iVISTscalp5 can be used with different trading approaches. The indicator does not require every calculated LAP to become a trade.
The following models represent practical ways to study and use the relationship between timing and price.
LAP → Reaction → Entry
The trader waits for the forecasted timing and observes whether price begins to react in the expected direction.
This model is particularly suitable for shorter timing intervals.
If price has already moved strongly in the forecast direction before the LAP, entering immediately may mean chasing the movement.
Instead:
Pre-move → LAP → Pullback → Reaction
The trader waits for price to return toward a relevant timing or price reference before considering an entry.
The trader combines a future LAP with a relevant price level.
Examples include:
The purpose is to study whether market activation and price location create a meaningful Time–Price Alignment.
Instead of treating every nearby LAP as an independent signal, the trader studies the entire Temporal Spectrum.
First LAP → Spectrum → Activation → Reaction → Movement
The position of the LAP inside the spectrum can matter. Research shows that individual LAPs and spectrum boundaries often react faster than the middle of long spectra.
Several timing intervals can be displayed simultaneously.
For example:
60m + 48m + 15m + 7m
When their LAPs become concentrated in the same temporal region, the trader can study the resulting Temporal Density and directional alignment.
Larger timing intervals can provide broader temporal context, while shorter intervals can provide more precise local information.
A working research model is:
Macro Temporal Field → Central Synchronization → Local Activation → Price Reaction
This should be treated as a research-based working model, not as a rigid universal sequence.
A calculated timing creates an observation opportunity — not an obligation to trade.
The final decision remains dependent on market context, price behaviour, risk management and the trader’s execution rules.
iVISTscalp5 is designed specifically for MetaTrader 5 (MT5).
Install iVISTscalp5 through the official MQL5 Market.
After installation, open MetaTrader 5 and locate the indicator in the Navigator window.
Open the financial instrument you want to study and select the required timeframe. For detailed timing research, lower chart timeframes can be used to observe the market reaction around calculated LAPs.
Drag the indicator from the Navigator onto the chart.
The indicator will calculate and display its temporal forecast together with the selected price structures.
Choose the timing duration and historical calculation parameters.
The timing duration determines the temporal scale being studied.
Different durations can be used simultaneously by adding additional instances of iVISTscalp5 to the same chart.
For each timing structure, identify:
Time → Direction → Expected Movement → TimeLife
Then examine the current price position and surrounding price structure.
When the forecasted LAP approaches, do not automatically enter the market.
Observe:
The indicator provides a temporal forecast.
The trader decides whether the current market context provides a suitable trading opportunity.
New users should begin with a small number of timing intervals rather than immediately displaying many temporal scales.
A simple starting configuration can be:
7-minute + 60-minute
After understanding these structures, additional timing intervals can be introduced for multi-scale analysis and research.
MetaTrader 5 can also be used to investigate iVISTscalp5 systematically through historical data and the Strategy Tester.
This allows the same temporal structures to be studied across different instruments, periods and market conditions.
iVISTscalp5 can be used not only for trading, but also as an instrument for empirical research into the role of time in financial markets.
The objective is not simply to ask whether a timing was followed by a price movement.
A deeper research question is:
How does market behaviour change when different temporal structures become active?
Before examining the results, define:
The definition should not be changed after seeing the results.
The LAP, direction and Expected Movement must be determined without using future price information from the period being tested.
This preserves the distinction between:
Forecast → Observation → Result
A research dataset can include:
Individual LAPs should not be studied in isolation.
Research can examine:
The structure itself should be defined independently of the subsequent price result.
This is one of the most important principles of VISTmany research.
WHEN includes:
HOW MUCH includes:
A condition can accelerate a market reaction without necessarily increasing the probability of reaching the full expected movement.
A robust research design separates periods used to discover patterns from periods used to test them. A current VISTmany research protocol uses:
2020–2024 → Discovery
2025–2026 → Holdout
The holdout period should not be optimized after observing its results.
When a specific temporal effect needs to be separated from normal market activity, matched controls can be used.
Depending on the research question, controls can be matched by:
A potential temporal effect should be checked across different:
A result that appears only in one narrow configuration should be treated as a candidate rather than a general rule.
A hypothesis that does not survive testing is still a research result.
VISTmany therefore distinguishes between:
Confirmed findings → Working candidates → Exploratory hypotheses
This prevents statistical observations from being presented as universal laws.
The purpose of temporal research is not to find one perfect timing.
It is to understand how future temporal structure, market activation and price response interact.
The working research chain is:
Future Temporal Forecast → LAP → Temporal Structure → Market Activation → Price Response → Measured Outcome
This turns the MT5 chart into a laboratory for studying the relationship between Time and Price.
iVISTscalp5 is the principal practical and computational implementation of the VISTmany methodology for MetaTrader 5.
VISTmany studies financial markets through the interaction of Time and Price.
The methodology is organized around several connected layers:
VISTmany → TLV → LAP → Temporal Structure → Time + Price → Market Reaction
VISTmany is the research framework for studying financial-market behaviour through time, temporal structures, price structure and their interaction.
Its central principle is:
Time is the signal. Price is the reaction.
TLV (Time Language VISTmany) is the conceptual language used to describe the temporal structures identified in the research.
It provides a common terminology for concepts such as:
LAP is the central computational object of the temporal forecast.
It represents a calculated future temporal coordinate associated with potential market activation.
iVISTscalp5 makes these calculated temporal structures visible and usable directly in MT5.
iVISTscalp5 connects the VISTmany methodology with practical market analysis.
It provides:
Future Timing + Direction + Expected Movement + TimeLife + Price Structure
This allows the same framework to be used for both:
VISTLAB extends the VISTmany approach into a web-based research environment.
While iVISTscalp5 is designed for MetaTrader 5, VISTLAB provides an online environment for observing and studying temporal market structures.
The research layer examines what happens when calculated temporal structures become active.
This includes the study of:
The purpose is not to turn every observation into a trading rule.
The purpose is to determine which temporal structures are stable, which are conditional, and which require further research.
The relationship can therefore be summarized as:
VISTmany
Research framework
↓
TLV
Language and terminology
↓
LAP
Computational temporal object
↓
iVISTscalp5
MT5 implementation
↓
VISTLAB
Online research environment
↓
Empirical Research
Measurement and validation
iVISTscalp5 is therefore not an isolated indicator. It is the practical interface through which the VISTmany temporal framework can be observed, applied and investigated directly in the financial market.
The indicator is the instrument.
The methodology is the framework.
The research is the laboratory.
Continue the research: use the iVISTscalp5 FAQ for practical answers and the VISTmany terminology for definitions of LAP, TimeLife, Temporal Spectrum and Time + Price concepts.
Official indicator: iVISTscalp5 on the MQL5 Market.
iVISTscalp5 is not designed only to display historical market information.
Its fundamental feature is that it calculates future market timings in advance, up to one week ahead. These forecasts create a predefined temporal framework that can then be observed as the market develops.
This makes it possible to separate two stages:
FORECAST → OBSERVATION
The forecast exists first.
The market reaction comes later.
This distinction is fundamental to understanding the practical use of iVISTscalp5.
iVISTscalp5 calculates market timings up to one week in advance.
For each forecasted timing, the indicator provides:
WHEN → DIRECTION → EXPECTED MOVEMENT
The trader therefore does not have to continuously search the market for every possible opportunity.
The temporal forecast is already calculated.
When a forecasted timing approaches, the trader can check the current market situation, observe the price reaction and decide whether an order should be opened.
The forecast is therefore a framework for attention and observation, not an instruction to trade every timing.
The practical research process can be described as:
Future Temporal Forecast
↓
LAP
↓
Forecasted Direction & Expected Movement
↓
Market Reaches the Timing
↓
Price Reaction
↓
Observed Movement
The indicator provides the first part of this sequence in advance.
The second part can then be observed in the real market.
This allows the trader to study not only whether a timing was reached, but also how price behaved around the forecasted temporal event.
An important characteristic of the VISTmany approach is the separation between the time of calculation and the subsequent market observation.
A forecasted timing is calculated before the future period being observed.
The market is then allowed to develop normally.
This makes the resulting chart or trading video a record of what happened after the forecast was already available.
The purpose is not to reconstruct a timing after seeing the price movement.
The purpose is to observe how the market behaves relative to a temporal structure that was calculated beforehand.
The following examples illustrate how a forecasted timing can be observed in practice.
The example should show the forecast before the market reaction and then the subsequent price behaviour.
A temporal event can be studied together with the price structure displayed by iVISTscalp5.
Here the timing provides the temporal context, while the price level or channel provides the price context.
This is the practical basis of Time + Price Analysis.
Several nearby timings may form a Temporal Spectrum.
In such situations, the research question is not limited to one individual timing.
The surrounding temporal configuration can also be examined.
Different timing intervals can provide different temporal scales.
Higher timings can provide broader temporal context, while lower timings can provide greater temporal precision.
Their interaction is one of the areas studied within the VISTmany framework.
The practical history of VISTmany has been documented through a continuous connection between advance timing forecasts and subsequent real-market observations.
The process began with VISTmany timing forecasts published up to one week in advance in the project’s Telegram channels.
These forecasts were available before the corresponding future market periods occurred. The Telegram publications provide a transparent record of the forecast as it existed before the market reaction. View the Telegram forecast publication.
The next stage was the practical observation of these forecasts in the market.
Based on the forecasts published in advance, selected timing combinations were used for trading videos published on the VISTmany YouTube channel. Not every forecast was traded or recorded; the videos focused on selected combinations considered suitable for practical observation and trading.
Advance forecast → Selected timing combination → Real market observation → Trading video
In most cases, the YouTube videos also included a link to the Telegram channel where the corresponding timing forecasts had been published in advance.
This creates a direct connection between the original forecast and the subsequent market observation:
TELEGRAM
Forecast published in advance
↓
YOUTUBE
Real market observation and trading based on the forecast
↓
TELEGRAM / SOCIAL MEDIA
Video shared back with the research audience
The process was therefore not based on reconstructing a forecast after the price movement had already occurred. The forecast was published first, and the subsequent market behaviour was then observed and documented.
Over time, this process created a public archive of more than 900 trading videos based on VISTmany timing forecasts.
The value of this archive is not simply the number of videos. It is the long-term documented connection between pre-calculated future temporal forecasts and subsequent real market behaviour.
The archive provides an opportunity to examine how the VISTmany approach has been applied in real market conditions over an extended period. Open the VISTmany YouTube archive.
The forecasts and videos also became part of a broader public research trail, as video links were regularly shared through Telegram and other social-media channels.
This creates a distributed record of the development and practical use of the VISTmany methodology:
Advance Forecast → Real Market → Observation → Documentation → Public Archive
The YouTube archive is therefore not presented as a substitute for systematic statistical research. Its purpose is to preserve and demonstrate the practical history of VISTmany — how forecasts calculated in advance were subsequently observed and used in real market conditions. View a documented market observation.
Individual examples are useful for understanding the practical mechanism.
A larger collection of observations makes it possible to investigate broader questions.
For example:
These questions move the research from individual observations toward measurable properties of market behaviour.
A trading chart shows what happened in one particular situation.
The VISTmany research framework goes further by studying the structure behind many such observations.
The research sequence is:
LAP
↓
Temporal Spectrum
↓
Temporal Density
↓
Market Activation
↓
Price Reaction
↓
Observed Movement
↓
Measured Result
This makes iVISTscalp5 useful not only for practical market observation, but also as an instrument for studying the influence and behaviour of time in financial markets.
The existence of a forecast does not eliminate the trader’s role.
iVISTscalp5 identifies a future temporal opportunity and provides its forecast direction and Expected Movement.
The trader then evaluates the actual market.
A notification may indicate that a forecasted timing has arrived.
The trader can check the chart from a computer or mobile device, examine the current situation and decide:
OPEN AN ORDER
or
DO NOT TRADE
This distinction is important.
The system can define when to pay attention.
The trader decides whether the current conditions justify a trade.
Continuous market monitoring can create both a significant time burden and unnecessary psychological pressure.
A week-ahead temporal forecast changes this workflow.
Instead of constantly asking:
“Where is a possible entry now?”
the trader can work with a predefined temporal framework:
“When should I pay attention to the market?”
This can make the observation process more organized and less dependent on continuous chart watching.
Push notifications further increase mobility by allowing the trader to receive information when a forecasted timing becomes relevant and then independently evaluate the market situation.
iVISTscalp5 does not require the trader to abandon other forms of market analysis.
It can be used as an additional condition alongside:
The temporal forecast provides another question:
WHEN?
Other methods can help determine what is happening when that time arrives.
This creates a combined analytical process:
TIME → PRICE → CONTEXT → DECISION
The VISTmany approach studies the financial market from a different analytical plane.
The market is not considered only as a sequence of price changes.
It is studied through the interaction of:
TIME × PRICE
iVISTscalp5 therefore combines a forward-looking temporal layer with a price-analysis layer.
The temporal layer provides future LAPs, timing intervals, direction, Expected Movement, TimeLife and temporal structures.
The price layer provides the levels, channels and other structures required to evaluate the market reaction.
This combination makes iVISTscalp5 a complex instrument for both practical analysis and research.
VISTmany is an evolving research project.
The creators of the project continuously work on improving the system, expanding its analytical capabilities and studying new properties of temporal structures.
Research is not limited to individual timings.
It increasingly examines:
The practical indicator and the research methodology therefore develop together.
The real-market archive is one source of practical observation.
Historical testing provides another level of examination.
iVISTscalp5 can be studied using historical market data and the MetaTrader 5 Strategy Tester.
This makes it possible to move from:
VISUAL OBSERVATION
↓
SYSTEMATIC MEASUREMENT
and from individual market examples to broader empirical research.
Watch the 7-minute and 60-minute LAP timing interval example.
The purpose of iVISTscalp5 is not to tell the trader to enter the market every time a timing occurs.
Its purpose is to provide information about the future temporal structure in advance.
The practical sequence is:
ONE-WEEK-AHEAD FORECAST
↓
LAP
↓
NOTIFICATION / TIMING APPROACH
↓
MARKET OBSERVATION
↓
TIME + PRICE ANALYSIS
↓
TRADING DECISION
The trader does not have to predict everything from scratch.
The temporal framework has already been calculated.
The task is then to observe what the market does when that temporal structure becomes active.
The long-running VISTmany experience demonstrates a practical workflow in which future market timings are calculated in advance and subsequently observed in real market conditions.
The archive of more than 900 trading videos provides a substantial visual history of this process.
These examples are not presented as a substitute for systematic statistical research.
Their role is different: they show how the VISTmany methodology and iVISTscalp5 have been used in real market observation over time.
The broader research question is therefore not simply whether a single timing can be associated with a market movement.
It is how time, temporal structure and price interact when a calculated future temporal event becomes active.
This is the research direction of VISTmany.
Time provides the forecast structure.
Price provides the observable reaction.
The trader makes the decision.
The iVISTscalp5 indicator. Description of visualization tools
On the chart of any trading instrument, we know the timings (time levels) for the week ahead. Other levels on the chart are created so that the trader can easily determine where the price of any financial instrument is located in space.
Price time levels (timings) + drop prices in space = profit.
The iVISTscalp5 indicator. Scalping by time levels (timings).
SigmaMax WeeklyTREND-SigmaMin WeeklyTREND. The maximum standard deviation of the price
down and up from the weekly trend line (WeeklyTREND)
The iVISTscalp5 indicator has not only timings (time levels), but also the main levels to which the price of a financial instrument reacts. Levels and channels (daily and weekly) help us to analyze and make some decision. Today we will talk about the weekly trend and all the levels that are associated with it.
WeeklyTREND. The weekly trend line is defined in the iVISTscalp5 indicator by a dashed gray line. WeeklyTREND is the line that the price will definitely react to.
If the price moves for some time, you can build a channel. There are two channels in the indicator – daily and weekly. They are needed in order to easily determine where the price is in space at a given time. This is very important for scalping.
Now let's look at what the levels called SigmaMax WeeklyTREND and SigmaMin WeeklyTREND mean.
The maximum standard deviation of the price down and up from the weekly trend line (WeeklyTREND) is SigmaMax and SigmaMin. In another way, we can say that the distance between these gray levels is the average price movement for the week (volatility). If we go beyond the boundaries of the SigmaMax and SigmaMin levels, this is a zone of uncertainty. Very often at such moments, the price can update its extremes. Either there will be a new monthly (or weekly) maximum or minimum. Such moments are often called overbought or oversold by traders of the instrument.
How will our SigmaMax and SigmaMin levels help in trading on timings?
1) If we are above SigmaMax WeeklyTREND, ignore the buy timings, even if you then see that they worked well. We pay attention only to buy timings. Everything above is a sales area for scalping.
2) If we are below SigmaMin WeeklyTREND, ignore the sell timings. Everything below is a scalping shopping area.
3) If the price is trading between the SigmaMax WeeklyTREND and SigmaMin WeeklyTREND levels, then these levels can act as your take profit. But this is the case when the price is not far from these levels. Again, I remind you that we have a scalping system. We get a profit in a large lot with a small price movement.
4) In any case, remember that all the levels that are in the indicator, the price will definitely react to them. For example. If you have opened the sell timing, and after 600 points there is a SigmaMin WeeklyTREND level, then you close your deal at the SigmaMin WeeklyTREND level. Even if the sell timing forecast is greater than 600 points. Since there is a high probability from this level that the price can bounce up with an impulse.
By analogy with SigmaMax WeeklyTREND and SigmaMin WeeklyTREND, there is also a daily channel and a daily trend. The daily trend (DailyTREND) has the maximum standard deviation of the price down (SigmaMinDailyTREND) and up (SigmaMax DailyTREND) from the daily trend line. The daily trend on the chart is indicated by a light green dashed line.
Timing spectra
Timings is an innovative scalping system. From idea to implementation. Basic concepts of time levels (timings).