SAGE - Sigma Auction Guidance Engine
Σ  SIGMA SYNDICATE · The Level Game ← Back to the site

Sigma Syndicate · invite-only TradingView indicator

The day, read as an auction.

SAGE draws the levels that decide a session — opening range, initial balance, prior-day value, session VWAP and its σ bands, overnight range, virgin POCs — and then does the part most indicators leave to you: it says what kind of day is building, which rule is live right now, and the price that proves it wrong.

Invite-only · source protected Never repaints No win rates, no backtested claims Intraday, 30 minutes or less

01 — The context box

One card. Three ways to run it.

Every row answers a question you would otherwise answer by eye. Each read names the rule behind it, so you can disagree with it on purpose. Pick the preset that matches how you trade — the engine is identical, only what it shows changes.

Σ SAGETrade preset · ES1! · 5 min · 13:05 ET

Six rows, the key levels, and nothing else. The chip on the right is the read at a glance; the sentence beside it is the reasoning, including the number that invalidates it.

The chip in the header

BULL 5/5 is a count of how many independent reads agree — a count, never a probability. Hover it on TradingView and it names all five.

  • ▲Locationprice against prior-day value — above the value-area high, below its low, or inside
  • ▲Valuetoday's developing value area against yesterday's: higher, lower or overlapping
  • ▲30-min rulethe initial-balance break that held; a failed break votes the other way
  • ▲Profilethe shape family the session is building — P or trend up, b or trend down
  • ▲VWAPwhich side of session VWAP price is trading on

A unanimous count is a day to hold through pullbacks; two or three is a day to trade the edges. VWAP is the vote that flips fastest, which is what the σ bands are for: price can be on the right side of VWAP and two standard deviations stretched at the same time, and those are different trades.

02 — Before the bell

A plan at 08:45, not a box full of blanks.

In the last hour before the open the box becomes a pre-open brief: the gap measured against yesterday's actual close, where that puts price relative to yesterday's value, and what each opening location would mean. It is the same card, filled with the only four things that matter before there is a session to read.

Σ SAGEPre-open brief · ES1! · 08:42 ET

Real output, 7 October: ES gapped 33.25 points below the prior close and opened below value, so the 80% rule was live from the first bar.

03 — On the chart

Levels that stop at the close, titled where they end.

Every level is drawn for the session it belongs to and stops at the bell instead of running across the week. Titles sit at the end of their own line; levels on the same price share one title rather than printing on top of each other.

ES1!5 min · New York · one session

04 — What it reads

Eight reads, each traceable to a rule.

The day's profile, tracked live

The opening relationship calls a shape. SAGE re-reads the developing profile every 30 minutes and tells you whether the day is confirming that call or building a different one — and by the close the verdict is final, never "forming". A trend day has to earn the name: price must reach the IB x2 extension and close holding that end of the range. A wide range on its own does not qualify.

DPbBT▲T▼

The 30-minute rule

A break of the initial balance that holds for a full 30 minutes is acceptance and opens the extension targets. A close back inside is a failed break and points at the IB midpoint. Both states are chipped and alerted.

The 80% rule

Open outside prior-day value, then trade back inside and hold it, and the far side of value comes into play. SAGE counts the closes for you and marks the price that kills the setup.

Session VWAP with σ bands

VWAP anchored to the opening bell, with two bands around it. Each band has its own multiplier, and the band itself is measured three ways: as standard deviations, as a thin ribbon that tracks VWAP closely, or as a percent of VWAP. Set band two to zero to hide it. Which side of VWAP price is trading on is one of the five votes behind the header chip; the bands say how stretched that side already is.

above = ▲ voteσ · ribbon · %multiplier per band

Poor highs and lows

Two or more 30-minute periods sharing the session extreme is an auction that never finished. It draws as a blue band at that price — the kind of level price tends to come back for.

Virgin POCs

Prior sessions' points of control that price has not traded back through, kept for 60 sessions, ranked by distance, and removed on first touch.

The volume read

The current bar against the average bar of this session, with the live bar projected to its full period so it compares fairly. After the close it switches to the day against its own 30-day average.

One alert stream

IB acceptance and failure, opening-range breaks, 80% rule in play, success and failure, untested POC touched, profile confirmed or changed — all on a single "Any alert() function call" alert, or individually if you prefer.

05 — The watchlist

Five symbols, the same three reads.

SAGE Scan runs the same engine on ES, NQ, SPY, QQQ and NVDA at once — the profile letter the session is building, the 80% rule, and the 30-minute rule — each on that symbol's own bars, so one glance tells you whether a move is index-wide or confined to one name.

Σ SCAN · sample output, after the close
SymbolProfile80%30-min

06 — Settings

Every switch does something.

Layout

Preset, dashboard position, text size, price-scale tags, level titles, and how many minutes before the bell the brief appears.

Session

Auto-detects the day session from the instrument — equity index, stocks and ETFs, energy, metals, treasuries, grains — or set your own, in any display time zone.

Levels

Opening range and targets, initial balance and extensions, prior-day high/low, value area and POC, floor pivots, VWAP with its two bands, virgin POCs, overnight range, poor highs and lows, shading.

Rules

Hold time for the 30-minute rule, hold measured by close or wick, value-area percentage, live profile tracking and how many periods confirm it, and the volume read.

Access

Free with The Level Game, by request.

SAGE is published invite-only: the source is protected, and access is granted per account. Every rule in the box is a chapter in the book — the indicator is the book, running on your chart.

01 — Request

Open the script page on TradingView and send a private message with your TradingView username.

02 — Added

Your username is added to the script's access list. It then appears under Invite-only scripts in your indicator menu.

03 — Run it

Add it to a 1- to 30-minute chart, pick a preset, and set one alert on "Any alert() function call".

tradingview.com/script/TbB9leFQ-SAGE-Sigma-Auction-Guidance-Engine/

SAGE reports the auction. It does not predict, it does not claim a hit rate, and it will not place a trade for you. Futures and options trading carries substantial risk. See our full risk disclaimer.