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Volume Area 80 Rule Pro - Adaptive RTHSummary in one paragraph Adaptive value area 80 percent rule for index futures large cap equities liquid crypto and major FX on intraday timeframes. It focuses activity only when multiple context gates align. It is original because the classic prior day value area traverse is fused with a daily regime classifier that remaps the operating parameters in real time. Scope and intent • Markets. ES NQ SPY QQQ large cap equities BTC ETH major FX pairs and other liquid RTH instruments • Timeframes. One minute to one hour with daily regime context • Default demo used in the publication. ES1 on five minutes • Purpose. Trade only the balanced days where the 80 percent traverse has edge while standing aside or tightening rules during trend or shock Originality and usefulness • Unique fusion. Prior day value area logic plus a rolling daily regime classifier using percentile ranks of realized volatility and ADX. The regime remaps hold time end of window stop buffer and value area coverage on each session • Failure mode addressed. False starts during strong trend or shock sessions and weak traverses during quiet grind • Testability. All gates are visible in Inputs and debug flags can be plotted so users can verify why a suggestion appears • Portable yardstick. The regime uses ATR divided by close and ADX percent ranks which behave consistently across symbols Method overview in plain language The script builds the prior session profile during regular trading hours. At the first regular bar it freezes yesterday value area low value area high and point of control. It then evaluates the current session open location the first thirty minute volume rank the open gap rank and an opening drive test. In parallel a daily series classifies context into Calm Balance Trend or Shock from rolling percentile ranks of realized volatility and ADX. The classifier scales the rules. Calm uses longer holds and a slightly wider value area. Trend and Shock shorten the window reduce holds and enlarge stop buffers. Base measures • Range basis. True Range smoothed over a configurable length on both the daily and intraday series • Return basis. Not required. ATR over close is the unit for regime strength Components • Prior Value Area Engine. Builds yesterday value area low value area high and point of control from a binned volume profile with automatic TPO fallback and minimum integrity guards • Opening Location. Detects whether the session opens above the prior value area or below it • Inside Hold Counter. Counts consecutive bars that hold inside the value area after a re entry • Volume Gate. Percentile of the first thirty minutes volume over a rolling sample • Gap Gate. Percentile rank of the regular session open gap over a rolling sample • Drive Gate. Opening drive check using a multiple of intraday ATR • Regime Classifier. Percentile ranks of daily ATR over close and daily ADX classify Calm Balance Trend Shock and remap parameters • Session windows optional. Windows follow the chart exchange time Fusion rule Minimum satisfied gates approach. A re entry must hold inside the value area for a regime scaled number of bars while the volume gap and drive gates allow the setup. The regime simultaneously scales value area coverage end minute time stop and stop buffer. Signal rule • Long suggestion appears when price opens below yesterday value area then re enters and holds for the required bars while all gates allow the setup • Short suggestion appears when price opens above yesterday value area then re enters and holds for the required bars while all gates allow the setup • WAIT shows implicitly when any required gate is missing • Exit labels mark target touch stop touch or a time based close Inputs with guidance Setup • Signal timeframe. Uses the chart by default • Session windows optional. Start and end minutes inside regular trading hours • Invert direction is not used. The logic is symmetric Logic • Hold bars inside value area. Typical range 3 to 12. Raising it reduces trades and favors better traverses. Lowering it increases frequency and risk of false starts • Earliest minute since RTH open and Latest minute since RTH open. Typical range 0 to 390. Reducing the latest minute cuts late session trades • Time stop bars after entry. Typical range 6 to 30. Larger values give setups more room Filters • Value area coverage. Typical range 0.70 to 0.85. Higher coverage narrows the traverse but accepts fewer days • Bin size in ticks. Typical range 1 to 8. Larger bins stabilize noisy profiles • Stop buffer ticks beyond edge. Typical range 2 to 20. Larger buffers survive noise • First thirty minute volume percentile. Typical range 0.30 to 0.70. Higher values require more active opens • Gap filter percentile. Typical range 0.70 to 0.95. Lower values block more gap days • Opening drive multiple and bars. Higher multiple or longer bars block strong directional opens Adaptivity • Lookback days for regime ranks. Typical 150 to 500 • Calm RV percentile. Typical 25 to 45 • Trend ADX percentile. Typical 55 to 75 • Shock RV percentile. Typical 75 to 90 • End minute ratio in Trend and Shock. Typical 0.5 to 0.8 • Hold and Time stop scales per regime. Use values near one to keep behavior close to static settings Realism and responsible publication • No performance claims. Past results never guarantee future outcomes • Shapes can move while a bar forms and settle on close • Sessions use the chart exchange time Honest limitations and failure modes • Economic releases and thin liquidity can break the balance premise • Gap heavy symbols may work better with stronger gap filters and a True Range focus • Very quiet regimes reduce signal contrast. Consider longer windows or higher thresholds Legal Education and research only. Not investment advice. Test in simulation before any live use.
Индикатор Pine Script®
от exlux
Liquidity Heatmap Concepts [sma] Overview Liquidity Heatmap Concepts is a sophisticated visualization tool that maps potential liquidation zones for leveraged positions across multiple timeframes. It calculates and displays where high-volume liquidations might occur at various leverage levels (25x, 50x, 100x, 150x), helping traders identify potential support/resistance zones created by cascading liquidations. Additionally, it includes a quarterly volume profile to show historical price distribution and Point of Control levels. ### Volume-Based Trigger System Lines are only drawn when volume exceeds a threshold: 1. Calculates 14-period simple moving average of volume 2. Applies configurable multiplier (default 1.2x) to determine significance 3. Only plots liquidation levels when current volume > (Volume SMA × Multiplier) 4. This filters out low-volume noise and focuses on meaningful zones ### Visual Intensity System The indicator uses a gradient coloring system based on relative volume: - **Peak Volume (White)**: When current bar has maximum volume in the dataset - Line width: 3 pixels - Brightest color intensity - **Above Average Volume**: Volume exceeds average but isn't peak - Line width: 2 pixels - Medium color intensity - **Standard Volume**: Exceeds threshold but below average - Line width: 1 pixel - Base color intensity ### Line Extension & Management - Lines extend horizontally to the right until price crosses them - Automatic cleanup removes lines after maximum count (default 500) - Lines persist until invalidated by price action crossing the level - Oldest lines are removed first when limit is reached ### Quarterly Volume Profile An optional fixed-range volume profile that: 1. **Automatic Quarter Detection**: Identifies Q1 (Jan-Mar), Q2 (Apr-Jun), Q3 (Jul-Sep), Q4 (Oct-Dec) 2. **Price Distribution Analysis**: Divides the quarter's price range into configurable rows (default 20) 3. **Volume Aggregation**: Accumulates volume at each price level throughout the quarter 4. **POC Identification**: Highlights the price level with highest volume (Point of Control) 5. **Value Area**: Shows the price range containing 70% (configurable) of total volume 6. **Profile Drawing**: At the start of each new quarter, draws the previous quarter's profile as horizontal bars The volume profile can be positioned on either left or right side of the quarter range with adjustable width. ## Key Features - **Multi-Leverage Display**: Toggle between 25x, 50x, 100x, and 150x leverage levels independently - **Dual Side Tracking**: Separate visualization for long and short liquidation zones - **Volume-Weighted Importance**: Visual intensity correlates with volume significance - **Gradient Coloring**: Color intensity reflects relative volume magnitude - **Smart Line Management**: Automatic cleanup prevents chart clutter - **Historical Context**: Quarterly volume profile shows where price spent most time - **Fully Customizable**: All colors, thresholds, and display options are adjustable - **HD Mode**: Uses absolute volume for more precise visualization ## Parameters ### Leverage Selection - **25x, 50x, 100x, 150x Toggles**: Enable/disable specific leverage levels - Each level can be controlled independently ### Volume Configuration - **Minimum Volume Multiplier** (default 1.2): Threshold above volume SMA to trigger lines - Higher values = fewer but more significant levels - Lower values = more levels but increased noise ### Advanced Settings - **Maximum Lines** (default 500, range 50-500): Memory management limit - Controls how many historical liquidation lines are maintained ### Quarterly Volume Profile - **Show Previous Q Volume Profile** (default on): Toggle profile visibility - **Number of Rows** (default 20, range 10-50): Price distribution granularity - **Profile Width** (default 30%): Visual width as percentage of quarter range - **Value Area** (default 70%): Percentage of volume for value area calculation - **Position** (Left/Right): Profile placement relative to quarter - **Show Values** (default off): Display POC volume label - **Colors**: Customizable base and POC colors ### Color Customization - **Long Colors**: Individual colors for each leverage level (25x, 50x, 100x, 150x) - **Short Colors**: Separate color scheme for short liquidation zones - **VP Colors**: Base color and POC highlight color for volume profile ## Interpretation ### Liquidation Clusters - **Dense Line Areas**: Multiple overlapping liquidation levels suggest strong magnetic zones - **High-Volume Lines**: Brighter/thicker lines indicate more significant potential liquidations - **Line Breaks**: Price crossing multiple liquidation lines may trigger cascade effects ### Trading Applications - **Support/Resistance**: Liquidation clusters often act as temporary support/resistance - **Stop Hunt Zones**: Areas where price may spike to trigger liquidations before reversing - **Momentum Acceleration**: Breaking through dense clusters can indicate strong directional moves - **Risk Management**: Avoid placing stops directly at obvious liquidation levels ### Volume Profile Usage - **POC (Point of Control)**: Price level with highest volume - often acts as strong support/resistance - **Value Area**: Where most trading activity occurred - indicates fair value range - **Profile Shape**: - Balanced profile (bell curve) = ranging market - Skewed profile = trending market with acceptance at extremes - **Profile Gaps**: Low volume areas suggest price may move quickly through these zones ### Combined Analysis - Liquidation lines near quarterly POC create extra-strong zones - Price returning to value area from outside often finds support/resistance - Liquidation clusters at value area edges suggest potential reversal points ## Technical Implementation This indicator features: - **Custom Type Structures**: Uses type definitions for organized data storage - `BarData`: Stores OHLCV and index information - `LiquidityBin`: Manages arrays of line objects for each leverage level - `VolumeProfileData`: Handles profile boxes, labels, and range data - **Dynamic Line Objects**: Creates, updates, and deletes line primitives programmatically - **Array-Based History**: Maintains volume history for gradient calculations - **Intelligent Cleanup**: Automatic memory management prevents performance degradation - **Mathematical Precision**: Leverage-based liquidation formulas ensure accurate price levels - **Quarterly Aggregation**: Efficient volume accumulation with automatic period detection - **Box Drawing System**: Dynamic profile visualization using box primitives ## Originality Statement This indicator presents a unique approach to liquidity visualization: - Implements leverage-specific liquidation price calculations based on mathematical formulas - Uses volume-weighted gradient coloring system that adapts to relative volume significance - Combines real-time liquidation mapping with historical volume profile analysis - Features intelligent line lifecycle management with automatic extension and cleanup - Integrates quarterly volume profile with configurable value area and POC detection - Employs multi-layer visual hierarchy (line width + color intensity) for information density - Uses custom data structures to efficiently manage hundreds of line objects simultaneously The combination of mathematical liquidation pricing, volume-based filtering, gradient visualization, and quarterly volume distribution creates a comprehensive liquidity analysis tool. ## Best Practices - Use on liquid markets (major cryptocurrencies, forex pairs) for best accuracy - Lower timeframes (1m-15m) for day trading and scalping - Higher timeframes (1h-4h) for swing trading context - Combine with volume profile to identify high-probability reversal zones - Watch for price reactions when approaching dense liquidation clusters - Increase volume multiplier in choppy markets to reduce noise - Reduce maximum lines on lower timeframes to maintain performance - Use quarterly volume profile to understand longer-term fair value ## Important Notes - Liquidation prices are estimates based on leverage ratios - Actual exchange liquidation prices may vary due to: - Maintenance margin requirements - Mark price vs last price calculations - Individual exchange liquidation engines - Insurance fund mechanisms - This tool shows potential zones, not guaranteed liquidation prices - Volume profile resets each quarter automatically --- Works on all timeframes and asset classes. Designed for crypto/forex leverage markets. For educational purposes only. Not financial advice.
Индикатор Pine Script®
от sma55200
Volume Category IndicatorThis indicator analyzes historical volume data and categorizes each trading period into one of six levels: Outlier, Low, Below Average, Average, Above Average, or High. How it works: 1. Filters out extremities - Excludes abnormal volume spikes/drops using standard deviation (default: 3σ threshold) to create a "clean" dataset 2. Calculates percentiles - Divides the clean volume distribution into quintiles (20th, 40th, 60th, 80th percentiles) 3. Reduces noise - Applies a 3-period moving average to volume to prevent rapid category changes 4. Categorizes current volume - Compares today's smoothed volume against historical percentiles to assign a category 5. Visual display - Shows volume bars in grayscale (darker = lower volume, lighter = higher volume) with an optional info table Key parameters: * Lookback Period (100): How many bars of history to analyze * Smoothing (3): Moving average length to stabilize categories * Outlier Threshold (3.0): Standard deviations for filtering extremes The result is a stable, clean indicator that identifies whether current volume is genuinely low, average, or high relative to recent history—without being thrown off by occasional volume anomalies.
Индикатор Pine Script®
от danmm
2
TernTable: VolViz VolViz - Overview VolViz is designed to give traders an instant volume strength visualisation tool using multiple timeframes. It provides an interactive table overlay that allows users to track volume metrics across a range of custom-selected timeframes. The table can dynamically display relative volume (RVOL), average volume, and current volume for each selected timeframes in real time. Additionally, users can toggle various features and adjust thresholds to receive alerts for both high and low volume conditions. Key Features * Volume Metrics: Displays three main volume-related data points across multiple timeframes: Relative Volume (RVOL), Average Volume, and Current Volume. * Timeframe Flexibility: Supports a range of customisable timeframes from seconds, minutes, hours to daily weekly and monthly intervals up to 12 months. Users can select which timeframes to display. * Dynamic Table: A table is dynamically updated with data for each enabled timeframe, allowing traders to quickly compare volume data across different periods. * Optional alert System: Includes alert functionality for high and low volume conditions based on customisable thresholds. Alerts can be set for a minimum number of timeframes for a condition to trigger. Colour Logic The script uses specific colours to enhance the visual alert properties that represent different ranges of Relative Volume (RVOL), which are used in the table to visually highlight the volume data: 1. Red: RVOL is less than 1.0, indicating low relative volume. 2. Green: RVOL is between 1.0 and 1.2, indicating moderate relative volume. 3. Purple: RVOL is between 1.2 and 1.5, indicating above average relative volume. 4. Orange: RVOL is between 1.5 and 2.0, indicating higher relative volume. 5. Yellow: RVOL is greater than 2.0, indicating very high relative volume. How to use 1. Inputs: * Volume Period: Set the period for calculating the moving average of volume (14 period default). * The script defaults to the 2m 5m 15m 30m 1h 4h 12h D W M timeframes but user defined custom timeframes can be used (comma-separated) to specify the timeframes to track ( e.g "D,W,M,3M,6M,12M”) to a max of 10 timeframes. The table dynamically adjusts its size dependant on how many timeframes the user chooses to input. * Table Position: Choose where to display the table: Top Left, Top Right, Bottom Left, or Bottom Right. * Maximum Decimal Places: Control how many decimal places are shown for volume data. 2. Toggles: * Enable High Volume Alert: Toggle this to activate the high volume alert. * Enable Low Volume Alert: Toggle this to activate the low volume alert. * Enable Minimum Timeframes for Alerts: Toggle this to require a specific number of timeframes to meet the alert condition before triggering. * Pane Labels: There is also an optional debug label found in the Style tab to identify / confirm the current mode selected and the number of timeframes that meet the alert mode criteria. The Show Row toggles can be utilised to include or exclude rows to take up less space on the chart. * Show RVOL Row: Toggle to show the relative volume row in the table. * Show Avg Volume Row: Toggle to show the average volume row in the table. * Show Current Volume Row: Toggle to show the current volume row in the table. * Show Spacer Row Below Table: Toggle to show or hide a blank spacer row below the table. * Show Spacer Row Above Header: Toggle to show or hide a blank spacer row above the header. 3. How the Table Works: * The table is populated with the following rows: 1. Spacer Row Above Header (optional): Adds space above the table header. 2. Header Row: Displays the timeframes (e.g., "1h", "4h", "12h", etc.). 3. Relative Volume (RVOL): Shows the RVOL for each timeframe, colored according to the thresholds. 4. Average Volume: Shows the average volume for each timeframe. 5. Current Volume: Displays the current volume for each timeframe. 6. Spacer Row Below Table (optional): Adds space below the data rows. 4. Optional Visual Alerts: * High Volume Alert: When the current volume exceeds the default or user specified threshold compared to the average volume for the enabled timeframes. * Low Volume Alert: When the current volume is below the default or user specified threshold compared to the average volume for the enabled timeframes. When the visual alerts trigger unobtrusive diamonds will appear on the chart. White diamonds above the bar to indicate high volume and yellow diamonds below the bar to indicate low volume. These are not trend direction nor entry or exit signals but may be used in conjunction with other indicators for contextual purposes. Questions or comments are always welcomed and I hope it helps with your trading !
Индикатор Pine Script®
от Edgear
Goldbach Shelves with HIPPO by M4RK4R4Goldbach Hippo M4RK The idea is that you are using a higher Po3 range, but trading within the smaller 3 sections, that I call "shelves", Bottom Shelf, Mid Shelf, Top Shelf. The three sections are split with the 0.33 and 0.66 Non GB levels. Each shelf has two FV levels (gray lines), and you should TP or take most off at opposite FV level, with the stop at the NonGB lines (thick white lines), or the FV level past that. Can also crank SL up after price goes to opposite FV. This gives you about 2.3RR, which is excellent for long term stability and automation. Future updates: auto Po3 range suggestion., current Po3 in use label (done), section labels/tool tips, custom colors (done)
Индикатор Pine Script®
от ridenz77
DCT - Liquidity Heatmap - ProOVERVIEW -------- The DCT Liquidity Heatmap Pro is an advanced order flow visualization tool designed specifically for cryptocurrency markets operating 24/7. This indicator identifies and tracks liquidity accumulation zones where significant buy and sell orders cluster, helping traders understand potential support/resistance areas and market microstructure. WHAT IT DOES ------------ This script creates a visual heatmap of liquidity levels by analyzing volume intensity and price action across multiple timeframes. It automatically detects and displays: - BID LEVELS (below price): Areas where buy-side liquidity accumulates - ASK LEVELS (above price): Areas where sell-side liquidity accumulates - SWEPT ZONES: Levels that have been taken out by price action - VOLUME INTENSITY: Color-coded gradient showing relative strength of each level The indicator uses a pure gradient system: - Purple (Low): 0-25% volume intensity - Yellow (Mid): 25-50% volume intensity - Orange (High): 50-75% volume intensity - Red (Extreme): 75%+ volume intensity When CVD (Cumulative Volume Delta) is enabled, colors adapt to show directional bias: - Green tint: Buy pressure dominant (>60%) - Red tint: Sell pressure dominant (<40%) KEY FEATURES ------------ 1. AUTO-DETECTION: Automatically identifies market type (BTC/ETH, Major Altcoins, Low Cap/Volatile) and exchange type (Perpetual/Spot) based on the ticker symbol 2. DYNAMIC ADJUSTMENTS: Automatically adapts spacing, level count, and retention based on: - Current timeframe (5m to Daily+) - ATR-based volatility (Low, Normal, High, Extreme) - Market type characteristics 3. CVD TRACKING: Optional Cumulative Volume Delta calculation showing net buy/sell pressure over time, with real-time dollar values displayed in the info table 4. SWEPT LEVEL PRESERVATION: Maintains swept levels on the chart with original color coding for historical reference and pattern analysis 5. FORWARD PROJECTION: Extends active (non-swept) levels into the future to show where liquidity currently exists 6. SMART CLEANUP: Automatic memory management removes old swept levels based on configurable retention period (default: 2000 bars) 7. IMBALANCE DETECTION: Visual markers (triangles) indicating significant buy/sell imbalances at current price 8. REAL-TIME ALERTS: Configurable alerts for: - Level sweeps (when price takes out a liquidity level) - Price approaching significant levels 9. COMPREHENSIVE INFO TABLE: Live statistics showing: - Auto-detection status - Market and exchange type - Current volatility state (with ATR percentage) - CVD values and directional bias - Dollar liquidity estimates above/below price - Count of swept and total levels ORIGINALITY & VALUE PROPOSITION -------------------------------- This script is completely original code developed from the ground up for cryptocurrency trading. Unlike generic liquidity indicators designed for traditional markets, this tool addresses specific challenges in crypto: CRYPTO-SPECIFIC OPTIMIZATIONS: - 24/7 market operation (session-based analysis removed as irrelevant for crypto) - Higher volatility handling with ATR-based dynamic adjustments - Perpetual vs Spot differentiation - Market-cap based calibration (BTC/ETH, Major Alts, Low Cap) TECHNICAL INNOVATIONS: - Pure gradient intensity system eliminating redundant major/minor classifications - Volume accumulation algorithm that builds strength over time - Smart memory management preventing performance degradation on long charts - Swept level preservation with color retention for pattern recognition WHY CLOSED-SOURCE: The proprietary algorithms for volume intensity calculation, dynamic parameter adjustment, and liquidity level clustering represent significant research and development. The specific mathematical models and calibration for crypto markets provide a competitive edge that warrants code protection. WHAT THIS SCRIPT IS NOT ------------------------ IMPORTANT LIMITATIONS TO UNDERSTAND: 1. NOT PREDICTIVE: This indicator shows where liquidity EXISTS, not where price WILL go. Liquidity levels can be swept without reversals, or price may never reach certain levels. No future performance is implied or guaranteed. 2. NOT A COMPLETE SYSTEM: This is a visualization tool for understanding order flow and market microstructure. It should be used alongside proper risk management, fundamental analysis, and other technical tools. It does not generate entry/exit signals. 3. TIMEFRAME DEPENDENT: Effectiveness varies by timeframe. Lower timeframes (5m-15m) show more granular but potentially noisier data. Higher timeframes (4H-Daily) show broader structure but with less precision for intraday trading. 4. VOLUME LIMITATIONS: Crypto exchange volume data can vary significantly between exchanges and may include wash trading or other manipulated volume. The indicator works with whatever volume data your exchange provides. 5. BACKTESTING CONSTRAINTS: While swept levels are preserved historically, the indicator calculates levels in real-time. Historical visualization shows where levels WERE, not how they would have appeared to a trader in real-time at that moment. 6. NOT FOR ALL MARKETS: Optimized specifically for cryptocurrency perpetual and spot markets. May not perform optimally on traditional stocks, forex, or futures without parameter adjustment. HOW TO USE ---------- 1. Add the indicator to your chart 2. Verify auto-detection has correctly identified your market (check info table) 3. Adjust "Spacing" slider if you want wider/tighter level clustering 4. Enable CVD if you want directional volume bias analysis 5. Configure alerts for sweeps or level approaches if desired 6. Use "Compact" mode on smaller screens to reduce table size RECOMMENDED SETTINGS BY TIMEFRAME: - Scalping (5m-15m): Default settings, focus on immediate levels - Swing Trading (1H-4H): Enable "Extend All" for broader view - Position Trading (Daily+): Increase spacing 20-30% for major levels only PERFORMANCE NOTES ----------------- The script is optimized for performance but users should be aware: - Maximum 500 boxes can be displayed (TradingView limitation) - Retention set to 2000 bars by default (configurable 10-5000) - On very long charts (>5000 bars), older swept levels will be deleted - Lower timeframes generate more levels and may hit box limits faster ALERT CONDITIONS ---------------- Two alert types available: 1. SWEEP ALERTS: Triggered when price takes out a liquidity level 2. PROXIMITY ALERTS: (Disabled by default) Warns when price approaches significant levels Configure alert distance threshold in settings (default: 0.5% of price) SUPPORT & USAGE --------------- This is an advanced tool requiring understanding of: - Order flow concepts and liquidity sweeps - Volume profile interpretation - Crypto market microstructure - Risk management principles Successful use requires combining this tool with your existing trading methodology and proper risk controls. Past swept levels and current liquidity zones do not guarantee future price behavior. TECHNICAL SPECIFICATIONS ------------------------- - Pine Script v6 - Overlay: true - Max boxes: 500 - Max labels: 50 (though labels removed in Pro edition) - Memory optimized with smart cleanup routines - Compatible with Perpetual and Spot crypto markets NO WARRANTIES ------------- As with all technical indicators, this tool is provided for informational and educational purposes. No representations are made regarding future performance or profitability. Trading cryptocurrencies involves substantial risk of loss. Always conduct your own research and never risk more than you can afford to lose. The indicator displays levels based on historical and current volume data, which does not constitute investment advice or a recommendation to buy or sell. Market conditions change, and what worked in the past may not work in the future.
Индикатор Pine Script®
от Daily-Crypto-Trading
5
Volumetric Spectrogram [by Oberlunar]Volumetric Spectrogram A two-pole, price-relative volume profiler that turns regional buy/sell pressure into clean oscillators and actionable regimes in a multi-broker setup. What it measures The indicator divides the recent price span into bins and accumulates buy vs. sell volume in each bin, then summarises two regions with respect to the current price: Upper (↑) — volume that traded above the current price (overhead supply/demand). Lower (↓) — volume that traded below the current price (underfoot bid/pressure). Per region, it computes BUY% and SELL%, then forms two normalised oscillators in : Upper Osc = Upper(BUY%) − Upper(SELL%) → positive when overhead offers are being lifted (breakout acceptance), negative when overhead sell pressure dominates (resistance). Lower Osc = Lower(BUY%) − Lower(SELL%) → positive when sub-price bids strengthen (support/absorption), negative when selling persists beneath price (weak underbelly). Both oscillators are optionally smoothed with EMA and can be filled to zero or between curves for quick polarity/strength reading. Candle-fill modes across brokers The indicator supports multiple candle-fill policies tied to cross-broker volumetric agreement (e.g., spectral/range-only fills when ≥N brokers align above 70% bullish or below 20% bearish Buy%). This makes regime and pressure shifts visually explicit while filtering out unconfirmed noise. How it works (core algorithm) Over a lookback window, find the high/low and split the range into N bins . For each historical bar, approximate “buy” vs “sell” volume using candle direction and the close relative to each bin’s midprice; update left/right profiles per bin. Aggregate bins above the current price into the Upper region and bins below into the Lower region; compute regional totals and percentages. Convert to signed oscillators and smooth (EMA length per input). Scenario engine (table, every bar) A compact table reports, for Upper/Lower: BUY Vol, SELL Vol, BUY%, SELL%, and Net%. A classifier labels 8 regimes based on oscillator sign and recent expansion/decay: Sync Long/Short (Expanding/Decaying), Opposite Signs (Widening/Converging), and Tilts (Upper/Lower). This helps distinguish trend continuation, fade risk, compression before break, and asymmetric pressure (e.g., “Tilt Lower — bid/support strengthening”). # Example strategies and annotated cases: There are different operational strategies: 1) Bottle-neck Strategy with multi-broker confirmation When both oscillators are red and they compress toward the zero line (a bottle-neck [/i>), if the squeeze does not flip into the opposite trend but instead resolves in the same direction, you have a continuation setup that can be exploited: • Pattern: both oscillators red → short, visible contraction (narrow, low-variance cluster) → break of the cluster lows → background shadow bars align bearish (multi-broker agreement). Example: This sequence often supports a 1.5–2.5 R/R trade, as in: Bullish mirror If both oscillators are teal and compress, then expand upward with multi-broker agreement, the scenario becomes bullish after several bars; the position can be profitable with a reasonable risk setup: Example: Follow-through: Here are the additional, English “playbook” examples you can append to the previous description. 2) Dual-confirmation on volume spikes + multi-broker checks When pronounced volumetric spikes appear (up or down), trend often reverses sharply. In the figure, the circles highlight the spikes; once the spike subsides (reversion toward baseline), the oscillator turns bullish. The double confirmation of two consecutive minimum spikes acts as support for an ensuing up-move, with fill colors confirming direction. Chart: Even with a single spike confirmation, the reversion from an extreme often provides actionable long setups. 3) Volume-pressure + regime-change (multi-broker) A prospective long configuration emerges when bullish volumetric pressure dominates and bearish pressure fades, especially if this occurs after a lateral phase, followed by a bullish volume spike and multi-broker confirmation . Chart: Shadow bars subsequently confirm continuation in a bullish regime; however, a possible regime change is flagged by the scenario classifier and by a color flip in the volumetric borders ( “Possible regime change, but without multi-broker confirmation.” is an appropriate label when applicable). Chart: After a verified mean-reversion, price transitions into a bearish configuration: both oscillators turn red. One can wait for a pullback and seek short entries. Chart: As shown here, the regime change is anticipated well in advance by the oscillators and multi-broker pressure: Chart: 4) Contrastive regime-shift with multi-broker validation In a contrastive trading phase, the lower volumetric oscillator flips color first—buyers start attacking. The first set of background shadow bars does not agree with the regime flip; the second set does. This sequence (oscillator flip → later multi-broker agreement) is a robust early sign of a potential long setup. Chart: At the multi-broker level, all shadow bars turn fully green and the setup becomes unambiguously bullish. Chart: Note that bearish pressure can still be non-trivial on the volumetric scale—even if it does not reach prior extreme minima—so risk controls should reflect the residual supply. Delta-bar coloring (optional) Bars (or candle overlays) can be tinted by a multi-venue weighted bias: Choose venues (OKX, Coinbase, Bybit, Binance, BlackBull…). Weight by Equal / Last Volume / SMA Volume. Apply deadband to suppress flicker around neutrality and a gamma curve to modulate opacity with |bias|. This layer is independent of the spectrogram core but provides immediate market-wide flow context, consistent with the table and fills. Inputs (essentials) Calculation Period and Bins — resolution and depth of the price-range histogram. EMA length — smoothing per oscillator (optional) Fill options — to zero / between curves, gradual opacity by |osc|, min/max alpha. Delta Bar — enable tinting, gamma, neutral band; venue list and weighting mode. Reading guide Upper > 0 & expanding : overhead supply is being lifted → breakout acceptance risk rises. Lower > 0 & expanding : sub-price bids strengthen → pullbacks more likely to absorb. Opposite signs widening : tug-of-war; avoid late entries. Converging : compression → prepare for break. Use the table’s regime label to keep the narrative honest bar-by-bar. Notes & limits Buy/Sell attribution uses candle direction and range partitioning (no L2/tick tape). Venue aggregation relies on per-exchange volume and your chosen weighting; symbols must align (e.g., BTCUSDT pairs). Oscillators are relative to the current price (regional) by design; they complement, not replace, classical volume profile. — Oberlunar 👁 ★
Индикатор Pine Script®
от oberlunar_tr
3
Delta Arbitrage [by Oberlunar]Delta Arbitrage turns fragmented exchange activity into a single, readable pulse. Each broker breathes at its own rhythm; this tool measures the share of “buy vs. sell” participation per broker, weights those brokers by liquidity/activity, and blends them into one continuous bias. The result is a chart you can read in seconds: aqua when buy-side dominates, red when sell-side does—stronger shades for stronger imbalances. Delta Arbitrage indicator supports several ways to colour candles based on the aggregated, cross-venue delta, so you can match visual feedback to the strength/consensus of flow. Examples LONG opportunity — broad bullish agreement (>70% weighted Buy%) In this case, a LONG setup formed because a high proportion of brokers simultaneously pushed bullish volumetric deltas (>70%). The corridor then stayed positive across multiple bars, with sustained long strength in agreement across venues: Follow-through: SHORT opportunity — broad bearish agreement (<20% weighted Buy%) Here, a SHORT setup formed because a high proportion of brokers simultaneously pushed bearish volumetric deltas (<20%). The corridor remained negative over several bars, showing high-intensity short pressure in cross-venue agreement: Follow-through: Spectral mode You can enable the spectral mode, where range candles are colored only when multiple brokers are in volumetric agreement. You’ll see bullish pressure when weighted Buy% exceeds ~70%; when direction changes, range candles fade out and the lower tiles flip red to reflect rising short pressure. Example: How it’s built (in plain words) For every selected broker, the script computes a robust Buy% over a rolling window and maps it to a signed bias (−1…+1). Venues are then combined with flexible weighting—Equal, Last Volume, SMA Volume, or Relative-to-SMA—to emphasise who is active now . A small neutral band near zero calms noise; an intensity curve (gamma) makes strong pushes visually obvious without overshooting weak ones. What you see Tinted bars/background : the aggregate bias colours the chart so the prevailing side is instantly clear. Dashboard : a compact meter for each venue (SELL⇄BUY), its normalised weight, and exact Buy%/bias, plus a summary line for the weighted & unweighted aggregates. It shows whether one venue is dragging the whole market or if participation is broad. Lower panel (timeline) : a tile-per-bar strip using the same bias logic. Long, saturated runs = sustained participation; choppy, desaturated tiles around zero = balance/compression. The strip’s height is fixed vs. a recent range, so it remains legible on any zoom. How to act on it (minimal, auditable rules) Entries: a one-shot arrow when the weighted Buy% crosses a high/low threshold (e.g., >70 for longs, <30 for shorts). Exits: trail the indicator itself—close when the weighted Buy% retraces by a set number of points from its peak (long) or trough (short). Context: prefer entries that align with a fresh, persistent run in the lower strip and supportive rows in the dashboard; fade/exit when the strip desaturates or flips. Do not operate when the average volumetric pressure (avg) is around 50% +- 15% Why it matters This is not tick-level microstructure; it’s a fast, stable cross-venue proxy designed for operational use on any timeframe. By unifying “who’s in charge, for how long, and how strongly,” the indicator reduces discretionary noise and turns participation into a tradable, testable context. — Oberlunar 👁 ★
Индикатор Pine Script®
от oberlunar_tr
Balanced Delta Volume Profile (Zeiierman)█ Overview Balanced Delta Volume Profile (Zeiierman) builds a vertical, price-by-price profile that blends total participation with balance quality. Instead of plotting raw volume alone, it weights each price bin by: how balanced buyers vs. sellers were, how compressed price was inside that bin, how often price revisited it. The result spotlights fair value and acceptance zones while still revealing momentum/imbalance areas—ideal for reading rotation vs. trend, continuation vs. exhaustion, and the prices that truly matter. Highlights Balanced score that fuses delta symmetry, price compression, and hit frequency. Optional heat spectrum for instant read of participation density and balance strength. POC-like auto highlight of the dominant price level within the lookback window. Works across timeframes for session profiling, swing context, or regime shifts. █ How It Works ⚪ Profile Construction The script scans a fixed History Length and divides the full high–low span into Bin Count price bins. For every bar in the window, its volume is proportionally distributed across the bins it overlaps, so wide-range bars contribute across multiple bins, while narrow bars concentrate where they traded most. This yields per-bin totals for: Total Volume (participation) Positive / Negative Volume (up vs. down bar contribution) Hit Count (how often price touched the bin) Average Price Range (mean bar range inside the bin; a proxy for compression) ⚪ Delta & Direction For each bin, delta symmetry is measured via the ratio of |pos − neg| to total volume. Bins with balanced two-sided flow score higher than one-sided, runaway bins. This curbs the tendency of raw volume profiles to over-reward impulsive bursts. ⚪ Balance Score Each price bin gets a balance score that multiplies three normalized components: Delta Balance: rewards bins where buy/sell pressure is symmetrical (configurable via Volume Momentum Weight). Price Compression: rewards bins where average bar range is relatively small (configurable via Price Momentum Weight). Durability: rewards bins revisited often (configurable via Hits Weight). A Min Hits Filter removes flimsy, single-touch bins from dominating the score. The profile can display pure totals or Average Mode (Vol/Hit) to compare bins fairly when hit counts differ. ⚪ Display & Heat Spectrum The final plotted bar length per bin is the display volume (total or average) weighted by the balance score and normalized to 100. POC-like Highlight: The 100% bin is outlined (and labeled) when Highlight Max Volume Bin is ON. Heat Spectrum (optional): A background gradient scales with normalized bar length and balance hue. Balance Hue: Interpolates between Balance Low/High Colors so high-balance bins visually pop as “accepted value.” █ How to Use The profile is effectively a map of price acceptance: High, bright bars = strong participation at balanced prices → fair value/rotation zones. Thin, muted bars = poor acceptance → imbalance or transition areas. POC-style level = most influential price in the lookback window. ⚪ Find Fair Value & Acceptance Thick, high-balance bins mark value. Expect rotation: price often revisits or oscillates around these areas. They’re prime zones for mean-reversion fades, scale-ins, and risk-defined trades against the edges. ⚪ Identify Imbalance & Funnels Low-balance, low-hit bins often act like air pockets—price can move through them quickly. These zones are helpful for continuation trades into thin areas or for timing breakout pulls back into acceptance. ⚪ POC Dynamics When price leaves the POC and returns, watch for re-acceptance (price comes back into the POC or high-balance zone and stays there.) vs. rejection (trend continuation away from value). The auto-highlight makes this quick to judge. █ Settings History Length – Bars scanned for the profile. Longer = broader context, slower to adapt. Bin Count – Vertical resolution of bins between the window’s min and max price. Display Shift – Offsets the rendering rightward for clarity. Average Mode (Vol/Hit) – ON uses average volume per visit; OFF uses total volume. Volume Momentum Weight – Emphasizes two-way flow; higher values favor balanced bins over one-sided deltas. Price Momentum Weight – Emphasizes compression; higher values favor narrow-range, coiling price action. Hits Weight – Rewards bins revisited often; higher values favor durable acceptance. Min Hits Filter – Minimum visits a bin needs to qualify for the balance score. Show Heat Spectrum – Background gradient for quick read of density and balance. Highlight Max Volume Bin – Outline + raw volume label for the dominant bin. Max Volume Color – Color used for that highlight. Balance Low/High Colors – Gradient endpoints for balance hue across the profile. ----------------- 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
10
Weis Wave Volume MTF 🎯 Indicator Name Weis Wave Volume (Multi‑Timeframe) — adapted from the original “Weis Wave Volume by LazyBear.” This version adds multi‑timeframe (MTF) readings, configurable colors, font size, and screen position for clear dashboard‑style display. 🧠 Concept Background — What is Weis Wave Volume (WWV)? The Weis Wave Volume indicator originates from Wyckoff and David Weis’ techniques. Its purpose is to link price movement “waves” with the amount of traded volume to reveal how strong or weak each wave is. Instead of showing bars one by one, WWV accumulates the total volume while price keeps moving in the same direction. When price direction changes (up → down or down → up), it: Finishes the previous wave volume total. Starts a new wave and begins accumulating again. Those wave volumes help traders see: Effort vs Result: Big volume with small price move ⇒ absorption; low volume with big move ⇒ weak participation. Trend confirmation or exhaustion: High volume waves in trend direction strengthen it, while low‑volume waves hint exhaustion. ⚙️ How this Script Works Trend & Wave Detection Compares close with the previous bar to determine up or down movement (mov). Detects trend reversals (when mov direction changes). Builds “waves,” each representing a continuous run of bars in one direction. Volume Accumulation While price keeps the same direction, the script adds each bar’s volume to the running total (vol). When direction flips, it resets that total and starts a new wave. Multi‑Timeframe Computation Calculates these wave volumes on three timeframes at once, chosen dynamically: Active Chart Timeframe Displays WWV for: 1 min  1 min   5 min  5 min   15 min  15 min   Any other  Chart TF   It uses request.security() to pull each timeframe’s latest WWV value and current wave direction. Visual Output Instead of plotting histogram bars, it shows a table with three numeric values: WWV (1): 25.3 M | (15): 312 M | (240): 2.46 B Each value is color‑coded: user‑selected Uptrend Color when price wave = up user‑selected Downtrend Color when wave = down You can position this small table in any corner/center (top / bottom × left / center / right). Font size is user‑adjustable (Tiny → Huge). 📈 How Traders Use It Quickly gauge buying vs selling effort across multiple horizons. Compare short‑term wave volume to higher‑timeframe waves to spot: Alignment → all up and big volumes = strong trend Divergence → small or opposite‑colored higher‑TF wave = potential reversal or pause Combine with Wyckoff, VSA, or standard trend analysis to judge if a breakout or pullback has real participation. 🧩 Key Features of This Version Feature Description Multi‑Timeframe Panel Displays WWV values for 3 selected TFs at once Dynamic TF Mapping Auto‑adjusts which TFs to use based on chart Up/Down Color Coding Customizable colors for wave direction Adjustable Font and Placement Set font size (Tiny→Huge) and screen corner/center No Histograms Keeps chart clean; acts as a compact WWV dashboard
Индикатор Pine Script®
от DrodzCip
Percentile Rank Oscillator (Price + VWMA)A statistical oscillator designed to identify potential market turning points using percentile-based price analytics and volume-weighted confirmation. What is PRO? Percentile Rank Oscillator measures how extreme current price behavior is relative to its own recent history. It calculates a rolling percentile rank of price midpoints and VWMA deviation (volume-weighted price drift). When price reaches historically rare levels – high or low percentiles – it may signal exhaustion and potential reversal conditions. How it works Takes midpoint of each candle ((H+L)/2) Ranks the current value vs previous N bars using rolling percentile rank Maps percentile to a normalized oscillator scale (-1..+1 or 0–100) Optionally evaluates VWMA deviation percentile for volume-confirmed signals Highlights extreme conditions and confluence zones Why percentile rank? Median-based percentiles ignore outliers and read the market statistically – not by fixed thresholds. Instead of guessing “overbought/oversold” values, the indicator adapts to current volatility and structure. Key features Rolling percentile rank of price action Optional VWMA-based percentile confirmation Adaptive, noise-robust structure User-selectable thresholds (default 95/5) Confluence highlighting for price + VWMA extremes Optional smoothing (RMA) Visual extreme zone fills for rapid signal recognition How to use High percentile values –> statistically extreme upward deviation (potential top) Low percentile values –> statistically extreme downward deviation (potential bottom) Price + VWMA confluence strengthens reversal context Best used as part of a broader trading framework (market structure, order flow, etc.) Tip: Look for percentile spikes at key HTF levels, after extended moves, or where liquidity sweeps occur. Strong moves into rare percentile territory may precede mean reversion. Suggested settings Default length: 100 bars Thresholds: 95 / 5 Smoothing: 1–3 (optional) Important note This tool does not predict direction or guarantee outcomes. It provides statistical context for price extremes to help traders frame probability and timing. Always combine with sound risk management and other tools.
Индикатор Pine Script®
от exploretranspose
RKT_(CVD + Δ Vol) DESCRIPTION The Volume & Volume Delta (CVD) indicator tracks buy–sell imbalance to gauge money flow strength. Delta is calculated from aggressive (market) volume and accumulated into CVD to identify directional flow. Suitable for crypto/futures/forex, intraday and swing trading. HOW TO USE When Delta > 0 and CVD makes higher highs → favor the uptrend; when Delta < 0 and CVD makes lower lows → favor the downtrend. Divergence between price and CVD suggests potential reversals or pullbacks. Recommend confirming with price structure/MA/volume before acting.
Индикатор Pine Script®
от Petertien
RightFlow Universal Volume Profile - Any Market Any TimeframeSummary in one paragraph RightFlow is a right anchored microstructure volume profile for stocks, futures, FX, and liquid crypto on intraday and daily timeframes. It acts only when several conditions align inside a session window and presents the result as a compact right side profile with value area, POC, a bull bear mix by price bin, and a HUD of profile VWAP and pressure shares. It is original because it distributes each bar’s weight into multiple mid price slices, blends bull bear pressure per bin with a CLV based split, and grows the profile to the right so price action stays readable. Add to a clean chart, read the table, and use the visuals. For conservative workflows read on bar close. Scope and intent • Markets. Major FX pairs, index futures, large cap equities and ETFs, liquid crypto. • Timeframes. One minute to daily. • Default demo used in the publication. SPY on 15 minute. • Purpose. See where participation concentrates, which side dominated by price level, and how far price sits from VA and POC. Originality and usefulness • Unique fusion. Right anchored growth plus per bar slicing and CLV split, with weight modes Raw, Notional, and DeltaProxy. • Failure mode addressed. False reads from single bar direction and coarse binning. • Testability. All parts sit in Inputs and the HUD. • Portable yardstick. Value Area percent and POC are universal across symbols. • Protected scripts. Not applicable. Method and use are fully disclosed. Method overview in plain language Pick a scope Rolling or Today or This Week. Define a window and number of price bins. For each bar, split its range into small slices, assign each slice a weight from the selected mode, and split that weight by CLV or by bar direction. Accumulate totals per bin. Find the bin with the highest total as POC. Expand left and right until the chosen share of total volume is covered to form the value area. Compute profile VWAP for all, buyers, and sellers and show them with pressure shares. Base measures Range basis. High minus low and mid price samples across the bar window. Return basis. Not used. VWAP trio is price weighted by weights. Components • RightFlow Bins. Price histogram that grows to the right. • Bull Bear Split. CLV based 0 to 1 share or pure bar direction. • Weight Mode. Raw volume, notional volume times close, or DeltaProxy focus. • Value Area Engine. POC then outward expansion to target share. • HUD. Profile VWAP, Buy and Sell percent, winner delta, split and weight mode. • Session windows optional. Scope resets on day or week. Fusion rule Color of each bin is the convex blend of bull and bear shares. Value area shading is lighter inside and darker outside. Signal rule This is context, not a trade signal. A strong separation between buy and sell percent with price holding inside VA often confirms balance. Price outside VA with skewed pressure often marks initiative moves. What you will see on the chart • Right side bins with blended colors. • A POC line across the profile width. • Labels for POC, VAH, and VAL. • A compact HUD table in the top right. Table fields and quick reading guide • VWAP. Profile VWAP. • Buy and Sell. Pressure shares in percent. • Delta Winner. Winner side and margin in percent. • Split and Weight. The active modes. Reading tip. When Session scope is Today or This Week and Buy minus Sell is clearly positive or negative, that side often controls the day’s narrative. Inputs with guidance Setup • Profile scope. Rolling or session reset. Rolling uses window bars. • Rolling window bars. Typical 100 to 300. Larger is smoother. Binning • Price bins. Typical 32 to 128. More bins increase detail. • Slices per bar. Typical 3 to 7. Raising it smooths distribution. Weighting • Weight mode. Raw, Notional, DeltaProxy. Notional emphasizes expensive prints. • Bull Bear split. CLV or BarDir. CLV is more nuanced. • Value Area percent. Typical 68 to 75. View • Profile width in bars, color split toggle, value area shading, opacities, POC line, VA labels. Usage recipes Intraday trend focus • Scope Today, bins 64, slices 5, Value Area 70. • Split CLV, Weight Notional. Intraday mean reversion • Scope Today, bins 96, Value Area 75. • Watch fades back to POC after initiative pushes. Swing continuation • Scope Rolling 200 bars, bins 48. • Use Buy Sell skew with price relative to VA. Realism and responsible publication No performance claims. Shapes can move while a bar forms and settle on close. Education only. Honest limitations and failure modes Thin liquidity and data gaps can distort bin weights. Very quiet regimes reduce contrast. Session time is the chart venue time. Open source reuse and credits None. Legal Education and research only. Not investment advice. Test on history and simulation before live use.
Индикатор Pine Script®
от exlux
Demand/Supply Oscillator_immyDemand/Supply Oscillator, probably the only D/S oscillator on TV which doesn't draw the lines on the chart but to show you the actual reasons behind the price moves. Concept Overview A demand/supply oscillator would aim to look for the hidden spots/order which institutes place in small quantities to not to upset the trend and suddenly place one big order to liquidate the retailers and make a final big move. The lite color candles in histogram shows the hidden demand/supply which is the reason behind the sudden price pullback, even for short period of time. Measure demand and supply based on volume, price movement, or candle structure Identify price waves or impulses (e.g., using fractals, zigzag, or swing high/low logic) Detect hidden demand/supply (e.g., low volume pullbacks or absorption zones) Plotted on histogram boxes to visualize strength and direction of each wave What “Hidden Demand” Means? Hidden demand refers to buying pressure that isn’t immediately obvious from price action — in other words, buyers are active “behind the scenes” even though the price doesn’t yet show strong upward movement. What Hidden supply Means? refers to selling pressure that isn’t obvious yet on the price chart. It means smart money (big players) are quietly selling or distributing positions, even though the price might not be dropping sharply yet. It usually appears when: The price is pulling back slightly (down candle), But volume or an oscillator (like RSI, MACD, or OBV) shows bullish strength (e.g., higher low or positive divergence). That suggests smart money is accumulating (buying quietly) while the public may think it’s just a normal dip. 💹 Price Reaction — Up or Down? If there is hidden demand, it’s generally a bullish signal → meaning price is likely to go up afterward. However, on that exact candle, the price may still be down or neutral, because: Hidden demand is “hidden” — buyers are absorbing supply quietly. The move up usually comes after the hidden demand signal, not necessarily on the same candle. 📊 Example Suppose: Price makes a slightly lower low, But RSI makes a higher low → this is bullish (hidden) divergence, or “hidden demand.” ➡️ Interpretation: Smart buyers are stepping in → next few candles likely move up. The current candle might still be red or show a small body — that’s okay. The key is the shift in underlying strength. 🧭 Quick Summary Term Meaning Candle Effect Expected Move After Hidden Demand Buyers active below surface Candle may still go down or stay flat Hidden Supply Sellers active behind the scenes Price likely to rise soon 🛠️ Key Components Best results with Price/Action e.g. Use swing high/low or zigzag to segment price into waves. Optionally apply fractal logic for more refined wave detection Combine with other indicators (e.g., RSI, OBV) for confirmation Include zone strength metrics (e.g., “Power Number” as seen in some indicators) Demand/Supply Calculation Demand: Strong bullish candles, increasing volume, breakout zones Supply: Strong bearish candles, volume spikes on down moves Hidden Demand/Supply: Pullbacks with low volume or absorption candles Histogram Visualization Use plot() or plotshape() to draw histogram bars Color-code bars: e.g., green for demand, red for supply, lite colors for hidden zones Add alerts for wave transitions or hidden zone detection How It Works Demand/Supply: Detected when price moves strongly with volume spikes. Hidden Zones: Detected when price moves but volume is low (potential absorption). Histogram Values: +2: Strong Demand +1: Hidden Demand -1: Hidden Supply -2: Strong Supply 0: Neutral Feature Demand (Visible) Hidden Demand Visibility Clearly seen on price charts Subtle, often masked in consolidation Participants Retail + Institutional Primarily Institutional Price Behavior Sharp rallies from zone Sideways movement, low volatility Tools to Identify Candlestick patterns, support zones Volume profile, order flow, price clusters Risk/Reward Moderate (widely known) High (less crowded, early entry potential)
Индикатор Pine Script®
от imr77
Market Order BubblesMarket Order Bubbles is a streamlined, volume-driven overlay indicator designed to spotlight sudden spikes in trading activity, highlighting potential shifts in market momentum. By detecting deviations in volume from its recent average, it plots intuitive bubble markers to reveal aggressive order flows—ideal for traders seeking early warnings of exhaustion or reversal setups in fast-moving markets. What makes this indicator different This indicator draws inspiration from established volume analysis tools but stands out with a refined, lightweight approach. Unlike more complex models that layer multiple filters or emulate cumulative metrics, it leverages a weighted moving average (WMA) of volume paired with statistical deviation for a direct, responsive measure of "surge intensity." This results in cleaner signals with less noise, making it particularly suited for intraday scalpers or swing traders who value simplicity without sacrificing depth. The focus on excess volume relative to a dynamic baseline ensures bubbles only emerge during truly anomalous activity, setting it apart from generic volume oscillators or basic footprint indicators that often flood charts with irrelevant data. Core Mechanics At its heart, the indicator computes a smoothed volume baseline using a WMA over a user-defined period, then applies a volatility-adjusted threshold derived from the standard deviation of that same period. A "surge" triggers when actual volume exceeds this baseline plus the threshold, with the excess amount determining bubble size. Price direction (bullish or bearish close) classifies the surge as buying or selling pressure: Buy Surges (plotted as blue bubbles above the bar): Indicate potential overextension in upward moves. Sell Surges (plotted as red bubbles below the bar): Flag possible downside fatigue. Bubble opacity and size scale with surge magnitude—fainter, smaller bubbles for mild excesses; bolder, larger ones for extreme outliers—providing a visual gradient of intensity at a glance. How to use this tool: Use this tool as a contrarian edge to anticipate potential pullbacks or reversals, rather than chasing the trend. Large clusters of buy bubbles during a rally could signal "capitulation" from late entrants or forced covers, priming the market for a downside move. Conversely, sell bubbles in a downward move can mark bottoming exhaustion, cueing possible upside bounces. For best results: Confluence: Pair with price action, momentum indicators, or other orderflow tools. Timeframe Flexibility: Excels on low timeframe for day trading; scale up to hourly for swings. Treat bubbles as filters, not standalone signals—always confirm with broader context. In essence bubbles don't predict direction but can illuminate when the crowd's aggression might soon flip. Bubble Sizing and Interpretation Bubbles are tiered by surge strength for quick assessment: Small Bubbles: Minor excess — a little more pressure on volume. Medium Bubbles: Notable excess — moderate alert. Large Bubbles: Major excess — high-impact event. Customizing Settings The indicator keeps things minimal with just two changeable inputs, highlighting quick tweaks without overwhelming options. WMA Length (default: 100): Controls the lookback for the volume baseline. Increase for smoother, less reactive signals (fewer but more reliable bubbles in volatile assets). Decrease for heightened sensitivity (more frequent alerts in choppy sessions). Threshold Multiplier (default: 1.5): Scales the deviation buffer. Higher values tighten criteria, reducing bubble frequency for more conservative filtering; lower values loosen it, capturing subtler surges but risking more noise. These adjustments let traders dial in the indicator to their style.
Индикатор Pine Script®
от VEGAlgo
Volume Profile Area [BigBeluga]🔵 OVERVIEW The Volume Profile Area is an advanced profiling tool that calculates and visualizes the value area within a chosen period’s volume distribution. It first builds a main profile of the entire range, then constructs a secondary profile inside the defined value area, allowing traders to examine market balance and key trading zones in greater detail. 🔵 CONCEPTS Volume Profile – Distributes traded volume across price levels to highlight areas of market activity. Value Area (VA) – The price range containing a chosen percentage of total volume (commonly 50–70%). Point of Control (PoC) – The price level with the highest traded volume, often acting as a magnet for price. Nested Profiles – A profile inside the VA adds a second layer of precision, showing where liquidity clusters within the “fair value” zone. 🔵 FEATURES Main Profile – Full distribution of volume over the selected lookback period. Secondary Profile – Built only inside the VA of the main profile, highlighting intrabalance structure. Customizable PoC Selection – Choose between showing the PoC of the Main Profile , the Area Profile , their Average , or None . Dynamic Value Area Levels – Automatically plots VAL (Value Area Low) and VAH (Value Area High) with labels. Overlay Toggles – Show/hide range extremes, VA lines, or PoCs for a cleaner chart view. Visual Profiles – Main profile shaded in darker blue; the VA profile inside is lighter for clear separation. Automatic Scaling – Profiles adapt to period highs/lows and auto-adjust bins for consistent resolution. Volume Labels – PoCs can display traded volume, giving numeric confirmation of liquidity concentration. 🔵 HOW TO USE Set the Period to define how many bars to include in the main profile. Adjust the Value Area % to control how much volume defines the VA (e.g., 50% by default). Pick your PoC option: Main , Area , or Average , depending on focus. Use VAH/VAL lines as support/resistance levels where most trading occurred. Compare reactions at Main vs VA PoC levels to spot potential breakouts or mean reversions. 🔵 CONCLUSION The Volume Profile Area extends traditional profiling by nesting a secondary VA profile inside the main distribution. This dual-layer approach reveals not just where the market was active overall, but where liquidity concentrated within the “fair value” zone—powerful for refining entries, exits, and risk placement across intraday and swing horizons.
Индикатор Pine Script®
от BigBeluga
2
Volume + MA5 & MA10This Volume + MA5 & MA10 (Technical Volume Trend Analysis) The Volume + MA5 & MA10 indicator provides a precise view of market participation and volume momentum by combining raw volume data with two moving averages (MA5 and MA10). It’s designed for traders who rely on volume-based confirmation to validate price movements, breakouts, and trend reversals. 🔍 Overview This indicator displays volume bars alongside two smooth volume averages — MA5 (short-term) and MA10 (medium-term) — making it easier to detect shifts in market activity. When the short-term average crosses above or below the long-term average, it signals a potential change in trading intensity or market sentiment. ⚙️ Key Features Dual Volume Moving Averages (MA5 & MA10) for short- and medium-term analysis. Dynamic Bar Coloring based on whether current volume exceeds MA5 or MA10. Crossover Detection with visual markers for MA5/MA10 intersections. Alert Conditions to notify you of significant volume trend shifts. Fully customizable appearance and smoothing options. 📊 How to Interpret MA5 > MA10 → Increasing short-term volume activity (strengthening momentum). MA5 < MA10 → Decreasing short-term volume (weakening participation). Rising volume with price → Confirms trend strength. Falling volume with rising/falling price → Suggests potential reversal or reduced conviction. 💡 Applications Confirm breakouts and trend continuations. Identify momentum divergences between price and volume. Filter out low-volume or weak-trend setups. Combine with RSI, MACD, or moving averages for enhanced signal validation. ✅ Advantages Simple yet powerful structure for clean visual analysis. Works across all timeframes and markets (crypto, stocks, forex, indices). No repainting — reliable for both live and historical backtesting. Use Volume + MA5 & MA10 to strengthen your technical analysis and gain a deeper understanding of how market participation drives price trends.
Индикатор Pine Script®
от Davidovff
Price–Volume Anomaly DetectorDescription This indicator identifies unusual relationships between price strength and trading volume. By analyzing expected intraday volume behavior and comparing it with current activity, it highlights potential exhaustion, absorption, or expansion events that may signal changing market dynamics. How It Works The script profiles average volume by time of day and compares current volume against this adaptive baseline. Combined with normalized price movement (ATR-based), it detects conditions where price and volume diverge: Exhaustion: Strong price move on low volume (potential fade) Absorption: Weak price move on high volume (potential reversal) Expansion: Strong price move on high volume (momentum continuation) Key Features Adaptive time-based volume normalization Configurable sensitivity thresholds Optional visibility for each anomaly type Adjustable label transparency and offset Light Mode support: label text automatically adjusts for dark or light chart backgrounds Lightweight overlay design Inputs Overview Volume Profile Resolution: Defines time bucket size for expected volume [* ]Lookback Days: Controls how quickly the profile adapts Price / Volume Thresholds: Tune anomaly sensitivity Show Expansion / Exhaustion / Absorption: Toggle specific labels Label Transparency & Offset: Adjust chart visibility How to Use: Apply the indicator to any chart or timeframe. Observe where labels appear: 🔴 Exhaustion: strong price, weak volume 🔵 Absorption: weak price, strong volume 🟢 Expansion: strong price, strong volume Use these as context clues, not trade signals — combine with broader volume or trend analysis. How It Helps Reveals hidden price–volume imbalances Highlights areas where momentum may be fading or strengthening Enhances understanding of market behavior beyond raw price action ⚠️Disclaimer: This script is provided for educational and informational purposes only. It is not financial advice and should not be considered a recommendation to buy, sell, or hold any financial instrument. Trading involves significant risk of loss and is not suitable for every investor. Users should perform their own due diligence and consult with a licensed financial advisor before making any trading decisions. The author does not guarantee any profits or results from using this script, and assumes no liability for any losses incurred. Use this script at your own risk.
Индикатор Pine Script®
от IndicatorEliteFlow
1