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Pro Cumulative Volume RSI# Pro Cumulative Volume RSI - Professional Trading Indicator ## 📊 What is it? The **Pro Cumulative Volume RSI** is an advanced momentum oscillator that analyzes buying and selling pressure through volume distribution. Unlike traditional RSI that only tracks price movements, this indicator separates volume into buying and selling components, providing two distinct RSI calculations that reveal market dynamics from both perspectives. ## 🔍 How Does It Work? ### Volume Distribution Algorithm The indicator uses a sophisticated volume distribution method: **Buying Volume (BV)** = Volume × (Close - Low) / (High - Low) **Selling Volume (SV)** = Volume × (High - Close) / (High - Low) This formula proportionally allocates volume based on where the candle closes within its range: - If close is near the high → More buying volume - If close is near the low → More selling volume ### Dual RSI Calculation The indicator then calculates **two separate RSI values**: 1. **Green Line (Buying Volume RSI)**: Measures the dominance of buying pressure 2. **Red Line (Selling Volume RSI)**: Measures the dominance of selling pressure Each RSI follows the traditional 14-period calculation but applies it to the volume pressure differences rather than price changes. ## 🎯 How to Use It ### Signal Interpretation | Scenario | Meaning | Action | |----------|---------|--------| | Green > 70, Red < 30 | Strong buying dominance | Consider buying / Hold long | | Red > 70, Green < 30 | Strong selling dominance | Consider selling / Avoid longs | | Green crosses above Red | Momentum shift to buyers | Potential buy signal | | Red crosses above Green | Momentum shift to sellers | Potential sell signal | | Both near 50 | Balanced market | Wait for confirmation | ### Key Features **1. Crossover Signals** - **BUY signal**: When green line crosses above red line with sufficient momentum - **SELL signal**: When red line crosses above green line with sufficient momentum - Triangle markers appear automatically on the chart **2. Divergence Detection** - **Bullish Divergence (DIV+)**: Price makes lower lows but indicator makes higher lows → Potential reversal up - **Bearish Divergence (DIV-)**: Price makes higher highs but indicator makes lower highs → Potential reversal down - Yellow/orange circles mark divergences automatically **3. Background Coloring** - **Green background**: Buying pressure dominates - **Red background**: Selling pressure dominates - Intensity shows strength of pressure **4. Live Status Table** - Real-time RSI values for both buying and selling - Current momentum status - Market pressure assessment - Last detected signal ### Settings Customization **Basic Settings:** - **RSI Period**: Default 14, adjust based on your trading timeframe (shorter = more sensitive) **Visual Settings:** - **Histogram Mode**: Toggle between line and histogram display - **Background Coloring**: Enable/disable pressure-based background - **Transparency**: Adjust background opacity **Signal Settings:** - **Crossover Signals**: Show/hide BUY/SELL markers - **Divergence Detection**: Enable automatic divergence spotting - **Sensitivity**: Low/Medium/High - controls how strong momentum must be for signals **Level Lines:** - **Overbought/Oversold**: Adjust threshold levels (default 70/30) ## ⚠️ IMPORTANT DISCLAIMER ### This Indicator Should NOT Be Used Alone **ALWAYS combine this indicator with other forms of analysis:** ✅ **Price Action Analysis** - Support and resistance levels - Trend lines and chart patterns - Candlestick formations ✅ **Other Technical Indicators** - Moving Averages (trend confirmation) - MACD (momentum confirmation) - Volume Profile (context) - ATR (volatility assessment) - Bollinger Bands (volatility and extremes) ✅ **Multiple Timeframe Analysis** - Check higher timeframes for overall trend - Use lower timeframes for precise entries - Ensure signals align across timeframes ✅ **Fundamental Analysis** - News and economic events - Earnings reports (for stocks) - Market sentiment - Macro conditions ✅ **Risk Management** - **NEVER** risk more than 1-2% per trade - Always use stop losses - Calculate position size before entering - Have a clear exit strategy ### Common Pitfalls to Avoid ❌ **Don't** take every signal blindly ❌ **Don't** ignore the overall market trend ❌ **Don't** trade against strong momentum without confirmation ❌ **Don't** forget about major support/resistance levels ❌ **Don't** over-leverage based on indicator signals ❌ **Don't** ignore fundamental catalysts ### Best Practices ✅ **Wait for confluence**: Multiple indicators agreeing ✅ **Consider market context**: Bull/bear market conditions ✅ **Use appropriate timeframes**: Match your trading style ✅ **Backtest first**: Test on historical data before live trading ✅ **Keep a trading journal**: Track what works and what doesn't ✅ **Respect your risk management rules**: Always ## 📈 Example Trading Scenarios ### Scenario 1: Strong Trend Following - **Setup**: Green RSI consistently above 50, price in uptrend - **Confirmation**: Higher timeframe trend is up, price above major MA - **Entry**: BUY signal on pullback when green crosses red - **Stop Loss**: Below recent swing low - **Exit**: When red RSI crosses above green or divergence appears ### Scenario 2: Reversal Trading - **Setup**: Bullish divergence (DIV+) appears at support level - **Confirmation**: Price shows bullish candlestick pattern, other oscillators oversold - **Entry**: After confirmation candle closes - **Stop Loss**: Below divergence low - **Exit**: At resistance or when momentum weakens ### Scenario 3: Avoiding False Signals - **Signal**: BUY signal appears - **Check**: Price is at strong resistance, higher timeframe shows downtrend - **Action**: **SKIP the trade** - context overrides signal - **Result**: Protected capital by avoiding low-probability setup ## 🎓 Educational Use This indicator is designed to help traders: - Understand volume-based momentum - Identify shifts in market pressure - Learn about divergence patterns - Practice multi-indicator analysis **Remember**: No indicator is perfect. Markets are complex and influenced by countless factors. Use this tool as one piece of your trading puzzle, not as a standalone solution. ## 📞 Support & Updates - Report bugs or suggest features via comments - Check back for updates and improvements - Share your successful setups to help the community learn ## ⚖️ Legal Disclaimer **This indicator is for educational and informational purposes only.** - Not financial advice - Past performance does not guarantee future results - Trading involves substantial risk of loss - Only trade with money you can afford to lose - Consult with a licensed financial advisor before making investment decisions **The creator of this indicator assumes no responsibility for trading losses incurred through its use.** --- ## 🚀 Happy Trading! Remember: **Patience, discipline, and proper risk management** are more important than any indicator. Trade smart, trade safe! *If you find this indicator helpful, please leave a comment and share your experience!*
Индикатор Pine Script®
от hasanaksoy199264
5
Auction Context Engine ( Value Area, VWAP & Regime)📌 Indicator Name Auction Context Engine (Value Area, VWAP & Regime) Short name: ACE Context 🧠 Description Auction Context Engine (ACE) is a professional market context and structure indicator based on Auction Market Theory.It is designed to help traders understand where the market is positioned, not to generate trade signals. ACE focuses on: • Developing Value Area (VAH / VAL) • Developing Point of Control (POC) • Session VWAP positioning • Volatility regime expansion • Opening Range context • Failed auction / trap detection • Market bias and environment quality This indicator provides context only and is intended to be used alongside a separate execution strategy or system. 🎯 What This Indicator Is ✔ A context engine ✔ A market structure filter ✔ A bias alignment tool ✔ A regime and environment classifier ❌ What This Indicator Is NOT ✘ Not a signal generator ✘ Not a buy/sell system ✘ Not a strategy ✘ Not a profitability promise 📊 How To Use Use ACE to answer: • Is price accepting or rejecting value? • Is the market in balance or expansion? • Is VWAP supporting or opposing price? • Is this a breakout environment or a trap? • Is volatility expanding? • Is the market trending or ranging? You may then use your own execution strategy aligned with this context. 🟢 Core Components Developing Value Area • VAH / VAL dynamically update through the session • POC tracks highest traded volume area VWAP Position • Above VWAP = bullish bias • Below VWAP = bearish bias Opening Range Context • Detects breakouts or balance after session open Volatility Regime • Identifies expansion vs normal conditions Failed Auction Detection • Highlights trap conditions near value extremes Market Quality • Strong / Mixed / Weak environment classification Context Table • Clean 1-column vertical dashboard with color-coded bias 🔵 Visual Elements • Developing VAH, VAL, POC lines • Session VWAP • Small context dots when environment turns READY • Compact professional context table ⚙️ Settings • Value Area bin size • Value area percentage • Opening range duration • Regime expansion factor • Line colors and thickness • Context table ON/OFF • Context dots ON/OFF 🧩 Best Use Case This indicator is ideal for: • Intraday trading • Index futures and equities • Options context filtering • Trend / range regime identification • Professional discretionary traders ⚠️ Disclaimer This script is provided for educational and informational purposes only.It does not constitute financial or investment advice.Trading involves risk. Always use proper risk management.
Индикатор Pine Script®
от Market_Logic_India
deKoder | Whale Prints [WP]deKoder | Whale Prints | Large Trade Orderflow Detection This open-source indicator is a clean, precision tool for revealing hidden large-volume activity directly on your chart. By scanning ultra-low timeframes while you view higher ones, it projects statistically significant volume spikes as intuitive markers giving you a clear window into institutional orderflow without visually overwhelming the price action. Key Features & Strengths True Intra-Bar Detection | Monitors lower timeframes down to 1-second bars, catching aggressive block trades and absorption that occur within a single higher-TF candle. Accurate Trade Levels | Markers are placed at the actual hl2 price of the aggressive lower-TF bar, providing a far more accurate estimate of where the large trade executed than typical mid-candle approximations. Multiple Trades Per Bar | If several significant volume spikes occur inside one higher-TF candle, all qualifying levels are displayed individually – offering greater granularity and context. Adaptive Thresholding | Uses higher-TF volume standard deviation (stable baseline) intelligently scaled to the lower timeframe, reducing noise in quiet markets while remaining sensitive to genuine outliers. Clean Visual Hierarchy | Three tiers (Small 🞉 / Medium ⏣ / Large 🞊) with dynamic symbol size, line thickness, transparency, and user-definable bullish/bearish coloring based on LTF candle direction. How to Use It as an Orderflow Tool Large volume spikes often mark the footprints of institutional players. This indicator helps you read those footprints in real time. Small (🞉) | Moderate excess volume: early interest, probing, or building positions. Medium (⏣) | Strong spike: increasing conviction, potential momentum shift. Large (🞊) | Extreme outlier: frequently climactic volume signalling exhaustion or major absorption. Why Price Often Reverses at These Levels Large players frequently place limit orders in areas rich with liquidity – commonly just beyond recent highs/lows where retail stop-losses cluster. When price sweeps those zones: Stop hunts trigger a cascade of forced exits, creating liquidity for larger participants to fill their limit orders. Breakout traders who entered on the move are trapped offside and become forced buyers/sellers when price reverses. Institutions use this liquidity to execute large orders at favorable prices with minimal immediate market impact. The result is aggressive volume at the extreme, followed by reversal as smart money finishes filling and price returns toward fair value. Clusters of medium/large markers at swing points are classic signs of this dynamic. Practical Analysis Tips Reversals/Absorption | Clusters of large markers at swing highs/lows (especially opposing-color spikes) signal potential turns – buyers or sellers stepping in aggressively. Level Defense | Trades piling up at key support/resistance suggest institutions protecting or building positions. Trapped Traders | Large spikes beyond range pivots followed by reversal back into the range often highlight trapped breakout traders who add fuel to a move when they are forced to liquidate their positions. Use Offset (-3 to +3) to shift markers away from current price for clearer viewing. Pro tip: Zoom into the lower TF occasionally to see how these projected levels align exactly with aggressive candles. Recommended Pairings This is designed as a pure orderflow overlay to be layered with your existing setup: Support & Resistance (horizontals, pivots, Volume Profile POC/VAH/VAL) Market Structure tools (swing points, order blocks, fair value gaps) Trend filters (EMAs, SuperTrend, higher-TF bias) Momentum oscillators for timing confluence Best Suited For Scalping & day trading (1–15 min charts with 5–30S lower TF) Swing trading entries (1H–4H charts with 1–5 min lower TF) High-liquidity markets: crypto perpetuals, forex majors, volatile stocks Add this indicator to start seeing the hidden aggression driving price and expose the hidden edges beyond the noise. ☠ FR33FA11 | deKoder ☠ Released January 2025 | Open Source
Индикатор Pine Script®
от FR33FA11
3
VWAP roller autoBrief Description VWAP Roller Auto is a TradingView Pine Script indicator that combines a rolling (resetting) Volume Weighted Average Price (VWAP) with dozens of dynamic support/resistance levels derived from Gann's Square of 9 principles. The VWAP resets periodically (automatically or manually) starting from a user-defined session open time, and the Gann levels "roll" with it, creating an adaptive grid of potential price reaction zones. It's designed for intraday trading and overlays directly on the price chart. Key Features Rolling VWAP with Custom Session Start VWAP calculation restarts at configurable session open (default 8:30 CST, using proper Chicago timezone handling). Auto-Adaptive Period Selection Automatically chooses the VWAP reset period (from 2 min up to 48 hours) based on current volatility (ATR + realized range). Targets a user-defined spacing (~0.08% by default) between consecutive VWAPs to keep the grid relevant to market conditions. Falls back to manual period if disabled. Gann Square of 9 Levels Generates ~8 pairs of resistance (R) and support (S) levels above/below the current rolling VWAP using octave-based increments. Two increment modes: Points mode — fixed point steps that double octavely (e.g., 0.305, 0.610, 1.22, 2.44, etc.). Percent mode — percentage steps scaled so the middle octave aligns near 0.025% for finer resolution on lower-priced assets. Visual Enhancements Colored fills between key level groups (e.g., inner ±0.25 octave in blue, ±1–2 octave zones in gray, higher extremes in yellow/red). Labels on the right side marking important zones ("low", "normal", "high", "3/4 - ps1", "extreme - ps2"). Central VWAP line (customizable color and offset). Table showing current period length and whether auto mode is active. Non-Timeframe Friendly Works on range bars, Renko, etc., using fallback settings when timeframe is non-standard. Use Cases Intraday Support/Resistance Trading Treat the rolling VWAP as fair value and use the Gann-derived levels as dynamic zones for potential reversals, breakouts, or mean reversion. Scalping and Day Trading Auto-period ensures the grid spacing matches current volatility — tighter levels in quiet markets, wider in volatile ones — ideal for futures (ES, NQ), crypto, or forex. Zone-Based Entries/Exits Buy near labeled support zones (e.g., "low" or "normal" volatility bottoms) when price trades below VWAP. Sell/short near resistance zones in overbought conditions. Watch for hits of "extreme" zones (±8 octave) as potential strong reversal signals. Confluence Tool Combine with order flow, volume profile, or other indicators; the colored fills highlight "value areas" similar to market profile concepts but anchored to a rolling VWAP. In short, VWAP Roller Auto provides a sophisticated, self-adjusting Gann-inspired grid that moves with the market's fair value, helping traders identify high-probability reaction zones throughout the trading session.
Индикатор Pine Script®
от surfchaser
5
Volume-Weighted Fibonacci PivotThis indicator automatically plots dynamic Fibonacci retracement and extension levels based on a volume-weighted pivot point within a user-defined lookback period or date range. It intelligently calculates a central "pivot" price biased toward high-volume bars, then draws symmetric levels both upward (extensions) and downward (retracements) for balanced confluence analysis. How It Works (Technical Methodology) Lookback Period Determination Multiple filter modes control the data range used for calculations: "Last X Bars": Fixed number of recent bars (default 400, max 4999). "Manual Date": User-specified start date. "Interactive (Chart)": Confirmed start date via input. "None": Full available history (falls back to max bars). Optionally, when using "Last X Bars", calculations can pull data from a higher/lower user-selected timeframe via request.security() for multi-timeframe alignment. A dotted vertical line marks the start point in date-based modes. Range and Pivot Calculation Within the selected period: Highest high and lowest low define the full price range. Average volume is computed across the period. Volume-Weighted Pivot: Average close price only from bars where volume > average volume (fallback to simple midpoint if no high-volume bars). This creates a "smart" central pivot that leans toward areas of greater participation, often aligning with institutional activity. Fibonacci Level Generation User-configurable ratios (default: 0.236, 0.382, 0.5, 0.618, 0.786, 1.0, 1.272, 1.414, 1.618). Levels are calculated symmetrically around the volume-weighted pivot: Upward: Pivot + (Range × Ratio × Correction Factor) – teal/cyan shades. Downward: Pivot - (Range × Ratio × Correction Factor) – red shades. Correction Factor (default 0.5): Scales level spacing for tighter/wider grids without altering ratios. Only the user-defined number of active lines (default 9) are drawn. Visual Construction Central Pivot Line: Thick yellow horizontal line with label showing exact price. Up/Down Levels: Dashed lines extended into the future, labeled with ratio direction ("Up" or "Dn"). All objects redraw only on the last bar for performance, clearing previous drawings. Multi-Timeframe Option When enabled with "Last X Bars": Pulls high/low/volume data from specified timeframe. Aligns the pivot and levels to higher-timeframe structure while displaying on current chart – ideal for intraday traders seeking HTF confluence. How to Use This tool provides clean, volume-aware Fibonacci grids for identifying potential support/resistance, reversal zones, and targets. Volume-Weighted Pivot: Often acts as a strong mean reversion level or fair value area. Upward Levels (Teal): Potential resistance/extensions in bullish moves; watch for reactions on retests. Downward Levels (Red): Potential support/retracements in bearish moves. Confluence: High probability when price reacts at levels aligning with other tools (order blocks, pivots, volume profile). Correction Factor: Lower values (<0.5) for tighter grids in ranging markets; higher (>0.5) for trending markets. Multi-Timeframe Mode: Use on lower charts (e.g., 15m) with HTF input (e.g., 4H or Daily) to project major structure levels. Common Setups: Pullbacks to 0.618–0.786 zones for continuation entries. Breaks beyond 1.0–1.618 for extension targets. Reactions near pivot line for mean reversion trades. Adjust ratios and active line count to match your preferred Fibonacci style (classic retracement vs. extensions). Disclaimer This indicator is a technical analysis tool and should be used in conjunction with other forms of analysis. Past performance does not guarantee future results. Always use proper risk management.
Индикатор Pine Script®
от s3u1l
Gold Asia Session Highlighter [IST]Here is a polished description and guide for your Gold Asia Session Highlighter. You can use this text for a YouTube description, a Telegram post, or a PDF guide to explain the tool to others. Gold Asia Session Highlighter (IST) | Visual Indicator This is a custom TradingView indicator designed to simplify the Gold Asia Strategy. Instead of automating trades, this tool purely handles the visuals. It automatically highlights the correct Asia Session time window (adjusting for Winter/Summer hours) and marks the exact points where you should draw your Fixed Range Volume Profile (FRVP) tool. Perfect for: Traders who prefer to draw their own FRVP levels manually but want to ensure they are using the exact, error-free time range every single day. Features ✅ Automatic Time Zone: Strictly calculated using IST (Indian Standard Time), so you don't need to convert time zones manually. ✅ Smart Season Detection: Automatically switches between Winter Session (04:30 – 06:25) and Summer Session (03:30 – 05:25) based on the current month. ✅ Visual Guidance: Highlights the session background and places "START" and "END" labels on the exact candles. ✅ Zero Clutter: Clean visuals with no moving averages or strategy lines—just the session box. How to Use It Add to Chart: Apply the script to your Gold (XAUUSD) 5-minute chart. You will see a blue highlighted box appear during the Asia session. Locate the Labels: Look for the blue START label (bottom of the candle). Look for the red END label (top of the candle). Draw Your FRVP: Select the Fixed Range Volume Profile tool from your TradingView toolbar. Click exactly on the START candle. Drag and release exactly on the END candle. Trade: You now have the exact Value Area High (VAH), Value Area Low (VAL), and Point of Control (POC) for the day. Use your breakout strategy as usual!
Индикатор Pine Script®
от mohitmandawat16
Orderbook Table1. Indicator Name Orderbook Table This is an order book style trading volume map that upgraded the price from my first script to label 2. One-line Introduction A visual heatmap-style orderbook simulator that displays volume and delta clustering across price levels. 3. Overall Description Orderbook Table is a powerful visual tool designed to replicate an on-chart approximation of a traditional order book. It scans historical candles within a specified lookback window and accumulates traded volume into price "bins" or levels. Each level is color-coded based on total volume and directional bias (delta), offering a layered view of where market interest was concentrated. The indicator approximates order flow by analyzing each candle's directional volume, separating bullish and bearish volume. With adjustable parameters such as level depth, price bin density, delta sensitivity, and opacity, it provides a highly customizable visualization. Displayed directly on the chart, each level shows the volume at that price zone, along with a price label, offset to the right of the current bar. Traders can use this tool to detect high liquidity zones, support/resistance clusters, and volume imbalances that may precede future price movements. 4. Key Benefits (Title + Description) ✅ On-Chart Volume Heatmap Shows volume distribution across price levels in real-time directly on the price chart, creating a live “orderbook” view. ✅ Delta-Based Bias Coloring Color changes based on net buying/selling pressure (delta), making aggressive demand/supply zones easy to spot. ✅ High Customizability Users can adjust lookback bars, price bins, opacity levels, and delta usage to fit any market condition or asset class. ✅ Lightweight Simulation Approximates orderbook depth using candle data without needing L2 feed access—works on all assets and timeframes. ✅ Clear Visual Anchoring Volume quantities and price levels are offset to the right for easy viewing without cluttering the active chart area. ✅ Fast Market Context Recognition Quickly identify price levels where volume concentrated historically, improving decision-making for entries/exits. 5. Indicator User Guide 📌 Basic Concept Orderbook Table analyzes a configurable number of past bars and distributes traded volume into price "bins." Each bin shows how much volume occurred around that price level, optionally adjusted for bullish/bearish candle direction. ⚙️ Settings Overview Lookback Bars: Number of candles to scan for volume history Levels (Total): Number of price levels to display around the current price Price Bins: Granularity of price segmentation for volume distribution Shift Right: How far to offset labels to the right of the current bar Max/Min Opacity: Controls visual strength of volume coloring Use Candle Delta Approx.: If enabled, colors the volume based on candle direction (green for up, red for down) 📈 Example Timing Look for green clusters (bullish bias) below current price → possible strong demand zones Price enters a high-volume level with previously aggressive buyers (green), suggesting support 📉 Example Timing Red clusters (bearish bias) above current price can act as resistance or supply zones Price stalling at a red-heavy volume band may indicate exhaustion or reversal opportunity 🧪 Recommended Use Use as a support/resistance mapping tool in ranging and trending markets Pair with candlestick analysis or momentum indicators for refined entry/exit points Combine with VWAP or volume profile for multi-dimensional volume insight 🔒 Cautions This is an approximation, not a true L2 orderbook—volume is based on historical candles, not actual limit order data In low-volume markets or higher timeframes, bin granularity may be too coarse—adjust "Price Bins" accordingly Delta calculation is based on open-close direction and does not reflect true buy/sell volume splits Avoid overinterpreting low-opacity (light color) zones—they may indicate low interest rather than true resistance/support +++
Индикатор Pine Script®
от c9indicator
Wyckoff Accumulation/Distribution - Enhanced by ChakraWyckoff Accumulation/Distribution - Enhanced Indicator Overview An advanced Pine Script v6 indicator that detects Wyckoff accumulation and distribution patterns using RSI-based trend analysis, pivot detection, and volume confirmation. This enhanced version improves upon traditional Wyckoff indicators with cleaner code, English variable names, and additional market structure signals. Key Features Wyckoff Phase Detection Accumulation Phase: SC (Selling Climax): Bottom pivot with extreme bearish RSI and high volume AR (Automatic Rally): First bounce after selling climax ST (Secondary Test): Retest of lows without extreme RSI SOS (Sign of Strength): Strong bullish breakout with volume confirmation ⭐ NEW Distribution Phase: BC (Buying Climax): Top pivot with extreme bullish RSI and high volume DAR (Automatic Reaction): First drop after buying climax DST (Distribution Secondary Test): Retest of highs SOW (Sign of Weakness): Strong bearish breakdown with volume confirmation ⭐ NEW Market Structure Events Spring: False breakdown (RSI crosses above lower band) with background highlight UTAD (Upthrust After Distribution): False breakout (RSI crosses below upper band) with background highlight Visual Features Range Boxes: Automatically draws consolidation ranges (gray) that change color on breakout: 🟢 Green = Accumulation (bullish breakout) 🔴 Red = Distribution (bearish breakout) Pivot Markers: Orange triangles show regular (non-Wyckoff) pivot points Bar Coloring: Lime bars for bullish trends, purple bars for bearish trends Color-Coded Labels: All Wyckoff events clearly marked with descriptive text Customizable Settings RSI Settings: RSI Length (default: 14) Trend Sensitivity (default: 20) - Higher values = more sideways detection Pivot Settings: Pivot Length (default: 5) - Controls pivot point detection sensitivity Display Options: Toggle range boxes on/off Toggle regular pivot markers Toggle bar coloring by trend Customize label text color Advanced Detection: Volume Confirmation toggle - Require high volume for climax events Volume Threshold (default: 1.5x) - Adjustable volume multiplier Alerts 8 comprehensive alert conditions: Selling Climax (SC) Buying Climax (BC) Spring detection UTAD detection Sign of Strength (SOS) Sign of Weakness (SOW) Range Breakout Improvements Over Original ✅ Pine Script v6 (latest version) ✅ English variable names (was Turkish) ✅ Fixed DAR label bug (was showing "AR") ✅ Added SOS (Sign of Strength) detection ✅ Added SOW (Sign of Weakness) detection ✅ Optional volume confirmation toggle ✅ Organized input groups for better UX ✅ Enhanced visual options ✅ Comprehensive alert system ✅ Cleaner, more maintainable code structure Best Use Cases Timeframes: Works on all timeframes; best on 4H, Daily, or Weekly Markets: Stocks, Forex, Crypto, Indices Trading Style: Swing trading, position trading, market structure analysis Combine With: Support/Resistance, Volume Profile, Order Flow analysis How It Works The indicator uses RSI to identify market states (sideways, bullish, bearish) and combines this with pivot point detection and volume analysis to identify key Wyckoff events. When price is ranging (RSI between upper/lower bands), it draws a box. On breakout, the box color changes to indicate accumulation or distribution, helping traders identify smart money positioning. Tips for Use Lower Trend Sensitivity (10-15) for more signals in trending markets Higher Trend Sensitivity (25-30) for clearer signals in choppy markets Enable Volume Confirmation in high-volume markets (stocks, major crypto) Disable Volume Confirmation in low-volume or forex markets Watch for Spring/UTAD events within boxes for potential reversals Version: 1.0 Pine Script: v6 Author: Chakrapani Chittabathina
Индикатор Pine Script®
от chakrapani210
1
Day-Type Detector — Rejection / FNL / Outside / StopRun (Clean)Day-Type Detector — Rejection / FNL / Outside / Stop-Run (Clean Version) This indicator identifies four high-impact candlestick day-types commonly used in professional price-action and auction-market trading: Rejection Days, Failed New Low (FNL) Days, Outside Days, and Stop-Run Days. These patterns often precede major directional moves, reversals, and absorption events, making them particularly valuable for swing traders, positional traders, and short-term discretionary traders. The script is designed to work across all timeframes and is built around volatility-adjusted measurements using Average Daily Range (ADR) for accuracy and consistency. What This Indicator Detects 1. Rejection Day (Bullish & Bearish) A Rejection Day is a wide-range bar that rejects a previous extreme. The indicator identifies rejection based on: Range > ADR × threshold Long lower wick (for bullish) or long upper wick (for bearish) Close located in the strong zone of the day’s range These conditions highlight areas where aggressive counter-orderflow entered the market. 2. Failed New Low (FNL) / Failed New High An FNL day traps traders who attempted breakout selling or buying. The indicator checks for: A break beyond the previous session’s low or high Immediate rejection back inside Midpoint recapture conditions ADR-normalized range requirements These days often trigger powerful directional reversals. 3. Outside Day (Bullish & Bearish) An Outside Day is a statistically significant expansion day that breaks both the previous high and low. The script validates: High > previous high and low < previous low Range > ADR threshold Close beyond prior session extreme to complete the rejection sequence Outside Days often represent stop runs, shakeouts, or trend accelerations. 4. Stop-Run Day (Bullish & Bearish) Stop-Run Days are aggressive volatility expansions and tend to be the largest ranges within short windows. This detector identifies them using: Range > ADR × multiplier Close located near the extreme of the day (top for bullish, bottom for bearish) Strong body relative to total range Break above/below previous session extreme These patterns indicate capitulation or forced liquidation and are often followed by continuation or sharp counter-rotation. Key Features ✔ Historical Pattern Marking All qualifying bars are marked on the chart using plotshape() in global scope, ensuring full historical visibility. ✔ Event Logging & Table Display A table (top-right of the chart) displays the most recent pattern detections, including: Timestamp Pattern type Bar index This allows users to monitor and study past pattern occurrences without scanning the chart manually. ✔ ADR-Adjusted Detection Volatility uncertainty is removed by anchoring all thresholds to ADR. This ensures consistency across: Different symbols Different timeframes Different market regimes ✔ Alerts Included Alerts are preconfigured for: Rejection Day Bull / Bear FNL Bull / Bear Outside Day Bull / Bear Stop-Run Bull / Bear This allows the user to receive real-time notifications when major day-type structures develop. How to Use Add the indicator to any timeframe chart. Enable or disable: Historical markers History table ADR diagnostics Watch for shape markers or use alerts for real-time signals. Use the history table to review recent occurrences. Combine these day-types with: Market structure levels High/low volume nodes (LVNs) Support/resistance zones Trend context These day-types are most effective when they occur near meaningful structural levels because they show where strong order-flow entered the market. Best Practices Use higher timeframes (1H–1D) for swing entries. Confirm signals with market structure or volume profile. Treat these day-types as context, not standalone signals. Observe follow-through behavior in the next 1–3 bars after detection. Credits This script is based on concepts commonly seen in auction-market theory and professional price-action frameworks, such as Rejection Days, Failed New Lows, Outside Days, and Stop-Run behaviors. All calculations and logic have been rebuilt from scratch to ensure clean, reliable, and optimized Pine Script v6 execution.
Индикатор Pine Script®
от krkone
2
VWAP + Volume Spikes See Where Smart Money ExhaustsVolume tells the truth. VWAP tells the bias. This script shows both — live. If you trade intraday momentum, reversals, or liquidity sweeps, this indicator is built for you. It shows where volume spikes hit extreme levels, anchored around VWAP and its dynamic bands, so you can instantly spot capitulation or hidden absorption. 🎯 What This Indicator Does ✅ Plots VWAP — session-anchored, updates automatically ✅ Adds dynamic VWAP bands — standard deviation envelopes showing volatility context ✅ Highlights volume spikes — colored candles + background for abnormal prints ✅ Includes alerts — “Volume Spike”, “VWAP Cross”, or a combined alert with direction ✅ Clean visual design — instantly readable in fast markets It’s your visual orderflow radar — whether you’re trading gold, indices, or small caps. 🔍 Why It Works Institutions build and unwind positions around VWAP. Retail often chases volume… this script shows you when that volume becomes too extreme. A spike above VWAP near resistance? → Likely distribution. A spike below VWAP near support? → Likely capitulation. Combine volume exhaustion + VWAP context, and you’ll see market turning points form before most indicators react. ⚙️ Inputs You Can Tune Bands lookback: adjusts how reactive the VWAP bands are Band width (σ): set how tight or wide your deviation envelope is Volume baseline length: controls how “abnormal” a spike must be Spike threshold: multiplier vs. average volume Toggle color-coding, bands, and labels Default settings work well across 1m–15m intraday charts and 1h–4h swing frames. 💡 How Traders Use It 1️⃣ Fade Parabolics: When a green spike candle pierces upper VWAP band on high volume → smart money unloading. Look for rejection and short into VWAP. 2️⃣ Catch Capitulations: When a red spike candle dumps below lower VWAP band → panic selling. Watch for stabilization and long back to VWAP. 3️⃣ VWAP Rotation Plays: Alerts for price crossing VWAP help you spot shift in intraday control. Above VWAP = buyers in charge. Below VWAP = sellers in charge. 🧠 Best Practices Pair it with Volume Profile or Delta/Flow tools to confirm exhaustion. Don’t chase — wait for spike confirmation + reversal candle. Use it on liquid tickers (NASDAQ, SPY, GOLD, BTC, etc.). Great for Dux-style small-cap shorts or index pullbacks. 🔔 Alerts Ready Choose from: Volume Spike (single-bar explosion) VWAP Cross Up/Down (trend shift confirmation) One Combined Alert (any signal, includes ticker, price, and volume) Set once — get real-time push notifications, Telegram, or webhook signals. 📊 My Favorite Setups US100 / NASDAQ: fade rallies above VWAP + spike Gold / Silver: trade reversals from VWAP bands Small caps: short back-side after volume climax ES, DAX, Oil: scalp VWAP rotation with confluence ❤️ Support This Work I release free and premium scripts weekly — combining smart money concepts, VWAP tools, and volume analytics. 👉 Follow me on TradingView for more indicators and setups. 👉 Comment “🔥” if you want me to post the multi-timeframe VWAP + Volume Pressure version next. 👉 Share this with your team — it helps the community grow.
Индикатор Pine Script®
от Rendon1
Algorithm Predator - ML-liteAlgorithm Predator - ML-lite This indicator combines four specialized trading agents with an adaptive multi-armed bandit selection system to identify high-probability trade setups. It is designed for swing and intraday traders who want systematic signal generation based on institutional order flow patterns , momentum exhaustion , liquidity dynamics , and statistical mean reversion . Core Architecture Why These Components Are Combined: The script addresses a fundamental challenge in algorithmic trading: no single detection method works consistently across all market conditions. By deploying four independent agents and using reinforcement learning algorithms to select or blend their outputs, the system adapts to changing market regimes without manual intervention. The Four Trading Agents 1. Spoofing Detector Agent 🎭 Detects iceberg orders through persistent volume at similar price levels over 5 bars Identifies spoofing patterns via asymmetric wick analysis (wicks exceeding 60% of bar range with volume >1.8× average) Monitors order clustering using simplified Hawkes process intensity tracking (exponential decay model) Signal Logic: Contrarian—fades false breakouts caused by institutional manipulation Best Markets: Consolidations, institutional trading windows, low-liquidity hours 2. Exhaustion Detector Agent ⚡ Calculates RSI divergence between price movement and momentum indicator over 5-bar window Detects VWAP exhaustion (price at 2σ bands with declining volume) Uses VPIN reversals (volume-based toxic flow dissipation) to identify momentum failure Signal Logic: Counter-trend—enters when momentum extreme shows weakness Best Markets: Trending markets reaching climax points, over-extended moves 3. Liquidity Void Detector Agent 💧 Measures Bollinger Band squeeze (width <60% of 50-period average) Identifies stop hunts via 20-bar high/low penetration with immediate reversal and volume spike Detects hidden liquidity absorption (volume >2× average with range <0.3× ATR) Signal Logic: Breakout anticipation—enters after liquidity grab but before main move Best Markets: Range-bound pre-breakout, volatility compression zones 4. Mean Reversion Agent 📊 Calculates price z-scores relative to 50-period SMA and standard deviation (triggers at ±2σ) Implements Ornstein-Uhlenbeck process scoring (mean-reverting stochastic model) Uses entropy analysis to detect algorithmic trading patterns (low entropy <0.25 = high predictability) Signal Logic: Statistical reversion—enters when price deviates significantly from statistical equilibrium Best Markets: Range-bound, low-volatility, algorithmically-dominated instruments Adaptive Selection: Multi-Armed Bandit System The script implements four reinforcement learning algorithms to dynamically select or blend agents based on performance: Thompson Sampling (Default - Recommended): Uses Bayesian inference with beta distributions (tracks alpha/beta parameters per agent) Balances exploration (trying underused agents) vs. exploitation (using proven winners) Each agent's win/loss history informs its selection probability Lite Approximation: Uses pseudo-random sampling from price/volume noise instead of true random number generation UCB1 (Upper Confidence Bound): Calculates confidence intervals using: average_reward + sqrt(2 × ln(total_pulls) / agent_pulls) Deterministic algorithm favoring agents with high uncertainty (potential upside) More conservative than Thompson Sampling Epsilon-Greedy: Exploits best-performing agent (1-ε)% of the time Explores randomly ε% of the time (default 10%, configurable 1-50%) Simple, transparent, easily tuned via epsilon parameter Gradient Bandit: Uses softmax probability distribution over agent preference weights Updates weights via gradient ascent based on rewards Best for Blend mode where all agents contribute Selection Modes: Switch Mode: Uses only the selected agent's signal (clean, decisive) Blend Mode: Combines all agents using exponentially weighted confidence scores controlled by temperature parameter (smooth, diversified) Lock Agent Feature: Optional manual override to force one specific agent Useful after identifying which agent dominates your specific instrument Only applies in Switch mode Four choices: Spoofing Detector, Exhaustion Detector, Liquidity Void, Mean Reversion Memory System Dual-Layer Architecture: Short-Term Memory: Stores last 20 trade outcomes per agent (configurable 10-50) Long-Term Memory: Stores episode averages when short-term reaches transfer threshold (configurable 5-20 bars) Memory Boost Mechanism: Recent performance modulates agent scores by up to ±20% Episode Transfer: When an agent accumulates sufficient results, averages are condensed into long-term storage Persistence: Manual restoration of learned parameters via input fields (alpha, beta, weights, microstructure thresholds) How Memory Works: Agent generates signal → outcome tracked after 8 bars (performance horizon) Result stored in short-term memory (win = 1.0, loss = 0.0) Short-term average influences agent's future scores (positive feedback loop) After threshold met (default 10 results), episode averaged into long-term storage Long-term patterns (weighted 30%) + short-term patterns (weighted 70%) = total memory boost Market Microstructure Analysis These advanced metrics quantify institutional order flow dynamics: Order Flow Toxicity (Simplified VPIN): Measures buy/sell volume imbalance over 20 bars: |buy_vol - sell_vol| / (buy_vol + sell_vol) Detects informed trading activity (institutional players with non-public information) Values >0.4 indicate "toxic flow" (informed traders active) Lite Approximation: Uses simple open/close heuristic instead of tick-by-tick trade classification Price Impact Analysis (Simplified Kyle's Lambda): Measures market impact efficiency: |price_change_10| / sqrt(volume_sum_10) Low values = large orders with minimal price impact ( stealth accumulation ) High values = retail-dominated moves with high slippage Lite Approximation: Uses simplified denominator instead of regression-based signed order flow Market Randomness (Entropy Analysis): Counts unique price changes over 20 bars / 20 Measures market predictability High entropy (>0.6) = human-driven, chaotic price action Low entropy (<0.25) = algorithmic trading dominance (predictable patterns) Lite Approximation: Simple ratio instead of true Shannon entropy H(X) = -Σ p(x)·log₂(p(x)) Order Clustering (Simplified Hawkes Process): Tracks self-exciting event intensity (coordinated order activity) Decays at 0.9× per bar, spikes +1.0 when volume >1.5× average High intensity (>0.7) indicates clustering (potential spoofing/accumulation) Lite Approximation: Simple exponential decay instead of full λ(t) = μ + Σ α·exp(-β(t-tᵢ)) with MLE Signal Generation Process Multi-Stage Validation: Stage 1: Agent Scoring Each agent calculates internal score based on its detection criteria Scores must exceed agent-specific threshold (adjusted by sensitivity multiplier) Agent outputs: Signal direction (+1/-1/0) and Confidence level (0.0-1.0) Stage 2: Memory Boost Agent scores multiplied by memory boost factor (0.8-1.2 based on recent performance) Successful agents get amplified, failing agents get dampened Stage 3: Bandit Selection/Blending If Adaptive Mode ON: Switch: Bandit selects single best agent, uses only its signal Blend: All agents combined using softmax-weighted confidence scores If Adaptive Mode OFF: Traditional consensus voting with confidence-squared weighting Signal fires when consensus exceeds threshold (default 70%) Stage 4: Confirmation Filter Raw signal must repeat for consecutive bars (default 3, configurable 2-4) Minimum confidence threshold: 0.25 (25%) enforced regardless of mode Trend alignment check: Long signals require trend_score ≥ -2, Short signals require trend_score ≤ 2 Stage 5: Cooldown Enforcement Minimum bars between signals (default 10, configurable 5-15) Prevents over-trading during choppy conditions Stage 6: Performance Tracking After 8 bars (performance horizon), signal outcome evaluated Win = price moved in signal direction, Loss = price moved against Results fed back into memory and bandit statistics Trading Modes (Presets) Pre-configured parameter sets: Conservative: 85% consensus, 4 confirmations, 15-bar cooldown Expected: 60-70% win rate, 3-8 signals/week Best for: Swing trading, capital preservation, beginners Balanced: 70% consensus, 3 confirmations, 10-bar cooldown Expected: 55-65% win rate, 8-15 signals/week Best for: Day trading, most traders, general use Aggressive: 60% consensus, 2 confirmations, 5-bar cooldown Expected: 50-58% win rate, 15-30 signals/week Best for: Scalping, high-frequency trading, active management Elite: 75% consensus, 3 confirmations, 12-bar cooldown Expected: 58-68% win rate, 5-12 signals/week Best for: Selective trading, high-conviction setups Adaptive: 65% consensus, 2 confirmations, 8-bar cooldown Expected: Varies based on learning Best for: Experienced users leveraging bandit system How to Use 1. Initial Setup (5 Minutes): Select Trading Mode matching your style (start with Balanced) Enable Adaptive Learning (recommended for automatic agent selection) Choose Thompson Sampling algorithm (best all-around performance) Keep Microstructure Metrics enabled for liquid instruments (>100k daily volume) 2. Agent Tuning (Optional): Adjust Agent Sensitivity multipliers (0.5-2.0): <0.8 = Highly selective (fewer signals, higher quality) 0.9-1.2 = Balanced (recommended starting point) 1.3 = Aggressive (more signals, lower individual quality) Monitor dashboard for 20-30 signals to identify dominant agent If one agent consistently outperforms, consider using Lock Agent feature 3. Bandit Configuration (Advanced): Blend Temperature (0.1-2.0): 0.3 = Sharp decisions (best agent dominates) 0.5 = Balanced (default) 1.0+ = Smooth (equal weighting, democratic) Memory Decay (0.8-0.99): 0.90 = Fast adaptation (volatile markets) 0.95 = Balanced (most instruments) 0.97+ = Long memory (stable trends) 4. Signal Interpretation: Green triangle (▲): Long signal confirmed Red triangle (▼): Short signal confirmed Dashboard shows: Active agent (highlighted row with ► marker) Win rate per agent (green >60%, yellow 40-60%, red <40%) Confidence bars (█████ = maximum confidence) Memory size (short-term buffer count) Colored zones display: Entry level (current close) Stop-loss (1.5× ATR) Take-profit 1 (2.0× ATR) Take-profit 2 (3.5× ATR) 5. Risk Management: Never risk >1-2% per signal (use ATR-based stops) Signals are entry triggers, not complete strategies Combine with your own market context analysis Consider fundamental catalysts and news events Use "Confirming" status to prepare entries (not to enter early) 6. Memory Persistence (Optional): After 50-100 trades, check Memory Export Panel Record displayed alpha/beta/weight values for each agent Record VPIN and Kyle threshold values Enable "Restore From Memory" and input saved values to continue learning Useful when switching timeframes or restarting indicator Visual Components On-Chart Elements: Spectral Layers: EMA8 ± 0.5 ATR bands (dynamic support/resistance, colored by trend) Energy Radiance: Multi-layer glow boxes at signal points (intensity scales with confidence, configurable 1-5 layers) Probability Cones: Projected price paths with uncertainty wedges (15-bar projection, width = confidence × ATR) Connection Lines: Links sequential signals (solid = same direction continuation, dotted = reversal) Kill Zones: Risk/reward boxes showing entry, stop-loss, and dual take-profit targets Signal Markers: Triangle up/down at validated entry points Dashboard (Configurable Position & Size): Regime Indicator: 4-level trend classification (Strong Bull/Bear, Weak Bull/Bear) Mode Status: Shows active system (Adaptive Blend, Locked Agent, or Consensus) Agent Performance Table: Real-time win%, confidence, and memory stats Order Flow Metrics: Toxicity and impact indicators (when microstructure enabled) Signal Status: Current state (Long/Short/Confirming/Waiting) with confirmation progress Memory Panel (Configurable Position & Size): Live Parameter Export: Alpha, beta, and weight values per agent Adaptive Thresholds: Current VPIN sensitivity and Kyle threshold Save Reminder: Visual indicator if parameters should be recorded What Makes This Original This script's originality lies in three key innovations: 1. Genuine Meta-Learning Framework: Unlike traditional indicator mashups that simply display multiple signals, this implements authentic reinforcement learning (multi-armed bandits) to learn which detection method works best in current conditions. The Thompson Sampling implementation with beta distribution tracking (alpha for successes, beta for failures) is statistically rigorous and adapts continuously. This is not post-hoc optimization—it's real-time learning. 2. Episodic Memory Architecture with Transfer Learning: The dual-layer memory system mimics human learning patterns: Short-term memory captures recent performance (recency bias) Long-term memory preserves historical patterns (experience) Automatic transfer mechanism consolidates knowledge Memory boost creates positive feedback loops (successful strategies become stronger) This architecture allows the system to adapt without retraining , unlike static ML models that require batch updates. 3. Institutional Microstructure Integration: Combines retail-focused technical analysis (RSI, Bollinger Bands, VWAP) with institutional-grade microstructure metrics (VPIN, Kyle's Lambda, Hawkes processes) typically found in academic finance literature and professional trading systems, not standard retail platforms. While simplified for Pine Script constraints, these metrics provide insight into informed vs. uninformed trading , a dimension entirely absent from traditional technical analysis. Mashup Justification: The four agents are combined specifically for risk diversification across failure modes: Spoofing Detector: Prevents false breakout losses from manipulation Exhaustion Detector: Prevents chasing extended trends into reversals Liquidity Void: Exploits volatility compression (different regime than trending) Mean Reversion: Provides mathematical anchoring when patterns fail The bandit system ensures the optimal tool is automatically selected for each market situation, rather than requiring manual interpretation of conflicting signals. Why "ML-lite"? Simplifications and Approximations This is the "lite" version due to necessary simplifications for Pine Script execution: 1. Simplified VPIN Calculation: Academic Implementation: True VPIN uses volume bucketing (fixed-volume bars) and tick-by-tick buy/sell classification via Lee-Ready algorithm or exchange-provided trade direction flags This Implementation: 20-bar rolling window with simple open/close heuristic (close > open = buy volume) Impact: May misclassify volume during ranging/choppy markets; works best in directional moves 2. Pseudo-Random Sampling: Academic Implementation: Thompson Sampling requires true random number generation from beta distributions using inverse transform sampling or acceptance-rejection methods This Implementation: Deterministic pseudo-randomness derived from price and volume decimal digits: (close × 100 - floor(close × 100)) + (volume % 100) / 100 Impact: Not cryptographically random; may have subtle biases in specific price ranges; provides sufficient variation for agent selection 3. Hawkes Process Approximation: Academic Implementation: Full Hawkes process uses maximum likelihood estimation with exponential kernels: λ(t) = μ + Σ α·exp(-β(t-tᵢ)) fitted via iterative optimization This Implementation: Simple exponential decay (0.9 multiplier) with binary event triggers (volume spike = event) Impact: Captures self-exciting property but lacks parameter optimization; fixed decay rate may not suit all instruments 4. Kyle's Lambda Simplification: Academic Implementation: Estimated via regression of price impact on signed order flow over multiple time intervals: Δp = λ × Δv + ε This Implementation: Simplified ratio: price_change / sqrt(volume_sum) without proper signed order flow or regression Impact: Provides directional indicator of impact but not true market depth measurement; no statistical confidence intervals 5. Entropy Calculation: Academic Implementation: True Shannon entropy requires probability distribution: H(X) = -Σ p(x)·log₂(p(x)) where p(x) is probability of each price change magnitude This Implementation: Simple ratio of unique price changes to total observations (variety measure) Impact: Measures diversity but not true information entropy with probability weighting; less sensitive to distribution shape 6. Memory System Constraints: Full ML Implementation: Neural networks with backpropagation, experience replay buffers (storing state-action-reward tuples), gradient descent optimization, and eligibility traces This Implementation: Fixed-size array queues with simple averaging; no gradient-based learning, no state representation beyond raw scores Impact: Cannot learn complex non-linear patterns; limited to linear performance tracking 7. Limited Feature Engineering: Advanced Implementation: Dozens of engineered features, polynomial interactions (x², x³), dimensionality reduction (PCA, autoencoders), feature selection algorithms This Implementation: Raw agent scores and basic market metrics (RSI, ATR, volume ratio); minimal transformation Impact: May miss subtle cross-feature interactions; relies on agent-level intelligence rather than feature combinations 8. Single-Instrument Data: Full Implementation: Multi-asset correlation analysis (sector ETFs, currency pairs, volatility indices like VIX), lead-lag relationships, risk-on/risk-off regimes This Implementation: Only OHLCV data from displayed instrument Impact: Cannot incorporate broader market context; vulnerable to correlated moves across assets 9. Fixed Performance Horizon: Full Implementation: Adaptive horizon based on trade duration, volatility regime, or profit target achievement This Implementation: Fixed 8-bar evaluation window Impact: May evaluate too early in slow markets or too late in fast markets; one-size-fits-all approach Performance Impact Summary: These simplifications make the script: ✅ Faster: Executes in milliseconds vs. seconds (or minutes) for full academic implementations ✅ More Accessible: Runs on any TradingView plan without external data feeds, APIs, or compute servers ✅ More Transparent: All calculations visible in Pine Script (no black-box compiled models) ✅ Lower Resource Usage: <500 bars lookback, minimal memory footprint ⚠️ Less Precise: Approximations may reduce statistical edge by 5-15% vs. academic implementations ⚠️ Limited Scope: Cannot capture tick-level dynamics, multi-order-book interactions, or cross-asset flows ⚠️ Fixed Parameters: Some thresholds hardcoded rather than dynamically optimized When to Upgrade to Full Implementation: Consider professional Python/C++ versions with institutional data feeds if: Trading with >$100K capital where precision differences materially impact returns Operating in microsecond-competitive environments (HFT, market making) Requiring regulatory-grade audit trails and reproducibility Backtesting with tick-level precision for strategy validation Need true real-time adaptation with neural network-based learning For retail swing/day trading and position management, these approximations provide sufficient signal quality while maintaining usability, transparency, and accessibility. The core logic—multi-agent detection with adaptive selection—remains intact. Technical Notes All calculations use standard Pine Script built-in functions ( ta.ema, ta.atr, ta.rsi, ta.bb, ta.sma, ta.stdev, ta.vwap ) VPIN and Kyle's Lambda use simplified formulas optimized for OHLCV data (see "Lite" section above) Thompson Sampling uses pseudo-random noise from price/volume decimal digits for beta distribution sampling No repainting: All calculations use confirmed bar data (no forward-looking) Maximum lookback: 500 bars (set via max_bars_back parameter) Performance evaluation: 8-bar forward-looking window for reward calculation (clearly disclosed) Confidence threshold: Minimum 0.25 (25%) enforced on all signals Memory arrays: Dynamic sizing with FIFO queue management Limitations and Disclaimers Not Predictive: This indicator identifies patterns in historical data. It cannot predict future price movements with certainty. Requires Human Judgment: Signals are entry triggers, not complete trading strategies. Must be confirmed with your own analysis, risk management rules, and market context. Learning Period Required: The adaptive system requires 50-100 bars minimum to build statistically meaningful performance data for bandit algorithms. Overfitting Risk: Restoring memory parameters from one market regime to a drastically different regime (e.g., low volatility to high volatility) may cause poor initial performance until system re-adapts. Approximation Limitations: Simplified calculations (see "Lite" section) may underperform academic implementations by 5-15% in highly efficient markets. No Guarantee of Profit: Past performance, whether backtested or live-traded, does not guarantee future performance. All trading involves risk of loss. Forward-Looking Bias: Performance evaluation uses 8-bar forward window—this creates slight look-ahead for learning (though not for signals). Real-time performance may differ from indicator's internal statistics. Single-Instrument Limitation: Does not account for correlations with related assets or broader market regime changes. Recommended Settings Timeframe: 15-minute to 4-hour charts (sufficient volatility for ATR-based stops; adequate bar volume for learning) Assets: Liquid instruments with >100k daily volume (forex majors, large-cap stocks, BTC/ETH, major indices) Not Recommended: Illiquid small-caps, penny stocks, low-volume altcoins (microstructure metrics unreliable) Complementary Tools: Volume profile, order book depth, market breadth indicators, fundamental catalysts Position Sizing: Risk no more than 1-2% of capital per signal using ATR-based stop-loss Signal Filtering: Consider external confluence (support/resistance, trendlines, round numbers, session opens) Start With: Balanced mode, Thompson Sampling, Blend mode, default agent sensitivities (1.0) After 30+ Signals: Review agent win rates, consider increasing sensitivity of top performers or locking to dominant agent Alert Configuration The script includes built-in alert conditions: Long Signal: Fires when validated long entry confirmed Short Signal: Fires when validated short entry confirmed Alerts fire once per bar (after confirmation requirements met) Set alert to "Once Per Bar Close" for reliability Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
Индикатор Pine Script®
от DskyzInvestments
14
Force DashboardScalping Dashboard - Complete User Guide Overview This scalping system consists of two complementary TradingView indicators designed for intraday trading with no overnight holds: Force Dashboard - Single-row table showing real-time market bias and entry signals Large Order Detection - Visual diamonds showing institutional order flow Together, they provide a complete at-a-glance view of market conditions optimized for quick entries and exits. Recommended Timeframes Primary Scalping Timeframes 1-minute chart: Ultra-fast scalps (30 seconds - 3 minutes hold time) 2-minute chart: Quick scalps (2-5 minutes hold time) 5-minute chart: Standard scalps (5-15 minutes hold time) Best Practices Use 1-2 minute for highly liquid instruments (ES, NQ, major forex pairs) Use 5-minute for less liquid markets or if you prefer fewer signals Never hold past the last hour of trading to avoid overnight risk Set hard stop times (e.g., exit all positions by 3:45 PM EST) Dashboard Components Explained Core Indicators (Circles ●) MACD (5/13/5) Green ● = Bullish momentum (MACD histogram positive) Red ● = Bearish momentum (MACD histogram negative) Gray ● = No clear momentum Use: Confirms trend direction and momentum shifts EMA (9/20/50) Green ● = Price > EMA9 > EMA20 (uptrend) Red ● = Price < EMA9 < EMA20 (downtrend) Gray ● = Choppy/sideways Use: Identifies the immediate micro-trend Stoch (5-period Stochastic) Green ● = Oversold (<20) - potential reversal up Red ● = Overbought (>80) - potential reversal down Gray ● = Neutral zone (20-80) Use: Spots reversal opportunities at extremes RSI (7-period) Green ● = Oversold (<30) Red ● = Overbought (>70) Gray ● = Neutral Use: Confirms overbought/oversold conditions CVD (Cumulative Volume Delta) Green ● = CVD above its moving average (buying pressure) Red ● = CVD below its moving average (selling pressure) Gray ● = Neutral Use: Shows overall buying vs selling pressure ΔCVD (Delta CVD - Rate of Change) Green ● = CVD accelerating upward (buying acceleration) Red ● = CVD accelerating downward (selling acceleration) Gray ● = No acceleration Use: Detects momentum shifts in order flow Imbal (Order Flow Imbalance) Green ● = Buy pressure >2x sell pressure Red ● = Sell pressure >2x buy pressure Gray ● = Balanced Use: Identifies extreme one-sided order flow Vol (Volume Strength) Green ● = Volume >1.5x average (strong interest) Red ● = Volume <0.7x average (low interest) Gray ● = Normal volume Yellow background = Volume surge (>2x average) - BIG MOVE ALERT Use: Confirms conviction behind price moves Tape (Tape Speed) Green ● = Fast order flow (>1.3x normal) Red ● = Slow order flow (<0.7x normal) Gray ● = Normal speed Yellow background = Very fast tape (>1.5x) - RAPID EXECUTION ALERT Use: Measures urgency and speed of orders Key Levels Support (Supp) Shows the nearest high-volume support level below current price Bright Green background = Price is AT support (within 0.3%) - BOUNCE ZONE Green background = Price above support (healthy) Red background = Price below support (broken support, now resistance) Resistance (Res) Shows the nearest high-volume resistance level above current price Bright Orange background = Price is AT resistance (within 0.3%) - REJECTION ZONE Red background = Price below resistance (facing overhead supply) Green background = Price above resistance (breakout) These levels update automatically every 3 bars based on volume profile Entry Signal Components Score Displays format: "6L" (6 long indicators) or "4S" (4 short indicators) Bright Green = 6-7 indicators aligned for long Light Green = 5 indicators aligned for long Yellow = 4 indicators aligned (weaker setup) Gray = No alignment Red/Orange colors = Same scale for short setups Score of 5+ indicates high-probability setup SCALP (Main Entry Signal) BRIGHT GREEN "LONG" = High-quality long scalp (Score 5+) Green "LONG" = Decent long scalp (Score 4) BRIGHT ORANGE "SHORT" = High-quality short scalp (Score 5+) Red "SHORT" = Decent short scalp (Score 4) Gray "WAIT" = No clear setup - STAY OUT Entry Strategies Strategy 1: High-Probability Scalps (Conservative) When to Enter: SCALP column shows BRIGHT GREEN "LONG" or BRIGHT ORANGE "SHORT" Score is 5 or higher Vol or Tape has yellow background (volume surge) Example Long Setup: SCALP = BRIGHT GREEN "LONG" Score = 6L Vol = Yellow background Price AT Support (bright green Supp cell) EMA, MACD, CVD, ΔCVD, Imbal all green Entry: Enter immediately on next candle Target: 0.5-1% move or resistance level Stop: Below support or -0.3% Hold Time: 2-10 minutes Strategy 2: Momentum Scalps (Aggressive) When to Enter: Tape has yellow background (fast tape) Vol has yellow background (volume surge) ΔCVD is green (for longs) or red (for shorts) Imbal shows strong imbalance in your direction Score is 4+ Example Short Setup: Tape & Vol = Yellow backgrounds ΔCVD = Red, Imbal = Red Price AT Resistance (bright orange) Score = 5S Entry: Enter immediately Target: Quick 0.3-0.7% move Stop: Tight -0.2% Hold Time: 1-5 minutes Strategy 3: Reversal Scalps (Mean Reversion) When to Enter: Stoch shows oversold (green) or overbought (red) RSI confirms the extreme Price is AT Support (for longs) or AT Resistance (for shorts) ΔCVD and Imbal start reversing direction Score is 4+ Example Long Setup: Stoch = Green (oversold) RSI = Green (oversold) Supp = Bright green (at support) ΔCVD turns green Imbal turns green Score = 4L or 5L Entry: Wait for confirmation candle Target: Move back to EMA9 or mid-range Stop: Below the low Hold Time: 3-8 minutes Large Order Detection Usage Diamond Signals Green diamonds below bar = Large buy orders (institutional buying) Red diamonds above bar = Large sell orders (institutional selling) Size matters: Larger diamonds = larger order flow How to Use with Dashboard Confirmation Entries Dashboard shows "LONG" signal Green diamond appears Enter immediately - institutions are buying Divergence Alerts (CAUTION) Dashboard shows "LONG" signal RED diamond appears (institutions selling) DO NOT ENTER - conflicting order flow Cluster Patterns Multiple green diamonds in row = Strong accumulation, stay long Multiple red diamonds in row = Strong distribution, stay short Alternating colors = Chop, avoid trading Risk Management Rules Position Sizing Risk 0.5-1% of account per scalp Maximum 3 concurrent positions Reduce size after 2 consecutive losses Stop Loss Guidelines Tight stops: 0.2-0.3% for 1-2 min charts Standard stops: 0.3-0.5% for 5 min charts Always use stop loss - no exceptions Place stops below support (longs) or above resistance (shorts) Take Profit Targets Target 1: 0.3-0.5% (take 50% off) Target 2: 0.7-1% (take remaining 50%) Move stop to breakeven after Target 1 hit Trail stop if Score remains high Time-Based Exits Exit immediately if: SCALP changes from LONG/SHORT to WAIT Score drops below 3 Large diamond appears in opposite direction Maximum hold time: 15 minutes (even if profitable) Hard exit time: 30 minutes before market close Trading Sessions Best Times to Scalp High-Liquidity Sessions 9:30-11:00 AM EST (Market open, highest volume) 2:00-3:30 PM EST (Afternoon session, good moves) Avoid 11:30 AM-1:30 PM EST (Lunch, low volume) Last 30 minutes (unpredictable, don't initiate new trades) News releases (wait 5 minutes for volatility to settle) Common Patterns & Setups The Perfect Storm (Highest Probability) Score = 6L or 7L SCALP = BRIGHT GREEN Vol + Tape = Yellow backgrounds Green diamond appears Price AT Support Win rate: ~70-80% The Fade Setup (Counter-Trend) Price hits resistance (bright orange) Stoch + RSI overbought (red) Red diamond appears CVD starts turning red SCALP shows "SHORT" Win rate: ~60-70% The Breakout Continuation Price breaks resistance (Res turns green) EMA, MACD green Vol surge (yellow) Multiple green diamonds SCALP = "LONG" Win rate: ~65-75% Warning Signs - DO NOT TRADE Red Flags ❌ SCALP shows "WAIT" ❌ Score below 3 ❌ Vol and Tape both gray (no volume) ❌ Conflicting signals (dashboard says LONG but red diamonds appearing) ❌ Alternating green/red circles (choppy market) ❌ Support and Resistance very close together (tight range) Market Conditions to Avoid Low volume periods Major news releases (first 5 minutes after) First 2 minutes after market open Wide spreads Consecutive losing trades (take a break after 2 losses) Quick Reference Checklist Before Taking ANY Trade: ☑ SCALP shows LONG or SHORT (not WAIT) ☑ Score is 4 or higher ☑ Vol or Tape shows activity ☑ No conflicting diamond signals ☑ Stop loss level identified ☑ Target profit level identified ☑ Not in restricted time periods After Entering: ☑ Set stop loss immediately ☑ Set profit targets ☑ Watch SCALP column - exit if changes to WAIT ☑ Watch for opposite-colored diamonds ☑ Move stop to breakeven after first target ☑ Exit all by market close Advanced Tips Scalping Psychology Be patient: Wait for Score 5+ setups Be decisive: When signal appears, act immediately Be disciplined: Follow your stop loss always Be flexible: Exit quickly if dashboard reverses Optimization Backtest on your specific instrument Adjust RSI/Stoch levels for your market Fine-tune volume thresholds Keep a trade journal to track which setups work best Multi-Timeframe Confirmation Use 5-min dashboard as "trend filter" Take 1-min trades only in direction of 5-min SCALP signal Increases win rate by ~10-15% Troubleshooting Q: Dashboard shows WAIT most of the time Normal - scalping is about patience. Quality > Quantity 3-8 good setups per day is excellent Q: Too many false signals Increase minimum Score requirement to 5 or 6 Only trade with volume surge (yellow backgrounds) Add large order detection confirmation Q: Signals too slow You may be on too high a timeframe Try 1-minute chart for faster signals Ensure real-time data feed is active Q: Support/Resistance not updating Normal - updates every 3 bars If completely stuck, remove and re-add indicator Summary This scalping system works best when: ✅ Multiple indicators align (Score 5+) ✅ Volume and tape speed confirm the move ✅ Order flow (diamonds) confirms direction ✅ Price is at key levels (support/resistance) ✅ You manage risk strictly ✅ You exit before market close The golden rule: When SCALP says WAIT, you WAIT. Discipline beats frequency.
Индикатор Pine Script®
от jedijamez
Quantura - Supply & Demand Zone DetectionIntroduction “Quantura – Supply & Demand Zone Detection” is an advanced indicator designed to automatically detect and visualize institutional supply and demand zones, as well as breaker blocks, directly on the chart. The tool helps traders identify key areas of market imbalance and potential reversal or continuation zones, based on price structure, volume, and ATR dynamics. Originality & Value This indicator provides a unique and adaptive method of zone detection that goes beyond simple pivot or candle-based logic. It merges multiple layers of confirmation—volume sensitivity, ATR filters, and swing structure—while dynamically tracking how zones evolve as the market progresses. Unlike traditional supply and demand indicators, this script also detects and plots Breaker Zones when previous imbalances are violated, giving traders an extra layer of market context. The key values of this tool include: Automated detection of high-probability supply and demand zones. Integration of both volume and ATR filters for precision and adaptability. Dynamic zone merging and updating based on price evolution. Identification of breaker blocks (invalidated zones) to visualize market structure shifts. Optional bullish and bearish trade signals when zones are retested. Clear, visually optimized plotting for efficient chart interpretation. Functionality & Core Logic The indicator continuously scans recent price data for swing highs/lows and combines them with optional volume and ATR conditions to validate potential zones. Demand Zones are formed when price action indicates accumulation or a strong bullish rejection from a low area. Supply Zones are created when distribution or strong bearish rejection occurs near local highs. Breaker Blocks appear when existing zones are invalidated by price, helping traders visualize potential market structure shifts. Bullish and bearish signals appear when price re-enters an active zone or breaks through a breaker block. Parameters & Customization Demand Zones / Supply Zones: Enable or disable each individually. Breaker Zones: Activate breaker block detection for invalidated zones. Volume Filter: Optional filter to only confirm zones when volume exceeds its long-term average by a user-defined multiplier. ATR Filter: Optional filter for volatility confirmation, ensuring zones form under strong momentum conditions. Swing Length: Controls the number of bars used to detect structural pivots. Sensitivity Controls: Adjustable ATR and volume multipliers to fine-tune detection responsiveness. Signals: Toggle for on-chart bullish (▲) and bearish (▼) signal plotting when price interacts with zones. Color Customization: User-defined bullish and bearish colors for both standard and breaker zones. Core Calculations Zones are detected using pivot highs and lows with a defined lookback and lookahead period. Additional filters apply if ATR and volume are enabled, requiring conditions like “ATR > average * multiplier” and “Volume > average * multiplier.” Detected zones are merged if overlapping, keeping the chart clean and logical. When price breaks through a zone, the original box is closed, and a new breaker zone is plotted automatically. Bullish and bearish markers appear when zones are retested from the opposite side. Visualization & Display Demand zones are shaded in semi-transparent bullish color (default: blue). Supply zones are shaded in semi-transparent bearish color (default: red). Breaker zones appear when previous imbalances are broken, helping to spot structural shifts. Optional arrows (▲ / ▼) indicate potential buy or sell reactions on zone interaction. Use Cases Identify institutional areas of accumulation (demand) or distribution (supply). Detect potential breakout traps and market structure shifts using breaker zones. Combine with other tools such as volume profile, EMA, or liquidity indicators for deeper confirmation. Observe retests and reactions of zones to anticipate possible reversals or continuations. Apply multi-timeframe analysis to align higher timeframe zones with lower timeframe entries. Limitations & Recommendations The indicator does not predict future price movement; it highlights structural imbalances only. Performance depends on chosen swing length and sensitivity—users should optimize parameters for each market. Works best in volatile markets where supply and demand imbalances are clearly expressed. Should be used as part of a broader trading framework, not as a standalone signal generator. Markets & Timeframes The “Quantura – Supply & Demand Zone Detection” indicator is suitable for all asset classes including cryptocurrencies, Forex, indices, commodities, and equities. It performs reliably across multiple timeframes, from intraday scalping to higher timeframe swing analysis. Author & Access Developed 100% by Quantura. Published as a Open-source script indicator. Access is free. Important This description complies with TradingView’s Script Publishing and House Rules. It clearly explains the indicator’s originality, underlying logic, functionality, and intended use without unrealistic claims or performance guarantees.
Индикатор Pine Script®
от Quantura
2
Quantura - Average Intraday Candle VolumeIntroduction “Quantura – Average Intraday Candle Volume” is a quantitative visualization tool that calculates and displays the average traded volume for each intraday time position based on a user-defined historical lookback period. It allows traders to analyze recurring intraday volume patterns, identify high-activity sessions, and detect liquidity shifts throughout the trading day. Originality & Value This indicator goes beyond standard volume averages by normalizing and aligning volume data according to the time of day. Instead of simply smoothing recent bars, it builds an intraday volume profile based on historical daily averages, enabling users to understand when during the day volume typically peaks or drops. Its originality and usefulness come from: Converting standard volume data into time-aligned intraday averages. Visualization of historical intraday liquidity behavior, not just total daily volume. Dynamic scaling using normalization and transparency to emphasize active and quiet periods. Optional day-separator lines for precise intraday structure recognition. Gradient-based coloring for better visual interpretation of volume intensity. Functionality & Core Logic The indicator divides each day into discrete intraday time positions (based on chart timeframe). For each position, it stores and updates historical volume values across the selected number of days. It calculates an average volume per time position by aggregating all stored values and dividing them by the number of valid days. The result is plotted as a continuous histogram showing typical intraday volume distribution. The bar colors and transparency dynamically reflect the relative intensity of volume at each point in the day. Parameters & Customization Number of Days for Averaging: Defines how many past days are included in the volume average calculation (default: 365). UTC Offset: Allows synchronization of intraday cycles with local or exchange time zones. Base Color: Sets the main color for plotted volume columns. Color Mode: Choose between “Gradient” (transparency dynamically adjusts by intensity) or “Normal” (fixed opacity). Day Line: Toggles dashed vertical lines marking the start of each trading day. Visualization & Display Volume is plotted as a series of histogram bars, each representing the average volume for a specific intraday time position. A gradient color mode enhances readability by fading lower-intensity areas and highlighting high-volume regions. Optional day-separator lines visually segment historical sessions for easy reference. Works seamlessly across all chart timeframes that divide the 24-hour day into regular bar intervals. Use Cases Identify when trading activity typically peaks (e.g., session opens, news windows, or overlapping markets). Compare current intraday volume to historical averages for early anomaly detection. Enhance algorithmic or discretionary strategies that depend on volume-timing alignment. Combine with volatility or price structure indicators to confirm market activity zones. Evaluate session consistency across different time zones using the UTC offset parameter. Limitations & Recommendations The indicator requires intraday data (below 1D resolution) to function properly. Volume behavior may vary across brokers and assets; adjust averaging period accordingly. Does not predict price movement — it provides volume-based context for analysis. Works best when combined with structure or momentum-based indicators. Markets & Timeframes Compatible with all intraday markets — including crypto, Forex, equities, and futures — and all intraday timeframes (from 1 minute to 4 hours). It is particularly valuable for analyzing assets with continuous 24-hour trading activity. Author & Access Developed 100% by Quantura. Published as a Open-source script indicator. Access is free. Important This description complies with TradingView’s Script Publishing and House Rules. It provides a clear explanation of the indicator’s originality, logic, and purpose, without any unrealistic performance or predictive claims.
Индикатор Pine Script®
от Quantura
Short-Timeframe Volume Spike DetectorShort-Timeframe Volume Spike Detector Description: The Short-Timeframe Volume Spike Detector is an advanced multi-timeframe (MTF) indicator that automatically detects sudden volume surges and price expansion events on a lower timeframe and displays them on a higher (base) timeframe chart — helping traders identify hidden intraday accumulation or breakout pressure within broader candles. ⚙️ How It Works Select a Base Timeframe (e.g., Daily, 4H, 1H). The script automatically fetches data from a Lower Timeframe (e.g., Daily → 1H, 1H → 15m). Within each base bar, it scans all the lower timeframe candles to find: Volume Spikes: Volume exceeds average × multiplier or a custom threshold. Price Strength: Candle shows upward movement beyond a minimum % change. When both conditions are met, a spike signal is plotted on the higher timeframe chart. 🔍 Features ✅ Automatic Lower Timeframe Mapping — Dynamically selects the most relevant lower timeframe. ✅ Two Detection Modes: Multiplier Mode: Volume spikes defined as multiple of average lower timeframe volume. Manual Mode: Custom absolute volume threshold. ✅ Trend Filter Option: Show only signals during uptrends (configurable). ✅ Visual Markers: Purple “X” = Volume Spike Detected Dotted red & green lines = Candle range extension ✅ Custom Label Placement: Above High / Below Low / At Spike Price ✅ Debug Mode: Displays full diagnostic info including detected volume, threshold, and % change. 📊 Use Cases Detect early accumulation in daily candles using hourly or 15-min data. Identify institutional buying interest before visible breakouts. Confirm strong continuation patterns after price compression. Spot hidden intraday activity on swing or positional charts. 🧩 Inputs Overview Input Description Base Timeframe Main chart timeframe for analysis Lookback Bars Number of recent candles to scan Volume Mode “Multiplier” or “Manual Benchmark” Volume Multiplier Multiplier applied to average lower timeframe volume Manual Volume Threshold Fixed volume benchmark Min Price Change % Minimum lower timeframe candle % move to qualify Use Trend Filter Only show in uptrend (close > close ) Extend Bars Number of bars to extend dotted lines Label Position Choose Above High / Below Low / At Spike Price Debug Mode Show live internal values for calibration 🧠 Tips Ideal for swing traders and multi-timeframe analysts. Works best when base = Daily and lower = Hourly or 15m. Combine with Volume Profile, VWAP, or RRG-style analysis for stronger confluence. Use Multiplier 1.5–2.5 to fine-tune for your asset’s volatility. ⚠️ Notes Works only when applied to the base timeframe selected in inputs. May not display signals on non-standard intraday timeframes (like 3H). Labels limited to max_labels_count for performance stability.
Индикатор Pine Script®
от nithinshenoy7
3
VolumeAnlaysis### Volume Analysis (VA) Indicator **Overview** The Volume Analysis (VA) indicator is a dynamic overlay tool designed for traders seeking to identify high-volume breakouts, retests, and multi-timeframe volume-driven price cycles. By combining volume spikes with price action and support/resistance boxes, it highlights potential trend continuations, reversals, and cycle shifts. Ideal for intraday and swing trading on stocks, forex, or crypto, it uses a Fibonacci-inspired 1.618 multiplier to detect significant volume surges, then maps them to visual boxes and key levels for actionable insights. This indicator draws from volume profile concepts but focuses on **breakout confirmation** and **cycle momentum**, helping you spot when "smart money" volume aligns with price extremes. It's particularly useful in volatile markets where volume precedes price moves. **How It Works** 1. **Volume Break Detection**: - Identifies a "Volume Break" when the current bar's volume exceeds 1.618x the highest volume from the prior 5 bars. This signals unusual activity, often preceding breakouts. - A "Volume Retest" triggers exactly 3 bars after a break if volume has been falling steadily over those 3 bars—indicating a pullback for re-accumulation/distribution. 2. **Visual Annotations**: - **Labels**: Green/red/yellow labels mark Volume Breaks and Retests, positioned above/below the bar based on candle direction for clarity. - **Demand/Supply Boxes**: - Blue semi-transparent boxes form around Retest bars, extending rightward to act as dynamic support/resistance. - Green (bullish) or red (bearish) boxes draw from Volume Breaks, based on the original candle's open/close, highlighting potential zones for continuation. - Limited to 5 boxes max to avoid chart clutter; older boxes fade as new ones form. 3. **Box Interaction Signals**: - When price enters a box: - **Reversal Hints**: Maroon (bearish rejection) or lime (bullish rejection) labels on closes against the trend with opening price momentum. - **Breakout Arrows**: Up/down arrows on crossovers/crossunders of box tops/bottoms from Retest boxes. - Scans all active boxes for interactions, prioritizing recent volume events. 4. **Multi-Timeframe Volume Cycles**: - Aggregates the "Volume Break Max" level (a proxy for key price extremes tied to volume spikes) across timeframes: 1min, 5min, 10min, 30min, and 65min (using `request.security`). - Computes **MaxVolBreak** (highest extreme) and **MinVolBreak** (lowest extreme) for trend-following levels. - Tracks **Percent Volume Greater/Less Than Close**: Sums volumes from TFs where price is below/above these levels, creating a momentum ratio. - **CrossClose**: Plots the prior close where this ratio crosses (gray line), signaling cycle shifts—bullish below MinVolBreak, bearish above MaxVolBreak. - **Fills**: Red fill above CrossClose/MaxVolBreak (bearish cycle); green below CrossClose/MinVolBreak (bullish cycle). 5. **Plots**: - Black lines for MaxVolBreak (⏫) and MinVolBreak (⏬). - Gray 🔄 for CrossClose. - Colors dynamically adjust (green/red) based on close relative to levels. **Key Features** - **Trend vs. Reversal Modes**: Toggle alerts for trend-following breaks (crosses of Max/MinVolBreak) or reversal signals (crosses of CrossClose). - **Multi-TF Fusion**: Optionally include the chart's native timeframe in Max/Min calculations for finer tuning. - **Box Management**: Auto-prunes to 5 boxes; focuses on retest/break alignments for "inside bar" logic. - **Momentum Filters**: Uses rising/falling opens and crossovers for label precision, reducing noise. - **Customizable**: Simple inputs for alert visibility and timeframe inclusion. **Settings** | Input | Default | Description | |-------|---------|-------------| | Show Volume Reversal Breaks | False | Enables alerts/labels for CrossClose crosses (cycle reversals). | | Show Trend Following Breaks | True | Enables alerts for Max/MinVolBreak crosses (trend signals). | | Use Current Time | False | Includes chart's native TF in multi-TF Max/Min calculations. | **Alerts** - **Reversal Alerts** (if enabled): "Volume Reverse Bullish/Bearish Break of " on close crosses of CrossClose. - **Trend Alerts** (if enabled): "Trend Volume Bullish/Bearish Signal" on close crosses of Max/MinVolBreak; plus notes if prior low/high aligns with levels. - All alerts include ticker and level value for easy scanning. Use `alert.freq_once_per_bar` to avoid spam. **Trading Ideas** - **Bullish Entry**: Green box formation + price holding MinVolBreak + upward arrow on retest box. Target next resistance. - **Bearish Entry**: Red box + close above MaxVolBreak + red fill activation. Stop below recent low. - **Cycle Trading**: Watch CrossClose crosses for regime shifts—fade extremes in overextended cycles. - **Best Timeframes**: 5-30min for intraday; combine with daily for swings. Works best on liquid assets with reliable volume data. **Limitations & Notes** - Relies on accurate volume data (e.g., stocks/forex); less effective on low-volume or synthetic instruments. - Boxes extend rightward but don't auto-delete—monitor for clutter on long histories (max_bars_back=500). - Some logic (e.g., exact 3-bar retest) is rigid; backtest for your market. - Open-source under MPL 2.0—fork and tweak as needed! For questions or enhancements, drop a comment below. Happy trading! 🚀
Индикатор Pine Script®
от TPolehn
3D Candles (Zeiierman)█ Overview 3D Candles (Zeiierman) is a unique 3D take on classic candlesticks, offering a fresh, high-clarity way to visualize price action directly on your chart. Visualizing price in alternative ways can help traders interpret the same data differently and potentially gain a new perspective. █ How It Works ⚪ 3D Body Construction For each bar, the script computes the candle body (open/close bounds), then projects a top face offset by a depth amount. The depth is proportional to that candle’s high–low range, so it looks consistent across symbols with different prices/precisions. rng = math.max(1e-10, high - low ) // candle range depthMag = rng * depthPct * factorMag // % of range, shaped by tilt amount depth = depthMag * factorSign // direction from dev (up/down) depthPct → how “thick” the 3D effect is, as a % of each candle’s own range. factorMag → scales the effect based on your tilt input (dev), with a smooth curve so small tilts still show. factorSign → applies the direction of the tilt (up or down). ⚪ Tilt & Perspective Tilt is controlled by dev and translated into a gentle perspective factor: slope = (4.0 * math.abs(dev)) / width factorMag = math.pow(math.min(1.0, slope), 0.5) // sqrt softens response factorSign = dev == 0 ? 0.0 : math.sign(dev) // direction (up/down) Larger dev → stronger 3D presence (up to a cap). The square-root curve makes small dev values noticeable without overdoing it. █ How to Use Traders can use 3D Candles just like regular candlesticks. The difference is the 3D visualization, which can broaden your view and help you notice price behavior from a fresh perspective. ⚪ Quick setup (dual-view): Split your TradingView layout into two synchronized charts. Right pane: keep your standard candlestick or bar chart for live execution. Left pane: add 3D Candles (Zeiierman) to compare the same symbol/timeframe. Observe differences: the 3D rendering can make expansion/contraction and body emphasis easier to spot at a glance. █ Go Full 3D Take the experience further by pairing 3D Candles (Zeiierman) with Volume Profile 3D (Zeiierman) , a perfect complement that shows where activity is concentrated, while your 3D candles show how the price unfolded. █ Settings Candles — How many 3D candles to draw. Higher values draw more shapes and may impact performance on slower machines. Block Width (bars) — Visual thickness of each 3D candle along the x-axis. Larger values look chunkier but can overlap more. Up/Down — Controls the tilt and strength of the 3D top face. 3D depth (% of range) — Thickness of the 3D effect as a percentage of each candle’s own high–low range. Larger values exaggerate the depth. ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Индикатор Pine Script®
от Zeiierman
8
Volume Exponential Moving Averages (EMA) Description: This script is a simple script that plots a desired exponential moving average of buy and sell volume as a line chart with a tunable smoothing factor. There is a highlight on the plot area of either green or red to denote if the EMA of buy volume or sell volume is of a higher value. This indicator uses basic math of exponential averages and calculates volume using the formulas: "buy volume" = the product of total volume and the "closing price" minus the "low price" divided by "high price" minus the "low price" for a specific candle. Conversely, "sell volume" = the product of "total volume" and the "high price" minus the "close price" divided by "high price" minus the "low price" for a specific candle. Utility: This indicator is an effective way to gauge the acceleration/ deceleration of buyers and sellers in the market and can be used in combination with market structure and important levels to understand if buyers or sellers are taking over at any given time. How to use this indicator: There are two settings for this indicator: 1. The Length of the EMA: The length of the EMA can be adjusted based on your preference for a running number of candles' data. If you are interested to know short term changes in volume (e.g. over the past few candles at a major level) you can adjust this setting lower (~3-9 length). Conversely, if you are interested in volume trends over a greater number of candles you can increase this to your liking. Personal preference : Because I am a short term daytrader/ scalper, I keep this setting at 6 length to see immediate changes in the acceleration or deceleration of buyers/ sellers. 2. The Smoothing Factor: The smoothing factor can be adjusted to further tune the size of trend you are interested in with 1 = No smoothing of the EMA line. Smoothing of the EMA line increases as the value for smoothing increases, resulting in a less volatile, more smooth EMA line. However, the more smooth the line, the less sensitive the EMA will be to immediate changes in volume pace. The less smoothing factor is applied, the more volatile data will be, resulting in quicker observation of shorter term trends. Again the same rules apply as the EMA length as these are similar in function: If you are interested to know short term changes in volume (e.g. over the past few candles at a major level) you can adjust this setting lower (~2-6). Conversely, if you are interested in volume trends over a greater number of candles you can increase this to your liking. Personal preference : Because I am a short term daytrader/ scalper, I keep this setting at 2-4 smoothing factor to see immediate changes in the acceleration or deceleration of buyers/ sellers. You should, of course, play with these settings to your exact preferences based on your trading style. Tips for using this indicator: General Use: When the buy volume EMA is moving up, buyers are increasing the pace of buying and when the buy volume EMA is moving down, buyers are decreasing the pace of buying. Conversely, when the sell volume EMA is moving up, sellers are increasing the pace of selling and when the sell volume EMA is moving down, sellers are decreasing the pace of selling. The overall movement of the stock is relative to the combination of these rates. e.g. If both buyers and sellers are increasing at the same rate (EMAs slopes are roughly equal) there will be not a large change in price. If the slope of the buy volume EMA is greater than the slope of sell volume EMA, the price should move up. Conversely, if the slope of the sell volume EMA is greater than the slope of buy volume EMA, the price should move down. Predicting pullbacks, reversals, and continuations: This indicator allows you to see if buyers or sellers are increasing their pace, even if the stock price is in consolidation. This allows you to predict if out of the consolidation buyers or sellers are likely to win based on the momentum of the volume in consolidation. e.g. If price is in consolidation after an uptrend and the buy volume EMA starts to decrease, this could be a sign that buyers are running out of steam at this price level. Another example, If at a major support the buy volume EMA begins to trend up then buyers are accelerating the pace of buying at this level. EMA crosses: There is something to be said about the point at which the buy volume EMA and sell volume EMA cross. This signifies that at this moment there is a shift in which the acceleration of one party outpaces that of the other and can result in increased speed of the movement of the stock price. Considerations Because volume changes constantly, this indicator is best to identify short term changes in volume that could impact price movements. It is not guaranteed to continue just because buyers or sellers have had a change in pace. Therefore it is advised to use this indicator in combination with significant price levels such as pivot points, or price levels from volume profile tools to identify the price zones where significant volume changes are likely to impact price movements. It is also advised to continue to monitor the changes in pace in buyers and sellers using this volume EMA indicator to determine if a change in pace is short lived or if it will continue for a longer duration. Examples of use: Bullish Reversal: Bearish Continuation: Bearish EMA Crossover: (Settings: Length 6, Smoothing factor 3) Bullish EMA Crossover: (Settings: Length 6, Smoothing factor 4)
Индикатор Pine Script®
от not_a_mad_scientist
Wyckoff Effort vs. Result📌 Wyckoff Effort vs. Result (E/R) – Visualizing Supply & Demand Imbalance with Volume Confirmation 📖 Overview The Wyckoff Effort vs. Result (E/R) indicator is designed to help traders interpret market behavior through the lens of volume vs. price movement — a foundational concept in Richard Wyckoff’s methodology. This tool aims to highlight moments where the “effort” (volume) is not in proportion to the “result” (price movement) — giving insight into potential accumulation or distribution events. By detecting high-volume candles and classifying them based on their price direction, the indicator visualizes zones where smart money might be active . ⚙️ How It Works 1. Effort Accumulation (High Volume Down Bar): • When a candle closes lower than it opens (down bar) and has above-average volume , it’s marked as potential absorption of selling pressure (effort to push down met by buying). • These candles are colored red and the open level is plotted, acting as a potential support or re-test zone. 2. Effort Distribution (High Volume Up Bar): • When a candle closes higher than it opens (up bar) and has above-average volume , it’s marked as potential distribution (effort to push up absorbed by sellers). • These candles are colored green and the open level is plotted , acting as a potential resistance or rejection zone. 3. Average Volume Calculation: • The script calculates a simple moving average (SMA) of volume over a user-defined lookback period. • If current volume exceeds the average multiplied by a set threshold, it’s treated as a high-effort bar . 🧪 Inputs Input Description Average Volume Lookback - Number of bars used to calculate the volume average High Volume Multiplier. - Multiplier to define what qualifies as “high volume” 🖥️ Visual Output • 🔴 Red candles = High volume on a down bar → possible accumulation • 🟢 Green candles = High volume on an up bar → possible distribution • 📉 Horizontal lines at bar open price mark the potential zones where effort occurred These zones can serve as: • Areas of support/resistance • Trap zones where smart money absorbs liquidity • Entry/exit filters when combined with price action 🧠 How to Use • Use in combination with price structure, support/resistance, and volume profile tools • Watch how price reacts when it revisits the plotted lines • Look for effort bars that fail to lead to continuation, signaling potential reversal • Can be used in scalping, swing trading, or Wyckoff-style phase analysis 🔒 Technical Notes • ✅ Does not repaint • ✅ Built with Pine Script v6 • ✅ Lightweight and customizable • ❌ Does not generate buy/sell signals — it provides context, not predictions
Индикатор Pine Script®
от TradeTechanalysis
RVol+ Enhanced Relative Volume Indicator📊 RVol+ Enhanced Relative Volume Indicator Overview RVol+ (Relative Volume Plus) is an advanced time-based relative volume indicator designed specifically for swing traders and breakout detection. Unlike simple volume comparisons, RVol+ analyzes volume at the same time of day across multiple sessions, providing statistically significant insights into institutional activity and breakout potential. 🎯 Key Features Core Volume Analysis Time-Based RVol Calculation - Compares current cumulative volume to the average volume at this exact time over the past N days Statistical Z-Score - Measures volume in standard deviations from the mean for true anomaly detection Volume Percentile - Shows where current volume ranks historically (0-100%) Sustained Volume Filter - 3-bar moving average prevents false signals from single-bar spikes Breakout Detection 🚀 Confirmed Breakouts - Identifies price breakouts validated by high volume (RVol > 1.5x) ⚠️ False Breakout Warnings - Alerts when price breaks key levels on low volume (high failure risk) Multi-Timeframe Context - Weekly volume overlay prevents chasing daily noise Advanced Metrics OBV Divergence Detection - Spots bullish/bearish accumulation/distribution patterns Volume Profile Integration - Identifies institutional positioning Money Flow Analysis - Tracks smart money vs retail activity Extreme Volume Alerts - 🔥 Labels mark unusual spikes beyond the display cap Visual Intelligence Smart Color Coding: 🟢 Bright Teal = High activity (RVol ≥ 1.5x) 🟡 Medium Teal = Caution zone (RVol ≥ 1.2x) ⚪ Light Teal = Normal activity 🟠 Orange = Breakout confirmed 🔴 Red = False breakout risk Comprehensive Stats Table: Current Volume (formatted as M/K/B) RVol ratio Z-Score with significance Volume percentile Historical average and standard deviation Sustained volume confirmation 📈 How to Use For Swing Trading (1D - 3W Holds) Perfect Setup: ✓ RVol > 1.5x (bright teal) ✓ Z-Score > 2.0 (⚡ alert) ✓ Percentile > 90% ✓ Sustained = ✓ ✓ 🚀 Breakout label appears Avoid: ✗ Red "Low Vol" warning during breakouts ✗ RVol < 1.0 at key levels ✗ Sustained volume not confirmed Signal Interpretation ⚡ Z>2 Labels - Statistically significant volume (95th+ percentile) - highest probability moves ↗️ OBV+ Labels - Bullish accumulation (OBV rising while price consolidates) ↘️ OBV- Labels - Bearish distribution (OBV falling while price rises) 🔵 Blue Background - Weekly volume elevated (confirms daily strength) ⚙️ Customization Basic Settings N Day Average - Number of historical days for comparison (default: 5) RVol Thresholds - Customize highlight levels (default: 1.2x, 1.5x) Visual Display Cap - Prevent extreme spikes from compressing view (default: 4.0x) Advanced Metrics (Toggle On/Off) Z-Score analysis Weekly RVol context OBV divergence detection Volume percentile ranking Breakout signal generation Table Customization Position - 9 placement options to avoid chart overlap Size - Tiny to Huge Colors - Full customization of positive/negative/neutral values Transparency - Adjustable background Debug Mode Enable Pine Logs for calculation transparency Adjustable log frequency Real-time calculation breakdown 🔬 Technical Details Algorithm: Binary search for historical lookups (O(log n) performance) Time-zone aware session detection DST-safe timestamp calculations Exponentially weighted standard deviation Anti-repainting architecture Performance: Optimized for max_bars_back = 5000 Efficient array management Built-in function optimization Memory-conscious data structures 📊 What Makes RVol+ Different? vs. Standard Volume: Context-aware (time-of-day matters) Statistical significance testing False breakout filtering vs. Basic RVol: Z-Score normalization (2-3 sigma detection) Multi-timeframe confirmation OBV divergence integration Sustained volume filtering Smart visual scaling vs. Professional Tools: Free and open-source Fully customizable No black-box algorithms Educational debug logs 💡 Best Practices Wait for Confirmation - Don't enter on first bar; wait for sustained volume ✓ Combine with Price Action - RVol validates, price structure determines entry Weekly Context Matters - Blue background = institutional interest Z-Score is King - Focus on ⚡ alerts for highest probability Avoid Low Volume Breakouts - Red ⚠️ labels = high failure risk 🎓 Trading Psychology Volume precedes price. When RVol+ shows: High RVol + Rising OBV = Accumulation before breakout High RVol at Resistance = Test of conviction Low RVol on Breakout = Retail-driven (fade candidate) Z-Score > 3 = Potential "whale" positioning 📝 Credits Based on the time-based RVol concept from /u/HurlTeaInTheSea, enhanced with: Statistical analysis (z-scores, percentiles) Multi-timeframe integration OBV divergence detection Professional-grade visualization Swing trading optimization 🔧 Version History v2.0 - Enhanced Edition Added Z-Score analysis Multi-timeframe volume context OBV divergence detection Breakout confirmation system Smart color coding Customizable stats table Debug logging mode Performance optimizations 📚 Learn More For optimal use with swing trading: Combine with support/resistance levels Watch for volume clusters in consolidation Use weekly timeframe for trend confirmation Monitor OBV divergence for early warnings ⚠️ Disclaimer This indicator is for educational purposes. Volume analysis is one component of trading decisions. Always use proper risk management, consider multiple timeframes, and validate signals with price structure. Past performance does not guarantee future results. 🚀 Getting Started Add indicator to chart Adjust "N Day Average" to your preference (5-10 days typical) Position stats table to avoid overlap Enable features you want to monitor Watch for 🚀 breakout confirmations! Happy Trading! 📈
Индикатор Pine Script®
от nippe678
Liquidity Void Detector (Zeiierman)█ Overview Liquidity Void Detector (Zeiierman) is an oscillator highlighting inefficient price displacements under low participation. It measures the most recent price move (standardized return) and amplifies it only when volume is below its own trend. Positive readings ⇒ strong up-move on low volume → potential Buy-Side Imbalance (void below) that often refills. Negative readings ⇒ strong down-move on low volume → potential Sell-Side Imbalance (void above) that often refills. This tool provides a quantitative “void” proxy: when price travels far with unusually thin volume, the move is flagged as likely inefficient and prone to mean-reversion/mitigation. █ How It Works ⚪ Volume Shock (Participation Filter) Each bar, volume is compared to a rolling baseline. This is then z-scored. // Volume Shock calculation volTrend = ta.sma(volume, L) vs = (volume > 0 and volTrend > 0) ? math.log(volume) - math.log(volTrend) : na vsZ = zScore(vs, vzLen) // z-scored volume shock lowVS = (vsZ <= vzThr) // low-volume condition Bars with VolShock Z ≤ threshold are treated as low-volume (thin). ⚪ Prior Return Extremeness The 1-bar log return is computed and z-scored. // Prior return extremeness r1 = math.log(close / close ) retZ = zScore(r1, rLen) // z-scored prior return This shows whether the latest move is unusually large relative to recent history. ⚪ Void Oscillator The oscillator is: // Oscillator construction weight = lowVS ? 1.0 : fadeNoLow osc = retZ * weight where Weight = 1 when volume is low, otherwise fades toward a user-set factor (0–1). Osc > 0: up-move emphasized under low volume ⇒ Buy-Side Imbalance. Osc < 0: down-move emphasized under low volume ⇒ Sell-Side Imbalance. █ Why Use It ⚪ Targets Inefficient Moves By filtering for low participation, the oscillator focuses on moves most likely driven by thin books/noise trading, which are statistically more likely to retrace. ⚪ Simple, Robust Logic No need for tick data or order-book depth. It derives a practical void proxy from OHLCV, making it portable across assets and timeframes. ⚪ Complements Price-Action Tools Use alongside FVG/imbalance zones, key levels, and volume profile to prioritize voids that carry the highest reversal probability. █ How to Use Sell-Side Imbalance = aggressive sell move (price goes down on low volume) → expect price to move up to fill it. Buy-Side Imbalance = aggressive buy move (price goes up on low volume) → expect price to move down to fill it. █ Settings Volume Baseline Length — Bars for the volume trend used in VolShock. Larger = smoother baseline, fewer low-volume flags. Vol Shock Z-Score Lookback — Bars to standardize VolShock; larger = smoother, fewer extremes. Low-Volume Threshold (VolShock Z ≤) — Defines “thin participation.” Typical: −0.5 to −1.0. Return Z-Score Lookback — Bars to standardize the 1-bar log return; larger = smoother “extremeness” measure. Fade When Volume Not Low (0–1) — Weight applied when volume is not low. 0.00 = ignore non-low-volume bars entirely. 1.00 = treat volume condition as irrelevant (pure return extremeness). Upper Threshold (Osc ≥) — Trigger for Sell-Side Imbalance (void below). Lower Threshold (Osc ≤) — Trigger for Buy-Side Imbalance (void above). ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Индикатор Pine Script®
от Zeiierman
11
Fixed Range Volume Profile"Distribution of transaction volume by price group (transaction volume by price block)" Instructions for use (Professional Manual) 1. a basic concept By vertical axis (price), shows the cumulative trading volume traded in the segment. The longer the block, the more transactions took place in that price range. Colors distinguish between buying/selling strength (green = buying advantage, red = selling advantage). 2. Key components POC (Point of Control) → Longest block (most traded price segment, "key selling point"). VAH / VAL (Value Area High/Low) → Top/bottom segments where approximately 70% of the total volume is formed. → Role of "Major Support/Resistance". High Capacity Node (HVN) → Significantly higher trading volumes → strong support/resistance. Low Volume Node (LVN) → Low volume section → areas where prices are easily passed. 3. practical application Find Support/Resistance The thickest block (POC) is used as a place where prices often rebound/resist. a trading entry/liquidation strategy Buy if the price is supported near HVN, When breaking through the LVN, fast movement (gap movement) can be expected. break/goal setting Finger = Under the LVN, Target = Next HVN. Judgment of trends When the block distribution is concentrated above, "Increase to Collection Section" If you're driven below, you're "in a downtrend to a variance section." 4. Precautions The volume distribution is "past data based" and is not an indicator of the future. Rather than using it alone, it is more effective to combine with Fibonacci, trend lines, and candle patterns. In particular, in the volatile market, the LVN breakthrough → may signal a surge/fall. In summary, this block indicator is "a map showing the most market participants at any price point". In other words, it is useful for finding support/resistance as a tool for analyzing sales and establishing the basis for trading strategies.
Индикатор Pine Script®
от xxxbit
2
POC Migration Velocity (POC-MV) [PhenLabs]📊POC Migration Velocity (POC-MV) Version: PineScript™v6 📌Description The POC Migration Velocity indicator revolutionizes market structure analysis by tracking the movement, speed, and acceleration of Point of Control (POC) levels in real-time. This tool combines sophisticated volume distribution estimation with velocity calculations to reveal hidden market dynamics that conventional indicators miss. POC-MV provides traders with unprecedented insight into volume-based price movement patterns, enabling the early identification of continuation and exhaustion signals before they become apparent to the broader market. By measuring how quickly and consistently the POC migrates across price levels, traders gain early warning signals for significant market shifts and can position themselves advantageously. The indicator employs advanced algorithms to estimate intra-bar volume distribution without requiring lower timeframe data, making it accessible across all chart timeframes while maintaining sophisticated analytical capabilities. 🚀Points of Innovation Micro-POC calculation using advanced OHLC-based volume distribution estimation Real-time velocity and acceleration tracking normalized by ATR for cross-market consistency Persistence scoring system that quantifies directional consistency over multiple periods Multi-signal detection combining continuation patterns, exhaustion signals, and gap alerts Dynamic color-coded visualization system with intensity-based feedback Comprehensive customization options for resolution, periods, and thresholds 🔧Core Components POC Calculation Engine: Estimates volume distribution within each bar using configurable price bands and sophisticated weighting algorithms Velocity Measurement System: Tracks the rate of POC movement over customizable lookback periods with ATR normalization Acceleration Calculator: Measures the rate of change of velocity to identify momentum shifts in POC migration Persistence Analyzer: Quantifies how consistently POC moves in the same direction using exponential weighting Signal Detection Framework: Combines trend analysis, velocity thresholds, and persistence requirements for signal generation Visual Rendering System: Provides dynamic color-coded lines and heat ribbons based on velocity and price-POC relationships 🔥Key Features Real-time POC calculation with 10-100 configurable price bands for optimal precision Velocity tracking with customizable lookback periods from 5 to 50 bars Acceleration measurement for detecting momentum changes in POC movement Persistence scoring to validate signal strength and filter false signals Dynamic visual feedback with blue/orange color scheme indicating bullish/bearish conditions Comprehensive alert system for continuation patterns, exhaustion signals, and POC gaps Adjustable information table displaying real-time metrics and current signals Heat ribbon visualization showing price-POC relationship intensity Multiple threshold settings for customizing signal sensitivity Export capability for use with separate panel indicators 🎨Visualization POC Connecting Lines: Color-coded lines showing POC levels with intensity based on velocity magnitude Heat Ribbon: Dynamic colored ribbon around price showing POC-price basis intensity Signal Markers: Clear exhaustion top/bottom signals with labeled shapes Information Table: Real-time display of POC value, velocity, acceleration, basis, persistence, and current signal status Color Gradients: Blue gradients for bullish conditions, orange gradients for bearish conditions 📖Usage Guidelines POC Calculation Settings POC Resolution (Price Bands): Default 20, Range 10-100. Controls the number of price bands used to estimate volume distribution within each bar Volume Weight Factor: Default 0.7, Range 0.1-1.0. Adjusts the influence of volume in POC calculation POC Smoothing: Default 3, Range 1-10. EMA smoothing period applied to the calculated POC to reduce noise Velocity Settings Velocity Lookback Period: Default 14, Range 5-50. Number of bars used to calculate POC velocity Acceleration Period: Default 7, Range 3-20. Period for calculating POC acceleration Velocity Significance Threshold: Default 0.5, Range 0.1-2.0. Minimum normalized velocity for continuation signals Persistence Settings Persistence Lookback: Default 5, Range 3-20. Number of bars examined for persistence score calculation Persistence Threshold: Default 0.7, Range 0.5-1.0. Minimum persistence score required for continuation signals Visual Settings Show POC Connecting Lines: Toggle display of colored lines connecting POC levels Show Heat Ribbon: Toggle display of colored ribbon showing POC-price relationship Ribbon Transparency: Default 70, Range 0-100. Controls transparency level of heat ribbon Alert Settings Enable Continuation Alerts: Toggle alerts for continuation pattern detection Enable Exhaustion Alerts: Toggle alerts for exhaustion pattern detection Enable POC Gap Alerts: Toggle alerts for significant POC gaps Gap Threshold: Default 2.0 ATR, Range 0.5-5.0. Minimum gap size to trigger alerts ✅Best Use Cases Identifying trend continuation opportunities when POC velocity aligns with price direction Spotting potential reversal points through exhaustion pattern detection Confirming breakout validity by monitoring POC gap behavior Adding volume-based context to traditional technical analysis Managing position sizing based on POC-price basis strength ⚠️Limitations POC calculations are estimations based on OHLC data, not true tick-by-tick volume distribution Effectiveness may vary in low-volume or highly volatile market conditions Requires complementary analysis tools for complete trading decisions Signal frequency may be lower in ranging markets compared to trending conditions Performance optimization needed for very short timeframes below 1-minute 💡What Makes This Unique Advanced Estimation Algorithm: Sophisticated method for calculating POC without requiring lower timeframe data Velocity-Based Analysis: Focus on POC movement dynamics rather than static levels Comprehensive Signal Framework: Integration of continuation, exhaustion, and gap detection in one indicator Dynamic Visual Feedback: Intensity-based color coding that adapts to market conditions Persistence Validation: Unique scoring system to filter signals based on directional consistency 🔬How It Works Volume Distribution Estimation: Divides each bar into configurable price bands for volume analysis Applies sophisticated weighting based on OHLC relationships and proximity to close Identifies the price level with maximum estimated volume as the POC Velocity and Acceleration Calculation: Measures POC rate of change over specified lookback periods Normalizes values using ATR for consistent cross-market performance Calculates acceleration as the rate of change of velocity Signal Generation Process: Combines trend direction analysis using EMA crossovers Applies velocity and persistence thresholds to filter signals Generates continuation, exhaustion, and gap alerts based on specific criteria 💡Note: This indicator provides estimated POC calculations based on available OHLC data and should be used in conjunction with other analysis methods. The velocity-based approach offers unique insights into market structure dynamics but requires proper risk management and complementary analysis for optimal trading decisions.
Индикатор Pine Script®
от PhenLabs