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Volume Footprint Anomaly Scanner [PhenLabs]📊 PhenLabs - Volume Footprint Anomaly Scanner (VFAS) Version: PineScript™ v6 📌 Description The PhenLabs Volume Footprint Anomaly Scanner (VFAS) is an advanced Pine Script indicator designed to detect and highlight significant imbalances in buying and selling pressure within individual price bars. By analyzing a calculated "Delta" – the net difference between estimated buy and sell volume – and employing statistical Z-score analysis, VFAS pinpoints moments when buying or selling activity becomes unusually dominant. This script was created not in hopes of creating a "Buy and Sell" indicator but rather providing the user with a more in-depth insight into the intrabar volume delta and how it can fluctuate in unusual ways, leading to anomalies that can be capitalized on. This indicator helps traders identify high-conviction points where strong market participants are active, signaling potential shifts in momentum or continuation of a trend. It aims to provide a clearer understanding of underlying market dynamics, allowing for more informed decision-making in various trading strategies, from identifying entry points to confirming trend strength. 🚀 Points of Innovation ●​ Z-Score for Delta Analysis : Utilizes statistical Z-scores to objectively identify statistically significant anomalies in buying/selling pressure, moving beyond simple, arbitrary thresholds. ●​ Dynamic Confidence Scoring : Assigns a multi-star confidence rating (1-4 stars) to each signal, factoring in high volume, trend alignment, and specific confirmation criteria, providing a nuanced view of signal strength. ●​ Integrated Trend Filtering : Offers an optional Exponential Moving Average (EMA)-based trend filter to ensure signals align with the broader market direction, reducing false positives in ranging markets. ●​ Strict Confirmation Logic : Implements specific confirmation criteria for higher-confidence signals, including price action and a time-based gap from previous signals, enhancing reliability. ●​ Intuitive Info Dashboard : Provides a real-time summary of market trend and the latest signal's direction and confidence directly on the chart, streamlining information access. 🔧 Core Components ●​ Core Delta Engine : Estimates the net buying/selling pressure (bar Delta) by analyzing price movement within each bar relative to volume. It also calculates average volume to identify bars with unusually high activity. ●​ Anomaly Detection (Z-Score) : Computes the Z-score for the current bar's Delta, indicating how many standard deviations it is from its recent average. This statistical measure is central to identifying significant anomalies. ●​ Trend Filter : Utilizes a dual Exponential Moving Average (EMA) cross-over system to define the prevailing market trend (uptrend, downtrend, or range), providing contextual awareness. ●​ Signal Processing & Confidence Algorithm : Evaluates anomaly conditions against trend filters and confirmation rules, then calculates a dynamic confidence score to produce actionable, contextualized signal information. 🔥 Key Features ●​ Advanced Delta Anomaly Detection : Pinpoints bars with exceptionally high buying or selling pressure, indicating potential institutional activity or strong market conviction. ●​ Multi-Factor Confidence Scoring : Each signal comes with a 1-4 star rating, clearly communicating its reliability based on high volume, trend alignment, and specific confirmation criteria. ●​ Optional Trend Alignment : Users can choose to filter signals, so only those aligned with the prevailing EMA-defined trend are displayed, enhancing signal quality. ●​ Interactive Signal Labels : Displays compact labels on the chart at anomaly points, offering detailed tooltips upon hover, including signal type, direction, confidence, and contextual information. ●​ Customizable Bar Colors : Visually highlights bars with Delta anomalies, providing an immediate visual cue for strong buying or selling activity. ●​ Real-time Info Dashboard : A clean, customizable dashboard shows the current market trend and details of the latest detected signal, keeping key information accessible at a glance. ●​ Configurable Alerts : Set up alerts for bullish or bearish Delta anomalies to receive real-time notifications when significant market pressure shifts occur. 🎨 Visualization Signal Labels : * Placed at the top/bottom of anomaly bars, showing a "📈" (bullish) or "📉" (bearish) icon. * Tooltip: Hovering over a label reveals detailed information: Signal Type (e.g., "Delta Anomaly"), Direction, Confidence (e.g., "★★★☆"), and a descriptive explanation of the anomaly. * Interpretation: Clearly marks actionable signals and provides deep insights without cluttering the chart, enabling quick assessment of signal strength and context. ●​ Info Dashboard : * Located at the top-right of the chart, providing a clean summary. * Displays: "PhenLabs - VFAS" header, "Market Trend" (Uptrend/Downtrend/Range with color-coded status), and "Direction | Conf." (showing the last signal's direction and star confidence). * Optional "💡 Hover over signals for details" reminder. * Interpretation: A concise, real-time summary of the market's pulse and the most recent high-conviction event, helping traders stay informed at a glance. 📖 Usage Guidelines Setting Categories ⚙️ Core Delta & Volume Engine ●​ Minimum Volume Lookback (Bars) ○​ Default: 9 ○​ Range: Integer (e.g., 5-50) ○​ Description: Defines the number of preceding bars used to calculate the average volume and delta. Bars with volume below this average won't be considered for high-volume signals. A shorter lookback is more reactive to recent changes, while a longer one provides a smoother average. 📈 Anomaly Detection Settings Delta Z-Score Anomaly Threshold ○​ Default: 2.5 ○​ Range: Float (e.g., 1.0-5.0+) ○​ Description: The number of standard deviations from the mean that a bar's delta must exceed to be considered a significant anomaly. A higher threshold means fewer, but potentially stronger, signals. A lower threshold will generate more signals, which might include less significant events. Experiment to find the optimal balance for your trading style. 🔬 Context Filters Enable Trend Filter ○​ Default: False ○​ Range: Boolean (True/False) ○​ Description: When enabled, signals will only be generated if they align with the current market trend as determined by the EMAs (e.g., only bullish signals in an uptrend, bearish in a downtrend). This helps to filter out counter-trend noise. ●​ Trend EMA Fast ○​ Default: 50 ○​ Range: Integer (e.g., 10-100) ○​ Description: The period for the faster Exponential Moving Average used in the trend filter. In combination with the slow EMA, it defines the trend direction. ●​ Trend EMA Slow ○​ Default: 200 ○​ Range: Integer (e.g., 100-400) ○​ Description: The period for the slower Exponential Moving Average used in the trend filter. The relationship between the fast and slow EMA determines if the market is in an uptrend (fast > slow) or downtrend (fast < slow). 🎨 Visual & UI Settings ●​ Show Info Dashboard ○​ Default: True ○​ Range: Boolean (True/False) ○​ Description: Toggles the visibility of the dashboard on the chart, which provides a summary of market trend and the last detected signal. ●​ Show Dashboard Tooltip ○​ Default: True ○​ Range: Boolean (True/False) ○​ Description: Toggles a reminder message in the dashboard to hover over signal labels for more detailed information. ●​ Show Delta Anomaly Bar Colors ○​ Default: True ○​ Range: Boolean (True/False) ○​ Description: Enables or disables the coloring of bars based on their delta direction and whether they represent a significant anomaly. ●​ Show Signal Labels ○​ Default: True ○​ Range: Boolean (True/False) ○​ Description: Controls the visibility of the “📈” or “📉” labels that appear on the chart when a delta anomaly signal is generated. 🔔 Alert Settings ​ Alert on Delta Anomaly ○​ Default: True ○​ Range: Boolean (True/False) ○​ Description: When enabled, this setting allows you to set up alerts in TradingView that will trigger whenever a new bullish or bearish delta anomaly is detected. ✅ Best Use Cases ​ Early Trend Reversal / Continuation Detection: Identify strong surges of buying/selling pressure at key support/resistance levels that could indicate a reversal or the continuation of a strong move. ●​ Confirmation of Breakouts: Use high-confidence delta anomalies to confirm the validity of price breakouts, indicating strong conviction behind the move. ●​ Entry and Exit Points: Pinpoint precise entry opportunities when anomalies align with your trading strategy, or identify potential exhaustion signals for exiting trades. ●​ Scalping and Day Trading: The indicator’s sensitivity to intraday buying/selling imbalances makes it highly effective for short-term trading strategies. ●​ Market Sentiment Analysis: Gain a real-time understanding of underlying market sentiment by observing the prevalence and strength of bullish vs. bearish anomalies. ⚠️ Limitations Estimated Delta: The script uses a simplified method to estimate delta based on bar close relative to its range, not actual order book or footprint data. While effective, it’s an approximation. ●​ Sensitivity to Z-Score Threshold: The effectiveness heavily relies on the `Delta Z-Score Anomaly Threshold`. Too low, and you’ll get many false positives; too high, and you might miss valid signals. ●​ Confirmation Criteria: The 4-star confidence level’s “confirmation” relies on specific subsequent bar conditions and previous confirmed signals, which might be too strict or specific for all contexts. ●​ Requires Context: While powerful, VFAS is best used in conjunction with other technical analysis tools and price action to form a comprehensive trading strategy. It is not a standalone “buy/sell” signal. 💡 What Makes This Unique Statistical Rigor: The application of Z-score analysis to bar delta provides an objective, statistically-driven way to identify true anomalies, moving beyond arbitrary thresholds. ●​ Multi-Factor Confidence Scoring: The unique 1-4 star confidence system integrates multiple market dynamics (volume, trend alignment, specific follow-through) into a single, easy-to-interpret rating. ●​ User-Friendly Design: From the intuitive dashboard to the detailed signal tooltips, the indicator prioritizes clear and accessible information for traders of all experience levels. 🔬 How It Works 1. Bar Delta Calculation: ●​ The script first estimates the “buy volume” and “sell volume” for each bar. This is done by assuming that volume proportional to the distance from the low to the close represents buying, and volume proportional to the distance from the high to the close represents selling. ●​ How this contributes: This provides a proxy for the net buying or selling pressure (delta) within that specific price bar, even without access to actual footprint data. 2. Volume & Delta Z-Score Analysis: ●​ The average volume over a user-defined lookback period is calculated. Bars with volume less than twice this average are generally considered of lower interest. ●​ The Z-score for the calculated bar delta is computed. The Z-score measures how many standard deviations the current bar’s delta is from its average delta over the `Minimum Volume Lookback` period. ●​ How this contributes: A high positive Z-score indicates a bullish delta anomaly (significantly more buying than usual), while a high negative Z-score indicates a bearish delta anomaly (significantly more selling than usual). This identifies statistically unusual levels of pressure. 3. Trend Filtering (Optional): ●​ Two Exponential Moving Averages (Fast and Slow EMA) are used to determine the prevailing market trend. An uptrend is identified when the Fast EMA is above the Slow EMA, and a downtrend when the Fast EMA is below the Slow EMA. ●​ How this contributes: If enabled, the indicator will only display bullish delta anomalies during an uptrend and bearish delta anomalies during a downtrend, helping to confirm signals within the broader market context and avoid counter-trend signals. 4. Signal Generation & Confidence Scoring: ●​ When a delta Z-score exceeds the user-defined anomaly threshold, a signal is generated. ●​ This signal is then passed through a multi-factor confidence algorithm (`f_calculateConfidence`). It awards stars based on: high volume presence, alignment with the overall trend (if enabled), and a fourth star for very strong Z-scores (above 3.0) combined with specific follow-through candle patterns after a cooling-off period from a previous confirmed signal. ●​ How this contributes: Provides a qualitative rating (1-4 stars) for each anomaly, allowing traders to quickly assess the potential significance and reliability of the signal. 💡 Note: The PhenLabs Volume Footprint Anomaly Scanner is a powerful analytical tool, but it’s crucial to understand that no indicator guarantees profit. Always backtest and forward-test the indicator settings on your chosen assets and timeframes. Consider integrating VFAS with your existing trading strategy, using its signals as confirmation for entries, exits, or trend bias. The Z-score threshold is highly customizable; lower values will yield more signals (including potential noise), while higher values will provide fewer but potentially higher-conviction signals. Adjust this parameter based on market volatility and your risk tolerance. Remember to combine statistical insights from VFAS with price action, support/resistance levels, and your overall market outlook for optimal results.
Wskaźnik Pine Script®
od PhenLabs
2
Elite 30 Min Pivot - by TenAM Trader.🔍 How It Works Trend Detection: A trend is defined when a configurable number (default: 3) of same-colored candles (green or red) appear in a row. The pivot is marked by the first opposite-color candle after the trend. Signal Logic: After the pivot forms, the script watches the next few candles (default: 2) for a breakout or close beyond the pivot high/low. A BUY signal is triggered when price breaks/closes above a pivot high from a downtrend. A SELL signal is triggered when price breaks/closes below a pivot low from an uptrend. Entry & Risk Tools: Optional features include: Pivot Line – dashed level showing pivot entry point. Stop Loss Line – opposite side of the pivot candle. Labels – toggle labels for clarity on entry and risk. Time Filter – exclude signals during specific hours (e.g. 11 AM–2 PM) to avoid lunchtime chop. Alerts: Enable alerts for automated notifications when buy or sell conditions are met. ⚙️ Customizable Settings Consecutive candles required before pivot Max bars allowed after pivot for signal Signal trigger: Break or Close Toggle visibility of pivot lines, stop loss, and labels Set excluded time blocks Enable/disable real-time alerts ✅ Use Case Example If you set trend length to 3 and signal trigger to “Break,” the script will look for 3 consecutive red candles, then a green candle (pivot). If price breaks above the pivot high within the next 2 candles, a Buy signal will fire. ⚠️ Legal Note This script is provided for educational and informational purposes only and does not constitute financial advice. Always do your own research before making trading decisions. Use at your own risk.
Wskaźnik Pine Script®
od TenAM_Trader
Intraday Bullish Scanner - Profit Ping📊 Intraday Bullish Scanner – Profit Ping Only This custom-built TradingView script identifies high-probability intraday BUY signals on the 15-minute chart, confirmed by volume, momentum, and price action. It uses: ✅ EMA 7/14 crossovers ✅ Bullish candlestick patterns (Engulfing, Piercing, etc.) ✅ Volume spikes above 20-MA ✅ RSI between 55–65 ✅ MACD histogram flip from red to green ✅ Cross-confirmation with the 30-minute trend Once in a trade, it activates a dynamic trailing stop (starting at 2%, tightening to 1% as profit and volume increase). SELL signals are confirmed only with: ❌ MACD turning red ❌ Bearish RSI movement or drop below 50 ❌ EMA 7 crossing below EMA 14 ❌ A bearish candlestick (Engulfing or Piercing) ❌ Volume spike on a red candle 💰 When all SELL conditions align, a yellow triangle appears. BUYs are marked with a white triangle. Alerts can be connected directly to Python/webhook systems for full automation with IBKR.
Wskaźnik Pine Script®
od mill6soon
MJBFX-Strategy (Futures Optimized)The MJBFX-Strategy is a complete market mapping tool designed to give traders a clear view of liquidity, session dynamics, and premium/discount levels. It loads automatically on any chart, fully optimized for futures and forex trading. 🔑 Key Features Asian Session Range Highlights the previous Asian session with a shaded box Fixed until London open for precise reference VWAP from Asian Session Plots the VWAP of the previous Asian session Dynamic fair value benchmark for intraday trading Liquidity Sweeps (Optimized) Detects sweeps of the Asian session high/low Shown only on 30m, 1h, and 4h charts to reduce noise Clean, minimal labels for clarity Automatic Fibonacci Zone Draws a shaded retracement zone (38.2%–61.8%) of the Asian range Transparent fill makes it easy to read price action Killzones Highlights London (07:00–10:00) and New York (13:00–16:00) killzones Semi-opaque shading to keep charts clean Auto Trade Box (Risk/Reward) On sweep confirmation, plots a 2R target box Auto stop loss and take profit levels based on futures tick size 🎯 Why Use It? The MJBFX-Strategy removes the need for manual drawing.It automatically maps: Session highs and lows Liquidity sweeps VWAP and fib retracement zones Key killzones Perfect for session-based intraday trading in both futures and forex. ⚡ No manual settings required.Just load it onto your chart for an instant institutional view of the market.
Wskaźnik Pine Script®
od MJB-FX
MaxProHOOPThis indicator, developed by MaxProAsia, provides precise entry levels, along with clearly defined stop-loss and target levels to help traders make confident decisions. It is built on MaxProAsia’s proprietary HOOP Trading Strategy, which stands for: High Opportunity Opening Pattern — a system specifically designed to capture high-probability setups during the market’s most volatile opening phase. Whether you're trading equities or commodities, this tool helps identify potential reversal points, breakout levels, and structured trade zones — making it a powerful addition to your trading arsenal.
Wskaźnik Pine Script®
od MaxproasiaTrading
MJBFX VWAP WITH SIGNALSThe MJBFX VWAP Channel is a custom-built volume-weighted average price indicator designed around the MJBFX trading methodology. This tool tracks multiple rolling VWAPs anchored to a user-defined timeframe (default: 1H), then calculates percentile levels (Max, Upper, Median, Lower, Min) to create a dynamic channel. These levels act as key support and resistance zones that adapt to market conditions. 🔶 Features: Adjustable anchor period and VWAP count (up to 500 VWAPs) Percentile-based VWAP levels (Max, Upper, Median, Lower, Min) Customisable colours, widths, and line styles Optional gradient channel fills Anchor period highlights for session awareness MJBFX Branded Signals: 🟠 Buy – Triggered when price crosses above the lower VWAP (MJBFX Orange) ⚪ Sell – Triggered when price crosses below the upper VWAP (MJBFX Grey) Built-in alert conditions for automated trade notifications 🔶 How to Use: The VWAP channel provides a dynamic structure for intraday trading. Buy opportunities often occur when price sweeps below the lower band and reclaims it. Sell opportunities often occur when price sweeps above the upper band and rejects. Use in confluence with market structure, session timing, and your trading plan (e.g., MJB-FX Asian Sweep strategy).
Wskaźnik Pine Script®
od MJB-FX
3
Test protectedPrepare to challenge conventional analysis with Testing Bang, a bold script tailored for AAPL’s battlefield. This strategy doesn’t play defense—it takes decisive action. Triggered at a pivotal moment in Apple’s historical price path, it demonstrates how surgical precision and daring risk management converge to test reversal points with confidence. Built using Pine Script v6, the code aligns stop-loss logic with targeted entry behavior on bar index 10381. Whether you’re exploring script mechanics or sharpening your backtest instincts, Testing Bang shows how even a single trade can reveal the psychological layers behind price movement. With the bar magnifier disabled, traders witness raw market behavior—a powerful lens for those who dare to refine strategy in the wild. Step in, test your edge, and see if your timing can match Apple’s thunder.
Wskaźnik Pine Script®
od imaharani232
Breakout + Retest StrategyThe Breakout + Retest Strategy is a proven price action approach used by professional traders to catch high-probability market moves after key levels are broken. This strategy aims to enter the market after confirmation — reducing false breakouts and improving entry accuracy. 🔍 Strategy Logic: Identify a Key Support or Resistance Level These could be recent swing highs/lows, consolidation zones, or session highs. Wait for a Clean Breakout Price must decisively break above resistance or below support with strong momentum. Watch for the Retest After the breakout, wait for the price to pull back to the broken level (now flipped support/resistance). Enter on Retest Confirmation Look for signs like rejection wicks, bullish/bearish engulfing candles, or strong volume on the retest. Set Risk-Managed Stops and Targets Stop loss goes below (for long) or above (for short) the retested level. Target is usually set at a 1:2 or higher risk-to-reward ratio, or based on structure. ✅ Why It Works: Filters out fake breakouts Uses market structure and liquidity traps to your advantage Combines both momentum and confirmation ⚙️ Best Timeframes: 15-minute to 1-hour for intraday setups 4-hour and daily for swing trades 📊 Ideal for: Futures (NQ, ES, Gold) Forex pairs Crypto Stocks near key earnings or breakout zones
Wskaźnik Pine Script®
od aaroncaine535