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Volatility Heatmap Bands [PickMyTrade]━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT IT DOES ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Volatility Heatmap Bands fits a log-normal distribution to recent price returns and draws a statistically calibrated price envelope — then colours every bar by where it sits inside that envelope. Simple version: the red band at the top is the "overbought wall." The cyan band at the bottom is the "oversold wall." When bars turn red, price is statistically stretched toward the top. When bars turn cyan, price is statistically stretched toward the bottom. The colour tells you whether a move is normal or extreme — without reading a single number. Three layers power every calculation: ▸ Log-Normal Drift (μ) — rolling mean of log-returns, representing the direction price is diffusing ▸ Volatility (σ) — rolling standard deviation of log-returns, updated every bar ▸ Itô Correction (−½σ²) — converts the arithmetic mean to a geometric mean, required for continuous-time price models. Without this, the envelope is systematically biased upward The result is a probability corridor that widens in volatile markets and tightens in calm ones — automatically, with no manual adjustment. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ THE HEATMAP EXPLAINED ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Each bar is coloured by a single value: the normalised position of close within the 10th–90th percentile envelope. position = (close − 10th band) / (90th band − 10th band) 0.0 → close is at or below the 10th band → deep cyan 0.5 → close is at the midpoint → neutral 1.0 → close is at or above the 90th band → deep red This is not a momentum oscillator and not RSI. It is a spatial measure of where price sits inside its own forward-projected distribution. A deep-red bar means the current close is in the top decile of the statistically projected range — not that it is rising fast, but that it has reached a zone that is historically reached only 10% of the time. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SIGNALS — ▲ LONG / ▼ SHORT ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ A breakout signal fires when price exits the N-bar channel: ▲ Long — close breaks above the highest close of the last N bars ▼ Short — close breaks below the lowest close of the last N bars An optional trend filter (slow EMA gate) removes counter-trend signals: • Longs only when close is above the trend EMA • Shorts only when close is below the trend EMA Signals appear as small triangles on the chart. They are not trade recommendations — they mark a structural breakout that coincides with a momentum expansion, for the trader to act on within their own framework. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ VOLATILITY REGIME DETECTION ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ σ is compared to its own rolling distribution via a percentile rank: ≥ 75th percentile of σ → High Vol regime (subtle orange background) 25th – 75th → Normal regime (no tint) < 25th percentile of σ → Low Vol regime (subtle blue background) Why it matters: the same breakout signal in a High Vol regime carries a wider envelope and therefore a different risk profile than the same breakout in Low Vol. The background tint makes the regime visible at a glance. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT MAKES IT DIFFERENT ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Most volatility bands (Bollinger, Keltner, Donchian) are constructed from past price movement around a moving average. They describe where price has been. VHB projects forward. The envelope is calculated at the current close and extended H bars into the future using the fitted distribution. The bands show where price is statistically likely to be in H bars — not where it has been. Consequence: in a trending market the bands tilt with the drift. In a mean-reverting market the bands remain flat. The geometry of the envelope changes with market character, not with arbitrary multiplier choices. The Itô correction is not a cosmetic detail. In continuous-time finance, the expected log-price grows at μ − ½σ², not μ. Omitting the correction causes the upper band to overstate likely price levels by an amount that grows with σ² — small in calm markets, significant during volatility expansion. VHB applies the correction on every bar. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO USE IT ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 1. Apply to any liquid instrument — futures (MNQ, NQ, ES, CL, GC), forex pairs, crypto 2. Choose your timeframe: • 1m / 5m — scalping, intraday momentum • 15m / 1H — intraday swing • 4H / Daily — positional 3. Read the heatmap first: • Cyan bars near the lower band → price is statistically cheap relative to its own distribution • Red bars near the upper band → price is statistically expensive 4. Wait for a signal ▲ / ▼ to confirm directional intent 5. Use the info panel (bottom-right) to monitor CDF Score, σ/bar, regime, and band levels in real time 6. Set alerts via the Alerts tab for Long Signal, Short Signal, or Regime changes ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SETTINGS REFERENCE ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ | Input | Default | Purpose | |---|---|---| | Fit Lookback | 100 | Bars used to estimate μ and σ | | Holding Horizon | 10 | Bars forward the distribution is projected | | Breakout Channel | 20 | N-bar high/low for signal detection | | Trend Filter | ON | EMA gate — removes counter-trend signals | | Trend EMA Length | 200 | Slow EMA period for directional gate | | Show Outer Bands | ON | 10th and 90th percentile lines | | Show Median | ON | 50th percentile — Itô-corrected drift line | | Show Inner Bands | OFF | 25th and 75th percentile lines | | Fill Band | ON | Dark fill between 10th and 90th | | Heatmap Bar Colour | ON | Cyan–red gradient by envelope position | | Highlight Regime | ON | Subtle background tint by volatility regime | | Show Info Panel | ON | Live σ, CDF score, drift, bands, signal | ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ NOTES ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ • Requires at least Fit Lookback bars of history before the first band appears • Works on any asset class; continuous instruments (futures, forex) show the cleanest log-return distribution • The indicator does not repaint — all band values are calculated from confirmed closed bars • Signals use close for channel calculation — no lookahead bias • This tool is for research and educational purposes only. It is not financial advice.
Индикатор Pine Script®
от PickMyTrade_Official
Whale Liquidity and Absorption Profile [AlgoAlpha]🟠 OVERVIEW The Whale Liquidity and Absorption Profile maps intrabar buying, selling, delta, and absorption activity into stacked horizontal profiles. It samples lower timeframe volume data inside each chart candle, then groups that activity into price bins to show where aggressive participation and absorption occurred across a configurable lookback range. The script separates strong and weak activity using a percentile-based strength filter. It also builds a delta heatmap, absorption profile, historical absorption heatmap, and local absorption zones. Together, these components help traders identify where liquidity entered the market, where imbalance formed, and where price may react again. 🟠 CONCEPTS Intrabar Sampling — Lower timeframe volume and directional data are requested using request.security_lower_tf() to reconstruct buying and selling activity inside each chart candle. Strength Filter — Intrabar volume samples are ranked by percentile. Volumes above the selected percentile threshold are classified as strong activity while lower values are treated as weak activity. Delta Profile — Buy volume minus sell volume calculated per price bin. Positive delta shows aggressive buying while negative delta shows aggressive selling. Absorption Volume — Bullish volume occurring in upper wicks and bearish volume occurring in lower wicks. This is used to estimate where opposing liquidity absorbed incoming pressure. Price Bins — The full price range inside the lookback is divided into vertical bins. All volume, delta, and absorption calculations are aggregated into these bins. Absorption Peaks — Local highs in the absorption profile compared against neighboring bins. These areas are drawn as support and resistance zones. 🟠 FEATURES Multi-Layer Volume Profile — Displays stacked buying and selling activity across price levels. • Separates strong bullish, weak bullish, weak bearish, and strong bearish volume. • Optional strong-only mode hides weak participation and normalizes the profile using only strong activity. Delta Heatmap — Displays signed delta values directly inside each profile cell. • Positive delta highlights dominant buying pressure. • Negative delta highlights dominant selling pressure. Absorption Profile — Aggregates wick-based absorption activity into a separate horizontal profile. (Buys at high wicks, Sells at low wicks) Historical Absorption Heatmap — Creates rolling 5-bar heatmap snapshots to show where historical absorption accumulated over time. Absorption Zones — Detects local absorption peaks and projects them across the chart as potential reaction areas. Strong Activity Bubbles — Marks the strongest intrabar buying and selling events directly on price using percentile-ranked bubble tiers. 🟠 HOW TO USE Load 2 instances of the indicator to bypass box drawing limits and use both the Absorption heatmap and the profiles. Watch for stacked strong bullish volume combined with positive delta — this can show aggressive participation entering a price region. Watch for stacked strong bearish volume combined with negative delta — this can show heavy selling pressure dominating a level. Use absorption zones as areas where price previously encountered opposing liquidity — these zones may act as future reaction points. Compare delta against absorption — strong positive delta with heavy upper-wick absorption can indicate trapped buyers or resistance. Use the historical absorption heatmap to locate repeated liquidity interaction zones that price continues to respect over time. Increase profile resolution for tighter price detail and reduce it for broader structural zones. Enable strong-only mode to isolate high-participation liquidity events and remove weaker intrabar activity from the profile. 🟠 CONCLUSION Whale Liquidity and Absorption Profile combines intrabar volume profiling, delta analysis, and wick-based absorption detection into a single structured framework. The indicator separates strong and weak participation while mapping where liquidity was absorbed across price levels. This gives traders a clearer view of imbalance, participation strength, and potential reaction zones inside the current market structure.
Индикатор Pine Script®
от AlgoAlpha
2
Historical Liquidity Proximity Heatmap [LuxAlgo]The Historical Liquidity Proximity Heatmap indicator highlights historical swing levels closest to the current price, using a volumetric heatmap to visualize potential areas of support and resistance. One buy-side and sell-side volume-weighted average is also returned to provide clear breakout indications. 🔶 USAGE This tool is designed to identify where significant liquidity resides by tracking historical pivot points and sorting them based on their proximity to the current price. By focusing on levels nearest to the market, traders can see a real-time "map" of potential structural obstacles or targets. 🔹 Identifying Liquidity Clusters The indicator plots dots representing the nearest historical pivot highs (above price) and pivot lows (below price). When multiple dots are tightly packed together, it indicates a significant liquidity zone where historical price action was concentrated. The color of these dots is determined by the volume recorded at the time the pivot was formed: High-Contrast Colors: Represent pivots formed on high volume, suggesting stronger institutional interest or "heavier" liquidity. Low-Contrast Colors: Represent pivots formed on lower volume, which may represent lighter liquidity zones. 🔹 Level Tests and Sweeps Traders can monitor how price reacts as it approaches the nearest dots. If price touches a dot and immediately rejects, it confirms the historical level as active resistance or support. A "Liquidity sweep" occurs when price moves rapidly through one or more dots, clearing the nearest historical structures before a potential reversal or continuation. 🔹 Breakouts and Volumetric Averages The indicator includes two dashed lines representing the Volume-Weighted Swing Average of the displayed liquidity points. Volume-Weighted Highs: A dotted red line representing the average price of the nearest P pivot highs, weighted by their historical volume. Volume-Weighted Lows: A dotted green line representing the average price of the nearest P pivot lows, weighted by their historical volume. A breakout above or below these Volumetric Averages suggests that the market has cleared the weighted "supply" or "demand" of the immediate vicinity, often leading to increased volatility. 🔶 DETAILS The script maintains a historical buffer of pivots. On every bar, the script filters all stored pivots to identify those currently above the price (highs) and those currently below the price (lows). These filtered levels are then sorted by price distance. The top P closest levels are selected for display. This ensures that the heatmap always focuses on the most relevant price levels regardless of how far the market has moved from older structures. The color themes (Viridis, Magma, etc.) are perceptually uniform, meaning the transition from low-volume colors to high-volume colors is mathematically linear to the human eye, making it easier to gauge relative "liquidity weight" at a glance. 🔶 SETTINGS 🔹 Pivots Pivot Left/Right Length: Determines the sensitivity of the pivot detection. Larger values find more significant structural swings, while smaller values find more frequent, minor levels. Historical Buffer Size: Controls how many historical pivots the script stores in memory. A larger buffer allows the script to track older historical levels. 🔹 Display Number of Points (P): Sets the maximum number of closest levels to display and include in the Volumetric Average calculation. Dot Transparency: Adjusts the visibility of the heatmap dots on the chart. Color Theme: Allows selection between different heatmap palettes (Viridis, Inferno, Magma, Plasma, Cividis, Turbo) to represent volume intensity.
Индикатор Pine Script®
от LuxAlgo
5
RSI & MACD MTF Station [v2c_cha]Overview The RSI & MACD MTF Heatmap Station is a comprehensive, all-in-one momentum and trend analysis tool designed to eliminate chart clutter. Traditionally, traders relying on Multi-Timeframe (MTF) analysis must either split their screens into multiple layouts or flood their indicator panels with overlapping "spaghetti" lines. This indicator solves that problem by consolidating the Relative Strength Index (RSI) and Moving Average Convergence Divergence (MACD) across 9 different timeframes into a single, compact visual Heatmap. Core Concepts & Calculations This indicator relies on the standard mathematical formulas for RSI (default 14 periods) and MACD (default 12, 26, 9). However, its core value lies in how it processes and displays this data: Non-Repainting MTF Data: All higher-timeframe data is fetched using barmerge.lookahead_off and barmerge.gaps_off to ensure strict compliance with non-repainting rules. What you see on historical bars is exactly what would have printed in real-time. Visual Anchoring: To display both the current RSI and current MACD lines harmoniously in the same pane without skewing the scale, the MACD line is mathematically anchored to the RSI's 50-level (neutral line). How to Read the Heatmap Dashboard The dashboard is a 9-column by 3-row matrix located in the corner of your screen, covering timeframes from 1-minute to 1-Month. Row 1 (RSI - Extreme Momentum): This row measures whether an asset is mathematically overbought or oversold. 🔴 Red (RSI >= 70): Overbought. The asset is extended to the upside in this specific timeframe. 🟢 Green (RSI <= 30): Oversold. The asset is extended to the downside. ⚫ Dark Gray (31-69): Neutral. The asset is flowing within normal momentum boundaries. Row 2 (MACD - Trend Direction): This row measures the overarching trend control based on the MACD main line crossing the Zero line. 🟢 Green (MACD > 0): Bullish trend control. 🔴 Red (MACD < 0): Bearish trend control. Practical Trading Application (Top-Down Analysis) This tool excels at spotting high-probability continuation setups by aligning the macro-trend with micro-momentum pullbacks. Example Setup (The Buy Dip): A trader observing a 5-minute chart looks at the dashboard. The MACD row shows Green for the 1H and 4H timeframes, indicating a strong macro bullish trend. However, the RSI row shows Green (< 30) for the 5m and 15m timeframes. This tells the trader that while the macro trend is up, there is short-term panic/oversold conditions. This alignment provides a mathematical, rules-based area to look for long entries (buying the dip) in the direction of the macro trend. Key Features & Customization Fully Customizable: You can change the lengths and smoothing periods for both the RSI and MACD. Dashboard Positioning: Move the heatmap to any corner of the screen to fit your layout. Decluttered Charting: By default, only the current timeframe's RSI and MACD lines are plotted, while all MTF data is neatly organized inside the heatmap. Disclaimer: This indicator is for educational and analytical purposes only. It does not provide financial advice or guarantee profitable trades. Always combine momentum and trend indicators with proper risk management and price action analysis.
Индикатор Pine Script®
от v2c_cha
Heatmap Liquidity Zones [BigBeluga]🔵 OVERVIEW Heatmap Liquidity Zones is a higher-timeframe volume heatmap tool designed to reveal where liquidity is concentrated inside institutional ranges. Instead of plotting a traditional volume profile, this indicator builds a dynamic heatmap across each selected higher-timeframe candle. It highlights high-volume price clusters, filters significant liquidity zones, and extends them forward as actionable support/resistance levels. The result is a clean liquidity map that visualizes where participation is strongest — and where reactions are most likely to occur. 🔵 CORE CONCEPT HTF Range Segmentation — Each higher-timeframe candle (D/W/M or custom) defines a new accumulation range. ATR-Based Adaptive Binning — Vertical bin size is derived from ATR to maintain consistent resolution across volatility regimes. Volume Density Mapping — Volume is distributed into price bins and normalized relative to the highest-volume bin. Liquidity Filtering — Only bins exceeding a configurable percentage threshold are promoted to active liquidity levels. Self-Cleaning Zones — Liquidity levels automatically disappear once breached by price. 🔵 HOW IT WORKS 1️⃣ Higher-Timeframe Reset Logic When a new selected HTF candle begins, the previous range is finalized. A new accumulation range starts from that bar. High and Low are tracked dynamically throughout the segment. 2️⃣ ATR-Based Bin Construction ATR defines the vertical bin size (ATR × Multiplier). The total range is divided into up to Max Bins. This ensures bin resolution adapts automatically to volatility. 3️⃣ Volume Distribution For each completed segment, volume is distributed into bins based on proximity to bin midpoint. Volume per bin is normalized relative to the maximum bin. Each bin is assigned a heat color based on relative density: Low Density → Purple Mid Density → Cyan High Density → Yellow 4️⃣ Liquidity Zone Creation If a bin exceeds the Liquidity Filter %, it becomes a tracked liquidity level. Liquidity levels extend forward as horizontal lines. The thickness is controlled by Liquidity Level Width. Stronger zones display larger markers and percentage labels. 🔵 HEATMAP VISUAL STRUCTURE Completed segments display full heatmap boxes across the range. Active segment updates in real time. Color intensity reflects liquidity concentration. High-density zones stand out clearly for institutional reference. 🔵 OPTIONAL MOVING AVERAGE Optional smoothing MA overlay (SMA, EMA, RMA, WMA, VWMA). Hidden by default. Can be used for confluence with liquidity zones. 🔵 KEY FEATURES Higher-timeframe segmented liquidity mapping. ATR-based adaptive resolution. Three-stage heatmap gradient. Configurable liquidity filtering. Auto-expiring support/resistance levels. Dynamic zone thickness based on volume strength. Real-time developing heatmap. Optional MA overlay. 🔵 HOW TO USE Focus on yellow (high-density) zones for strongest liquidity pools. Watch reactions at filtered liquidity levels. Use HTF segmentation (Weekly/Monthly) to identify institutional positioning. Combine with breakout tools for liquidity sweep setups. Lower ATR multiplier → more granular liquidity clusters. Higher Liquidity Filter % → only strongest zones remain. 🔵 INTERPRETING LIQUIDITY High density near highs → potential distribution. High density near lows → potential accumulation. Clustered zones → compression areas before expansion. Thin zones → low participation, faster price movement potential. 🔵 CONCLUSION Heatmap Liquidity Zones transforms higher-timeframe volume into a structured liquidity map. By combining ATR-adaptive binning, density-based heat gradients, and intelligent liquidity filtering, it highlights where institutional participation is concentrated — and where meaningful reactions are most likely. This makes it especially powerful for identifying liquidity pools, sweep zones, and structural turning points.
Индикатор Pine Script®
от BigBeluga
6
Thermal Candlestick Spectrogram [Jamallo]The Thermal Candlestick Spectrogram replaces flat, binary candlesticks with a heat-mapped view of price density. Every bar radiates outward from a white-hot core through layers of orange, red, and deep amber — the same way thermal imaging reveals intensity beneath a surface. The result is a chart that doesn't just show you what price did, it shows you how concentrated that move was. How It Works A 7-layer gradient stack is anchored to each candle's midpoint and expands symmetrically toward the edges of the body. Transparency increases with each outer layer, creating a natural falloff that mimics heat dissipation: White-yellow core — maximum density at the center of the body Orange-red mantle — transitional layers that reveal the spread of price action Dark outer boundary — a near-transparent edge that lets candles breathe without hard lines Fading wicks — a dual-layer vertical fade that tapers wicks naturally toward the High and Low extremes, reducing visual noise Anti-aliased price dot — a precision close marker with a subtle white halo for clean real-time tracking Design & Performance The entire effect runs on a fixed 9-plot architecture (7 body layers + 2 wick layers), keeping script weight low and render performance stable even alongside other indicators. No dynamic loops, no repainting — just a clean, deterministic stack that works across all timeframes and instruments. Visual Comparison Traditional flat candles vs. the Thermal Spectrogram — same data, entirely different depth.
Индикатор Pine Script®
от Jamallo22
2
Liquidity Thermal Map [JOAT]Liquidity Thermal Map Introduction The Liquidity Thermal Map is an overlay indicator that identifies and visualizes liquidity pockets — price zones where trapped participants are likely clustered — and ranks their significance using a heat-mapped color scale driven by volume and price range data. Rather than treating all swing highs and lows equally, it weights each zone by the liquidity activity present at that pivot bar, then applies power-law contrast stretching so that the most significant zones immediately stand out from background noise. The goal is not to predict where price will go. The goal is to surface which untested zones carry the most liquidity weight, so a trader can make their own informed decisions about potential targets or areas of interest. --- Core Concepts 1. Pivot Detection Zones are seeded at confirmed swing pivots using Pine Script's built-in pivot functions: pivH = ta.pivothigh(high, leftPiv, rightPiv) pivL = ta.pivotlow(low, leftPiv, rightPiv) A pivot high marks a bar where bears may have been trapped above — price reached that level, reversed, and left unfilled orders behind. A pivot low marks the mirror situation for trapped bulls. The left bars and right bars inputs control how many confirming bars are required on each side, balancing sensitivity against noise. 2. Liquidity Metric and Heat Normalization Each pivot is scored using one of three selectable metrics: Vol x Range (default): volume * (high - low) * 100 — rewards bars with both high volume and wide price movement Volume only: raw volume at the pivot bar Range only: the high-low spread at the pivot bar Raw scores are normalized across all active pockets using a rolling min-max calculation: norm = (metric - min) / (max - min) heat = math.pow(norm, heatContrast) The power-law contrast stretch (controlled by the Heat Contrast input) compresses lower-significance pockets toward zero and expands higher-significance ones toward one. A contrast value below 1.0 spreads pockets more evenly; above 1.0, only the highest-scoring pockets register strong color. 3. Zone Construction Each pocket is drawn as a box: Short liquidity pocket (at a pivot HIGH, bears trapped above): top = pivotHigh + ATR * bandWidth, bottom = pivotHigh Long liquidity pocket (at a pivot LOW, bulls trapped below): top = pivotLow, bottom = pivotLow - ATR * bandWidth ATR scaling ensures band width adapts to current volatility rather than using a fixed pip or point value. Short pockets color from yellow (low heat) through deeper yellows. Long pockets color from a faded cyan through solid cyan-blue. Both gradients are computed with color.from_gradient(heat, 0, 1, faded_base, solid_base) , making the heat ranking immediately readable at a glance. 4. Three-State Lifecycle Every pocket passes through a defined state machine: Active: The zone is untested. The box extends rightward each bar by the Extend Bars amount, keeping it visible on the current chart. Hit (Frozen): Triggered when price sweeps through the midpoint of the zone (high >= midpoint AND low <= midpoint on the same bar). The box stops extending, color fades, and the label is removed — signaling that the pocket has been swept and liquidity likely absorbed. Expired: When a pocket's age exceeds the Lookback setting without being hit, it is removed entirely and all associated arrays are cleaned up. This lifecycle gives real-time feedback: solid, bright zones are intact and untested; faded zones have been swept; only the most recent, significant pockets within your lookback window are visible. 5. Scale Legend A 24-cell gradient table is drawn on-chart running from the short liquidity color to the long liquidity color, providing a continuous reference for the heat scale being applied to all visible pockets. --- Features Pivot-anchored liquidity zones for both long and short trapped-participant scenarios Three selectable liquidity metrics: Vol x Range, Volume only, Range only Power-law contrast stretching for visual prioritization of high-significance zones ATR-scaled zone width that adapts to current market volatility Three-state lifecycle (Active → Hit → Expired) per pocket with visual state changes Dual-color gradient system — cyan-blue for long pockets, yellow for short pockets On-chart 24-cell heat scale legend Configurable max pocket count to manage chart performance Visual toggles for boxes, labels, and the legend table --- Input Parameters Pivot Left Bars (default 10): Bars required to the left of a pivot for confirmation. Higher values = fewer, more significant pivots. Pivot Right Bars (default 5): Bars required to the right of a pivot for confirmation. Increasing this delays detection but improves pivot quality. Lookback / Max Age (default 200): Maximum bar age before a pocket expires and is removed. Max Pockets (default 50): Upper limit on simultaneous active pockets. Reducing this improves performance on lower-end charts. ATR Length (default 14): Period for the ATR calculation used in band width scaling. ATR Band Width (default 0.5): Multiplier applied to ATR to set zone height. Higher values create wider zones. Extend Bars (default 50): How many bars ahead each active pocket box extends on each update. Heat Contrast (default 0.5): Power-law exponent for contrast stretching. Values below 1.0 spread pockets more evenly; above 1.0 increases contrast between high and low scoring zones. Metric Mode: Selects the liquidity scoring metric — Vol x Range, Volume, or Range. Show Boxes / Show Labels / Show Legend: Individual visibility toggles for each visual component. --- How to Use Identifying high-priority zones: Bright, fully saturated boxes represent the highest-scoring untested liquidity pockets within your lookback window. These are the zones where the most volume-weighted trapped participants may be present. Tracking swept zones: When a box fades, the pocket has been hit — price moved through its midpoint. Faded zones can serve as reference for areas that have already seen liquidity absorption. Adjusting sensitivity: Increasing the left/right pivot bars reduces the total number of pivots detected, focusing only on more structurally significant swing points. Decreasing them creates a denser map suitable for shorter timeframes. Interpreting the legend: The 24-cell scale legend in the corner maps the full gradient range, from the lowest-heat short pocket color to the highest-heat long pocket color. Timeframe considerations: On higher timeframes (4H, Daily), fewer pivots form and each carries more weight. On lower timeframes, tightening the ATR band width and increasing heat contrast helps reduce visual clutter. --- Limitations Pivot detection is inherently lagging — a pivot is only confirmed after the right-side bars have closed, meaning the zone is plotted some bars after the pivot actually formed. The liquidity metric scores a pocket by activity at the pivot bar itself , not the full swing sequence leading to it. A pivot formed on a single high-volume bar will score higher than one formed over a gradual, multi-bar move. Volume data quality varies by broker and data feed. On instruments with unreliable or synthetic volume (some forex pairs, CFDs), the Vol x Range metric may not reflect true market participation. The indicator does not account for partial fills or iceberg orders. A zone being "hit" means price swept through the midpoint — it does not confirm full liquidity absorption. No indicator, including this one, predicts future price movement. A high-heat untested zone is an area of potential interest, not a guaranteed reversal or reaction point. Performance may degrade on very active charts with high Max Pocket settings. Reduce Max Pockets if chart rendering slows. The heat scale is relative to the current set of visible pockets. Adding more historical data (longer lookback) changes the normalization range and will recolor all currently visible pockets. --- Originality Statement Most liquidity mapping tools mark swing highs and lows with equal visual weight — every pivot gets the same line, box, or label. This indicator departs from that approach in three ways: First , each pocket is scored by the product of volume and price range at its pivot bar (or volume/range alone as alternatives), producing a liquidity significance score rather than a binary present/absent mark. Second , power-law contrast stretching is applied to the normalized scores, which means the visual encoding (color saturation) is non-linear. Minor pockets compress toward the faded end of the gradient; truly significant pockets expand toward the saturated end. This is a deliberate perceptual design choice — not simply coloring zones by value, but stretching the gradient to maximize discriminability at the high end. Third , the three-state lifecycle (Active → Hit → Expired) treats each pocket as a dynamic object that responds to price action in real time. The visual state change on hit provides immediate feedback without requiring the trader to manually track which levels have been tested. The combination of significance scoring, contrast-stretched heat mapping, and lifecycle state management in a single overlay tool is the core contribution of this indicator. --- Disclaimer This indicator is provided for informational and educational purposes only. It does not constitute financial advice, investment advice, or a recommendation to buy or sell any asset. Past behavior of price around liquidity zones does not guarantee future behavior. All trading involves risk. You are solely responsible for your own trading decisions. -Made with passion by officialjackofalltrades
Индикатор Pine Script®
от officialjackofalltrades
Clear_vision_AS331. ЧТО ПОКАЗЫВАЕТ ИНДИКАТОР Индикатор отображает: 📈 Цена • 1ч / 4ч / 24ч изменения 💵 Объём • 1ч / 4ч / 24ч • 7 дней (отдельная строка) 📊 Open Interest (OI) • 1ч / 4ч / 24ч 💸 Фандинг • текущий funding 📊 Статус рынка • интерпретация структуры 🔥 Сила (Score) • агрегированное давление ⸻ 2. ЛОГИКА СТАТУСА Статус — это режим рынка, а не сигнал ⸻ 🟢 Сильный рост • цена ↑ • OI ↑ • объём ↑ 👉 continuation возможен ⸻ 🟠 Рост без OI • цена ↑ • OI ↓ 👉 разгрузка → риск разворота ⸻ ⚪ Боковик • цена и OI без движения 👉 RANGE ⸻ 🔵 Снижение с разгрузкой • цена ↓ • OI ↓ 👉 фиксация → возможен отскок ⸻ 🔴 Слабость, OI растёт • цена ↓ • OI ↑ 👉 набор шортов → опасность лонга ⸻ 🟡 Слабость, разгрузка • цена ↓ • OI ↓ 👉 рынок выдыхается ⸻ 🔴 Объём слабый 👉 нет ликвидности = нет сделки 3. ЛОГИКА СИЛЫ (SCORE) Сила = сумма: • цена (1ч, 4ч) • объём (24ч, 7д) • OI (1ч, 4ч) 4. HEATMAP ⸻ 🔥 Сила • зелёный = давление вверх • красный = давление вниз ⸻ 📊 Статус • зелёный = тренд • оранжевый = дисбаланс • серый = range • красный = слабость ⸻ 📉 Метрики • мягкая подсветка: • минус → красный/оранжевый • плюс → зелёный 👉 не перебивает текст — это правильно 5. ОБЯЗАТЕЛЬНЫЕ ИНДИКАТОРЫ НА ГРАФИКЕ Твой индикатор — это дашборд, а не источник данных ⸻ ОБЯЗАТЕЛЬНО: 1. OI • Open Interest Suite (Leviathan) ⸻ 2. Liquidations • Liquidations Aggregated ⸻ 3. Volume Profile • VRVP ⸻ 4. Funding Ты используешь: 👉 ru.tradingview.com 6. КАК РАБОТАТЬ ⸻ Чек-лист: 1. Где цена? • край / середина 2. Были ли ликвидации? 3. Что делает OI? 4. Статус? 5. Сила? ⸻ Примеры: ✅ Лонг • ликвидации вниз • OI не растёт • сила растёт ⸻ ❌ Не вход • сила высокая • но OI падает → разгрузка
Индикатор Pine Script®
от AS_333
Market Correlation Matrix [NikaQuant]Market Correlation Matrix A real-time correlation dashboard that displays Pearson correlation coefficients between the current chart symbol and up to 6 user-defined comparison symbols. ═══ FEATURES ═══ • Track correlations for up to 6 symbols simultaneously (default: BTCUSDT, GOLD, SPX, DXY, US10Y, QQQ) • Heatmap-colored table with intuitive color coding from strong positive (green) to strong negative (red) • Correlation change tracking — see how correlations are shifting over a configurable lookback period • Visual strength bars showing absolute correlation magnitude at a glance • Signal classification labels: STRONG+/-, MOD+/-, WEAK+/-, NEUTRAL • Built-in alerts for strong positive/negative crosses (±0.7) and zero-line crosses • Fully customizable: table position, text size, all colors, border styling ═══ HOW IT WORKS ═══ The indicator calculates Pearson correlation over a user-defined period (default: 50 bars) between the chart’s close price and each comparison symbol’s close price. It then renders a compact table showing: 1. Symbol — Ticker of the comparison asset 2. Corr — Current correlation value (-1 to +1) 3. Change — How much the correlation shifted vs N bars ago (with directional arrows) 4. Strength — Block-style visual bar representing absolute correlation 5. Signal — Classification from NEUTRAL to STRONG+/- ═══ SETTINGS ═══ Symbols: Configure up to 6 comparison symbols (leave blank to skip) Correlation Period: Lookback length for Pearson calculation (default: 50) Change Lookback: Compare current vs past correlation (default: 10 bars) Display: Table position, show/hide title Style: Full color customization for heatmap, headers, borders, and change indicators ═══ ALERTS ═══ • Strong positive correlation cross (above +0.7) per symbol • Strong negative correlation cross (below -0.7) per symbol • Any symbol crossing the zero line ═══ USE CASES ═══ • Monitor intermarket relationships in real time • Identify regime changes when correlations break down or strengthen • Confirm or filter trade setups using cross-asset correlation context • Track USD, bonds, equities, and crypto correlations from a single chart
Индикатор Pine Script®
от NikaQuant
AG Pro Liquidity Heatmap [AGPro Series]AG Pro Liquidity Heatmap Overview / What it does AG Pro Liquidity Heatmap is a visual liquidity-mapping tool designed to project areas where resting stop interest is more likely to be concentrated. Instead of focusing on a single pattern or a one-bar signal, this script builds a forward-looking heatmap from clustered pivot behavior and displays that information as persistent horizontal liquidity bands on the chart. The core idea is simple: repeated reactions around similar price levels often create zones where traders place stops, breakout orders, or defensive exits. When those levels begin to cluster, they can become structurally important. This script converts that clustering behavior into a heat score and renders it as layered Fire / Ice bands so traders can quickly identify where liquidity concentration may be building above or below current price. The script is not built as a prediction engine, and it does not attempt to claim where price must go next. Its purpose is to help traders organize the chart, monitor the nearest active liquidity bands, and understand which nearby levels appear more saturated, more persistent, or already mitigated. In that sense, it is best used as a market-structure context tool rather than as a standalone entry model. This script is also intentionally different from traditional support/resistance overlays, breakout detectors, and liquidity sweep labels. It does not merely mark recent highs and lows. It clusters pivot-derived levels, weights them into a dynamic heat score, extends them cleanly to the right side of the chart, and then updates or extinguishes them as price interacts with those zones. Unique Edge The unique edge of this script is that it treats liquidity as a developing field rather than a static line. A normal horizontal level script may show one prior high or one prior low. AG Pro Liquidity Heatmap instead tracks repeated pivot concentration, merges nearby levels into composite zones, scores those zones, and then visualizes the result as a layered heat structure. A second differentiator is the lifecycle logic. Once a band has been interacted with, the script does not leave every level unchanged forever. Depending on the selected behavior, a zone can fade or be removed after liquidity is taken. This helps reduce visual clutter and keeps the chart focused on currently relevant liquidity structures rather than a permanently accumulating archive of old levels. A third differentiator is presentation. The script is designed to produce a clean forward projection area with right-extending heat bands, readable labels, Fire / Ice theme control, a functional heatmap panel, and an optional EQ Magnet line that tracks the balance area between the nearest active upper and lower liquidity bands. The goal is not only analytical clarity, but also a chart layout that remains readable during live use. Methodology 1) Pivot detection The script first identifies pivot highs and pivot lows using user-defined left and right pivot lengths. These pivots are treated as candidate liquidity reference points. 2) Cluster merging If a new pivot forms close enough to an existing level, based on an ATR-driven merge distance, the script merges that information into the existing zone rather than creating unnecessary duplication. This allows nearby pivots to accumulate into a stronger composite band. 3) Heat scoring Each zone receives a heat score. Repeated clustering increases that score. When volume weighting is enabled, pivots formed with relatively stronger volume can contribute more heavily to the final score. This does not reveal actual order book liquidity, but it can provide a useful proxy for where market attention and stop concentration may be stronger. 4) Layered rendering Each active zone is rendered as a multi-layer horizontal band. The band thickness and saturation scale with heat score, which makes stronger zones visually heavier than weaker ones. This helps the chart communicate intensity without requiring the user to read every value manually. 5) Liquidity lifecycle When price reaches a zone, the script can either fade it or remove it depending on the selected extinguish mode. Optional mitigation tracking can leave a visual reminder of where liquidity was taken. This behavior is important because it keeps the heatmap adaptive rather than static. 6) Balance tracking When both upper and lower active liquidity bands are available, the script can display an EQ Magnet line between the nearest bands. This is not a target call. It is a contextual balance reference that can help visualize the midpoint of the currently nearest active liquidity field. States & Visual Elements - Fire bands represent upper liquidity concentration derived from pivot highs. - Ice bands represent lower liquidity concentration derived from pivot lows. - Stronger zones become visually denser and more prominent as heat score rises. - Zone labels display side, heat score, and price information in either compact or detailed mode. - The Heatmap Panel summarizes active band count, nearest zones, strongest zones, heat balance, last sweep information, and the current extinguish behavior. - The EQ Magnet line highlights the midpoint between the nearest active upper and lower bands when enabled. - Optional mitigation tracks can remain on the chart after liquidity is taken. How to use it This script is generally most useful as a context layer. Many traders may choose to use it in one of three ways: - to map where price may interact with nearby liquidity concentration, - to judge whether the closest active field is above or below current price, - to avoid taking impulsive decisions directly into dense opposing liquidity. The script can also be useful for chart organization. Traders who already use trend tools, structure tools, or trigger models may use the heatmap as a location filter. For example, a setup forming directly into a strong opposing liquidity band may deserve more caution than a setup developing in cleaner space. Key Inputs Pivot Left / Right Bars Controls how pivots are detected. Smaller values can produce more frequent zones; larger values can make the structure more selective. Cluster Merge Distance (ATR) Defines how close pivots must be to merge into the same liquidity band. Lower values keep zones more separated; higher values create broader clustering. Volume-Weighted Mode Allows higher-volume pivots to contribute more strongly to heat score. This is a proxy weighting mechanism, not direct order-flow confirmation. Minimum Heat Score To Show Filters out weaker zones from the visual display. Visual Saturation Score Controls how quickly the visual intensity reaches its maximum appearance. Base Band Height and Horizontal Band Density Shape the visual footprint of each zone and determine how rich or minimal the rendered band structure appears. Label controls Allow the user to choose label mode, font size, theme, label offsets, and label density. Panel controls Allow the user to change panel visibility, location, theme, and font size. Liquidity Taken Behavior Determines whether mitigated zones fade or are removed. Limitations & Transparency This script does not access order book data, exchange liquidation feeds, or hidden liquidity information. The displayed heatmap is derived from chart-based pivot clustering and optional volume weighting. For that reason, the bands should be understood as technical liquidity proxies rather than direct measurements of real resting orders. The heat score is also relative to the script's own internal logic. It is a ranking mechanism inside this model, not an absolute market-wide score. A higher score means a zone has accumulated more structural weight within the selected settings; it does not guarantee a reaction. Like any chart tool based on pivots, the behavior of the script depends on the chosen timeframe, the selected sensitivity inputs, and the structure of the instrument being analyzed. Lower timeframes can create more noise, while higher timeframes can produce fewer but broader zones. The EQ Magnet line is a contextual midpoint reference only. It should not be interpreted as a fixed target, a required destination, or a directional forecast. Risk Disclosure This script is a visual analysis tool for chart study and trade planning. It is not financial advice, not an execution system, and not a promise of future price behavior. Liquidity zones can fail, be overrun, or be ignored by price entirely. No indicator should be used in isolation. Traders should consider market structure, volatility, risk management, execution quality, and their own process before making trading decisions. Always test settings carefully and use position sizing appropriate to your own risk tolerance.
Индикатор Pine Script®
от AGProLabs
4
[uPaSKaL] Momentum Structure CandlesMomentum Structure Candles Momentum Structure Candles is an intrabar-based framework built to show how momentum develops inside each higher timeframe bar. Instead of reducing momentum to a single line or value, the script reconstructs the internal structure of the bar using lower timeframe data and displays it as a momentum candle. The result is a structural view of direction, stability, expansion, and internal pressure. 🔹 What It Shows Traditional momentum tools focus on outcome. Momentum Structure Candles focuses on formation. Two bars can close in the same direction while having completely different internal behavior: one builds smoothly one expands early and fades one confirms late one remains internally mixed This script helps reveal: whether momentum is building cleanly or fragmenting whether pressure is stable or unstable whether late-bar activity confirms or weakens the move whether the bar is structurally directional or internally rotational 🔹 Intrabar Momentum Reconstruction The script requests lower timeframe OHLC data and converts it into momentum-relative values using a configurable lookback. Those intrabars are then aggregated into a synthetic momentum candle that represents the internal structure of the active bar. This allows you to read: momentum range internal pullbacks final position within the structure balance versus expansion 🔹 Last-Bar Magnifier The magnifier expands the current bar into its lower timeframe momentum structure, making it easier to read how the candle is forming in real time. Useful for: tracking acceleration or slowdown during bar development spotting late confirmation versus late failure avoiding over-reliance on the final candle close 🔹 Volume-Weighted Momentum Momentum can optionally be weighted by volume to distinguish between: low-participation movement stronger momentum backed by active participation similar structures with different internal conviction 🔹 Anchored Mode The script can also run in anchored cumulative mode. In this mode, momentum is accumulated and reset on a selected anchor period, creating a session-style structural model similar to a cumulative flow framework. This is useful for: tracking persistent directional pressure identifying compounding momentum spotting early loss of structure after expansion 🔹 Heatmap Context An optional heatmap normalizes current momentum strength relative to recent conditions, helping highlight: strong expansion versus ordinary movement active versus passive conditions high-energy momentum regimes 🔹 Phase Analysis The current bar can be split into: Early Mid Late This helps answer a key question: When was momentum strongest inside the bar? It can reveal: early push followed by failure late expansion after consolidation internal transitions hidden by the final close 🔹 Additional Notes Built from lower timeframe structure, not standard price candles Includes optional Light and Dark visual themes Best used for structural reading, timing, and execution context 🔹 Practical Use Cases confirm whether a move is structurally strong or only visually strong detect weakening momentum before price structure shifts evaluate continuation versus exhaustion analyze pullbacks as corrective or structural monitor the live development of the active bar combine with liquidity, structure, or SMC-based execution models 🔹 Final Note Momentum Structure Candles is not built to replace price. It is built to expose the internal momentum architecture that standard candles hide. By reconstructing intrabar structure, optionally weighting by volume, supporting anchored cumulative behavior, and providing a real-time magnifier, the script turns momentum into a readable structural process rather than a compressed output.
Индикатор Pine Script®
от uPaSKaL
[Kpt-Ahab] HeatMap FusionWhat is “HeatMap Fusion”? HeatMap Fusion merges RSI, Volume Trend, ROC and an enhanced SuperTrend into one stacked heat-map. Smooth colour gradients reveal—at a glance—whether each component is bullish, neutral, or bearish, without cluttering the chart with multiple separate panes. Key Features Multi-indicator heat-map Three symbols with volume- or price-based colouring. RSI, ROC and SuperTrend share the same colour scale → instant market-breadth read-out. View switcher – choose RSI, ROC, SuperTrend, Volume SMA, Up/Down Volume or ALL from a single dropdown. Six colour schemes (red⇅green, purple⇅blue, etc.) for both light and dark layouts. Optional RSI divergence detection. Heikin-Ashi–driven SuperTrend plus Rapid Volatility Trend lines. Performance-optimised – only three request.security() calls for the selected symbols. Inputs Group Core settings Indicator Layer to display Color Scheme (Heatmap) 6 presets Symbol 3 tickers, volume/price mode, look-back length RSI Period, MA type, BB width, divergence flag Volume Trend SMA length, up/down columns ROC Period & intensity threshold SuperTrend Two ATR sets, Heikin-Ashi on/off (Every parameter is commented inside the script.) How to Use Add the script to any chart. Set SymCal to on when your symbol has real volume data (futures, ETFs, equities). Replace the three default tickers with your own—e.g. ES1!, ZB1!, CL1! for a macro setup. Pick a colour scheme; Purple ⇅ Blue looks great on dark backgrounds. Choose ALL for the full heat-map with labels, or isolate any single layer via the dropdown. Notes The heat-map lives in the main pane on fixed Y-bands (0 – 70). Do not enable Auto-Fit scaling. If a symbol has no volume, SymCal = on yields no colouring—switch it off to fall back to price-based gradients.
Индикатор Pine Script®
от Kpt-Ahab
Heatmap of NIFTY Top 40 This indicator provides a comprehensive real-time Heatmap Dashboard for the top 40 stocks in the NIFTY index. It is designed to give traders an instant visual snapshot of market breadth, sentiment, and individual stock momentum directly on the chart. (TV has 40 script constraints) Key Features: Visual Heatmap: Displays 40 top NIFTY stocks in a color-coded grid. Cells transition from bright green (strong bullish) to bright red (strong bearish) based on percentage changes, allowing for instant pattern recognition. Weighted Market Bias: Instead of a simple average, the script calculates market bias using weighted averages (assigning higher weights to heavyweights like Reliance and HDFC Bank). It classifies the market state as Bullish, Bearish, or Neutral. Performance Modes: Users can toggle between Daily and Weekly performance views to analyze different timeframes. 🔥 Top Movers Highlight: Automatically identifies the session's top gainer (🔥) and top loser (❄️), displaying them prominently in the header and highlighting them within the grid. 🔄 Sorting Options: Features a "Sort Order" setting to arrange the dashboard by "Top Gainers" or "Top Losers," making it easy to spot momentum leaders. Detailed Data: Each cell displays the Symbol Name, Current Price, and Percentage Change. Customization: Fully adjustable settings for table position (Top Right, Bottom Left, etc.) and text size. How to Use: Add this script to your chart to monitor the internal strength of the NIFTY index. Use the "Weighted Avg" and "Market Bias" metrics in the header to determine the overall trend direction, and use the heatmap grid to spot sectoral strength or individual stock breakouts. Credit & Attribution: This script is based on the original concept and logic of NIFTY - Heatmap by DhayalRamK.
Индикатор Pine Script®
от kingshukghosh71
5
Gravity Reactor [by Oberlunar]Gravity Reactor is a structural trading engine built around one central idea: price does not move only in trend or only in reversion, but continuously oscillates around a dynamic gravity center. This center is computed from the fast/mid/slow moving-average stack, and the script measures the gravity gap as the ATR-normalized distance between price and that centroid. From there, the model evaluates whether the market is in compression, directed expansion, or overstretched displacement. The rationale is to distinguish between two very different situations that are often confused by conventional indicators. A move away from gravity can be the start of a real expansion, or it can be an exhaustion event ready to mean-revert. For that reason, Gravity Reactor does not rely on simple MA crosses or isolated momentum spikes. It combines gravity distance, stack alignment, distance velocity, volume pressure, and multi-timeframe agreement into a single structural score. This score is then interpreted through two operative regimes: Thrust, when compression releases into a confirmed directional move, and Snapback, when price reaches an extreme displacement and shows signs of absorption or rebalancing. Visually, the script puts gravity in the foreground through lane heatmaps that display local gravity and higher-timeframe gravity states side by side, so the trader can immediately see whether the chart is aligned, fragmented, or overstretched across scales. The goal is to detect where the price stands relative to its internal market geometry and whether that displacement is being reinforced or rejected. Oberlunar ◉✦
Индикатор Pine Script®
от oberlunar_tr
2
Price Memory Heatmap [BullByte]Price Memory Heatmap - Dynamic Support & Resistance Through Market Memory Price Memory Heatmap visualizes where markets remember. It identifies price levels where repeated reactions have occurred, measures their intensity through a proprietary heat system, and displays them as dynamic zones that strengthen with each new reaction and naturally fade when the market moves on. This is not a combination of existing indicators. It is a unified analytical framework built around one original concept: price levels accumulate heat from confirmed reactions and lose heat through exponential decay when untouched. The result is a self-organizing, self-cleaning map of historically significant price zones that evolves with every bar. --- WHAT THIS INDICATOR DOES Price Memory Heatmap tracks price levels where significant market reactions have occurred. Each level is treated as a living entity with memory: → Gains heat when price reacts at it (confirmed pivots and wick rejections) → Loses heat over time when untouched (exponential decay) → Displays visual intensity proportional to accumulated reaction history → Gets removed automatically when its heat falls below a minimum threshold → Classifies real-time price behavior at each zone (Rejection, Sweep, Break, Retest, Absorption) The indicator tracks up to 20 memory levels simultaneously and displays only the most significant ones based on heat intensity and reaction count. Zones are color-coded from cool (low activity) to hot (high activity), giving instant visual hierarchy of level importance. Key outputs: → Heat-mapped zones showing historical reaction intensity → Classification labels (Developing, Active, Strong, Dominant) → Hit count showing total confirmed reactions at each level → Relative volume multiplier showing conviction behind reactions → Level age tracking (Fresh, Seasoned, Veteran) → Real-time behavior detection integrated into zone labels → Summary dashboard ranking all active levels by heat --- WHY THIS INDICATOR EXISTS Traditional support and resistance tools draw static lines. They cannot tell you whether a level was tested once or ten times, whether reactions were backed by strong volume or weak, whether the level was formed yesterday or months ago, or how price is currently interacting with that level. Price Memory Heatmap addresses each of these gaps through a single cohesive system: PROBLEM: "Is this level significant?" → SOLUTION: Heat intensity and classification tier tell you immediately. A Dominant zone with 8 hits is far more significant than a Developing zone with 2 hits. PROBLEM: "Was there conviction behind reactions at this level?" → SOLUTION: Relative volume multiplier shows whether reactions attracted above-average volume (e.g., 2.3x means 2.3 times the average bar volume). PROBLEM: "Is this level still relevant?" → SOLUTION: Exponential decay naturally fades untouched levels. If the market has forgotten a level, the indicator forgets it too. PROBLEM: "How is price interacting with this level right now?" → SOLUTION: Real-time behavior detection classifies the current interaction as Rejection, Sweep, Break, Retest, or Absorption. PROBLEM: "How old is this level?" → SOLUTION: Age tracking categorizes each level as Fresh (recently formed), Seasoned (survived multiple decay cycles), or Veteran (persistent structural significance). --- HOW PRICE MEMORY WORKS The lifecycle of a memory level: BIRTH - A confirmed pivot swing (high or low) creates a new memory level, or merges into a nearby existing level if one exists within the merge distance. REINFORCEMENT - Each subsequent reaction at the level adds heat. Reactions with above-average volume add proportionally more heat. The level's price adjusts as a weighted average of all reactions. DECAY - Every bar without a reaction, the level's heat is multiplied by the decay rate (default 0.992). This creates a natural half-life where untouched levels gradually lose prominence. DEATH - When heat falls below the death threshold (default 0.08), the level is permanently removed. This keeps the chart clean and focused on relevant levels. The heat value drives everything: → Zone color intensity (hotter = more prominent visual) → Classification tier (Dominant, Strong, Active, Developing) → Dashboard ranking (sorted by heat, hottest first) → Glow effect intensity (stronger glow on high-heat zones near price) Additionally, wick rejections are detected as secondary reaction sources. When a candle wicks into an existing level and rejects (closes away), it adds heat at half the rate of a confirmed pivot, preventing over-weighting of intrabar noise while still capturing meaningful reactions. --- WHY THIS IS NOT A MASHUP This indicator uses pivot detection, ATR, and volume data internally, but it does not combine or display existing indicators. The distinction is fundamental: A mashup displays independent indicators together on one chart. This indicator uses standard calculations as INPUT MECHANISMS feeding a completely original processing engine whose output cannot be replicated by any combination of existing tools. → Pivots = Detection mechanism only (identifies where reactions occur) → ATR = Scaling parameter only (normalizes distances across any asset) → Volume = Weighting modifier only (amplifies high-conviction reactions) → Heat Accumulation + Decay = ORIGINAL (no existing indicator does this) → Dynamic Level Lifecycle = ORIGINAL (birth, reinforce, decay, death) → Behavior Detection at Levels = ORIGINAL (classifies interaction patterns) No component is displayed independently. Everything feeds the central price memory concept. --- HOW TO READ THE ZONES ZONE COLORS (Dark Theme - default): → Purple/Blue tones = Low heat, Developing level (fewer reactions) → Red tones = Medium heat, Active or Strong level → Orange/Yellow/Gold tones = High heat, Dominant level (many confirmed reactions) ZONE COLORS (Light Theme): → Gray/Steel tones = Low heat → Red/Dark Red tones = Medium to high heat ZONE COLORS (Classic S/R Theme): → Green = Level currently acting as support (price above the zone) → Red = Level currently acting as resistance (price below the zone) ZONE THICKNESS: Zones expand slightly as heat increases and pulse larger when price approaches (proximity effect). The glow effect adds a soft outer halo that intensifies on high-heat levels near current price, providing immediate visual emphasis on the most important nearby zones. ZONE LIFESPAN: Each zone extends from its birth bar to a configurable number of bars into the future (default 15). This visual extension is purely for display - it helps identify where zones project ahead of price. Older zones with maintained heat indicate structural levels where the market has shown persistent memory. --- HOW TO READ THE LABELS Each visible zone displays a label with key information. The label format depends on the selected Label Mode. When behavior is detected, it is appended to the end of the label. MINIMAL MODE EXAMPLE: "STR 5 2.3x SEA REJ↑" → STR = Classification (Strong) → 5 = Hit count (5 confirmed reactions) → 2.3x = Relative volume (2.3 times average per reaction) → SEA = Age (Seasoned - 50 to 200 bars old) → REJ↑ = Current behavior (Bullish Rejection detected) STANDARD MODE EXAMPLE: "Strong | 5 hits | 2.3x | SEA | Rejection ↑" → Full classification name → Hit count with label → Relative volume multiplier → Age abbreviation → Full behavior name with direction DETAILED MODE EXAMPLE: "Strong | Resistance | 5 | 2.3x | 1.2345 | Seasoned | Sweep ↓" → Classification → Current support/resistance status → Hit count → Relative volume → Exact price → Full age name → Full behavior name LARGE MODE: Same information as Standard but rendered in larger text for visibility. When no behavior is currently detected, the behavior portion is simply omitted from the label. CLASSIFICATION TIERS: → Developing = Heat below 40% of max OR fewer than 3 hits → Active = Heat above 40% AND 3 or more hits → Strong = Heat above 60% AND 4 or more hits → Dominant = Heat above 80% AND 5 or more hits AGE CATEGORIES: → Fresh (NEW) = Less than 50 bars since first detection → Seasoned (SEA) = Between 50 and 200 bars old → Veteran (VET) = More than 200 bars old A Veteran level with high heat indicates deep structural significance - a price where the market has reacted repeatedly over an extended period and continues to hold relevance. RELATIVE VOLUME EXPLAINED: The volume shown is NOT raw volume. It is a normalized multiplier showing how much volume reactions attracted compared to the average bar: → 1.0x = Average volume at reactions → 2.0x or higher = Above-average conviction behind reactions → Below 0.5x = Below-average conviction → "-" = Volume data unavailable for this asset Volume is calculated using attributed notional value: only the fraction of bar volume proportional to the zone width is counted, preventing large-range bars from inflating readings. --- HOW TO READ THE DASHBOARD The dashboard provides a ranked summary of all active memory levels. It appears as a table overlay on the chart (position configurable). COLUMN-BY-COLUMN: # → Rank by heat intensity. An asterisk (*) marks the highest-heat level. Numbers rank the rest. PRICE → The exact price of the memory level, formatted to the asset's tick precision. This is the weighted-average price across all reactions at this level. CLASS → Classification tier (Developing, Active, Strong, Dominant). In Classic S/R theme, a suffix "S" (Support) or "R" (Resistance) is appended based on whether price is above or below the level. HEAT → Visual heat bar using 8 segments. → "||||||||" = Maximum heat (hottest level) → "||||...." = Moderate heat → "|......." = Low heat (may decay out soon) HITS → Total number of confirmed reactions at this level. This includes both pivot-confirmed reactions and qualified wick rejections. RVOL → Relative volume multiplier averaged across all reactions at this level. Higher values indicate stronger volume conviction behind the reactions that built this level. STATUS → A dynamic field showing one of three things: → Behavior pattern name if currently detected (e.g., "REJ↑", "SWP↓", "BRK↑") → "At level" if price is within 0.15% of the zone (highlighted in green) → Distance as percentage if price is away (e.g., "1.25% above") AGE → How long the level has existed (NEW, SEA, VET). FOOTER → Shows total memory levels being tracked, how many are currently visible, and the current decay rate setting. --- BEHAVIOR DETECTION When price approaches a memory zone, the indicator analyzes real-time price action to classify how the market is interacting with that level. The detected behavior is displayed as part of the zone label and in the dashboard STATUS column. Behaviors are checked in priority order. Only the highest-priority match is displayed. BREAK (Highest Priority): → Price opens on one side of the zone and closes decisively on the other → Requires strong body (more than 50% of candle range) → Close direction must match candle direction (bullish close for Break ↑) → Indicates the level has failed and may flip from support to resistance or vice versa → Once a Break is detected, the level is marked internally so future Retest detection becomes possible SWEEP: → Price extends significantly beyond the zone (1.5x zone height past the edge) then reverses → The extended wick must be larger than the body and more than 35% of total range → Close must be back near or inside the zone → This pattern often represents a liquidity grab - price pushes through to trigger stops then reverses REJECTION: → A prominent wick touches or enters the zone, and the body closes away → Wick must exceed 45% of the candle's total range → Body must have meaningful size (more than 25% of range) confirming conviction → Indicates the level is actively defending - buyers or sellers are stepping in RETEST: → Price returns to a level that was previously broken → Requires all lookback bars to have been on one side (away from zone) → Current bar must touch the zone → This is the classic "support becomes resistance" or "resistance becomes support" confirmation ABSORPTION (Lowest Priority): → Multiple consecutive bars with bodies inside the zone → Average body size is small relative to average range (less than 45%) → Indicates accumulation or distribution is occurring within the zone → Often precedes significant directional moves Behaviors persist in the label until a new behavior is detected. When price moves away from the zone, the last detected behavior remains visible, giving context about the most recent significant interaction. --- RECOMMENDED TIMEFRAMES AND SETTINGS SCALPING (1-minute to 15-minute charts): → Pivot Sensitivity: 2 to 4 → Decay Rate: 0.980 to 0.985 (faster fade for fast markets) → Min Hits: 2 → Focus on Fresh and Seasoned levels DAY TRADING (15-minute to 1-hour charts): → Pivot Sensitivity: 5 to 8 → Decay Rate: 0.990 to 0.992 (default range) → Min Hits: 2 to 3 → Balanced mix of age categories SWING TRADING (4-hour to daily charts): → Pivot Sensitivity: 10 to 15 → Decay Rate: 0.994 to 0.996 (slower fade) → Min Hits: 3 → Focus on Seasoned and Veteran levels POSITION TRADING (daily to weekly charts): → Pivot Sensitivity: 15 to 25 → Decay Rate: 0.997 to 0.999 (very slow fade) → Min Hits: 3 to 4 → Focus on Veteran levels with high heat GENERAL TIPS: → Higher timeframes benefit from increased Pivot Sensitivity → Volatile assets benefit from increased Merge Distance → For cleaner charts, increase Min Hits to Display → For more context, increase Max Memory Slots and Show Top N Levels --- PRACTICAL EXAMPLES EXAMPLE 1 - IDENTIFYING HIGH-PROBABILITY REACTION ZONES: A Dominant-classified zone (gold/yellow) showing 7 or more hits with Veteran age tells you this is a deeply embedded structural level. The market has reacted here many times over hundreds of bars and the level continues to maintain high heat. When price approaches this zone, the probability of a meaningful reaction is elevated compared to a Developing zone with 2 hits. EXAMPLE 2 - CONFIRMING A BREAKOUT: Price approaches a Strong resistance zone. The label updates to show "Break ↑" as price closes decisively above. The dashboard STATUS column changes from "0.5% below" to "BRK↑". If price later returns to this zone and the label shows "Retest ↑", this confirms the classic resistance-to-support flip pattern. The zone's wasBroken flag ensures Retest detection only activates after a confirmed Break. EXAMPLE 3 - SPOTTING LIQUIDITY SWEEPS: A high-heat zone sits above price. Price spikes through the zone with a long upper wick but closes back inside or below. The label displays "Sweep ↓" indicating a potential stop-hunt pattern. The wick exceeded 1.5 times the zone height beyond its edge and the upper wick dominated the candle's body - both requirements for Sweep classification. EXAMPLE 4 - READING VOLUME CONVICTION: Two zones appear near current price. Zone A shows "2.8x" relative volume while Zone B shows "0.6x". The reactions that built Zone A attracted nearly 3 times the average bar volume, suggesting strong institutional interest. Zone B's reactions occurred on below-average volume, suggesting less conviction. This context helps prioritize which zone is more likely to produce a meaningful reaction. EXAMPLE 5 - USING LEVEL AGE FOR CONTEXT: A Veteran level (more than 200 bars old) that still maintains high heat has survived hundreds of decay cycles. Each cycle multiplies its heat by 0.992 (default). After 200 bars of decay without any new reactions, heat would fall to roughly 20% of its peak. For a Veteran level to remain Dominant, it must have received consistent reinforcement over time - indicating genuine structural significance rather than a one-time event. --- Chart Example 1. Price on the S&P 500 E-mini Futures 15-minute chart is consolidating within a tight range between two heavily-tested Veteran zones, with the gold Dominant level acting as a persistent floor and an orange 22-hit Veteran zone overhead cycling through live behaviors as price repeatedly tests it from below. A structured ladder of purple Developing and red Active zones extends well below current price, with a Retest ↓ pattern visible at a mid-range level indicating a previously broken area is now being revisited from above. The dashboard confirms 17 memory levels tracked with 8 visible, the top-ranked Dominant zone holding a full heat bar and Break ↑ in its STATUS column throughout the session. 2. Price on the Nifty 50 Index 5-minute chart surged strongly through a cluster of high-heat gold zones during the session, reaching a peak at a thin Developing resistance level before pulling back sharply into a contested area between a Dominant zone and a Strong zone sitting just below it. The upper region shows two gold/yellow zones in close proximity - a Dominant and a Strong, both with Sweep behaviors active in their labels, indicating a liquidity grab above followed by a sharp reversal back into the zone cluster. The dashboard shows two Dominant-classified levels in the top two ranks, with a rich mix of Veteran and Seasoned ages confirming this price area carries deep structural memory. --- SETTINGS REFERENCE CORE SETTINGS: → Pivot Sensitivity - Bars on each side to confirm a swing. Lower = more sensitive, more levels. → Merge Distance - How close two reactions must be (in ATR multiples) to merge into one level. → ATR Period - Period for volatility normalization (default 14). MEMORY SETTINGS: → Decay Rate - Per-bar multiplier for heat decay. 0.992 = balanced default. → Heat Per Reaction - Base heat added per confirmed reaction. Modified by volume weighting. → Death Threshold - Minimum heat to survive. Below this, the level is removed. → Max Memory Slots - Maximum simultaneous levels tracked (default 20). → Min Hits to Display - Reactions required before a zone becomes visible (default 2). → Show Top N Levels - Maximum zones rendered on chart (default 8). DETECTION SETTINGS: → Wick Rejections - Enable wick-based reaction detection (adds heat at half rate of pivots). → Min Wick Ratio - Required wick percentage for wick reactions (default 55%). → Volume-Weighted Heat - Weight reactions by relative volume. → Behavior Detection - Enable real-time pattern classification at zones. → Behavior Lookback - Bars analyzed for behavior patterns (default 3). APPEARANCE SETTINGS: → Color Theme - Dark (purple to gold gradient), Light (gray to red), Classic S/R (green/red). → Zone Thickness - Visual height of zones as ATR fraction. → Glow Effect - Soft outer halo that intensifies near price. → Proximity Radius - Distance at which proximity effects activate. LABEL SETTINGS: → Show Zone Labels - Toggle zone information labels. → Label Mode - Information density (Minimal, Standard, Detailed, Large). → Show Hit Count - Include reaction count in labels. → Show Relative Volume - Include volume multiplier in labels. → Reaction Dots - Show dots at exact reaction prices (off by default for chart clarity). DASHBOARD SETTINGS: → Show Dashboard - Toggle the summary table. → Position - Screen position (8 options). → Text Size - Font size (Tiny, Small, Normal). → Rows - Number of levels shown in dashboard (default 5). --- ALERTS Three alert conditions are available: "Price entered hot zone" - Triggers when price enters a high-heat zone with 3 or more hits and heat above 50% of maximum. Useful for monitoring approaches to significant levels. "New behavior detected" - Triggers when a new behavior pattern (Rejection, Sweep, Break, Retest, Absorption) is classified at any visible level. Useful for real-time event notification. "New reaction" - Triggers when a new pivot is confirmed. Useful for tracking all reaction events across all levels. All alerts describe observed events. They do not predict future price movement or generate buy/sell signals. --- IMPORTANT NOTES RETROACTIVE ANCHORING: Pivot-based levels are confirmed after the Pivot Sensitivity number of bars have passed. The level is drawn at the true swing bar but only becomes known after confirmation. This is standard pivot behavior used across all pivot-based indicators and does not constitute future data usage. VOLUME DATA AVAILABILITY: Some assets, particularly certain forex pairs, may not report volume data. When volume is unavailable, relative volume displays show "-" and volume weighting is automatically disabled. The indicator functions fully without volume data. EARLY CHART BEHAVIOR: Zones and behavior labels may be sparse early in chart history. The indicator needs sufficient bars to detect pivots, accumulate heat, and meet the minimum hit count. Allow at least 100 bars for the system to populate meaningfully. PERFORMANCE: Reaction dots (when enabled) are only rendered within the most recent 500 bars to maintain chart performance. All memory calculations remain unaffected regardless of dot visibility. --- DISCLAIMER This indicator is provided for educational and analytical purposes only. It visualizes historical price reaction zones and does not predict future price movement, generate buy/sell signals, or constitute financial advice. Past reactions at specific price levels do not guarantee future behavior. Market conditions change and levels that held previously may fail in the future. Always conduct your own analysis, use proper risk management, and never risk more than you can afford to lose. The author assumes no liability for any trading decisions made using this tool. Trading involves significant risk of loss. Use this indicator as one component of a comprehensive trading approach, not as a standalone decision-making system. --- BullByte
Индикатор Pine Script®
от BullByte
2
Proximated LiquidityProximated Liquidity: Adaptive Heatmap Liquidity is the fuel that moves the market. However, it is important to clarify that this indicator is NOT based on L2 (Level 2) data or real-time Order Book data. Genuine liquidity can only be seen through order books. Instead, this tool provides a Proximated Model of liquidity. While standard liquidity heatmaps often rely solely on simple ATR values (which can lack structural context), this indicator uses a sophisticated Pivot-based Hybrid Logic combined with ATR Adaptability to offer a more precise and structurally sound analysis of where liquidity is likely resting. ================================================================================= 🧠 The Philosophy: Why Pivot + ATR? Many existing liquidity heatmaps simply draw boxes based on Volume & ATR, which often results in "floating" zones that don't align with market structure. Proximated Liquidity solves this by: Pivot-Based Anchoring: Using structural swing highs and lows as the "source" of liquidity. This ensures every zone is anchored to a price level that market participants actually react to. ATR-Based Volume Scaling: Once a structural point is identified, ATR is used to calculate the "gravity field" or range of that liquidity, ensuring the zones adapt perfectly to current market volatility. 「 Note for ICT Purists : I understand that traditional ICT methodology often prioritizes "pure" price action and may view indicators like ATR or Volume weighting with skepticism. However, these elements have been meticulously integrated here to maximize the indicator's robustness and objectivity. My goal is not to replace the core principles of ICT, but to provide a data-driven "bridge" that helps traders identify high-probability liquidity clusters with greater consistency and visual clarity. 」 ================================================================================= ================================================================================= 🚀 Key Features 1. Smart Auto Scaling The indicator analyzes your current timeframe and pivot density to optimize visual output. The "Smart Scaling" logic ensures the liquidity zones are perfectly sized—thinner in low volatility and broader in high volatility—without manual tweaking. 2. State-Based Sweep Detection This engine tracks the internal state of price action within the zone rather than deactivating it upon a simple touch. Sweep (X Marker): If price enters a zone and is rejected back outside within your defined candle limit, it is marked with an 'X'. Breakout: If price closes decisively beyond the outer edge of the zone, the liquidity is considered "mitigated," signaling a potential trend continuation. 3. Dual-Saturation Heatmap Session Levels: Liquidity zones saturate within their session-specific colors based on volume and density. Super Liquidity (Purple): When a zone's strength crosses a critical threshold, it transforms into a high-visibility Purple "Super Zone," acting as a major magnet for price. 4. Performance Optimized Includes a History Limit toggle to focus calculations on recent bars, ensuring a lag-free experience even on 1-minute charts. ================================================================================= ================================================================================= 📈 How to Trade with Proximated Liquidity A. The Liquidity Sweep (Rejection Play) Look for the 'X' marker. When price "sweeps" a high-density pivot zone and rejects within 3-5 candles, it often signals a powerful reversal. B. Structural Mitigation (Breakout Play) If price closes through the outer edge of a box, that specific structural liquidity has been consumed. Watch for these levels to flip from resistance to support (or vice versa). C. Super Liquidity Targeting Purple zones represent clusters of significant historical interest. These areas frequently serve as high-probability Take Profit (TP) targets. ================================================================================= ================================================================================= 🛠 Settings Guide Smart Auto Scaling: Recommended 'ON' for an optimized experience. Max Sweep Candle Limit: Adjust based on your style (recommand 3 to 5). Recent Bars Limit: Control how far back the indicator calculates to preserve browser performance. ================================================================================= Disclaimer: This is a mathematical approximation model and does not represent actual exchange order book data. It is for educational and analytical purposes only and does not constitute financial advice. License: CC BY-NC-SA 4.0 (Attribution-NonCommercial-ShareAlike)
Индикатор Pine Script®
от Lapa0001
1
StO Price Action - Trend HeatmapShort Summary - Displays multi-timeframe market bias as a color heatmap table - Aggregates bullish and bearish candles per timeframe - Visual intensity reflects directional dominance Full Description Overview - Analyzes up to 10 selectable timeframes simultaneously - Counts bullish and bearish candles per timeframe - Evaluates a configurable number of historical candles - More bullish candles increase green intensity - More bearish candles increase red intensity - Neutral or mixed conditions appear visually balanced - Outputs results in a compact on-chart table Method - Designed to visualize multi-timeframe alignment - Provides instant directional context across intraday to macro levels - Uses candle color logic as momentum proxy - Helps identify trend stacking or timeframe divergence - Clean table layout with adjustable screen position Timeframe Structure - Supports custom selection of up to 10 timeframes - Intraday and higher timeframes can be mixed freely - Each timeframe can be enabled or disabled individually - Works with built-in available timeframes Usage - Select which timeframes to include - Set how many candles to evaluate per timeframe - Position the table on the chart as preferred - Use strong color clustering as confirmation tool - Watch for mixed colors as early warning of conflict Notes - Does not predict reversals, only shows directional dominance - Particularly useful for top-down analysis - Designed as bias confirmation, not as entry trigger
Индикатор Pine Script®
от sto_svc
Price Percentile Heatmap [QuantAlgo]🟢 Overview This indicator visualizes where price currently stands within its recent historical distribution, displayed as a dynamic gradient heatmap directly on the chart. It is built on the concept of percentile ranking: rather than using lagging momentum oscillators or fixed overbought/oversold thresholds, it measures price relative to every bar within a user-defined lookback window and expresses that position as a smooth, continuous gradient. The result is an at-a-glance read of whether price is historically cheap, historically expensive, or somewhere in between, all without leaving the main chart. The defining visual feature is the thermal color gradient applied to the price bars, background, and source line. Bullish colors represent price trading near the top of its recent range, signaling historically elevated conditions. Bearish colors represent price trading near the bottom of its range, signaling historically depressed conditions. A built-in Heat Thermometer reinforces this reading by showing exactly where the current percentile rank falls along the full spectrum in real time. 🟢 How It Works The foundation of the indicator is a per-bar percentile rank calculated over a rolling lookback window. For each bar, the selected price source is compared against every value within the lookback period to determine what percentage of historical bars traded below the current price: percentile_rank = ta.percentrank(price_source, lookback_length) A rank of 100 means the current price is higher than every bar in the lookback sample. A rank of 0 means it is lower than all of them. A rank of 50 places price exactly at the median of its recent distribution. This single value drives every visual output in the indicator. The raw rank is then mapped directly into a continuous color gradient, transitioning smoothly from the bearish color at rank 0 to the bullish color at rank 100: gradient_color = color.from_gradient(percentile_rank, 0, 100, bearish_color, bullish_color) Because the rank is recalculated on every bar using a rolling window, the gradient never relies on fixed thresholds or static levels. It adapts continuously to the most recent price history, meaning the same absolute price level can read bullish in one market environment and bearish in another depending on what has happened within the lookback period. The lookback length is the primary tuning parameter. Short periods (10 to 30) make the rank reactive to recent moves and suit scalping and intraday setups. Medium periods (50 to 100) provide a balanced read suitable for swing trading. Long periods (150 to 500) produce a slow-moving, macro-level view best suited for position trading and identifying historically extreme conditions. 🟢 Key Features 1. Thermal Color Gradient Every visual element on the chart, including the source line, the bar colors, and the background tint, reflects the current percentile rank through a smooth color transition. ▶ Bullish Color: Applied when price ranks high within its recent distribution, drawing attention to historically elevated price levels. ▶ Bearish Color: Applied when price ranks low, highlighting historically depressed conditions and potential mean-reversion or continuation setups. ▶ Bar Coloring: Each individual candlestick is colored according to the current rank, giving instant bar-by-bar feedback without requiring a separate panel. ▶ Background Coloring: The full chart canvas receives a semi-transparent tint that reinforces the heatmap reading across the entire visible price area. Transparency is fully adjustable so price action is never obscured. ▶ Color Presets: Six pre-configured schemes, Classic, Aqua, Cosmic, Cyber, Neon, and Custom, allow you to match the heatmap to any chart theme or personal preference. 2. Heat Thermometer An optional thermometer panel displays the full bearish-to-bullish color spectrum and marks exactly where the current percentile rank sits along that spectrum with a real-time arrow indicator. ▶ Real-Time Positioning: The arrow updates on every bar, giving an immediate visual anchor for the current rank without needing to read a number. ▶ Resolution: The number of gradient segments in the thermometer is adjustable from 5 to 20, letting you choose between a clean simplified display or a finer, smoother gradient. ▶ Position and Size: The thermometer can be placed in any of nine chart positions and its text size is independently adjustable, making it easy to integrate into dense multi-indicator layouts or standalone setups. 🟢 Practical Applications ▶ Mean Reversion Setups: When price reaches an extreme low percentile rank, it is historically cheap relative to recent bars, a potential entry signal for mean reversion strategies. The opposite applies at high ranks. ▶ Trend Confirmation: In a strong trend, the percentile rank will persistently hue toward one color. A sustained bullish gradient confirms trend strength; a persistent bearish gradient confirms sustained selling pressure. ▶ Multi-Timeframe Alignment: Apply the indicator across multiple timeframes and look for gradient agreement. When both a higher and lower timeframe show the same extreme color, the percentile signal carries significantly more weight.
Индикатор Pine Script®
от QuantAlgo
Liquidity Structure & Order Flow [LuxAlgo]The Liquidity Structure & Order Flow indicator is a comprehensive technical tool that visualizes market depth through volume distribution, order flow delta, and liquidity voids. It aims to provide traders with a high-fidelity view of where market participants are most active and where price is likely to find support, resistance, or rapid acceleration. 🔶 USAGE The tool combines traditional volume profiling with modern visualization to identify market imbalances. By projecting liquidity depth directly onto the chart, users can observe the "weight" of the market at various price levels. 🔹 Identification and Strategy Identify Fair Value: Use the Value Area (VAH to VAL) to determine where the majority of trading has occurred. Price trading within this zone suggests a balanced market, while a breakout from this area often signals the start of a new trend. Spot Absorption: Look for high Volume Delta (bright green or red intensities) near the edges of the Value Area. If price fails to move further despite high delta, it suggests absorption by limit orders. Anticipate Volatility: Use the Widest Void zones to identify "liquidity gaps." Price often moves rapidly through these areas due to a lack of historical orders, making them ideal targets for take-profits or entry triggers. Confirm Reversals: Unusual Volume Bubbles appearing at key structural levels (like the POC or VA extremes) can signal climatic action or the entry of institutional players. 🔹 Unusual Volume Bubbles These bubbles identify extreme market events using a Z-Score calculation based on a 200-period volume baseline. A Smart Lane Anti-Overlap System ensures that multiple volume spikes occurring in quick succession do not obscure one another by stacking them in dynamic lanes. Larger bubbles with glow effects indicate higher statistical outliers, highlighting where "smart money" may be entering the market. 🔹 Volume Delta Backdrop The **Volume Delta Panel** calculates the net difference between buying and selling pressure (Aggressive Delta) within each price bin of the Value Area. It uses an EMA-smoothed volume delta to filter noise, rendering higher intensities when one side of the market is significantly more aggressive than the other at a specific price level. 🔶 DETAILS 🔹 Widest Void Analysis The script includes an automated logic to identify the "Widest Void." This is calculated by scanning the volume profile for the longest continuous sequence of price bins where volume falls below a specific threshold (15% of the Point of Control volume). In market auction theory, these voids represent areas where price discovery was inefficient. Because there is little "historical friction" in these zones, price tends to traverse them quickly, acting as a vacuum between high-liquidity nodes. 🔹 Dynamic Volume Ribbons At the leading edge of the indicator, two cumulative polylines project the volume distribution of the upper and lower halves of the lookback range. The Upper Ribbon (Red) represents the volume distribution above the price midpoint, while the Lower Ribbon (Green) represents the distribution below it. 🔶 SETTINGS 🔹 Volume Profile Settings Lookback Period: The number of historical bars used to calculate the profile. Weight Recent Volume: When enabled, recent volume data has a higher impact on the profile shape. Value Area %: Defines the percentage of total volume used to calculate the VAH and VAL. Profile Smoothing: Adjusts the visual "noise" of the heatmap. 🔹 Volume Delta Backdrop Show Volume Delta Panel: Toggles the Delta distribution within the Value Area. Delta Intensity: Controls color saturation based on the magnitude of the delta. Delta Smoothing Length: The EMA length used to calculate the volume delta flow. 🔹 Unusual Volume Bubbles Sensitivity (Z-Score): The number of standard deviations required to trigger a bubble. Min/Max Bubble Size: Sets the visual constraints for the volume spikes. 🔹 Visualization & Dashboard Show Heatmap: Toggles the background liquidity heatmap. Highlight Widest Void: Toggles the detection and labeling of the primary liquidity gap. Curves X-Offset: Moves the polyline ribbons further into the future. Dashboard: Toggles the on-screen table containing metrics such as Mass Skew, Dist. to POC, and Aggregated Delta.
Индикатор Pine Script®
от LuxAlgo
7
Hot Zone Radar [LuxAlgo]The Hot Zone Radar indicator is a sophisticated market liquidity visualization tool that combines a dynamic thermal heatmap dashboard with gradient-mapped support and resistance zones. It aims to provide traders with a real-time "weather map" of price density, identifying where the market is likely to find high-volume friction or low-volume "vacuum" gaps. 🔶 USAGE The indicator features a dual-component interface: a high-resolution "Radar" dashboard and on-chart "Glow Zones." The Radar Dashboard The dashboard displays a historical matrix of volume distribution. Unlike a static volume profile, the radar shifts horizontally over time, allowing you to see how liquidity nodes have evolved. Price Trace: The current price path is plotted directly onto the heatmap using a series of markers (●) ending in a "Current" pointer (▶). This allows you to see exactly where price is relative to historical "Hot" (High Volume) and "Cold" (Low Volume) zones. Color Scale: The heat map transitions from Deep Blue/Cyan (Cold/Low Liquidity) to Bright Red (Hot/High Liquidity). Market Status: A simplified status bar at the bottom provides immediate context: HOT: Price is currently oscillating within a major liquidity hub. WARM: Price is trending toward a high-volume area. COLD: Price is in a low-volume "vacuum," often associated with fast breakout movements. STABLE: Price is moving through neutral, average volume areas. 🔹 On-Chart Gradient S/R The script automatically identifies the most significant "Hot Zones" from the profile and projects them onto the chart as gradient-filled boxes. These zones act as dynamic support and resistance. When price enters a zone, the gradient shifts color to indicate active interaction, signaling a potential reversal or consolidation point. 🔶 DETAILS The core logic relies on a rolling Volume Profile engine that feeds into a 2D History Matrix. Thermal Data Engine The script calculates volume distribution across a user-defined price range (Resolution). As new bars form, the oldest volume data is "aged out," and the matrix shifts. This creates the horizontal flow effect in the radar, showing not just where volume is, but how long it has been sitting at those levels. Diffusion Blur To ensure the heatmap is readable and aesthetic, a "Diffusion Blur" algorithm is applied to the matrix. This smooths out jagged volume spikes into cohesive "thermal clouds," making it easier to identify significant structural zones versus noise. 🔶 SETTINGS 🔹 Radar Logic Profile Lookback: The number of bars used to calculate the volume distribution. Resolution (Heatmap Grid): Controls the number of vertical bins and horizontal steps in the radar. Higher values provide more detail but require more processing. Diffusion Blur: Adjusts the smoothness of the heatmap colors. Intensity Gamma: Controls the sensitivity of the color gradient; lower values make "Hot" zones appear more easily. 🔹 Support/Resistance Zones Show Gradient S/R Zones: Toggles the on-chart liquidity boxes. S/R Sensitivity %: Determines the volume threshold required to trigger a zone. Higher percentages show only the most intense liquidity hubs. Gradient Steps: Sets the number of layered boxes used to create the "glow" effect. 🔹 Dashboard Styling Position: Choose between Top Right, Bottom Right, or Bottom Left. Overall Panel Size: Scales the entire UI (text and grid) to fit your screen resolution.
Индикатор Pine Script®
от LuxAlgo
3
Multi-Horizon Volatility Waterfall [LuxAlgo]The Multi-Horizon Volatility Waterfall indicator is a quantitative tool that visualizes market volatility as a multi-layered spectrum across ten distinct time horizons. By normalizing Average True Range (ATR) using percentile ranking, the script identifies volatility clusters and regime shifts, providing a comprehensive "heat map" of market expansion and compression directly on the price chart and in a dedicated oscillator pane. 🔶 USAGE The indicator provides a holistic view of volatility by stacking different lookback periods—from "Fast" (micro-bursts) to "Slow" (macro-shifts). This allows traders to observe how volatility "flows" through different timeframes, often signaling the inception of major trends before they are reflected in price action. 🔹 The Volatility Waterfall (Oscillator Pane) The bottom pane features ten horizontal ribbons representing different volatility horizons. Hot (Red): Indicates that current volatility is in the highest percentiles relative to its recent history for that specific horizon. Cold (Blue): Indicates a compression phase where volatility is historically low. Aggregate Line: A central line representing the average "heat" across all ten horizons, serving as a primary gauge for the overall market regime. 🔹 Main Chart Visuals The script projects its findings onto the main price chart through three primary features: Gradient Candles: When enabled, candles are colored based on the aggregate volatility heat, allowing for immediate identification of "hot" price action. Expansion Glow: A dynamic background highlight that "pulses" and fades based on the intensity of volatility expansion. The glow becomes more opaque as the market enters extreme expansion (Aggregate Heat > 70%). Pro Dashboard: A real-time data table providing the exact Aggregate Heat percentage, a Regime Classifier (Expansion, Neutral, or Compression), and the Fast/Slow Ratio. 🔶 HOW TO USE The Multi-Horizon Volatility Waterfall can be used to identify high-probability trading environments based on the "state" of market volatility. Identifying Squeeze Breakouts: Look for periods where all ten ribbons in the waterfall are "Cold" (Blue). This indicates a deep volatility compression across all time horizons. A sudden shift to "Hot" (Red) in the top (Fast) ribbons often precedes a powerful breakout. Trend Confirmation: In a trending market, volatility should ideally remain in the "Neutral" to "Hot" range. If price continues to move but the Waterfall turns "Cold" across the board, it may suggest the trend is losing participation and entering a distribution or consolidation phase. Volatility Clusters: When the Aggregate Heat exceeds 70%, the "Expansion Glow" appears on the main chart. This signifies a high-intensity market environment. Traders can use this to adjust risk management, as higher volatility typically requires wider stop-losses but offers greater reward potential. Mean Reversion: Extreme "Hot" readings across all ribbons (a full red waterfall) can sometimes signal an exhausted move. If price reaches a key resistance level while the Waterfall is at maximum heat, it may indicate a climax followed by a reversal or a period of sideways "cooling." 🔶 DETAILS The core methodology of the Waterfall is based on Percentile Rank Normalization . Standard volatility measures like ATR are difficult to compare across different assets or timeframes because their absolute values vary. By converting ATR into a percentile rank (0-100%) over a long-term lookback (e.g., 200 bars), the indicator creates a standardized "Heat" metric. Vertical Alignment: When all ten horizons turn red simultaneously, it indicates a "Volatility Cluster." This suggests that the expansion is occurring across all time horizons, often preceding a high-conviction breakout. Volatility Flow: Traders can watch for heat starting at the "Fast" (top) ribbons and moving down toward the "Slow" (bottom) ribbons. This "Waterfall" effect suggests that a short-term momentum burst is successfully transitioning into a sustained structural trend. 🔶 SETTINGS 🔹 Main Settings Base Horizon Step: The multiplier used to define the 10 horizons. If set to 10, the horizons will range from 10 to 100 periods. Percentile Lookback: The historical window used to determine the percentile rank of the current volatility. Smoothing: Applies an EMA to the volatility heat to reduce noise and provide a cleaner visual flow. 🔹 Visualization Cold/Hot Colors: Customizes the gradient colors for low and high volatility states. Color Candles by Volatility Heat: Toggles the gradient candle coloring on the main chart. Max Glow Intensity (%): Controls the maximum brightness of the background expansion glow to prevent it from overpowering the price action. 🔹 Dashboard Show Dashboard: Toggles the visibility of the real-time data table. Position/Size: Adjusts the location and scale of the dashboard on the chart interface.
Индикатор Pine Script®
от LuxAlgo
Liquidity Radar# Liquidity Radar ## Overview Liquidity Radar is a Smart Money Concepts (SMC) indicator that visualizes where institutional liquidity rests in the market. It combines automatic market structure detection (BOS & CHoCH), a thermal liquidity heatmap, dynamic order blocks, and fair value gaps into a single, performance-optimized overlay. **Free & Open Source** — no invite-only access, no paywall. Full source code, fully transparent. ## The Concept: Why Liquidity Matters In institutional trading, **liquidity pools** form above swing highs and below swing lows — these are clusters of stop-loss orders from retail traders. Smart money targets these pools to fill large positions. Understanding where liquidity rests gives you an edge in anticipating price movements: - **Swing High Liquidity** — Stop-losses from short sellers sit above swing highs - **Swing Low Liquidity** — Stop-losses from long buyers sit below swing lows - **Liquidity Sweeps** — When price takes out a swing level to grab these stops, it often reverses The indicator automates the detection and visualization of these key levels. ## Core Features ### 1. Thermal Liquidity Heatmap The signature feature. Liquidity zones appear at every confirmed swing high and swing low with a thermal color gradient: - **Fresh zones** — Warm colors (orange/yellow) indicate high relevance - **Aging zones** — Cool colors (purple/blue) indicate decreasing relevance as time passes - **Volume-weighted intensity** — Zones formed on high-volume bars appear more intense - **Auto-cleanup** — Zones fade out over a configurable decay period and are removed when price sweeps through them ### 2. Market Structure Detection (BOS & CHoCH) Automatic swing high/low detection using pivot-based logic: - **BOS (Break of Structure)** — Price breaks a prior swing level in the trend direction (continuation). Shown as dashed lines. - **CHoCH (Change of Character)** — Price breaks a prior swing level against the trend (potential reversal). Shown as solid lines with thicker width. - Color-coded: Cyan/Teal = bullish, Magenta/Pink = bearish ### 3. Dynamic Order Blocks Institutional supply and demand zones rendered as semi-transparent boxes: - **Bullish OB** — The last bearish candle before a strong bullish move (at swing lows) - **Bearish OB** — The last bullish candle before a strong bearish move (at swing highs) - Configurable mitigation threshold — controls how much price must penetrate the block before it is considered mitigated - Auto-removed when price closes through the block ### 4. Fair Value Gaps (FVG) Three-candle inefficiency detection: - Bullish FVG: Gap between candle 1's low and candle 3's high - Bearish FVG: Gap between candle 1's high and candle 3's low - ATR-based noise filter removes insignificant gaps - Auto-removed when price fills the gap - Default: OFF (toggle on in settings) ### 5. Premium / Discount Zones Based on the current swing range: - **Premium Zone** (upper half) — Light red background - **Discount Zone** (lower half) — Light green background - **Equilibrium Line** (50%) — Dashed amber line - Default: OFF (toggle on in settings) ## Dashboard A compact, dark-themed info panel displaying: - **Trend** — Current market direction (Bullish / Bearish / Neutral) - **Structure** — Last detected structure signal (BOS or CHoCH) - **Liq. Heat** — How many liquidity zones are near the current price (High / Medium / Low) - **Volume** — Above or below 20-period average - **Momentum** — RSI(14) status (Overbought / Neutral / Oversold) - **Next Zone** — Nearest liquidity zone with price level and distance in percent ## Auto-Timeframe Adaptation All parameters automatically adjust to your chart timeframe: | Timeframe | Swing Lookback | Heatmap Decay | |-----------|---------------|---------------| | 1-5 min | 6 | 100 bars | | 15 min | 10 | 80 bars | | 30 min | 12 | 80 bars | | 1 Hour | 15 | 60 bars | | 4 Hour | 22 | 50 bars | | Daily | 35 | 40 bars | | Weekly+ | 50 | 30 bars | You can switch to manual mode for full control. ## Alert Types (7) 1. Bullish BOS — Break of Structure confirmed (continuation up) 2. Bearish BOS — Break of Structure confirmed (continuation down) 3. Bullish CHoCH — Change of Character detected (potential reversal up) 4. Bearish CHoCH — Change of Character detected (potential reversal down) 5. Bullish Liquidity Sweep — Swing high liquidity taken 6. Bearish Liquidity Sweep — Swing low liquidity taken 7. Price Entering Order Block — Price enters a bullish or bearish OB zone ## Settings **Market Structure:** - Show BOS / CHoCH (on/off) - Auto Swing Lookback (on/off) - Manual Swing Lookback (3-100) - BOS / CHoCH line styles and width **Liquidity Heatmap:** - Show Heatmap (on/off) - Auto Decay Period (on/off) - Manual Decay (10-500 bars) - Zone Width (ATR multiplier) - Volume-Weighted Intensity (on/off) - Max Active Zones (4-20) **Order Blocks:** - Show Order Blocks (on/off) - Max OBs per Side (1-6) - Mitigation Threshold (0.0-1.0) **Fair Value Gaps:** - Show FVGs (on/off, default OFF) - Min FVG Size (ATR multiplier) - Max Active FVGs (2-15) - FVG Extend (bars) **Premium / Discount:** - Show Zones (on/off, default OFF) - Zone Transparency **Dashboard:** - Show Dashboard (on/off) - Position (Top Right / Top Left / Bottom Right / Bottom Left) - Size (Tiny / Small / Normal) **Visual Settings:** - All 5 colors fully customizable - Watermark (on/off) ## Non-Repainting All signals are calculated on confirmed (closed) bars only. Pivot detection inherently requires N bars of confirmation on each side. BOS/CHoCH signals fire on the bar where the break occurs, after the swing point is already confirmed. What you see is what happened — no hindsight bias. ## Works On - Crypto (BTC, ETH, SOL, ...) - Forex (EUR/USD, GBP/JPY, ...) - Stocks (AAPL, TSLA, NVDA, ...) - Futures & Indices (NQ, ES, SPX, ...) - Any timeframe from 1 minute to Monthly ## Disclaimer This indicator is for educational and informational purposes only. It does not constitute financial advice. Always do your own research and manage your risk. Past performance does not guarantee future results. Trading involves substantial risk of loss.
Индикатор Pine Script®
от alphachart_tv
Volume Heat Map by Green SquadThe Volume Heat Map measures relative participation intensity by normalizing current volume against its moving average. Instead of displaying raw volume, the indicator evaluates how active the market is relative to its recent baseline, allowing volume to adapt across timeframes, instruments, and changing volatility regimes. Core Logic At its foundation: Relative Volume = Volume / SMA(Volume, Length) 1.0 → Above-average participation < 1.0 → Below-average participation This relative ratio is classified into participation regimes: Cold → Weak activity Normal → Baseline conditions Warm → Expanding interest Hot → Strong engagement Very Hot → Aggressive order flow This transforms volume from a raw histogram into a structured participation state model. Bullish vs Bearish Classification Relative volume is paired with candle direction: Green spectrum → Bullish participation expansion Red spectrum → Bearish participation expansion This allows instant assessment of: Who is initiating pressure Whether momentum is supported by liquidity Whether a move is commitment-driven or thin The indicator does not measure delta, but it approximates initiative bias through price acceptance within the bar. Volume-Weighted Breakouts Breakouts are only highlighted when: Price exceeds a defined structural range Relative volume exceeds a minimum threshold This filters low-liquidity fakeouts and emphasizes breakouts supported by real participation. The logic reflects a fundamental auction principle: Structural expansion requires participation to sustain. Practical Application This indicator is diagnostic, not predictive. It is best used to: Confirm breakout strength Validate continuation setups Filter weak signals Detect early participation expansion before volatility expansion Volume expansion often precedes structural shifts. This tool isolates that transition in real time. Stay tuner for more trading tools.
Индикатор Pine Script®
от Green_Squad