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Volume Grid Heatmap [LuxAlgo]The Volume Grid Heatmap indicator provides a two-dimensional visualization of volume distribution across both price and time, allowing traders to identify areas of high liquidity and intense trading activity within a specific lookback period. By partitioning the historical price action into a customizable grid, this tool maps volume data onto specific price-time coordinates, using heatmap color gradients to highlight "hot zones" where the most significant market participation has occurred. 🔶 USAGE The indicator is primarily used to identify institutional activity, support/resistance zones, and liquidity clusters that might not be visible on a standard volume histogram. 🔹 Identifying High Activity Zones Brightly colored cells in the heatmap represent areas where a high volume of shares or contracts changed hands at a specific price during a specific time interval. These zones often act as significant magnets for future price action or areas where price may find temporary friction. 🔹 Volume Distribution Unlike a standard Volume Profile which only shows volume by price, the Grid Heatmap shows how that volume was distributed over time. Users can see if a high-volume price level was formed by a single massive spike (a single bright cell) or by consistent trading over a longer duration (a horizontal row of highlighted cells). 🔶 DETAILS The script operates by dividing the recent price range (Highest High to Lowest Low over the lookback period) into a user-defined number of rows and columns. For every bar within the lookback: The script calculates the volume for that bar. It distributes that volume across the grid rows based on the price overlap of the bar's high and low relative to the grid cell boundaries. The volume is then aggregated into the corresponding time column. Finally, the grid is normalized against the maximum volume found in any single cell, and colors are applied using professional perceptually uniform colormaps. 🔶 SETTINGS 🔹 Grid Settings Lookback Bars: Determines the historical window of bars used to calculate the price range and volume data. Rows (Price): Defines the vertical resolution of the grid. More rows provide more precise price-level analysis. Columns (Time): Defines the horizontal resolution of the grid. More columns provide more precise timing of volume spikes. 🔹 Visuals Heatmap Theme: Selects the color palette used for the gradient (Viridis, Inferno, Magma, Plasma, Cividis, or Turbo). Transparency: Adjusts the visibility of the grid cells to ensure the underlying price action remains clear.
Индикатор Pine Script®
от LuxAlgo
2
VWAP Reversal Strategy V1🔹 VWAP Reversal Strategy V1 by COT-Trader.com The VWAP Reversal Strategy V1 is a selective intraday framework designed to capture structured pullbacks to VWAP after a confirmed breakout. It focuses on quality over frequency and integrates volatility, confirmation and optional higher timeframe bias filtering. This strategy is part of the systematic trading research published at 👉 cot-trader.com 📌 Core Concept Markets frequently break above or below VWAP (fair value), only to retest it before continuation. This strategy trades that sequence: Long Setup Price breaks above VWAP A retest of VWAP occurs within a defined number of bars A bullish confirmation candle forms Optional filters align Entry at confirmation Short Setup Mirrored logic below VWAP (can be disabled). 📊 Built-In Filters To increase selectivity, the following filters can be enabled: • Rejection wick confirmation • Volume spike confirmation • Minimum ATR-based distance from VWAP • Optional H1 VWAP directional bias All filters are configurable. ⚙ Risk Management The strategy uses: • ATR-based Stop Loss • ATR-based Take Profit • Maximum trades per day limit • Optional session filter The goal is consistency and controlled exposure rather than high trade frequency. 🧠 Intended Use Designed for intraday timeframes (typically 15–30 minutes). Works best in structured, liquid markets. Extensive debug markers can be enabled for research purposes. ⚠ Disclaimer This script is published for educational and research purposes only. It does not constitute financial advice. Always test strategies in simulation before using real capital.
Стратегия Pine Script®
от DerAndi72
2
MASU+ v7.2 (NW+ELM+BOS)# MASU+ v7.2 — Institutional Multi-Strategy Framework (NW + ELM + BOS) ## Overview MASU+ v7.2 is an advanced multi-strategy trading system that combines institutional-grade Smart Money Concepts (SMC), machine learning signal filtering, and adaptive risk management into a single unified framework. The strategy is designed for intraday and swing trading across forex, indices, and commodities. The core philosophy is **high-confluence entries only** — every trade must pass through multiple independent filters before execution, ensuring that only the strongest setups are taken. --- ## Key Components ### 1. Nadaraya-Watson Kernel Ribbon An 8-line non-parametric regression ribbon built on a Fibonacci bandwidth grid (3, 5, 8, 13, 21, 34, 55, 89). The ribbon acts as a dynamic trend filter with three operating modes: - **Strict** — all 8 lines must be perfectly ordered - **Relaxed** — a configurable threshold of ordered pairs (default 6/7) - **Expansion** — ribbon width is increasing in the trend direction The bandwidth can operate in **Fixed** or **Adaptive** mode. In Adaptive mode, bandwidth auto-scales based on ATR-normalized volatility, making the ribbon more responsive in volatile conditions and smoother in calm markets. ### 2. ELM Neural Filter (Extreme Learning Machine) A lightweight online-learning neural network that trains in real time on 7 normalized features: - RSI, Rate of Change, Distance from EMA 200, ADX, NW Kernel Slope, Ribbon Order Score, and Relative Volume The ELM predicts price direction over a configurable lookahead window (default: 5 bars) and outputs a probability score (0–1). Key v7.2 improvements include: - **Weight decay regularization** to prevent parameter drift - **Real-time accuracy calibration** — the ELM tracks its own prediction accuracy and adjusts its voting weight accordingly. An ELM with <50% accuracy effectively gets silenced. - The ELM can act as a soft vote (bonus confluence), a hard blocker, or influence position sizing — all configurable. ### 3. Smart Money Concepts (SMC) Full institutional order flow toolkit: - **Order Blocks** — bullish/bearish engulfing patterns with body-to-range ratio filtering - **Fair Value Gaps (FVG)** — imbalance detection with ATR-scaled minimum size - **Liquidity Sweeps** — stop hunt detection at recent swing highs/lows - **Break of Structure (BOS)** — pivot-based market structure tracking - **Demand/Supply Zones** — impulse-based zones that auto-expire when violated ### 4. BOS Immediate Entry (v7.2) A dedicated scalp-style entry that fires **immediately** when a Break of Structure is detected — no confirmation bars required. Features: - **TP = 0.75 × ATR** — tight scalp target for quick profit capture - **Aggressive trailing** — activates at just 0.1 × ATR from entry with a 0.15 × ATR offset - **Full confluence gate** — BOS entries require the same high confluence score (≥ 7.0) as all other entries, preventing low-quality breakout chasing ### 5. Multi-Timeframe (MTF) Filter Higher timeframe EMA alignment check (default: 4H). Both fast and slow EMAs on the higher timeframe must agree with the trade direction, and price must be on the correct side of the fast EMA. ### 6. Order Flow Analysis - **VWAP** with 3 standard deviation bands (±1σ, ±2σ, ±3σ) - **Cumulative Volume Delta (CVD)** — divergence detection between price and volume delta - **Volume Profile POC** — Point of Control visualization --- ## Confluence Engine (v7.2) Every entry — whether trend-following, breakout, mean-reversion, or BOS — must achieve a **minimum weighted confluence score of 7.0** (out of a maximum 7.5 with default weights). Each filter contributes a configurable weight: | Filter | Default Weight | |---|---| | MTF Alignment | 2.0 | | NW Ribbon | 1.5 | | ELM AI | 1.0 (calibration-adjusted) | | Order Flow | 1.0 | | Smart Money | 1.0 | | ADX Trend Strength | 0.5 | | NW Slope Direction | 0.5 | | **Total** | **7.5** | With the default threshold of 7.0, nearly all filters must agree before a trade is placed. This dramatically reduces noise trades and false signals. --- ## Risk Management ### Volatility Regime Adaptation The strategy classifies the market into 4 regimes and adapts SL/TP accordingly: | Regime | SL Mult | TP Mult | |---|---|---| | High Vol + Trending | 1.5× ATR | 2.5× ATR | | High Vol + Ranging | 1.2× ATR | 1.8× ATR | | Low Vol + Trending | 1.5× ATR | 2.5× ATR | | Low Vol + Ranging | 1.0× ATR | 1.5× ATR | ### Trailing Stop Configurable trailing stop that activates at 25% of the TP distance (default) with a tight 0.2 × ATR offset. Designed to lock in profits early while giving trades room to breathe. ### Kelly Criterion Sizing Position size is dynamically calculated using the Kelly formula based on real-time win rate and win/loss ratio, capped at 25% to prevent over-leverage. ### Quality-Based Sizing Signal confluence score directly affects position size: high-quality setups get full allocation, moderate setups get 80%, and weaker setups get 60%. ### Equity Guard Automatic circuit breaker that pauses trading after a configurable number of consecutive losses (default: 5) or when drawdown exceeds a threshold (default: 15%). Resumes after a cooldown period to prevent emotional revenge trading. ### Cost-Aware Filter Estimates total round-trip cost (spread + commission) and blocks entries where ATR is too small relative to trading costs. Prevents churning in low-volatility environments. --- ## Entry Types 1. **Trend Following** — EMA crossover + volume spike + bullish/bearish trend confirmation 2. **Breakout** — New high/low break + volume spike + EMA filter alignment 3. **Mean Reversion** — Bollinger Band extreme + RSI oversold/overbought + ranging regime 4. **BOS Scalp** — Immediate entry on Break of Structure with tight TP and aggressive trailing All entries require: session filter ✓ | confluence ≥ 7.0 ✓ | R:R check ✓ | cost filter ✓ | equity guard clear ✓ | ELM not blocking ✓ --- ## Dashboard A comprehensive real-time institutional dashboard displays: - Multi-timeframe trend alignment (15M / 1H / 4H) - NW Ribbon state and bandwidth scale - ELM AI probability, accuracy, and confidence weight - Volatility regime classification - Order flow and Smart Money signals - Confluence score with quality rating - Adapted SL/TP levels with regime multipliers - Kelly position sizing - Equity guard status with drawdown tracking - BOS entry status - Session detection (London / New York / Asia / Overlap) - Active demand/supply zone count --- ## What's New in v7.2 - **Confluence threshold raised to 7.0** for all entry types — only the highest-conviction trades are taken - **BOS immediate entry** — no confirmation bar delay; enters on the breakout candle itself - **BOS TP = 0.75 × ATR** — tighter scalp target optimized for quick captures with trailing doing the heavy lifting - **Unified confluence gate** — BOS entries now use the same min_confluence_score as standard entries (no separate hardcoded threshold) --- ## Recommended Settings - **Timeframe:** 1H (primary), with 4H MTF filter - **Session:** 09:00–22:00 (covers London + New York) - **Assets:** Forex majors, Gold (XAUUSD), US indices (NAS100, SPX500) - **Account:** Works with standard lot sizing; commission and spread inputs should be adjusted to your broker --- ## Disclaimer This strategy is provided for educational and research purposes. Past performance does not guarantee future results. Always backtest thoroughly and trade with proper risk management. The ELM neural component learns in real time and its accuracy varies across market conditions.
Стратегия Pine Script®
от Mark_Novak
Net Buy Volume [theUltimator5]This indicator tracks cumulative net buy volume using TradingView's footprint data tool. Disclaimer: The volume footprint is a premium tool that is only available to premium subscribers or higher. If you don't have a premium plan, there is a possibility that you won't be able to use this indicator. Three Display Modes: - Volume: Cumulative net buy volume (buy volume - sell volume) - Dollars: Cumulative net buy volume converted to dollar value - Delta: Bar-by-bar difference between buy and sell volume One recommended use case is to move the indicator on top of the chart to visualize real-time divergences between price and buy or sell volume. Price and volume divergence can indicate institutional moves that are hidden underneath the price action. Customizable Price Calculation (for Dollar mode): - Close price - Open price - (Open + Close) / 2 - (High + Low + Open + Close) / 4 - (High + Low) / 2 Visual Design: - Volume mode: Aqua stepline showing cumulative net buying/selling - Dollar mode: Neon pink stepline showing dollar-weighted net volume - Delta mode: Green/red columns showing immediate buy/sell pressure Values are automatically formatted as K (thousands), M (millions), or B (billions) How to Use: 1. Select your preferred data type (Volume, Dollars, or Delta) 2. If using Dollar mode, choose how price should be calculated 3. Watch for trends in cumulative volume to identify sustained buying or selling pressure 4. Use Delta mode to see individual bar pressure in real-time
Индикатор Pine Script®
от TheUltimator5
Volume Profile Fixed RangeVolume Profile Fixed Range (VPFR) Volume Profile Fixed Range is a technical indicator designed to build a volume profile within a user-defined range. The script distributes volume across price levels using lower timeframe data, allowing traders to identify key liquidity zones and the level with the highest volume concentration (POC). When you add the indicator to the chart, it will prompt you to select two points — the boundaries of the working range. After choosing the start and end points, the indicator: • loads lower timeframe data • divides the price range into a specified number of rows • distributes volume across them • builds a histogram and marks the POC (Point of Control) level Using LTF data improves profile accuracy compared to calculations performed on the current timeframe. Important! The profile cannot be built correctly using a single bar. The calculation requires a range consisting of multiple candles — this is due to the way graphical objects are rendered in Pine. Inputs Range Start Time / End Time — Define the boundaries of the range within which the profile is built. Settings Auto Timeframe — Automatically selects a lower timeframe based on the current one. This helps balance calculation accuracy and performance. Seconds — Enables second-based timeframes for 1-minute charts and below. If you do not have access to second-level data, disable this option when using Auto Timeframe on a 1-minute chart. Lower Timeframe — Manual selection of the lower timeframe when Auto Timeframe is disabled. Rows — The number of price levels in the profile. Higher values increase detail but also raise computational load. Hist Width % — Adjusts the histogram width relative to the selected range. Visual These settings allow you to modify: • profile row color • range background color • POC line color • informational text size and position • extension of the POC line to the right Possible Runtime Errors The indicator includes built-in checks to prevent incorrect calculations. "No lower timeframe data is available" Occurs when the selected lower timeframe is too small or when the profile is built too far back in history where data is unavailable. Solution: increase the Lower Timeframe or move the working range closer to the present. "The execution time limit has been reached" Appears under excessive computational load — typically caused by an overly long range or a large number of profile rows. Solution: increase the lower timeframe, reduce the Rows parameter, or shorten the calculation range.
Индикатор Pine Script®
от Pechka_Rider
Trading Levels (POC + Daily H/L + Psychological Levels)📊 TRADING LEVELS - Complete Support & Resistance Toolkit This indicator combines three essential trading tools into one powerful overlay: ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📈 VOLUME PROFILE POC (Point of Control) • Shows the price level with the highest traded volume for each day • Uses 1-minute data for accurate volume distribution calculation • Configurable number of days (1-20) • Adjustable row count (like TradingView's Session Volume Profile) • Optional zone boxes around POC levels • Customizable colors, line styles, and opacity ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📅 DAILY HIGH/LOW (D1) • Displays previous day's high and low levels • Support multiple days (1-10) • Separate colors for highs and lows • Perfect for identifying key support/resistance zones • Works on any timeframe ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 PSYCHOLOGICAL LEVELS • Horizontal lines at round number intervals • Great for indices (every 1, 5, or 10 points) • Works for forex (0.01, 0.001 intervals) • Customizable zone rectangles with adjustable opacity • Maximum levels above/below current price ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ FEATURES ✓ All elements fully customizable (colors, widths, styles) ✓ Toggle each component on/off independently ✓ Extend lines across the chart or limit to visible area ✓ Date labels for easy identification ✓ Info table showing current settings ✓ Clean, non-cluttered display ✓ Works on all instruments and timeframes ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 USE CASES • Day traders: Use POC and Daily H/L for intraday S/R • Swing traders: Combine multiple days of levels • Index traders: Psychological levels at round numbers • Forex traders: Key price levels with small intervals ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📝 SETTINGS GUIDE • POC Settings: Control volume profile calculation and display • Daily High/Low: Configure previous day levels • Psychological Levels: Set interval and zone parameters • Display: Global label and table settings ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔔 Note: POC calculation uses request.security_lower_tf() to fetch 1-minute data for accuracy. Best results on timeframes ≥ 1 minute.
Индикатор Pine Script®
от eric_fritzsche
Footprint Data Test [Zofesu]🎯 Verify your Data Integrity with Institutional Precision. This diagnostic tool is designed to verify if your current broker and symbol provide real-time Footprint Data (Intrabar Volume). Before deploying complex Order Flow strategies or Delta-based indicators, a trader must ensure the "fuel" (data) is active and accurate. 🧠 How it Works The engine utilizes the latest Pine Script v6 request.footprint method to attempt a connection to the exchange’s tick-level database. It checks for the presence of Buy/Sell volume distributions within each bar, which is the foundation for tracking large institutional orders. 🛠️ Core Components 📊 Status Table: A clean, non-intrusive UI element at the bottom of your chart that provides an instant diagnostic result. ✅ Data Active: Confirms that your broker provides real-time footprint/tick data. You can proceed with Order Flow, Delta, and Volume Profile strategies. ❗ No Data / Not Supported: Indicates that the current symbol or broker only provides basic price data. In this case, Volume Delta or Footprint-based indicators will not function correctly. You will see an error at the top left, next to the indicator. ⚙️ Strategic Application Broker Verification: Use this tool when switching between brokers (e.g., IC Markets vs. Binance vs. CME) to see who provides the most transparent data. Symbol Compatibility: Not all assets support footprint data. Test your Nasdaq (NQ), S&P 500 (ES), or BTC pairs before relying on volume analysis. The Green Light: Only when you see the "Data Active ✅" status should you trust indicators that claim to track "Big Boys" or "Smart Money" orders. 🚀 Technical Settings (Zofesu Optimized) Lookback (10): A focused sample of recent bars to verify connection stability without overloading the processor. Visual Position: Anchored to the Bottom Center to keep your main workspace clean for price action analysis. 📚 Experience and practice Many CFD brokers "simulate" volume, but this test looks for real Footprint distribution. If you get a red status on a stock or index, you likely need a "Real-Time Data Subscription" from the exchange (CME, NYSE). On Crypto pairs (BTCUSD, ETHUSD), this should almost always be Green. If it's Red on Crypto, check if you are on a "Spot" or "Futures" chart, as data availability may vary. ⚠️ Disclaimer Data availability is subject to your TradingView plan and broker's data feed. This tool does not generate trade signals; it validates the technical environment for professional decision-making.
Индикатор Pine Script®
от Zofesu
Price x Volume - Highs with Step Connection + DryUp# Price x Volume — Qullamaggie Dry-Up Edition (PxV High+DryUp) ## Overview This indicator tracks **Price × Volume (trading value)** instead of raw volume, giving you a true picture of how much money is flowing into a stock. Built on top of that, it detects **Qullamaggie-style volume dry-up zones** — the quiet consolidation periods that often precede explosive breakouts. If you follow momentum breakout strategies inspired by Kristjan Qullamaggie, this tool was built for you. --- ## 🔍 What It Does ### 1. Price × Volume (PxV) Bars - Plots trading value (Close × Volume) as colored columns — **green** for up candles, **red** for down candles. - A **20-day SMA** (yellow line) provides a smoothed baseline of average trading activity. ### 2. All-Time High Step Connection - Tracks all-time PxV highs and draws a **step-line connection** between them — making it instantly clear when a stock is printing record-level trading activity. - Each new high is connected with a horizontal → vertical → horizontal "staircase" pattern for clean visual reference. ### 3. Qullamaggie Volume Dry-Up Detection The core feature. The indicator identifies when trading value dries up after a significant price move — a classic precursor to the next leg up. **How it works:** - Calculates the **highest PxV within the last 40 bars** as the benchmark. - 🟣 **Normal Dry-Up** (purple background): Current PxV drops below **50%** of the 40-bar peak for 3+ consecutive bars. - 🔵 **Extreme Dry-Up** (blue background): Current PxV drops below **30%** of the 40-bar peak — signaling a deeply quiet, coiled setup. - Both require a **prior price run-up of 20%+ within 50 bars** — ensuring you're only watching for dry-ups that matter (after momentum, not during dead sideways action). ### 4. Breakout Detection (BO!) - After a qualified dry-up, if PxV surges above **1.5× the 20-day SMA** on a green candle within 10 bars — a **"BO!" marker** appears. - This flags the exact moment money floods back in — a potential entry signal. ### 5. 30-Bar Peak Reference Lines - An **orange vertical line** marks the highest PxV bar in the last 30 bars. - An **orange horizontal line** extends from that peak at 20% level — a quick visual gauge of how suppressed current activity is relative to the recent peak. ### 6. Real-Time Info Table A compact table in the top-right corner displays: | Field | Description | |-------|-------------| | PxV / 40-Bar Max | Current trading value as % of recent peak | | PxV / MA Ratio | Current value vs. moving average | | Consecutive Dry Bars | How many bars the dry-up has lasted | | Prior Run-Up % | Price appreciation in the lookback period | | Dry-Up Status | Normal 🟣, Extreme 🔵, or None | | BO Ready | Whether a breakout watch is active ⚡ | --- ## ⚙️ Fully Customizable Settings Every parameter is adjustable via the Settings panel: | Setting | Default | Description | |---------|---------|-------------| | Dry-Up Lookback | 40 bars | Period for calculating peak PxV | | Normal Threshold | 50% | PxV below this % of peak = dry-up | | Extreme Threshold | 30% | PxV below this % of peak = extreme dry-up | | Min Consecutive Bars | 3 | Required consecutive dry bars | | Prior Run-Up Period | 50 bars | Lookback for price appreciation check | | Min Run-Up % | 20% | Minimum price move to qualify dry-up | | Breakout Multiplier | 1.5× | PxV surge above MA to trigger BO signal | --- ## 💡 How to Use ### For Swing Traders (Qullamaggie-style) 1. **Scan for purple/blue zones** on daily charts — these are your watchlist candidates. 2. Wait for the **"BO!" signal** or manually confirm a breakout with price action. 3. Use the **info table** to monitor dry-up depth in real time. ### For Day Traders - Shorten the dry-up lookback (e.g., 10–20 bars) and min bars (e.g., 2) on intraday timeframes. - Use breakout signals for momentum entries. ### For Position Traders - Increase the prior run-up period (e.g., 100 bars) and run-up % (e.g., 30–50%) to filter for only the strongest setups. --- ## 🧠 Why Price × Volume Instead of Raw Volume? A $10 stock trading 1M shares is NOT the same as a $500 stock trading 1M shares. Raw volume ignores price — **PxV captures the actual dollar flow**, making it far more meaningful for: - Comparing activity across different price levels of the same stock - Detecting genuine institutional participation - Identifying true dry-ups (not just low share count days on a stock that gapped up 200%) --- ## 📌 Recommended For - **Momentum breakout traders** following Qullamaggie / Mark Minervini methodology - **Swing traders** looking for low-risk consolidation entries - Anyone who wants a **smarter volume indicator** that tracks real money flow --- ## ⚠️ Disclaimer This indicator is a technical analysis tool, not financial advice. Always combine with price action analysis, proper risk management, and your own due diligence. Past patterns do not guarantee future results. --- **If you find this useful, please leave a like and follow for future updates!**
Индикатор Pine Script®
от tirsaubut
Market Liquidity IndicatorThe strategy identifies institutional "Ignition" points where price breaks a key macro level (VWAP) with significant volume and order flow support. It assumes that a clean breakout, backed by high relative volume (RVOL) and aggressive buying/selling pressure (CVD Slope), will result in a sustainable trend. Risk is managed via a "Profit-Only Trailing Stop" mechanism, which enforces a hard floor for losses but allows profits to run uncapped until the trend bends Timeframe: This strategy is hardcoded to look at 1-minute data for its decision engine (RVOL/CVD), regardless of the chart timeframe. However, it is recommended to run it on a 5-minute chart for visual clarity. Execution: GOL (Green Arrow): Go Long. GOS (Red Arrow): Go Short. Exits: 1 Brick = 0.1% of Entry Price. Trailing Stop Loss: Retrace from Extreme High/Low ± 3 Bricks. Stop Out: +/- 3 Bricks from Entry Price Works well with Stocks - 5 min TF. For Index 10 min TF works well. However do play around to get your best fit. Happy Profitable Trading! Have fun!
Индикатор Pine Script®
от razcads
Z-Score (Normal Distribution ) with AlertsStatistical Edge: Z-Score (Normal Distribution) Indicator Concept & Logic The Z-Score Indicator is a statistical tool used to measure how many standard deviations a price is from its mean (Simple Moving Average). By applying the principles of Normal Distribution (The Gaussian Curve) to market data, this indicator identifies whether a price move is "normal" or "extreme" relative to its recent history. In a theoretical Normal Distribution: 68.2% of data points fall within ±1 Standard Deviation (SD). 95.4% of data points fall within ±2 SD. 99.7% of data points fall within ±3 SD. When the Z-Score crosses these thresholds, it indicates that the current price action is statistically rare, often signaling potential exhaustion or a high-momentum breakout. Key Features Z-Score Line (Blue): Tracks the real-time deviation of price from the mean. ±2.0 Threshold (Dashed Lines): Represents the 95% confidence interval. Prices reaching this zone are considered "Overextended" and often see a return to the mean (Mean Reversion). ±3.0 Threshold (Solid Lines): Represents the 99.7% extreme zone. Movements here are rare and suggest either an imminent sharp reversal or the start of a "Black Swan" parabolic trend. Statistical Zones: Color-coded fills (Red for high extreme, Green for low extreme) for quick visual scanning. How to Trade with Z-Score Mean Reversion: Look for the Z-Score to penetrate the +2 or +3 levels and then cross back toward the zero line (Mean). This often signals that the "stretch" is over and price is returning to balance. Trend Strength: A Z-Score that stays consistently above +2 (or below −2) without returning to zero indicates a very strong momentum trend. Do not fight the trend in these "fat tail" events. Divergence: Watch for price making a higher high while the Z-Score makes a lower high at the +2 level; this suggests the momentum is weakening despite the price increase. Technical Settings Period (Length): The lookback period for calculating the Mean and Standard Deviation (Default: 20). Source: Usually set to Close, but can be adjusted for different strategies. Disclaimer Financial markets do not always follow a perfect Normal Distribution (they often exhibit "Leptokurtosis" or fat tails). Statistical indicators should be used as a confluence tool alongside Price Action, Volume, and other technical analysis methods. Past performance does not guarantee future results.
Индикатор Pine Script®
от GodeyeThelasthope
SuperTrend Pro - Fibonacci & Macro AnalysisSuperTrend Pro – Fibonacci & Macro Analysis is an advanced multi-layer trading indicator designed for precision market timing and structured trade management. It combines SuperTrend trend detection with EMA, RSI, volume, and momentum filters to validate signals and reduce false entries. The system integrates macro-level analysis using weekly/monthly levels, long-term trend bias, and dynamic macro targets, while automatically generating optimized entry, stop-loss, and up to six Fibonacci-based take-profit levels. Built-in risk and position sizing calculations, leverage suggestions, and a real-time analytics dashboard make it a complete decision-support tool for traders who want both technical confirmation and strategic risk control in one interface.
Индикатор Pine Script®
от Albay16
Naked POC Real-Time nPOC & Visual Upgrade Real-Time Monitoring: No need to wait for the candle close! nPOC lines now appear instantly when volume spikes, allowing for faster reaction. Smart Status: Active (Unconfirmed): Shown as a dotted, semi-transparent line with a "⚡" icon. Confirmed: Automatically solidifies into a permanent line once the candle closes. Performance Boost: Complete code refactor for smoother operation and 100% logic consistency
Индикатор Pine Script®
от HuskyChaosBTC
Simple Volume Zone Oscillator - SVZO | TR🎯Overview SVZO | TR is a sophisticated volume-based momentum oscillator that combines volume analysis with price action to identify buying and selling pressure. It calculates the net volume flow relative to total volume over a specified period, providing clear signals for trend direction and potential reversals. Key Features 📊 Volume-Weighted Analysis Volume Zone Oscillator: Measures the balance between buying and selling volume Price-Volume Integration: Compares current typical price with previous period Smoothed Signal: Moving average applied for cleaner, more reliable signals 🎨 Advanced Visualization 8 Color Themes: Classic, Modern, Robust, Accented, Monochrome, Moderate, Aqua, Cosmic Dynamic Fill Zones: Multi-layer fills showing oscillator strength Price Bar Coloring: Candles change color based on SVZO signal Signal Markers: Clear entry signals on the price chart 📈 Complete Signal System Zero-Line Crossovers: Primary trading signals Zone Strength: Visual indication of buying/selling pressure intensity Real-Time Updates: Continuous calculation on each bar How It Works Calculation Logic Typical Price = (High + Low + Close) / 3 Volume Up = Volume when typical price increased Volume Down = Volume when typical price decreased SVZO = × 100 Smoothed Signal = Moving average of SVZO values Indicator Interpretation Positive Values (above 0): Buying pressure dominates (bullish) Negative Values (below 0): Selling pressure dominates (bearish) Magnitude: Larger absolute values indicate stronger pressure Crossovers: Zero-line crosses signal potential trend changes Display Options Visual Components Oscillator Line: Smoothed SVZO with color-coded direction Fill Zones: Multi-layer fills showing: Positive zone (green) Negative zone (red) Dynamic fill for current momentum Colored Candles: Price bars match oscillator direction Entry Signals: Triangles above/below bars for crossovers Value Labels: Current SVZO value at the end of the chart Color Themes (8 Options) Classic: Green/Red Modern: White/Purple Robust: Gold/Burgundy Accented: Purple/Pink Monochrome: Light Gray/Dark Gray Moderate: Forest Green/Red Aqua: Sky Blue/Orange Cosmic: Pink/Purple Trading Signals Entry Signals LONG: Smoothed SVZO crosses above zero line Triangle up below bar Bullish candle colors SHORT: Smoothed SVZO crosses below zero line Triangle down above bar Bearish candle colors Trend Confirmation Strong Bullish: SVZO > 30-50 range Strong Bearish: SVZO < -30 to -50 range Neutral: Values near zero line Divergence: Price vs SVZO direction mismatch Customization Settings Technical Parameters Length SVZO: Lookback period (default: 14) Smoothing: Moving average period (default: 3) MA Type: EMA, SMA, RMA, WMA, VWMA, or HMA Color Theme: 8 visual style options Alert System Zero-Line Cross Alerts: Notifications for bullish/bearish crossovers Custom Messages: Includes ticker symbol in alerts Real-Time Notifications: Instant updates on signal generation Benefits for Traders 🎯 Unique Volume Perspective Pure volume-based momentum measurement Not dependent on traditional price oscillators Captures institutional money flow 📊 Clear Visual System Multi-color themes for personal preference Integrated candle coloring for quick scanning Visual pressure zones for strength assessment ⚡ Practical Applications Trend Trading: Follow volume momentum Reversal Detection: Zero-line crosses Divergence Trading: Price vs volume momentum Confirmation Tool: Validate other indicators Ideal Usage Scenarios Best Market Conditions Trending markets with clear volume patterns Breakout confirmations Reversal identification Momentum trading strategies Timeframe Compatibility Works on all timeframes Particularly effective on intraday charts Adjustable parameters for different trading styles Perfect for traders who want to incorporate volume analysis into their trading system with clear, actionable signals. The SVZO provides a unique perspective on market dynamics by focusing on the volume behind price movements, making it especially valuable for identifying genuine breakouts and potential reversals before they appear on price charts.
Индикатор Pine Script®
от Tiagorocha1989
Key Price Levels Daily Ver [structJCWL]As an independent developer and active trader, I built this tool to address a personal frustration: the lack of precision in standard session-level indicators. For those who trade based on market micro-structure, a level that is "approximately" correct is a logic error. Key Price Levels Daily Ver is an engineering implementation focused on reconstructing session data with surgical accuracy. It is designed for traders who require reliable, noise-filtered benchmarks to anchor their daily execution. THE ENGINEERING LOGIC: 1-Second (1S) Intrabar Reconstruction : Standard scripts often rely on daily-bar data, which can be imprecise. This tool re-aggregates the session using 1-Second (1S) granularity . By processing every sub-candle, it ensures that POC, Value Area, and Extremes are anchored to the true weight of capital commitment. The 15-Minute Threshold (Technical Rationale) : To maintain the high fidelity of 1S data aggregation, this indicator is optimized for timeframes ≤ 15 minutes . Calculating micro-structure on higher timeframes leads to data thinning and reduced precision—limitations I refuse to accept in my personal trading setup. Adaptive Visual Hierarchy (Fade & Limits) : To prevent visual clutter, I’ve integrated Fade Strength and Timeframe Limits . Lines automatically adjust their transparency or visibility based on your current timeframe, ensuring that the most relevant levels remain clear while secondary noise recedes. Reliability by Design : In 24/7 markets, script stability is paramount. I have implemented defensive programming (including a 98,000-unit memory circuit breaker ) to prevent overflows during extreme volatility. I strive for absolute dependability; if you encounter any issues, your feedback is highly welcome as we refine and improve this tool together. 作为一名独立开发者与实战交易者，我构建此工具是为了解决一个长期的困扰：标准时段指标精度的缺失。对于基于市场微观结构进行交易的人来说，“大约准确”的水位本身就是一种逻辑错误。 Key Price Levels Daily Ver 是我对日内关键水位线的个人工程化实现，专注于以“外科手术式”的精度重构时段数据。它专为那些需要可靠、过滤噪音的基准位来锚定日内执行的交易者而设计。 核心设计逻辑： 1秒级微观重构 (1S Precision) ：我不满足于直接调用现成的日线数据。脚本通过扫描 1秒 (1S) 微观颗粒度数据 来重构整个交易时段，确保 POC 和价值区的计算基准来自于最真实的成交细节。 15分钟周期硬限制 ：为了保证 1S 数据聚合的极致精度，本脚本仅限在 15分钟及以下周期 运行。在更长周期调用微观数据会导致精度大幅下降。作为开发者，我不允许“大约准确”的逻辑存在于我的系统里。 自适应视觉层级 (Fade & Limits) ：通过内置的 淡化强度 (Fade) 与 周期限制 (Limits) ，水位线会根据你当前的图表周期自动调节透明度或可见性。 可靠性设计 ：在 24/7 不间断的交易中，脚本的稳定性至关重要。我在代码底层加入了防御性设计（包括 98,000 数组容量熔断机制 ），旨在防止极端行情下的计算溢出或图表崩溃。我追求的是一个能让人放心的工具，若你在使用中发现任何问题，欢迎随时反馈，我们共同完善。 Feedback & Interaction: As a personal project, this script is continuously refined. I welcome any bug reports or suggestions for improvement to make this tool even more robust for the community. Compliance & Credits: Author: structJCWL (Independent Developer & Trader) License: Mozilla Public License 2.0 (MPL 2.0) Attribution: Core data aggregation and state-machine logic are 100% original implementations
Индикатор Pine Script®
от structJCWL
Volume Sentiment DriftVolume Sentiment Drift (VSD) Quantitative Market Regime Identification Overview Volume Sentiment Drift (VSD) is a market-context indicator that measures the “ease of movement” in price by combining volume participation with price efficiency. It classifies the current environment into persistent regimes to help traders assess whether conditions are strengthening, weakening, or balanced. This tool provides context only and does not generate buy or sell signals. ________________________________________ Quantitative Framework The model evaluates three components: Participation (Relative Volume) Volume is normalized by its historical baseline to measure activity relative to the instrument’s own liquidity profile. Price Efficiency True Range is normalized by ATR to evaluate how efficiently price is progressing relative to volatility. Persistence Engine Standard deviation scaling and a hysteresis band are used to stabilize regime transitions and reduce flickering. These components combine into a normalized Sentiment Drift value used to determine the current regime. ________________________________________ Market Regimes (Context Only) • ACCELERATING — improving efficiency relative to participation • DECAYING — diminishing efficiency / potential absorption • BALANCED — equilibrium within the neutral zone These labels describe market conditions only and are not trading signals or recommendations. ________________________________________ Key Features • Volatility-adjusted normalization for cross-asset consistency • Real-time dashboard summarizing current regime • Dead-zone filtering to reduce noise • Designed strictly as a context/filter tool ________________________________________ How to Use • Observe the regime to understand overall conditions • Use the drift line to monitor participation strength • Combine with your existing analysis or strategies ________________________________________ Notes • Confirmed-bar calculations only (no intentional lookahead) • Works across most timeframes • No alerts, entries, or exits • Informational use only ________________________________________ Disclaimer Educational and informational purposes only. This indicator does not provide financial advice. Trading involves risk. ________________________________________
Индикатор Pine Script®
от ibotrade
VWAP and Previous Day Closing VWAP1. Understanding the Two Lines Current VWAP (The Dynamic Curve): This represents the average price paid throughout the current session, weighted by volume. It moves as new trades come in. Previous Day’s Closing VWAP (The Flat Level): This is a fixed horizontal line representing where the institutional "average price" finished yesterday. It serves as a major psychological anchor point for the current day. 2. Common Trading Strategies The Mean Reversion (The "Rubber Band") If the price gaps up or moves significantly away from both the current VWAP and the Previous Day's VWAP early in the morning, traders often look for a "reversion to the mean." The Logic: Large institutions rarely like to buy significantly above the day's average price. The Trade: If the price starts losing momentum far above the VWAP lines, traders may look for a short position back down toward the Current VWAP. The "Value" Retest The Previous Day’s Closing VWAP often acts as a support or resistance zone. Support: If the price opens above yesterday's VWAP, drops down to touch it, and then bounces, it confirms that buyers are defending "yesterday's value." Resistance: If the price opens below it and fails to break above it, the market is signaling bearishness. The Crossover Signal When the Current VWAP crosses over or under the Previous Day’s Closing VWAP, it indicates a shift in trend strength. Bullish: Current VWAP crosses above Previous Day's VWAP. This suggests today's buyers are more aggressive than yesterday's average. Bearish: Current VWAP crosses below Previous Day's VWAP. This suggests today's selling pressure is heavier than yesterday's average. 3. Best Practices & Pro-Tips Timeframes: This indicator is most effective on 1-minute, 5-minute, or 15-minute charts. On a Daily (D) chart, the lines will disappear or look like single dots because VWAP is calculated intraday. Volume is Key: VWAP is only as strong as the volume behind it. If a bounce off the VWAP happens on low volume, it’s less reliable than a bounce on high volume. The "No-Trade Zone": Many professional traders avoid taking long positions when the price is below the current VWAP, as they are essentially "buying at a premium" relative to the day's average sellers.
Индикатор Pine Script®
от sandip4evr
Day trade futures - ES VWAP Pullback v2.0 [Signals]ES VWAP Institutional Pullback v2.0 —— STRATEGY VERSION —— A futures day-trading system built specifically for /ES (S&P 500 E-mini) on the 5-minute timeframe. Designed around the premise that institutional algorithms benchmark entries against VWAP and that the highest-probability trades come from entering trend continuations after pullbacks — not from predicting reversals. This is not a typical MACD crossover strategy. Every component is filtered and confirmed before a signal fires. █ HOW IT WORKS The system requires four conditions to align before entering a trade: 1. Higher-Timeframe Trend Confirmation Uses a 50 EMA pulled from the 15-minute chart via request.security(). Price must be above this EMA for longs, below for shorts. This replaces the common approach of plotting a 200 EMA on the entry timeframe, which on a 5-minute chart represents ~17 hours of data and reacts too slowly to intraday regime changes. 2. VWAP Institutional Bias Price must be above the session VWAP for longs, below for shorts. VWAP is the benchmark institutional algorithms use to evaluate execution quality. Trading in the direction of VWAP bias aligns your entries with the dominant order flow. 3. MACD Histogram Reversal (Not Raw Crossover) Rather than entering on a standard MACD line crossover (which lags significantly on short timeframes), the system detects when the MACD histogram flips from negative to positive territory after being negative for at least two consecutive bars. This catches the exact moment selling pressure exhausts and buying momentum resumes — typically 1–3 bars earlier than a traditional crossover. 4. Volume Spike Confirmation The entry bar must have volume ≥ 1.2× its 20-bar simple moving average. A MACD histogram flip on thin volume is noise. Requiring a volume spike confirms that institutional participation is actually present at the reversal point. █ SESSION FILTER Futures trade nearly 24 hours, but VWAP-based strategies degrade outside Regular Trading Hours when volume thins and price action becomes erratic. The system enforces a hard session window of 9:30 AM – 3:30 PM Eastern by default. All positions are automatically closed at session end if the EOD close option is enabled. █ RISK MANAGEMENT Dynamic ATR-Based Stops Stop loss is calculated as 1.5× the 14-period ATR at the moment of entry. During volatile opens, your stop widens to give the trade room. During quiet midday action, it tightens to protect capital. This replaces fixed-point stops that get hunted during volatility expansion. Partial Profit at 1R When price reaches 1× your initial risk (the 1R level), 50% of the position is closed automatically. This locks in profit and reduces psychological pressure on the remaining runner. Trailing Stop After reaching the 1R trigger, a trailing stop activates at 0.75× ATR behind the current price. It only moves in your favor — never backward. This lets winners run in trending sessions while protecting gains. Full Take Profit at 2R The remaining position targets 2× the initial risk. Combined with the partial at 1R, the effective average exit on a full winner is approximately 1.5R. █ BACKTEST REALISM The strategy models: • $2.50 per contract commission (round-trip ~$5.00, typical for /ES) • 2-tick slippage ($25 per contract) • No fills on close — orders process on the next bar This matters. Many published strategies show inflated results because they assume zero friction. The performance you see in the Strategy Tester should be closer to what you would actually experience. █ DASHBOARD A real-time info table displays: • Current HTF trend direction • VWAP bias (above/below) • Current ATR value • Volume ratio vs. SMA (with color coding for spike detection) • Session status (active/closed) • Position status • MACD histogram value █ SETTINGS GUIDE Inputs are grouped logically. Key tuning parameters: Volume Multiple (default 1.2×) — Lower to 1.0× if you're getting too few signals in quieter sessions. Raise to 1.5× for stricter filtering. HTF Timeframe (default 15m) — The 15-minute 50 EMA represents ~12.5 hours of trend data. You can try 30m for a slower, more conservative filter. Trail Trigger (default 1.0R) — Set to 0.75R for more aggressive trailing. Set to 1.5R if you want the trail to activate later and give more room. Trail Offset (default 0.75 ATR) — Lower values trail tighter (more likely to get stopped but lock more profit). Higher values give more room but risk giving back gains. All filters (HTF, VWAP, Volume, Session) can be individually toggled off for testing which components add value in your specific market conditions. █ WHAT THIS IS NOT • This is not a scalping system. It targets 2R moves, not 2-tick scratches. • This is not a reversal catcher. It trades pullbacks within established trends. • This will not protect you from news events. Avoid FOMC, CPI, NFP, and other high-impact macro releases — no algorithm can predict those. • This is not financial advice. Futures are leveraged instruments. Backtest results do not guarantee future performance. █ RECOMMENDED USAGE • Chart: /ES 5-minute • Session: RTH only (9:30 AM – 3:30 PM ET) • Avoid: 15 minutes before/after high-impact economic data • Combine with: Level 2 / DOM for discretionary confirmation if available —— INDICATOR VERSION —— Same logic as the strategy but packaged as an indicator() for live discretionary trading: • No backtest engine overhead — lighter on your chart • Entry labels display exact SL, TP, and risk in points at signal time • 1R level plotted in cyan for visual partial-profit reference • Signal levels auto-expire after 50 bars or when SL/TP is hit • Alert conditions registered for both long and short signals — configure through TradingView's alert dialog
Индикатор Pine Script®
от DayTradingMD1992