Liquidity Spectrum Visualizer [BigBeluga]🔵 OVERVIEW
The Liquidity Spectrum Visualizer is a smart tool for exposing hidden liquidity zones by combining a dynamic volume profile, clear liquidity levels, and intuitive volume bubbles directly on your price chart. It shows you exactly where significant volume is clustering inside your chosen lookback period — highlighting where big market participants may be defending price or planning breakouts.
🔵 CONCEPTS
Volume Profile Bins: Breaks your custom lookback range into 100 fine price bins, calculating total volume per bin to create a precise vertical liquidity histogram.
Liquidity Levels: Bins with high relative volume automatically plot as horizontal lines — thicker and brighter lines signal stronger liquidity concentrations.
Dynamic Coloring: Profile bins and liquidity levels adjust their colors live based on whether current price is trading above (support) or below (resistance).
Volume Bubbles: Each candle displays a bubble at its HLC3 price —
- The bubble’s size shows relative candle volume.
- Its color gradient indicates bullish or bearish volume: greenish for bullish candles, orange for bearish.
Bubble Labels: The largest bubbles automatically label the actual volume amount, revealing big hidden flows.
Range Box High/Low: Marks the absolute swing high and low inside the lookback window, clearly framing the active liquidity zone.
🔵 FEATURES
Smart, auto-scaled volume profile up to 200 candles (or custom).
Liquidity levels with dynamic thickness and color based on real-time volume.
Bubbles sized and colored to show both volume magnitude and bullish/bearish bias.
Largest bubbles labeled for fast detection of high-impact bars.
High and low price labels clearly show the analyzed range.
Toggle Volume Profile, Liquidity Levels, and Bubbles independently.
🔵 HOW TO USE
Watch for thick, bright liquidity levels — these zones mark where large orders or stop clusters are likely hidden.
Use dynamic coloring: if price is above a level, it’s support; if below, it’s resistance.
Pay special attention to big bubbles: these mark sudden spikes in traded volume and can signal absorption, traps, breakouts or significant price levels.
Combine with your existing confluence tools to confirm breakouts or fakeouts around visible liquidity clusters.
🔵 CONCLUSION
The Liquidity Spectrum Visualizer transforms hidden order flow into an intuitive, color-coded map. You see at a glance where price is absorbing, consolidating, or ready to break — all powered by real-time volume behavior and smart visuals. It’s a must-have tool for traders who want to read liquidity and react ahead of the crowd.
Wyszukaj w skryptach "volume profile"
Smart Range DetectorSmart Range Detector
What It Does
This indicator automatically detects and validates significant trading ranges using pivot point analysis combined with logarithmic fibonacci relationships. It operates by identifying specific pivot patterns (High-Low-High and Low-High-Low) that meet fibonacci validation criteria to filter out noise and highlight only the most reliable trading ranges. Each range is continuously monitored for potential mitigation (breakout) events.
Key Features
Identifies both High-Low-High and Low-High-Low range patterns
Validates each range using logarithmic fibonacci relationships (more accurate than linear fibs)
Detects range mitigations (breakouts) and visually differentiates them
Shows fibonacci levels within ranges (25%, 50%, 75%) for potential reversal points
Visualizes extension levels beyond ranges for breakout targets
Analyzes volume profile with customizable price divisions (default: 60)
Displays Point of Control (POC) and Value Area for traded volume analysis
Implements performance optimization with configurable range limits
Includes user-adjustable safety checks to prevent Pine Script limitations
Offers fully customizable colors, line widths, and transparency settings
How To Use It
Identify Valid Ranges : The indicator automatically detects and highlights trading ranges that meet fibonacci validation criteria
Monitor Fibonacci Levels : Watch for price reactions at internal fib levels (25%, 50%, 75%) for potential reversal opportunities
Track Extension Targets : Use the extension lines as potential targets when price breaks out of a range
Analyze Volume Structure : Enable the volume profile mode to see where most volume was traded within mitigated ranges
Trade Range Boundaries : Look for reactions at range highs/lows combined with volume POC for higher probability entries
Manage Performance : Adjust the maximum displayed ranges and history bars settings for optimal chart performance
Settings Guide
Left/Right Bars Look Back : Controls how far back the indicator looks to identify pivot points (higher values find more ranges but may reduce sensitivity)
Max History Bars : Limits how far back in history the indicator will analyze (stays within Pine Script's 10,000 bar limitation)
Max Ranges to Display : Restricts the total number of ranges kept in memory for improved performance (1-50)
Volume Profile : When enabled, shows volume distribution analysis for mitigated ranges
Volume Profile Divisions : Controls the granularity of the volume analysis (higher values show more detail)
Display Options : Toggle visibility of range lines, fibonacci levels, extension lines, and volume analysis elements
Transparency & Color Settings : Fully customize the visual appearance of all indicator elements
Line Width Settings : Adjust the thickness of lines for better visibility on different timeframes
Technical Details
The indicator uses logarithmic fibonacci calculations for more accurate price relationships
Volume profile analysis creates 60 price divisions by default (adjustable) for detailed volume distribution
All timestamps are properly converted to work with Pine Script's bar limitations
Safety checks prevent "array index out of bounds" errors that plague many complex indicators
Time-based coordinates are used instead of bar indices to prevent "bar index too far" errors
This indicator works well on all timeframes and instruments, but performs best on 5-minute to daily charts. Perfect for swing traders, range traders, and breakout strategists.
What Makes It Different
Most range indicators simply draw boxes based on recent highs and lows. Smart Range Detector validates each potential range using proven fibonacci relationships to filter out noise. It then adds sophisticated volume analysis to help traders identify the most significant price levels within each range. The performance optimization features ensure smooth operation even on lower timeframes and extended history analysis.
Multitimeframe Fair Value Gap – FVG (Zeiierman)█ Overview
The Multitimeframe Fair Value Gap – FVG (Zeiierman) indicator provides a dynamic and customizable visualization of institutional imbalances (Fair Value Gaps) across multiple timeframes. Built for traders who seek to analyze price inefficiencies, this tool helps highlight potential entry points, unmitigated gaps, and directional bias using smart volume logic and adaptive visual elements.
A Fair Value Gap (FVG) forms when there's a three-candle sequence in which a market imbalance leaves a "gap" between the wicks of candle 1 and candle 3. These areas are often considered footprints of institutional activity, and this indicator gives you the tools to track them with surgical precision across any timeframe you choose—regardless of the one you're viewing.
This indicator also includes a trend filter powered by a low-pass Butterworth filter, enabling traders to distinguish between countertrend vs. trend-aligned FVGs for more intelligent decision-making. On top of that, it features a dynamic FVG table for live tracking and bull/bear volume power visualization inside each gap, adding powerful clarity to market intent.
█ How It Works
The indicator analyzes the open, high, low, close, and volume of candles from a user-selected timeframe. It identifies Fair Value Gaps based on wick logic and only confirms those that meet customizable strength criteria. Once detected, the indicator visualizes each FVG with dynamically extending boxes, optional buy/sell volume bars, and a real-time mitigation check.
⚪ Multitimeframe Logic
Users can analyze FVGs from a higher or lower timeframe regardless of their current chart.
This is achieved using request.security() to fetch OHLCV data from the chosen timeframe.
⚪ Wick Sensitivity & Impulse Filter
The script measures the wick size of potential FVG candles and compares them to a running average. Only FVGs with wick sizes above a certain sensitivity threshold (user-controlled) are plotted. This ensures only meaningful price dislocations (e.g., strong impulsive moves) are shown, reducing noise.
⚪ Midpoint Mitigation Logic
FVGs are marked as "mitigated" when the price revisits the gap area. Traders can choose whether full gap closure or just a midpoint touch is required. This allows faster reactivity in real-time trading environments.
⚪ Bull & Bear Power – Volume-Weighted Visualization
Every Fair Value Gap box includes sub-bars representing the estimated buy and sell effort that created the gap. These are calculated using the candle's close in relation to its high/low range and volume:
Buy Volume % ≈ effort from low to close
Sell Volume % ≈ effort from high to close
Each sub-bar inside the FVG:
Is color-coded (UpCol for bullish, DnCol for bearish)
Is drawn proportionally to the strength of buyers or sellers
Visually displays who was in control during the imbalance
⚪ FVG Table – Dynamic On-Chart Overview
The indicator includes an optional on-chart table that displays all currently active (unmitigated) FVGs in a side panel format:
Automatic updates as gaps are formed and mitigated
Color-coded rows to show bullish vs. bearish FVGs
Timestamps to know precisely when the gap formed
User-controlled position via Table Left and Table Right
This is a gap watchlist overlay, giving traders a concise view of current inefficiencies without manually scanning the chart.
⚪ FVG Trend Filter (Butterworth Smoother)
Using a two-pole Butterworth low-pass filter, the indicator computes a trendline based on average FVG values, offering a smooth but responsive directional signal.
Passband Ripple (dB): Controls sensitivity and overshoot tolerance
Cutoff Frequency (0–0.5): Sets how quickly the trendline reacts
The trendline helps categorize each FVG:
Trend up → favor bullish FVGs
Trend down → favor bearish FVGs
It adds an extra dimension to FVG entries, helping distinguish between trend-aligned and countertrend signals.
█ How to Use
⚪ Identify Institutional Gaps
Use this tool to identify areas where institutions may have left imbalances behind quickly.
These areas often become:
Strong support/resistance zones
Areas where price might react sharply
Targets for liquidity sweeps or retracements
⚪ React to Trend or Countertrend
The built-in trendline helps categorize each FVG:
Trend up → Bullish FVGs have higher validity
Trend down → Bearish FVGs have higher validity
⚪ Volume Context via Bull/Bear Power
Each Fair Value Gap is more than just a price imbalance — it’s a story of effort and intent. The Bull/Bear Power feature visualizes the buy and sell pressure behind each FVG, helping you understand how the gap was formed and who was in control.
A bullish FVG with a strong buy effort suggests continuation potential — buyers dominated the move.
A bullish FVG with a dominant sell effort could signal a trap or reversal — sellers may have overwhelmed the breakout.
These insights allow you to confirm imbalance strength, spot traps early, and add confidence to entries based on dominant volume profiles.
Instead of viewing gaps as static zones, this feature turns each into a live volume map — a visual breakdown of who moved the market and whether that move had conviction.
⚪ Plan with the FVG Table
The FVG Table acts as your on-chart control center for tracking active imbalances. When enabled, it provides a clear summary of all unmitigated Fair Value Gaps, helping you stay organized and focused during fast-moving sessions.
Track live and historical gaps: See exactly when and where each FVG formed.
Monitor older, still-valid zones: Gaps off-screen but not mitigated remain in play — perfect for anticipating future reactions.
Gauge market bias at a glance: The balance of bullish vs. bearish FVGs helps you understand overall directional pressure.
Plan entries confidently: Use the table to reference all zones for risk management, confluence stacking, or layered execution strategies.
Instead of manually scanning your chart, the FVG Table offers a clean, at-a-glance overview of the market’s inefficiencies — giving you the structure needed to act with precision.
█ Settings
FVG Timeframe
Select any timeframe to source FVGs independent of your current chart.
Sensitivity
Filter FVGs by how impulsive the move is — it helps you eliminate weak gaps.
Mitigated on Mid
Control whether gaps are removed at midpoint touch or full fill.
Table Settings
Control the table position and width. Cleanly view all active FVGs.
FVG Style
Customize gap box colors, length, and bullish/bearish overlays.
Trend Filter
Enable or disable the smoothed FVG-based trendline with customizable smoothing controls.
-----------------
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.
Lockin Strength Indicator (LSI)How It Works:
RSI Calculation: The standard RSI is calculated using a 14-period by default.
Volume Weighting: If enabled, the LSI modifies the RSI by weighting it based on the volume relative to its moving average. This emphasizes periods of high or low volume, which can be particularly useful for Solana-based assets that might have unique volume profiles.
Plotting: The LSI is plotted with standard overbought and oversold levels, and background highlighting makes these areas visually distinct.
Customization:
RSI Length: You can adjust the length of the RSI period.
Overbought/Oversold Levels: You can modify the levels for overbought and oversold signals.
Volume Weighting: You can toggle volume weighting on or off.
This indicator is designed to give you a more nuanced view of Solana cryptocurrencies by combining RSI with volume dynamics.
Volume Forks [Trendoscope]🎲 Volume Forks - Advanced Price Analysis with Recursive Auto-Pitchfork and Angled Volume Profile
The Volume Forks Indicator is a comprehensive research tool that combines two innovative techniques, Recursive Auto-Pitchfork and Angled Volume Profile . This indicator provides traders with valuable insights into price dynamics by integrating accurate pitchfork drawing and volume analysis over angled levels. The indicator does following things
Detects Pitchfork formations automatically on the chart over Recursive Zigzag
Instead of drawing forks based on fib levels, volume distribution over ABC of pitchfork is calculated and drawn in the direction of the handle.
🎲 Brief about Pitchfork
Pitchfork is drawn when price forms ABC pattern. Pitchfork draws a series of parallel lines in the direction of trend which can be used for support and resistance.
There are many methods of drawing pitchfork. In all cases, a line joining BC will make the base of pitchfork and fork lines are drawn from different points of the base. All the fork lines will be parallel. But, the handle of the base defines the direction of fork lines. Classification of pitchfork is mainly based on the starting and ending points of the handle.
🎲 Regular Types
Here, end of the handle is always fixed and it will be the mid point of B and C.
🎯 Andrews Pitchfork
Handle starts from A and joins the base at mid of B and C.
Forks are drawn based on fib ratios from the handle
🎯 Schiff Pitchfork
Handle starts from Bar of A and price of middle of AB and joins the base at mid of B and C
Forks are drawn based on fib ratios from the handle
🎯 Modified Schiff Pitchfork
Handle starts from mid of A and B and joins the base at mid of B and C
Forks are drawn based on fib ratios from the handle
🎲 Inside Types
Here, C will act as end of the handle which joins the Base BC .
🎯 Andrews Pitchfork (Inside)
Handle starts from A and joins the base at C
Forks are drawn based on fib ratios from the handle
🎯 Schiff Pitchfork (Inside)
Handle starts from Bar of A and price of (A+B)/2 and joins the base at C
Forks are drawn based on fib ratios from the handle
🎯 Modified Schiff Pitchfork (Inside)
Handle starts from mid of A and B and joins the base at C
Forks are drawn based on fib ratios from the handle
🎲 Brief about Pitchfork
The Angled Volume Profile technique expands on the concept of volume profile by measuring volume distribution levels over angled levels rather than just horizontal levels. By selecting a starting point and angle interactively, traders can assess volume distribution within specific price trends. This feature is particularly useful for analysing volume dynamics in trending markets.
🎲 Settings
Indicator settings include few things which determine the scanning of pitchforks and few which determines drawing of volume profile lines.
Please note that, due to pine limitations of 500 lines, if there are too many formations on the chart, volume profile may not appear correctly. If that happens, please reduce the number of volume forks per formation.
Footprint.Pro-v3.7-EN [Elykia]Title: Footprint Pro System - Order Flow & Price Action
Footprint Pro is a comprehensive institutional-grade Order Flow suite designed to visualize the internal dynamics of a candle. It allows traders to see Bid x Ask volume, Delta, and Liquidity imbalances directly inside the bars, offering a "X-Ray" view of the market.
This tool is optimized for Scalping and Intraday trading, compatible with both Standard Timeframes and simulated Range Bars.
🔥 Key Features
1. Dual Calculation Modes
Timeframe Mode: Displays Footprints on standard candles (1m, 5m, etc.) with a live countdown.
Range Mode (Simulated): Calculates Range Bars based on volatility (Points/Ticks) rather than time. This filters out noise and highlights pure price movement.
Note: Includes a performance optimizer to limit historical calculation.
2. Advanced Visualization Styles
Standard Style: Classic box display with Bid x Ask or Total Volume numbers. Includes a Volume Heatmap that changes color intensity based on Delta strength.
Profile Style: Displays a volume profile histogram next to each candle to visualize the distribution of liquidity within the bar.
3. 🧠 Smart Assistant & Automated Setups
The script includes a real-time analysis engine that detects 5 high-probability Order Flow setups:
S1 - Rejection: Detects price reversal with strong wick rejection and Delta confirmation.
S2 - Exhaustion: Identifies a trend drying up (Volume drops significantly at highs/lows).
S3 - Absorption (Iceberg): Detects aggressive buying/selling that fails to move price (High Volume + Inverse Delta).
S4 - Trapped Traders (New): "Effort vs. Result." Detects high Delta participation but the candle closes in reverse (e.g., Doji or opposite color).
S5 - Stacked Imbalances (New): Identifies "Walls" of liquidity. Looks for 3 consecutive levels where Buy/Sell volume exceeds the imbalance ratio (default 300%).
4. Data & Analytics Dashboard
Fixed Data Ribbon: A ribbon at the bottom of the screen showing Volume, Delta, and Divergences for the last 50 candles.
Technical Dashboard: Displays current mode, Range size, and tick value.
Setups Table: An on-screen legend explaining active signals and their logic.
5. Order Flow Nuances
Delta Flip (Divergence): Highlights candles where Price and Delta disagree (e.g., Red Candle but Positive Delta), signaling a potential reversal or trap.
POC (Point of Control): auto-plots the highest volume node of the candle.
VWAP Session: Integrated anchor for confluence.
5. 🔥 Advanced Histogram & Visualization
The core of this system is its ability to break down a candle into granular price levels (bins). It offers a rich visual representation of market intent:
Dynamic Histogram:
Standard Style: Displays volume blocks inside the candle.
Profile Style: Projects a Volume Profile histogram alongside the candle to instantly identify high-volume nodes (HVN) and low-volume nodes (LVN).
Delta & Volume Data:
You can choose to display Bid x Ask interactions or Total Volume per level.
Delta Coloring: Automatically colors bars based on the net difference between buyers and sellers.
Smart Heatmap (Visual Filtering):
The script uses a dynamic Heatmap System.
Weak Levels: Displayed with high transparency (faint colors), filtering out noise.
Strong Levels: Displayed in solid, bright colors (Red/Green) when volume/delta exceeds critical thresholds. This draws your eye immediately to where the real money is exchanging hands.
🛠️ Installation & Best Setup (Critical)
For the most accurate volume filtering and "Tick-Perfect" precision, this tool is designed to work on the lowest possible timeframe.
1. Set Chart to 1-Second Timeframe:
Ideally, position your TradingView chart on the 1-second (1s) timeframe.
Why? The script aggregates these micro-movements to reconstruct higher timeframe candles with minimal data loss and maximum volume precision.
2. Clean the Chart:
Go to Chart Settings (Symbol).
Uncheck "Body", "Borders", and "Wick".
Why? The script draws its own custom candles. Hiding the native chart prevents visual clutter.
3. Configure the Footprint:
Open the Indicator Settings.
Timeframe Footprint: Select your desired trading timeframe (e.g., 1 minutes ... 15 minutes, ).
The script will now calculate and draw a perfect 5-minute Footprint candle using the high-precision 1-second data feed.
🚀 Optimization
Footprint charts are calculation-heavy. This script includes a Performance Optimization group:
Limits the number of drawn boxes.
Dynamic buffer calculation.
"Smart Load" allows you to view historical data without freezing the browser.
Recommended (Premium): To optimize the tool and precisely separate Buy/Sell, using second-based charts (1s, 5s) via a TradingView Premium subscription is highly recommended.
Disclaimer: Order Flow analysis requires practice. This tool provides data visualization and does not constitute financial advice.
Get_rich_aggressively_v5# 🚀 GET RICH AGGRESSIVELY v5 - TIER SYSTEM
### Precision Futures Scalping | NQ • ES • YM • GC • BTC
### *Leave Every Trade With Money*
---
## 📋 QUICK CHEATSHEET
```
┌─────────────────────────────────────────────────────────────────────────────┐
│ GRA v5 SIGNAL REQUIREMENTS │
├─────────────────────────────────────────────────────────────────────────────┤
│ ✓ TIER MET Points ≥ 10 (B), ≥ 50 (A), ≥ 100 (S) │
│ ✓ VOLUME ≥ 1.3x average │
│ ✓ DELTA ≥ 55% dominance (buyers OR sellers) │
│ ✓ DIRECTION Candle color = Delta direction │
│ ✓ SESSION In London (3-5AM) or NY (9:30-11:30AM) if filter ON │
├─────────────────────────────────────────────────────────────────────────────┤
│ TIER ACTIONS │
├─────────────────────────────────────────────────────────────────────────────┤
│ 🥇 S-TIER (100+ pts) │ HOLD LONGER │ Big institutional move │
│ 🥈 A-TIER (50-99 pts) │ HOLD A BIT │ Medium move, trail to BE │
│ 🥉 B-TIER (10-49 pts) │ CLOSE QUICK │ Scalp 5-10 pts, exit fast │
│ ❌ NO TIER (< 10 pts) │ NO TRADE │ Not enough conviction │
├─────────────────────────────────────────────────────────────────────────────┤
│ SESSION PRIORITY │
├─────────────────────────────────────────────────────────────────────────────┤
│ 🔵 LONDON OPEN 03:00-05:00 ET │ IB forms 03:00-04:00 │
│ 🟢 NY OPEN 09:30-11:30 ET │ IB forms 09:30-10:30 │
│ 📊 IB BREAKOUT Close beyond IB + Impulse + 1.3x Vol = HIGH CONVICTION│
├─────────────────────────────────────────────────────────────────────────────┤
│ VOLUME PROFILE ZONES │
├─────────────────────────────────────────────────────────────────────────────┤
│ 🔵 HVN (Blue BG) High volume = Support/Resistance, expect consolidation │
│ 🟡 LVN (Yellow BG) Low volume = Breakout acceleration, fast moves │
│ 🟣 POC Point of Control = Institutional fair value │
│ 🟣 VAH/VAL Value Area edges = S/R zones │
├─────────────────────────────────────────────────────────────────────────────┤
│ MARKET STATE DECODER │
├─────────────────────────────────────────────────────────────────────────────┤
│ TREND UP │ Price > EMA20 + CVD rising │ Trade WITH the trend │
│ TREND DN │ Price < EMA20 + CVD falling │ Trade WITH the trend │
│ RETRACE │ Price/CVD diverging │ Pullback, prepare for entry │
│ RANGE │ No clear direction │ Reduce size or skip │
├─────────────────────────────────────────────────────────────────────────────┤
│ 💎 HIGH CONVICTION UPGRADE │
├─────────────────────────────────────────────────────────────────────────────┤
│ Purple diamond (◆) appears when: │
│ • Strong delta (≥65%) + Strong volume (≥2x) + Market in imbalance │
│ → Consider upgrading tier (B→A, A→S) for position sizing │
└─────────────────────────────────────────────────────────────────────────────┘
```
---
## 🎯 THE TIER SYSTEM
The tier system classifies candles by **point movement** to determine trade management:
| Tier | Points | Action | Expected R:R |
|:----:|:------:|:------:|:------------:|
| 🥇 **S-TIER** | 100+ | HOLD LONGER | 2:1+ |
| 🥈 **A-TIER** | 50-99 | HOLD A BIT | 1.5:1 |
| 🥉 **B-TIER** | 10-49 | CLOSE QUICK | 1:1 |
| ❌ **NO TIER** | < 10 | NO TRADE | — |
---
## ✅ SIGNAL REQUIREMENTS
**ALL conditions must be TRUE for a signal:**
```
SIGNAL = TIER + VOLUME + DELTA + DIRECTION + SESSION
☐ Points ≥ 10 (minimum B-tier)
☐ Volume ≥ 1.3x average
☐ Delta dominance ≥ 55%
☐ Candle direction = Delta direction
☐ In session (if filter ON)
ANY FALSE = NO SIGNAL = NO TRADE
```
---
## 📊 VOLUME DOMINANCE ANALYSIS
This is the **core edge** of GRA v5. We use intrabar analysis to determine who is in control:
```
VOLUME ANALYSIS BREAKDOWN
Total Volume = Buy Volume + Sell Volume
Buy Volume: Who pushed price UP within the bar
Sell Volume: Who pushed price DOWN within the bar
Delta = Buy Volume - Sell Volume
Buy Dominance = Buy Volume / Total Volume
Sell Dominance = Sell Volume / Total Volume
≥ 55% = ONE SIDE IN CONTROL
≥ 65% = STRONG DOMINANCE (high conviction)
```
**Direction Confirmation Matrix:**
| Candle | Delta | Signal |
|:-------|:------|:-------|
| 🟢 Bullish | 55%+ Buyers | ✅ LONG |
| 🟢 Bullish | 55%+ Sellers | ❌ Trap |
| 🔴 Bearish | 55%+ Sellers | ✅ SHORT |
| 🔴 Bearish | 55%+ Buyers | ❌ Trap |
---
## 🕐 SESSION CONTEXT
### Initial Balance (IB) Framework
The **first hour** of each session establishes the IB range. Institutions use this for the day's framework.
```
SESSION WINDOWS (Eastern Time):
LONDON:
├── IB Period: 03:00 - 04:00 ← Range established
├── Trade Window: 03:00 - 05:00 ← Best signals
└── Extension Targets: 1.5x, 2.0x
NY:
├── IB Period: 09:30 - 10:30 ← Range established
├── Trade Window: 09:30 - 11:30 ← Best signals
└── Extension Targets: 1.5x, 2.0x
```
### IB Breakout Signals
```
L▲ / L▼ = London IB Breakout (Blue)
N▲ / N▼ = NY IB Breakout (Orange)
Confirmation Required:
☐ Close beyond IB level (not just wick)
☐ Impulse candle (body > 60% of range)
☐ Volume > 1.3x average
```
**IB Statistics:**
- 97% of days break either IB high or low
- 1.5x extension = first profit target
- 2.0x extension = full range target
- ~66% of London sessions sweep Asian high/low first
---
## 📈 VIRTUAL VOLUME PROFILE ZONES
GRA v5 calculates volume profile zones **without drawing the profile**, giving you the key levels:
### Zone Types
| Zone | Background | Meaning | Action |
|:-----|:-----------|:--------|:-------|
| **HVN** | 🔵 Blue | High Volume Node | S/R zone, expect consolidation |
| **LVN** | 🟡 Yellow | Low Volume Node | Breakout zone, fast acceleration |
| **POC** | 🟣 Purple dots | Point of Control | Institutional fair value |
| **VAH/VAL** | 🟣 Purple lines | Value Area edges | S/R boundaries |
### How to Use
```
ENTERING A TRADE:
At HVN:
├── Expect price to consolidate
├── Look for rejection/absorption
└── Better for reversals
At LVN:
├── Expect fast price movement
├── Don't fight the direction
└── Better for breakouts
Near POC:
├── Institutional fair value
├── Strong magnet effect
└── Watch for volume at POC
```
---
## 🔄 MARKET STATE DETECTION
GRA v5 classifies the market into four states using **CVD + Price Action**:
```
CVD Direction
↑ Rising ↓ Falling
┌─────────────┬─────────────┐
Price > EMA20 │ TREND UP │ RETRACE │
│ (Go Long) │ (Pullback) │
├─────────────┼─────────────┤
Price < EMA20 │ RETRACE │ TREND DN │
│ (Pullback) │ (Go Short) │
└─────────────┴─────────────┘
```
| State | Meaning | Action |
|:------|:--------|:-------|
| **TREND UP** | Buyers in control | Trade long, follow signals |
| **TREND DN** | Sellers in control | Trade short, follow signals |
| **RETRACE** | Pullback against trend | Prepare for continuation entry |
| **RANGE** | No clear direction | Reduce size or wait |
---
## 💎 HIGH CONVICTION UPGRADES
When extra conditions align, GRA v5 marks the signal with a **purple diamond**:
```
HIGH CONVICTION = Base Signal + Strong Delta (65%+) + Strong Volume (2x+) + Imbalance State
```
**Action:** Consider upgrading tier for position sizing:
- B-Tier → A-Tier management
- A-Tier → S-Tier management
---
## 📋 TRADING BY TIER
### 🥇 S-TIER (100+ points)
| | |
|:--|:--|
| **Entry** | Candle close |
| **Target** | IB extension / Next S/R |
| **Management** | HOLD LONGER |
**Rules:**
- Watch next candle - continues? HOLD
- Same tier same direction? ADD
- Opposite tier signal? EXIT on close
- Never close early unless reversal signal
### 🥈 A-TIER (50-99 points)
| | |
|:--|:--|
| **Entry** | Candle close |
| **Target** | 1.5x initial risk minimum |
| **Management** | HOLD A BIT |
**Rules:**
- Target 1.5:1 R:R minimum
- Trail to breakeven after 1:1
- If stalls, take profit
- Upgrade to S-tier management if high conviction
### 🥉 B-TIER (10-49 points)
| | |
|:--|:--|
| **Entry** | Candle close |
| **Target** | 5-10 points MAX |
| **Management** | CLOSE QUICK |
**Rules:**
- Exit in 1-3 candles
- DO NOT hold for more
- Any doubt = EXIT
- Quick scalp mentality
---
## ⚙️ SETTINGS BY INSTRUMENT
| Setting | NQ/ES | YM | GC | BTC |
|:--------|:-----:|:--:|:--:|:---:|
| **Timeframe** | 1-5 min | 1-5 min | 5-15 min | 1-15 min |
| **S-Tier** | 100 pts | 100 pts | 15 pts | 500 pts |
| **A-Tier** | 50 pts | 50 pts | 8 pts | 250 pts |
| **B-Tier** | 10 pts | 15 pts | 3 pts | 50 pts |
| **Min Volume** | 1.3x | 1.3x | 1.5x | 1.3x |
| **Delta %** | 55% | 55% | 58% | 55% |
| **Best Time** | 9:30-11:30 ET | 9:30-11:30 ET | 3-5AM & 8:30-10:30 ET | 24/7 |
---
## 📊 TABLE LEGEND
The info panel displays real-time market data:
| Row | Shows | Colors |
|:----|:------|:-------|
| **Pts** | Candle points | Gold/Green/Yellow by tier |
| **Tier** | S/A/B/X | Gold/Green/Yellow/White |
| **Vol** | Volume ratio | Yellow (2x+) / Green (1.3x+) / Red |
| **Delta** | Buy/Sell % | Green (buy) / Red (sell) / White |
| **CVD** | Direction | Green ▲ / Red ▼ |
| **State** | Market state | Green/Red/Orange/Gray |
| **Sess** | Session | Yellow if active |
| **Zone** | VP zone | Blue/Yellow/Purple |
| **Sig** | Signal | Green/Red if active |
---
## 🔔 ALERTS
| Alert | When | Action |
|:------|:-----|:-------|
| **S-TIER LONG/SHORT** | S-tier signal | Hold longer |
| **A-TIER LONG/SHORT** | A-tier signal | Hold a bit |
| **B-TIER LONG/SHORT** | B-tier signal | Close quick |
| **LON IB BREAK UP/DN** | London IB breakout | Major session move |
| **NY IB BREAK UP/DN** | NY IB breakout | Major session move |
| **HIGH CONVICTION** | Upgraded signal | Consider larger size |
| **LONDON/NY OPEN** | Session start | Get ready |
---
## 💰 THE GOLDEN RULE
> ### **LEAVE EVERY TRADE WITH MONEY**
>
> | Situation | Rule |
> |:----------|:-----|
> | B-Tier | Small win > Small loss |
> | A-Tier | Trail to BE, lock profit |
> | S-Tier | Let it run to target |
> | No Signal | NO TRADE |
> | Wrong Side | EXIT immediately |
>
> **Capital preserved = Trade tomorrow**
---
## ⚠️ DISCLAIMER
> Risk management is **YOUR** responsibility.
> Never risk more than 1-2% per trade.
> Paper trade until you understand the signals.
> Past performance ≠ future results.
---
### Get Rich. Stay Rich. Trade Aggressively. 🚀
**Get Rich Aggressively v5**
*Precision Futures Scalping*
Wyckoff Smart Money Pro [MTF]Wyckoff Smart Money Pro detects trading ranges, phases, and events from the Wyckoff method and confirms them with VSA (Volume Spread Analysis), divergence checks, and a composite “smart money” strength index. It generates optional buy/sell signals only when multiple conditions align (phase, VSA, CO strength, effort vs. result, time/volume filters). The dashboard, POC/Value Area, and MTF backdrop help you manage context and risk in real time.
What this indicator does
Wyckoff Smart Money Pro is a multi-timeframe Wyckoff tool that:
⦁ Finds accumulation/distribution ranges and tracks Phases A–E.
⦁ Labels Wyckoff events (PS, SC, AR, ST, Spring/Test, SOS, LPS, UTAD, SOW, LPSY, TS…) and VSA patterns (No Demand/Supply, Stopping Volume, Upthrust, etc.).
⦁ Computes a Composite Operator (CO) Strength score from price/volume behavior to approximate “smart money” bias.
⦁ Adds divergence, effort vs. result, and a volume profile (POC & 70% value area) inside the detected range.
⦁ Provides buy/sell signals only when a configurable confluence is present (events + VSA + CO + EVR + phase + filters).
⦁ Supports MTF context (with a safe HTF resolver and fallbacks) and an Info Dashboard to summarize the current state.
It is designed to make the Wyckoff workflow visual and rules-based without promising results or automating decisions.
How it works (methods & calculations)
1) Range & Phase model
⦁ A sliding lookback searches for a valid range (recent highest high/lowest low), requiring width within 2–10× ATR(14) and a minimum bar count inside the bounds.
⦁ Once a range is active, the script derives Creek/Ice/Mid/Quartiles and classifies bars into Wyckoff Phases A–E using event recency (barssince) and where price sits relative to the range.
⦁ The background color reflects the current Phase; optional MTF events (from the chosen HTF) tint the background lightly for higher-timeframe context.
2) Wyckoff & VSA event engine
⦁ Events include PS, SC, AR, ST, Spring, Test, SOS, LPS, PSY, BC, UTAD, SOW, LPSY, TS, plus minor/multiple variants and Creek/Ice jumps.
⦁ VSA patterns detect No Demand/No Supply, Stopping Volume, Buying/Selling Climax, Upthrust/Pseudo Upthrust, Bag Holding, Shake-Out, Volume Dry-Up, etc., from spread vs. average spread and volume vs. average volume with tunable thresholds.
3) Smart-money (CO) Strength
⦁ CO Strength (0–100) blends: relative volume on up/down bars, professional accumulation/distribution, no-supply/no-demand, stopping volume, Springs/UTADs and Tests, SOS/SOW, price’s position inside the range, and volume-delta vs. its MA.
⦁ Persistent accumCount / distCount counters smooth temporary noise.
4) Divergence & Effort-vs-Result
⦁ Price vs. cum volume-delta divergence highlights weakening pushes.
⦁ EVR flags “High effort / no result” and potential Bullish/Bearish reversals, or “Low effort / high result” moves that are often unsustainable.
5) Volume Profile (inside range)
⦁ A 50-bin profile accumulates volume across the detected range to derive POC, VAH/VAL (70% value area). Lines update as the active range evolves.
6) Multi-Timeframe (MTF) safety
⦁ getHTF() converts your multiplier to a valid Pine timeframe string (e.g., 60, 240, 2D, 1W), and the script falls back to current timeframe values if an HTF request returns na.
⦁ If you enter a Custom HTF, it must be strictly higher than the chart’s timeframe (validated at runtime).
7) Signals & risk model
⦁ Signals are not tied to any single pattern. A buy may require Spring/Test/Shake-out/Creek Jump or SOS plus confirmation (VSA, CO>60, Phase C/D, divergence/EVR context).
⦁ Sell is symmetrical (UTAD/Failed Spring/SOW/Ice Jump + VSA + CO<40 + Phase C/D).
⦁ Minimum confidence is configurable; SL/TP and R:R lines are drawn from range edges or recent bar extremes.
⦁ Filters: trading hours, weekend avoidance, and a minimum volume threshold (relative to average) are available to suppress low-quality contexts.
⦁ Alerts include all major events, divergences, structure/phase changes, and the gated Buy/Sell signals (with a cooldown to reduce alert spam).
Inputs (key ones you’ll actually use)
⦁ Display Settings: toggle ranges, phases, events, VSA, signals, dashboard.
⦁ MTF: Enable HTF, set Multiplier or a Custom HTF (must be higher than current).
⦁ Range Detection: period / min bars / pivot strength.
⦁ VSA: volume sensitivity & climax multiplier.
⦁ Signal Settings: minimum confidence, risk/reward labels.
⦁ Advanced Filters: trading hours, weekend avoidance, and Min Volume Filter (× avg).
⦁ Colors: phase backgrounds, structure colors, and line styling.
How to use (practical flow)
1. Choose a symbol & timeframe you normally analyze (e.g., 5–60m for entries, 4H/D for context).
2. If using MTF, pick a multiplier (e.g., 5×) or a Custom HTF (e.g., 240/4H).
3. Wait for a range to form; watch Phase and CO Strength on the Dashboard.
4. When events (e.g., Spring/Test in Phase C or UTAD in distribution) appear with favorable VSA, CO, EVR, and volume/time filters, consider the signal and review R:R lines.
5. Use POC/VA and Creek/Ice/Mid as structure references; manage risk around the range edge that generated the setup.
On-chart legend (what the letters mean)
Wyckoff events (labels)
⦁ PS Preliminary Support, SC Selling Climax, AR Automatic Rally, ST Secondary Test
⦁ Spring Spring; Test Test of Spring
⦁ SOS Sign of Strength; LPS Last Point of Support
⦁ PSY Preliminary Supply, BC Buying Climax
⦁ UTAD Upthrust After Distribution; SOW Sign of Weakness; LPSY Last Point of Supply
⦁ TS Terminal Shakeout; MS Multiple Spring
⦁ CJ Creek Jump; IJ Ice Jump
⦁ mSOS / mSOW Minor Sign of Strength/Weakness
VSA patterns (tiny labels)
⦁ ND No Demand, NS No Supply, SV Stopping Volume, BC/SC Buying/Selling Climax
⦁ PA/PD Professional Accumulation/Distribution, BH Bag Holding, DU Volume Dry-Up
⦁ SO Shake-Out, TS Test for Supply (VSA test), UT Upthrust, PUT Pseudo Upthrust
Other visuals
⦁ Range box with Creek (upper third), Ice (lower third), Mid, Quartiles
⦁ POC/VAH/VAL: yellow solid (POC), purple dotted (value area)
⦁ VWAP and Dynamic S/R (stepline)
⦁ Green/Red triangles: gated Buy/Sell signals (only if min confidence & filters are met)
⦁ Risk label near the triangle: confidence /10 and R:R
Alerts included
⦁ Core events (Spring/Test/UTAD/SOS/SOW/TS), secondary events (SC/AR/BC/LPS/LPSY), VSA patterns, EVR states, Hidden Accumulation/Distribution, HTF events, Divergences, Phase/Structure changes, and the constrained Buy/Sell signals with a cooldown.
Notes, limits & best practices
⦁ This is not a buy/sell system; it’s a context & confirmation tool. Combine with your plan, risk limits, and execution criteria.
⦁ Long, illiquid, or news-driven bars can distort volume/spread logic; filters help but cannot eliminate this.
⦁ For MTF, if an exchange doesn’t support a specific HTF, the script falls back safely to current TF values to avoid na-propagation.
⦁ Dashboard rows/size/position are user-configurable to keep charts uncluttered.
Changelog (what’s new in this version)
⦁ MTF safety & validation (Custom HTF must be above current; graceful fallbacks for request.security() na results).
⦁ Performance caching for close position & up/down bar flags; drawing cleanup to stay under label/line limits.
⦁ Volume Profile upgraded to 50 bins; VA algorithm adjusted accordingly.
⦁ Signal gating with time/day/volume filters and alert cooldown to reduce noise.
⦁ Bug guards for parameter conflicts (e.g., rangeMinBars cannot exceed rangePeriod).
Disclaimer
This script is for educational and research purposes only and does not constitute financial advice or a recommendation to buy or sell any asset. Market risk is real; always test on a demo and trade at your own discretion.
Value Matrix – Previous Day VAValue Matrix – Previous Day Volume Profile Indicator
Description:
The Value Matrix – Previous Day VA indicator plots the previous trading session’s Volume Profile key levels directly on your chart, providing clear reference points for intraday trading. This indicator calculates the Value Area High (VAH), Value Area Low (VAL), and Point of Control (POC) from the prior session and projects them across the current trading day, helping traders identify potential support, resistance, and high-volume zones.
Features:
Calculates previous day VAH, VAL, and POC based on a user-defined session (default 09:30–16:00).
Uses Volume Profile bins for precise distribution calculation.
Fully customizable line colors for VAH, VAL, and POC.
Lines extend across the current session for easy intraday reference.
Works on any timeframe, optimized for 1-minute charts for precision.
Optional toggles to show/hide VAH, VAL, and POC individually.
Inputs:
Session Time: Define the trading session for which the volume profile is calculated.
Profile Bins: Number of price intervals used to divide the session range.
Value Area %: Percentage of volume to include in the value area (default 70%).
Show POC / VAH & VAL: Toggle visibility of each level.
Line Colors: Customize VAH, VAL, and POC colors.
Use Cases:
Identify previous session support and resistance levels for intraday trading.
Gauge areas of high liquidity and potential market reaction zones.
Combine with other indicators or price action strategies for improved entries and exits.
Recommended Timeframe:
Works on all timeframes; best used on 1-minute or 5-minute charts for precise intraday analysis.
Daily Signal Alert**📄 English Description (English version)**
**Indicator Name:** Daily Signal Alert + Multi-Indicator Dashboard & Volume Profile
This all-in-one indicator combines multiple technical analysis tools into a single dashboard to help you read market movements easily and make better trading decisions.
It provides technical signals, key support/resistance levels, and a basic volume profile, along with a smart alert system.
**Included Indicators:**
1. **Exponential Moving Averages (EMA 9/20/50):**
* Shows current trend by comparing EMA9 & EMA20 with EMA50.
* Generates bullish and bearish crossover signals.
2. **MACD (12/26/9):**
* Generates bullish and bearish crossovers between MACD line and Signal line.
3. **Relative Strength Index (RSI 14):**
* Detects overbought (RSI > 70) and oversold (RSI < 30) conditions.
4. **Average Directional Index (ADX 14):**
* Measures trend strength and indicates if the trend is bullish or bearish.
5. **Candle Behavior (Squeeze):**
* Compares the current candle size with the previous one to detect momentum squeeze/expansion.
6. **Relative Volume (RVOL):**
* Shows if current volume is above or below average.
7. **Traditional Pivot Levels (Daily / Weekly / Monthly / Auto):**
* Displays key support and resistance levels.
8. **Approximate Volume Profile (POC / VAH / VAL):**
* Identifies Point of Control (POC) and Value Area range.
**Features:**
* Option to display all signals or only the latest one (removing old ones).
* Dashboard table summarizing indicator states with automatic coloring.
* Automatic alerts when any signal appears.
* Auto mode for pivot timeframe selection.
* Basic volume profile to highlight accumulation/distribution zones.
**How to Use:**
* Enable or disable “Show All Signals” depending on your trading style.
* Monitor the dashboard to quickly check indicator states.
* Use Pivot Levels & Volume Profile for key market zones.
* Enable alerts to get notified immediately after a candle closes.
**📄 Arabic Description (الوصف العربي)**
**اسم المؤشر:** Daily Signal Alert + Multi-Indicator Dashboard & Volume Profile
هذا المؤشر المتكامل يجمع بين عدة أدوات تحليل فني في لوحة واحدة، ليساعدك على قراءة حركة السوق بسهولة واتخاذ قرارات تداول أفضل.
المؤشر يعرض إشارات فنية، مستويات دعم ومقاومة، وجانب من تحليل حجم التداول، بالإضافة إلى نظام تنبيه ذكي.
**المؤشرات المدمجة:**
1. **المتوسطات المتحركة الأسية (EMA 9/20/50):**
* يعرض الاتجاه الحالي عبر مقارنة EMA9 و EMA20 مع EMA50.
* إشارات تقاطع صاعدة وهابطة.
2. **مؤشر الماكد (MACD 12/26/9):**
* يعطي إشارات تقاطع صاعدة وهابطة بين خط الماكد وخط الإشارة.
3. **مؤشر القوة النسبية (RSI 14):**
* يحدد حالات التشبع الشرائي (RSI > 70) والتشبع البيعي (RSI < 30).
4. **مؤشر الاتجاه المتوسط (ADX 14):**
* يقيس قوة الاتجاه مع تحديد إذا كان صاعداً أو هابطاً.
5. **سلوك الشموع (Squeeze):**
* يقارن حجم الشمعة الحالية مع السابقة لتحديد ضغط أو انفراج الحركة.
6. **حجم التداول النسبي (RVOL):**
* يحدد إذا كان حجم التداول أعلى أو أقل من المتوسط.
7. **مستويات Pivot التقليدية (Daily / Weekly / Monthly / Auto):**
* تعرض نقاط الدعم والمقاومة الرئيسية.
8. **بروفايل الحجم التقريبي (POC / VAH / VAL):**
* يحدد نقطة التحكم (POC) ومنطقة القيمة.
**المزايا:**
* عرض جميع الإشارات أو آخر إشارة فقط (مع حذف الإشارات القديمة).
* جدول ملخص لحالة كل مؤشر مع تلوين تلقائي.
* تنبيهات تلقائية عند ظهور أي إشارة فنية.
* دعم الوضع التلقائي لاختيار إطار مستويات الـ Pivot.
* عرض بروفايل حجم تداول تقريبي لمناطق التجميع/التوزيع.
**طريقة الاستخدام:**
* فعّل أو عطّل عرض جميع الإشارات حسب أسلوبك.
* راقب الجدول لمعرفة حالة المؤشرات لحظياً.
* استخدم مستويات الـ Pivot والبروفايل لتحديد مناطق الدعم والمقاومة.
* فعّل التنبيهات لتصلك الإشارات فور إغلاق الشمعة.
VP + Game Theory Integrated Strategy9s için DüşünceVP + Game Theory Integrated Strategy Indicator: Explanation and Working Logic
Hello! You can upload the provided Pine Script code to TradingView. This is compatible with Pine Script Editor (v6 version) – simply copy-paste it directly. The indicator's name is "VP + Game Theory Integrated Strategy," and since overlay=true, it will display on top of the price chart (over the candlesticks). Maximum boxes, lines, and labels are set to 500, so it handles dense charts without performance issues.
Below, I'll provide a detailed explanation of the indicator, its working logic, main components, and usage tips step by step. This indicator integrates Volume Profile (VP), Game Theory, and Wick (Candle Wick) Patterns to generate buy/sell signals. It aims to detect high-probability reversal points by analyzing market liquidity, herd behavior, and institutional movements. It's suitable for crypto, forex, or stock markets, but always backtest before using in live trading.
1. General Description
Purpose: This indicator combines volume-based analysis (Volume Profile), game theory elements (herd behavior, Nash equilibrium, contrarian strategies), and candle wick patterns. It identifies strong resistance/support levels (POC, VAH/VAL, liquidity zones) and generates "Power" signals based on them. Signals are shown with labels, lines, and alerts for buy (green) or sell (red).
Key Features:
Volume Profile (VP): Calculates high-volume areas (POC: Point of Control, the highest volume level; VAH/VAL: Value Area High/Low) and displays them on the chart.
Game Theory (GT): Models the market as "players" (retail herd, institutions). Detects herd buying/selling panics and generates contrarian signals.
Wick-Based Signals: Captures reversals with large wicks. Applies strict criteria for "Power" and "Ultra Power" levels.
Market Maker (MM) Elements: Monitors liquidity traps and institutional volume spikes.
Visualization: Nash bands, liquidity boxes, info table (top-right), background colors, and alerts.
Signal Types: Normal, Power, Ultra Power, GT-confirmed. Signals are limited (max 1-5 per zone) with a minimum wait time (40 bars).
Input Parameters: Grouped into 3 sections (GT, Wick, VP, MM). Default values are balanced, but customizable (e.g., strictMode=true makes it more selective).
Warning: This is an indicator, not a full strategy. It includes alerts, but add stop-loss/take-profit for risk management. Use TradingView's Strategy Tester for backtesting.
2. Working Logic (Step by Step)
The indicator processes each bar (candle) as follows:
a. Basic Calculations
ATR (Average True Range): Measures volatility (20 periods). Candle size (high-low) must be at least ATR x 2.5 for signals to be valid.
Candle Components: Calculates candle body (close-open), upper/lower wick.
Volume Analysis: Average volume (SMA 20), detects spikes (based on threshold).
Trend Filter: EMAs (20/50/200) determine up/downtrend. In strict mode, it's stricter (strong uptrend: EMA20 > EMA50 > EMA200 and close > EMA20).
b. Game Theory (GT) Component
Herd Behavior: RSI (14) overbought/oversold (70/30) + volume spike + momentum detects it. Herd buying: Overbuying frenzy (red background). Herd selling: Selling panic (green background).
Institutional Flow: Volume > average x 2.5 + Accumulation/Distribution (AD) indicator. Accumulation: Institutions buying (strengthens buy signals). Distribution: Selling (strengthens sell).
Liquidity Traps: In the last 50 bars, if a new high/low is broken but close pulls back + volume spike = Trap (up/down).
Smart Money: Intra-candle movement (close-open)/(high-low) x volume. Positive = Smart money inflow.
Nash Equilibrium: Price mean (SMA 100) ± deviation (stdev x 0.02). In equilibrium: Normal. Above: Sell potential. Below: Buy. Bands are optionally shown.
GT Signals:
Contrarian: Herd selling + accumulation = Buy.
Momentum: Below Nash + positive smart money = Buy (opposite for sell).
Nash Reversion: Below Nash + rising close + volume = Buy.
Power Signal: At least 3 GT signals (min_signals_for_power=3) + volume confirmation = Power GT buy/sell. Can show only GT-confirmed signals (show_gt_only_signals=true).
c. Volume Profile (VP) Component
Calculation: For the last 100 bars (vpPeriod), divides the price range (high-low) into vpRows (24) rows. Distributes volume across rows.
POC (Point of Control): Highest volume level (orange line). Threshold 80% (pocThreshold).
Value Area (VA): 70% of total volume (valueAreaPercent). VAH (upper bound, blue dotted), VAL (lower bound).
High-Volume Area: Price near POC or volume > POC x 80% = Strong zone.
Visualization: Histogram boxes on the right (blue/orange). POC/VAH/VAL lines and labels.
d. Wick (Candle Wick) and Power Signals
Main Wick Criteria: Large candle (ATR x 2.5), small body (<8%), wick 8x body length (anaFitilCarpan) and 80% of candle (anaFitilYuzde). High volume + trend filter (downtrend for upper wick).
Signal Wick: More flexible for triggers (5x length, 70%).
Power/Ultra Power:
Power Sell: Main upper wick + near POC/VAH + MM volume (2.5x) + GT contrarian/momentum.
Power Buy: Similar for lower wick.
Super Wick: Power + institutional volume + strong momentum.
Ultra Power: Super + GT power (3/3) + distribution/accumulation + Nash deviation + liquidity trap. Rarest and strongest (fuchsia/lime color).
Signal Management: Detected wick level (high/low) is saved. Wait min 40 bars, max 1-5 signals per zone. When trigger candle arrives (price reaches level + long wick + close in opposite direction) = BUY/SELL plotshape.
e. Market Maker (MM) and Liquidity
MM Volume: Average x 2.5 + wick bonus (1.3x).
Liquidity Zones: Saves last 20 high-volume highs/lows. Shown as boxes on chart (red/green, lasting 200 bars).
Traps: Integrated with GT, strengthens power signals.
f. Visualization and Alerts
Background: Ultra Power (fuchsia/lime), Power GT (red/green), Herd (red/green).
Lines: Active resistance/support (dashed, colored).
Table (Top-Right): Resistance/support levels, remaining signals, POC/VAH/VAL, GT status (herd, institutional, Nash, signal strength), volume/liquidity.
Alerts: For Ultra Power, GT Power, Super Wick, normal signals. Messages include level/price.
g. Filters and Options
Strict Mode: Stricter (higher volume 1.5x, strong trend, RSI filter).
Require Volume Confirmation: Mandatory volume check.
Only Show Power Signals: Display only power/ultra.
Require Ultra Power: Strictest, only ultra.
3. Usage Tips
Chart Timeframe: H1-D1 for medium-long term. Shorter frames (M1-M5) may produce too many signals.
Settings:
StrictMode=true: Fewer but higher-quality signals.
Use_game_theory=false: Use only VP + Wicks.
ShowVP=false: Hide histogram to reduce clutter.
Strategy Integration: Filter BUY/SELL with EMAs. Stop-loss: ATR x 1-2, Take-profit: POC/VAH levels.
Backtesting: Convert to strategy in TradingView (use alertconditions). Test on historical data.
Risk: Designed for market manipulation (MM traps), but no indicator is 100% accurate. Apply capital management.
Troubleshooting: If errors (e.g., vpInitialized=false), increase period or refresh chart.
This indicator is complex but powerful – blending VP for volume zones with GT for psychology. If you have questions or need setting changes, let me know!
HaLftrend ModifiedHaLftrend Modified – Advanced Trend Detection, ATR Trailing Stops & Volume Profile
This robust script is a professional upgrade of the HalfTrend indicator, combining real-time trend identification, adaptive ATR-based trailing stops, and a powerful price/volume profile for a fully integrated trading decision suite. Perfect for active traders looking for precise entries, exits, and a deep understanding of price structure.
Core Features
HalfTrend Algorithm (Enhanced):
Detects market trends and reversals using high/low channel breakouts.
Plots dynamic HalfTrend lines directly on your chart, colored for bullish/bearish modes.
Buy and Sell arrows mark trend shifts, with optional on/off toggles.
Channel bands visualize the amplitude and deviation, aiding support/resistance analysis.
ATR Trailing Stop Suite:
Implements an ATR (Average True Range) trailing stop that self-adjusts to market volatility.
Automatically generates Buy and Sell signals when price crosses the trailing stop.
ATR extension signal identifies explosive breakouts—especially useful in fast markets.
Alerts available for all key events (trend change, trailing stop entries, ATR extensions).
Visual Volume Profile Overlay:
Builds a customizable volume profile or net order flow heatmap directly on your chart.
Color-coded, real-time bars let you spot demand/supply clusters, price acceptance, and rejection zones.
Dual modes: Comparison (buy vs. sell volume) or Net Order Flow (imbalances).
Fully adjustable appearance—colors, lookback, resolution, scaling, heatmap intensity, and more.
How to Use
Trend Following: Ride trends by entering on HalfTrend buy/sell signals, confirming with ATR trailing stop shifts.
Volume Analysis: Use the volume profile/heatmap as a powerful confluence tool for support/resistance and value areas.
Multi-Strategy: Ideal for scalping, Intraday , swing trading, or longer-term trend plays across all assets.
Diamond Peaks [EdgeTerminal]The Diamond Peaks indicator is a comprehensive technical analysis tool that uses a few mathematical models to identify high-probability trading opportunities. This indicator goes beyond traditional support and resistance identification by incorporating volume analysis, momentum divergences, advanced price action patterns, and market sentiment indicators to generate premium-quality buy and sell signals.
Dynamic Support/Resistance Calculation
The indicator employs an adaptive algorithm that calculates support and resistance levels using a volatility-adjusted lookback period. The base calculation uses ta.highest(length) and ta.lowest(length) functions, where the length parameter is dynamically adjusted using the formula: adjusted_length = base_length * (1 + (volatility_ratio - 1) * volatility_factor). The volatility ratio is computed as current_ATR / average_ATR over a 50-period window, ensuring the lookback period expands during volatile conditions and contracts during calm periods. This mathematical approach prevents the indicator from using fixed periods that may become irrelevant during different market regimes.
Momentum Divergence Detection Algorithm
The divergence detection system uses a mathematical comparison between price series and oscillator values over a specified lookback period. For bullish divergences, the algorithm identifies when recent_low < previous_low while simultaneously indicator_at_recent_low > indicator_at_previous_low. The inverse logic applies to bearish divergences. The system tracks both RSI (calculated using Pine Script's standard ta.rsi() function with Wilder's smoothing) and MACD (using ta.macd() with exponential moving averages). The mathematical rigor ensures that divergences are only flagged when there's a clear mathematical relationship between price momentum and the underlying oscillator momentum, eliminating false signals from minor price fluctuations.
Volume Analysis Mathematical Framework
The volume analysis component uses multiple mathematical transformations to assess market participation. The Cumulative Volume Delta (CVD) is calculated as ∑(buying_volume - selling_volume) where buying_volume occurs when close > open and selling_volume when close < open. The relative volume calculation uses current_volume / ta.sma(volume, period) to normalize current activity against historical averages. Volume Rate of Change employs ta.roc(volume, period) = (current_volume - volume ) / volume * 100 to measure volume acceleration. Large trade detection uses a threshold multiplier against the volume moving average, mathematically identifying institutional activity when relative_volume > threshold_multiplier.
Advanced Price Action Mathematics
The Wyckoff analysis component uses mathematical volume climax detection by comparing current volume against ta.highest(volume, 50) * 0.8, while price compression is measured using (high - low) < ta.atr(20) * 0.5. Liquidity sweep detection employs percentage-based calculations: bullish sweeps occur when low < recent_low * (1 - threshold_percentage/100) followed by close > recent_low. Supply and demand zones are mathematically validated by tracking subsequent price action over a defined period, with zone strength calculated as the count of bars where price respects the zone boundaries. Fair value gaps are identified using ATR-based thresholds: gap_size > ta.atr(14) * 0.5.
Sentiment and Market Regime Mathematics
The sentiment analysis employs a multi-factor mathematical model. The fear/greed index uses volatility normalization: 100 - min(100, stdev(price_changes, period) * scaling_factor). Market regime classification uses EMA crossover mathematics with additional ADX-based trend strength validation. The trend strength calculation implements a modified ADX algorithm: DX = |+DI - -DI| / (+DI + -DI) * 100, then ADX = RMA(DX, period). Bull regime requires short_EMA > long_EMA AND ADX > 25 AND +DI > -DI. The mathematical framework ensures objective regime classification without subjective interpretation.
Confluence Scoring Mathematical Model
The confluence scoring system uses a weighted linear combination: Score = (divergence_component * 0.25) + (volume_component * 0.25) + (price_action_component * 0.25) + (sentiment_component * 0.25) + contextual_bonuses. Each component is normalized to a 0-100 scale using percentile rankings and threshold comparisons. The mathematical model ensures that no single component can dominate the score, while contextual bonuses (regime alignment, volume confirmation, etc.) provide additional mathematical weight when multiple factors align. The final score is bounded using math.min(100, math.max(0, calculated_score)) to maintain mathematical consistency.
Vitality Field Mathematical Implementation
The vitality field uses a multi-factor scoring algorithm that combines trend direction (EMA crossover: trend_score = fast_EMA > slow_EMA ? 1 : -1), momentum (RSI-based: momentum_score = RSI > 50 ? 1 : -1), MACD position (macd_score = MACD_line > 0 ? 1 : -1), and volume confirmation. The final vitality score uses weighted mathematics: vitality_score = (trend * 0.4) + (momentum * 0.3) + (macd * 0.2) + (volume * 0.1). The field boundaries are calculated using ATR-based dynamic ranges: upper_boundary = price_center + (ATR * user_defined_multiplier), with EMA smoothing applied to prevent erratic boundary movements. The gradient effect uses mathematical transparency interpolation across multiple zones.
Signal Generation Mathematical Logic
The signal generation employs boolean algebra with multiple mathematical conditions that must simultaneously evaluate to true. Buy signals require: (confluence_score ≥ threshold) AND (divergence_detected = true) AND (relative_volume > 1.5) AND (volume_ROC > 25%) AND (RSI < 35) AND (trend_strength > minimum_ADX) AND (regime = bullish) AND (cooldown_expired = true) AND (last_signal ≠ buy). The mathematical precision ensures that signals only generate when all quantitative conditions are met, eliminating subjective interpretation. The cooldown mechanism uses bar counting mathematics: bars_since_last_signal = current_bar_index - last_signal_bar_index ≥ cooldown_period. This mathematical framework provides objective, repeatable signal generation that can be backtested and validated statistically.
This mathematical foundation ensures the indicator operates on objective, quantifiable principles rather than subjective interpretation, making it suitable for algorithmic trading and systematic analysis while maintaining transparency in its computational methodology.
* for now, we're planning to keep the source code private as we try to improve the models used here and allow a small group to test them. My goal is to eventually use the multiple models in this indicator as their own free and open source indicators. If you'd like to use this indicator, please send me a message to get access.
Advanced Confluence Scoring System
Each support and resistance level receives a comprehensive confluence score (0-100) based on four weighted components:
Momentum Divergences (25% weight)
RSI and MACD divergence detection
Identifies momentum shifts before price reversals
Bullish/bearish divergence confirmation
Volume Analysis (25% weight)
Cumulative Volume Delta (CVD) analysis
Volume Rate of Change monitoring
Large trade detection (institutional activity)
Volume profile strength assessment
Advanced Price Action (25% weight)
Supply and demand zone identification
Liquidity sweep detection (stop hunts)
Wyckoff accumulation/distribution patterns
Fair value gap analysis
Market Sentiment (25% weight)
Fear/Greed index calculation
Market regime classification (Bull/Bear/Sideways)
Trend strength measurement (ADX-like)
Momentum regime alignment
Dynamic Support and Resistance Detection
The indicator uses an adaptive algorithm to identify significant support and resistance levels based on recent market highs and lows. Unlike static levels, these zones adjust dynamically to market volatility using the Average True Range (ATR), ensuring the levels remain relevant across different market conditions.
Vitality Field Background
The indicator features a unique vitality field that provides instant visual feedback about market sentiment:
Green zones: Bullish market conditions with strong momentum
Red zones: Bearish market conditions with weak momentum
Gray zones: Neutral/sideways market conditions
The vitality field uses a sophisticated gradient system that fades from the center outward, creating a clean, professional appearance that doesn't overwhelm the chart while providing valuable context.
Buy Signals (🚀 BUY)
Buy signals are generated when ALL of the following conditions are met:
Valid support level with confluence score ≥ 80
Bullish momentum divergence detected (RSI or MACD)
Volume confirmation (1.5x average volume + 25% volume ROC)
Bull market regime environment
RSI below 35 (oversold conditions)
Price action confirmation (Wyckoff accumulation, liquidity sweep, or large buying volume)
Minimum trend strength (ADX > 25)
Signal alternation check (prevents consecutive buy signals)
Cooldown period expired (default 10 bars)
Sell Signals (🔻 SELL)
Sell signals are generated when ALL of the following conditions are met:
Valid resistance level with confluence score ≥ 80
Bearish momentum divergence detected (RSI or MACD)
Volume confirmation (1.5x average volume + 25% volume ROC)
Bear market regime environment
RSI above 65 (overbought conditions)
Price action confirmation (Wyckoff distribution, liquidity sweep, or large selling volume)
Minimum trend strength (ADX > 25)
Signal alternation check (prevents consecutive sell signals)
Cooldown period expired (default 10 bars)
How to Use the Indicator
1. Signal Quality Assessment
Monitor the confluence scores in the information table:
Score 90-100: Exceptional quality levels (A+ grade)
Score 80-89: High quality levels (A grade)
Score 70-79: Good quality levels (B grade)
Score below 70: Weak levels (filtered out by default)
2. Market Context Analysis
Use the vitality field and market regime information to understand the broader market context:
Trade buy signals in green vitality zones during bull regimes
Trade sell signals in red vitality zones during bear regimes
Exercise caution in gray zones (sideways markets)
3. Entry and Exit Strategy
For Buy Signals:
Enter long positions when premium buy signals appear
Place stop loss below the support confluence zone
Target the next resistance level or use a risk/reward ratio of 2:1 or higher
For Sell Signals:
Enter short positions when premium sell signals appear
Place stop loss above the resistance confluence zone
Target the next support level or use a risk/reward ratio of 2:1 or higher
4. Risk Management
Only trade signals with confluence scores above 80
Respect the signal alternation system (no overtrading)
Use appropriate position sizing based on signal quality
Consider the overall market regime before taking trades
Customizable Settings
Signal Generation Controls
Signal Filtering: Enable/disable advanced filtering
Confluence Threshold: Adjust minimum score requirement (70-95)
Cooldown Period: Set bars between signals (5-50)
Volume/Momentum Requirements: Toggle confirmation requirements
Trend Strength: Minimum ADX requirement (15-40)
Vitality Field Options
Enable/Disable: Control background field display
Transparency Settings: Adjust opacity for center and edges
Field Size: Control the field boundaries (3.0-20.0)
Color Customization: Set custom colors for bullish/bearish/neutral states
Weight Adjustments
Divergence Weight: Adjust momentum component influence (10-40%)
Volume Weight: Adjust volume component influence (10-40%)
Price Action Weight: Adjust price action component influence (10-40%)
Sentiment Weight: Adjust sentiment component influence (10-40%)
Best Practices
Always wait for complete signal confirmation before entering trades
Use higher timeframes for signal validation and context
Combine with proper risk management and position sizing
Monitor the information table for real-time market analysis
Pay attention to volume confirmation for higher probability trades
Respect market regime alignment for optimal results
Basic Settings
Base Length (Default: 25)
Controls the lookback period for identifying support and resistance levels
Range: 5-100 bars
Lower values = More responsive, shorter-term levels
Higher values = More stable, longer-term levels
Recommendation: 25 for intraday, 50 for swing trading
Enable Adaptive Length (Default: True)
Automatically adjusts the base length based on market volatility
When enabled, length increases in volatile markets and decreases in calm markets
Helps maintain relevant levels across different market conditions
Volatility Factor (Default: 1.5)
Controls how much the adaptive length responds to volatility changes
Range: 0.5-3.0
Higher values = More aggressive length adjustments
Lower values = More conservative length adjustments
Volume Profile Settings
VWAP Length (Default: 200)
Sets the calculation period for the Volume Weighted Average Price
Range: 50-500 bars
Shorter periods = More responsive to recent price action
Longer periods = More stable reference line
Used for volume profile analysis and confluence scoring
Volume MA Length (Default: 50)
Period for calculating the volume moving average baseline
Range: 10-200 bars
Used to determine relative volume (current volume vs. average)
Shorter periods = More sensitive to volume changes
Longer periods = More stable volume baseline
High Volume Node Threshold (Default: 1.5)
Multiplier for identifying significant volume spikes
Range: 1.0-3.0
Values above this threshold mark high-volume nodes with diamond shapes
Lower values = More frequent high-volume signals
Higher values = Only extreme volume events marked
Momentum Divergence Settings
Enable Divergence Detection (Default: True)
Master switch for momentum divergence analysis
When disabled, removes divergence from confluence scoring
Significantly impacts signal generation quality
RSI Length (Default: 14)
Period for RSI calculation used in divergence detection
Range: 5-50
Standard RSI settings apply (14 is most common)
Shorter periods = More sensitive, more signals
Longer periods = Smoother, fewer but more reliable signals
MACD Settings
Fast (Default: 12): Fast EMA period for MACD calculation (5-50)
Slow (Default: 26): Slow EMA period for MACD calculation (10-100)
Signal (Default: 9): Signal line EMA period (3-20)
Standard MACD settings for divergence detection
Divergence Lookback (Default: 5)
Number of bars to look back when detecting divergences
Range: 3-20
Shorter periods = More frequent divergence signals
Longer periods = More significant divergence signals
Volume Analysis Enhancement Settings
Enable Advanced Volume Analysis (Default: True)
Master control for sophisticated volume calculations
Includes CVD, volume ROC, and large trade detection
Critical for signal accuracy
Cumulative Volume Delta Length (Default: 20)
Period for CVD smoothing calculation
Range: 10-100
Tracks buying vs. selling pressure over time
Shorter periods = More reactive to recent flows
Longer periods = Broader trend perspective
Volume ROC Length (Default: 10)
Period for Volume Rate of Change calculation
Range: 5-50
Measures volume acceleration/deceleration
Key component in volume confirmation requirements
Large Trade Volume Threshold (Default: 2.0)
Multiplier for identifying institutional-size trades
Range: 1.5-5.0
Trades above this threshold marked as large trades
Lower values = More frequent large trade signals
Higher values = Only extreme institutional activity
Advanced Price Action Settings
Enable Wyckoff Analysis (Default: True)
Activates simplified Wyckoff accumulation/distribution detection
Identifies potential smart money positioning
Important for high-quality signal generation
Enable Supply/Demand Zones (Default: True)
Identifies fresh supply and demand zones
Tracks zone strength based on subsequent price action
Enhances confluence scoring accuracy
Enable Liquidity Analysis (Default: True)
Detects liquidity sweeps and stop hunts
Identifies fake breakouts vs. genuine moves
Critical for avoiding false signals
Zone Strength Period (Default: 20)
Bars used to assess supply/demand zone strength
Range: 10-50
Longer periods = More thorough zone validation
Shorter periods = Faster zone assessment
Liquidity Sweep Threshold (Default: 0.5%)
Percentage move required to confirm liquidity sweep
Range: 0.1-2.0%
Lower values = More sensitive sweep detection
Higher values = Only significant sweeps detected
Sentiment and Flow Settings
Enable Sentiment Analysis (Default: True)
Master control for market sentiment calculations
Includes fear/greed index and regime classification
Important for market context assessment
Fear/Greed Period (Default: 20)
Calculation period for market sentiment indicator
Range: 10-50
Based on price volatility and momentum
Shorter periods = More reactive sentiment readings
Momentum Regime Length (Default: 50)
Period for determining overall market regime
Range: 20-100
Classifies market as Bull/Bear/Sideways
Longer periods = More stable regime classification
Trend Strength Length (Default: 30)
Period for ADX-like trend strength calculation
Range: 10-100
Measures directional momentum intensity
Used in signal filtering requirements
Advanced Signal Generation Settings
Enable Signal Filtering (Default: True)
Master control for premium signal generation system
When disabled, uses basic signal conditions
Highly recommended to keep enabled
Minimum Signal Confluence Score (Default: 80)
Required confluence score for signal generation
Range: 70-95
Higher values = Fewer but higher quality signals
Lower values = More frequent but potentially lower quality signals
Signal Cooldown (Default: 10 bars)
Minimum bars between signals of same type
Range: 5-50
Prevents signal spam and overtrading
Higher values = More conservative signal spacing
Require Volume Confirmation (Default: True)
Mandates volume requirements for signal generation
Requires 1.5x average volume + 25% volume ROC
Critical for signal quality
Require Momentum Confirmation (Default: True)
Mandates divergence detection for signals
Ensures momentum backing for directional moves
Essential for high-probability setups
Minimum Trend Strength (Default: 25)
Required ADX level for signal generation
Range: 15-40
Ensures signals occur in trending markets
Higher values = Only strong trending conditions
Confluence Scoring Settings
Minimum Confluence Score (Default: 70)
Threshold for displaying support/resistance levels
Range: 50-90
Levels below this score are filtered out
Higher values = Only strongest levels shown
Component Weights (Default: 25% each)
Divergence Weight: Momentum component influence (10-40%)
Volume Weight: Volume analysis influence (10-40%)
Price Action Weight: Price patterns influence (10-40%)
Sentiment Weight: Market sentiment influence (10-40%)
Must total 100% for balanced scoring
Vitality Field Settings
Enable Vitality Field (Default: True)
Controls the background gradient field display
Provides instant visual market sentiment feedback
Enhances chart readability and context
Vitality Center Transparency (Default: 85%)
Opacity at the center of the vitality field
Range: 70-95%
Lower values = More opaque center
Higher values = More transparent center
Vitality Edge Transparency (Default: 98%)
Opacity at the edges of the vitality field
Range: 95-99%
Creates smooth fade effect from center to edges
Higher values = More subtle edge appearance
Vitality Field Size (Default: 8.0)
Controls the overall size of the vitality field
Range: 3.0-20.0
Based on ATR multiples for dynamic sizing
Lower values = Tighter field around price
Higher values = Broader field coverage
Recommended Settings by Trading Style
Scalping (1-5 minutes)
Base Length: 15
Volume MA Length: 20
Signal Cooldown: 5 bars
Vitality Field Size: 5.0
Higher sensitivity for quick moves
Day Trading (15-60 minutes)
Base Length: 25 (default)
Volume MA Length: 50 (default)
Signal Cooldown: 10 bars (default)
Vitality Field Size: 8.0 (default)
Balanced settings for intraday moves
Swing Trading (4H-Daily)
Base Length: 50
Volume MA Length: 100
Signal Cooldown: 20 bars
Vitality Field Size: 12.0
Longer-term perspective for multi-day moves
Conservative Trading
Minimum Signal Confluence: 85
Minimum Confluence Score: 80
Require all confirmations: True
Higher thresholds for maximum quality
Aggressive Trading
Minimum Signal Confluence: 75
Minimum Confluence Score: 65
Signal Cooldown: 5 bars
Lower thresholds for more opportunities
Volume Weighted Regression ChannelThis indicator constructs a volume-weighted linear regression channel over a custom time range.
It’s conceptually similar to a Volume Profile, but instead of projecting horizontal value zones, it builds a tilted trend channel that reflects both price direction and volume concentration.
🧠 Core Features:
Volume-weighted points: Each candle contributes to the regression line proportionally to its volume — heavier candles shift the channel toward high-activity price zones.
Linear regression line: Shows the trend direction within the selected time interval.
±σ boundaries: Outer bands represent the standard deviation of price (also volume-weighted), highlighting statistical dispersion.
Fully customizable: Adjustable line styles, widths, and channel width (sigma multiplier).
Time window control: Select any start and end time to define the regression interval.
📊 Why use this instead of Volume Profile?
While Volume Profile shows horizontal distributions of traded volume, this indicator is ideal when:
You want to understand how volume clusters affect trend direction, not just price levels.
You're analyzing time-dependent flow rather than static price zones.
You're looking for a dynamic volume-adjusted channel that moves with the market's structure.
It’s especially useful in identifying volume-supported trends, hidden pullback zones, and statistical extremes.
⚙️ Notes:
Works on any timeframe and instrument.
Does not repaint.
Does not require volume profile data feeds — uses standard volume and hl2.
Order Block Matrix [Alpha Extract]The Order Block Matrix indicator identifies and visualizes key supply and demand zones on your chart, helping traders recognize potential reversal points and high-probability trading setups.
This tool helps traders:
Visualize key order blocks with volume profile histograms showing liquidity distribution.
Identify high-volume price levels where institutional activity occurs.
rank historical order blocks and analyze their strength based on volume.
Receive alerts for potential trading opportunities based on price-block interactions.
🔶 CALCULATION
The indicator processes chart data to identify and analyze order blocks:
Order Block Detection
Inputs:
Price action patterns (consolidation areas followed by breakouts).
Volume data from current and lower timeframes.
User-defined lookback periods and thresholds.
Detection Logic:
Identifies consolidation areas using a dynamic range comparison.
Confirms breakout patterns with percentage threshold validation.
Maps volume distribution across price levels within each order block.
🔶Volume Analysis
Volume Profiling:
Divides each order block into configurable grid segments.
Maps volume distribution across price segments within blocks.
Highlights zones with highest volume concentration.
Strength Assessment:
Calculates total block volume and relative strength metrics.
Compares block volume to historical averages.
Determines probability of reversal based on volume patterns.
isConsolidation(len) =>
high_range = ta.highest(high, len) - ta.lowest(high, len)
low_range = ta.highest(low, len) - ta.lowest(low, len)
avg_range = (high_range + low_range) / 2
current_range = high - low
current_range <= avg_range * (1 + obThreshold)
🔶 DETAILS
Visual Features
Volume Profile Histograms:
Color-coded bars showing volume concentration within order blocks.
Gradient coloring based on relative volume (high volume = brighter colors).
Bull blocks (green/teal) and bear blocks (red) with varying opacity.
Block Visualization:
Dynamic box sizing based on volume concentration.
Optional block borders and background fills.
Volume labels showing total block volume.
Screener Table:
Real-time analysis of order block metrics.
Shows block direction, proximity, retest count, and volume metrics.
Color-coded for quick reference.
Interpretation
High Volume Areas: Zones with institutional interest and potential reversal points.
Block Direction: Bullish blocks typically support price, bearish blocks typically resist price.
Retests: Multiple tests of an order block may strengthen or weaken its influence.
Block Age: Newer blocks often have stronger influence than older ones.
Volume Concentration: Brightest segments within blocks represent the highest volume areas.
🔶 EXAMPLES
The indicator helps identify key trading opportunities:
Bullish Order Blocks
Support Zones: Identify strong support levels where price is likely to bounce.
Breakout Confirmation: Validate breakouts with volume analysis to avoid false moves.
Retest Strategies: Enter trades when price retests a bullish order block with high volume.
Bearish Order Blocks
Resistance Zones: Identify strong resistance levels where price is likely to reverse.
Distribution Areas: Detect zones where smart money is distributing to retail.
Short Opportunities: Find optimal short entry points at high-volume bearish blocks.
Combined Strategies
Order Block Stacking: Multiple aligned blocks create stronger support/resistance zones.
Block Mitigation: When price breaks through a block, it often indicates a strong trend continuation.
Volume Profile Applications: Higher volume segments provide more precise entry and exit points.
🔶 SETTINGS
Customization Options
Order Block Detection:
Consolidation Lookback: Adjust the period for consolidation detection.
Breakout Threshold: Set minimum percentage for breakout confirmation.
Historical Lookback Limit: Control how far back to scan for historical order blocks.
Maximum Order Blocks: Limit the number of visible blocks on the chart.
Visual Style:
Grid Segments: Adjust the number of volume profile segments.
Extend Blocks to Right: Enable/disable extending blocks to current price.
Show Block Borders: Toggle border visibility.
Border Width: Adjust thickness of block borders.
Show Volume Text: Enable/disable volume labels.
Volume Text Position: Control placement of volume labels.
Color Settings:
Bullish High/Low Volume Colors: Customize appearance of bullish blocks.
Bearish High/Low Volume Colors: Customize appearance of bearish blocks.
Border Color: Set color for block outlines.
Background Fill: Adjust color and transparency of block backgrounds.
Volume Text Color: Customize label appearance.
Screener Table:
Show Screener Table: Toggle table visibility.
Table Position: Select positioning on the chart.
Table Size: Adjust display size.
The Order Block Matrix indicator provides traders with powerful insights into market structure, helping to identify key levels where smart money is active and where high-probability trading opportunities may exist.
Volume Zones Internal Visualizer [LuxAlgo]The Volume Zones Internal Visualizer is an alternate candle type intended to reveal lower timeframe volume activity while on a higher timeframe chart.
It displays the candle's range, the highest and lowest zones of accumulated volume throughout the candle, and the Lower Timeframe (LTF) candle close, which contained the most volume in the session (Candle Session).
🔶 USAGE
The indicator is intended to be used as its own independent candle type. It is not a replacement for traditional candlesticks; however, it is recommended that you hide the chart's display when using this indicator. Another option is to display this indicator in an additional pane alongside the normal chart, as displayed above.
The display consists of candle ranges represented by outlined boxes, within the ranges you will notice a transparent-colored zone, a solid-colored zone, and a line.
Each of these displays different points of volume-related information from an analysis of LTF data.
In addition to this analysis, the indicator also locates the LTF candle with the highest volume, and displays its close represented by the line. This line is considered as the "Peak Activity Level" (PAL), since throughout the (HTF) candle session, this candle's close is the outcome of the most volume transacted at the time.
We are further tracking these PALs by continuing to extend them into the future, looking towards them for potential further interaction. Once a PAL is crossed, we are removing it from display as it has been mitigated.
🔶 DETAILS
The indicator aggregates the volume data from each LTF candle and creates a volume profile from it; the number of rows in the profile is determined by the "Row Size" setting.
With this profile, it locates and displays the highest (solid area) and lowest (transparent area) volume zones from the profile created.
🔶 SETTINGS
Row Size: Sets the number of rows used for the calculation of the volume profile based on LTF data.
Intrabar Timeframe: Sets the Lower Timeframe to use for calculations.
Show Last Unmitigated PALs: Choose how many Unmitigated PALs to extend.
Style: Toggle on and off features, as well as adjust colors for each.
Volatility Footprint CandlesVolatility Footprint is an innovative volume profile indicator that dynamically adapts to real-time market conditions, providing traders with a powerful tool to visualize and interpret market structure, order flow, and potential areas of support and resistance.
At its core, Volatility Footprint combines the concepts of market profile, volume analysis, and volatility measurement to create a unique and adaptive charting experience. The indicator intelligently adjusts its display based on the current market volatility, ensuring that traders always have a clear and readable chart, regardless of the instrument or timeframe they are analyzing.
The footprint chart is composed of a series of color-coded boxes, each representing a specific price level. The color of the box indicates whether there is a net buying or selling pressure at that level, while the opacity reflects the relative strength of the volume. This intuitive visualization allows traders to quickly identify areas of high and low volume, as well as potential imbalances in order flow.
In addition to the individual box volumes, Volatility Footprint also calculates and displays the cumulative volume delta. This running total of buy and sell volumes across all price levels provides valuable insight into the overall market sentiment and potential trends.
One of the key features of Volatility Footprint is its ability to identify and highlight the Point of Control (POC). The POC represents the price level with the highest volume concentration and serves as a key reference point for potential support or resistance. By drawing attention to this crucial level, the indicator helps traders make more informed decisions about potential entry and exit points.
Volatility Footprint is designed to be highly customizable, allowing traders to tailor the appearance of the footprint chart to their specific preferences. Users can easily modify the colors, opacity, and size of the boxes, labels, and POC marker to enhance readability and clarity.
The indicator's versatility makes it suitable for a wide range of trading styles and strategies. Whether you are a scalper looking for short-term opportunities or a swing trader aiming to identify potential trend reversals, Volatility Footprint can provide valuable insights into market dynamics.
By combining Volatility Footprint with other forms of analysis, such as price action, key levels, and technical indicators, traders can gain a more comprehensive understanding of market behavior and make better-informed trading decisions.
Volatility Footprint's adaptive approach to volume profile analysis sets it apart from traditional fixed-resolution volume profile indicators. By dynamically adjusting to the unique characteristics of each instrument and timeframe, the indicator ensures that traders always have a clear and meaningful representation of market structure and order flow.
Volatility Footprint is a powerful tool that traders can incorporate into their market analysis and decision-making process. By providing a dynamic, visual representation of volume and order flow at different price levels, this indicator offers valuable insights into market structure, sentiment, and potential areas of support and resistance. Let's explore how traders might effectively utilize Volatility Footprint in their trading approach.
1. Identifying Key Levels:
One of the primary uses of Volatility Footprint is to identify key price levels where significant trading activity has occurred. The color-coded boxes allow traders to quickly spot areas of high volume concentration, which may indicate potential support or resistance zones. For example, if a trader notices a cluster of boxes with high opacity at a specific price level, they may interpret this as a strong support or resistance area, depending on the prevailing market context. By paying attention to these key levels, traders can make more informed decisions about potential entry and exit points, as well as placement of stop-loss orders and profit targets.
2. Assessing Market Sentiment:
The cumulative volume delta feature of Volatility Footprint provides traders with a valuable gauge of overall market sentiment. By analyzing the running total of buy and sell volumes across all price levels, traders can gain insight into the dominant market forces at play. If the cumulative delta is significantly positive, it may suggest a bullish sentiment, as buying pressure has been consistently outpacing selling pressure. Conversely, a negative cumulative delta may indicate a bearish sentiment. Traders can use this information to confirm or question their bias and adjust their trading plan accordingly.
3. Confirming Breakouts and Trend Reversals:
Volatility Footprint can be particularly useful in confirming the strength and validity of breakouts and potential trend reversals. When a price level is breached, traders can refer to the footprint chart to assess the volume and order flow characteristics around that level. If the breakout is accompanied by a surge in volume and a clear imbalance between buying and selling pressure, it may suggest a strong and sustainable move. On the other hand, if the volume is relatively low or evenly distributed, the breakout may be less reliable. By using Volatility Footprint to confirm breakouts, traders can make more informed decisions about whether to enter or exit a trade, or to adjust their position size.
4. Detecting Imbalances and Potential Reversals:
Imbalances between buying and selling pressure at specific price levels can often precede significant market moves or reversals. Volatility Footprint makes it easy for traders to spot these imbalances visually. For instance, if a trader observes a price level with a significantly larger number of sell boxes compared to buy boxes, it may indicate a potential exhaustion point for a bullish trend, and a reversal might be imminent. Traders can use this information in conjunction with other technical analysis tools, such as trendlines, moving averages, or momentum oscillators, to identify high-probability trading opportunities.
5. Adapting to Market Conditions:
One of the key strengths of Volatility Footprint is its ability to dynamically adapt to the unique volatility characteristics of different instruments and timeframes. This adaptability ensures that the indicator remains relevant and informative across a wide range of market conditions. Traders can use Volatility Footprint to gauge the relative volatility and volume of a particular instrument or timeframe, and adjust their trading approach accordingly. For example, in a highly volatile market, traders may opt for wider stop-loss levels and smaller position sizes to account for the increased risk.
Incorporating Volatility Footprint into a trading strategy requires a combination of technical analysis, market understanding, and risk management. Traders should use this indicator as part of a comprehensive approach, combining it with other forms of analysis, such as price action, key levels, and technical indicators. By doing so, traders can gain a more complete picture of market dynamics and make better-informed trading decisions.
It's important to note that while Volatility Footprint provides valuable insights, it should not be relied upon as a standalone trading signal. Traders should always consider the broader market context, their risk tolerance, and their overall trading plan when making decisions based on the information provided by this indicator.
In conclusion, Volatility Footprint offers traders a dynamic and visually intuitive way to analyze market structure, volume, and order flow. By identifying key levels, assessing market sentiment, confirming breakouts, detecting imbalances, and adapting to market conditions, traders can leverage this powerful tool to make more informed and confident trading decisions. As with any technical analysis tool, Volatility Footprint should be used in conjunction with sound risk management principles and a well-defined trading strategy to maximize its effectiveness.
Key Levels Suite - By LeviathanThis is a comprehensive script, designed to display over 100 key price levels across multiple dimensions, including volume profile levels, HTF levels, VWAPs, SMAs/EMAs, market session levels, day of week levels and more. The indicator offers high flexibility in features, settings and visual appearance.
● The script organizes levels into six main categories:
Higher Timeframe (HTF) Levels
- Current and/or previous period: Open, High, Low, and Midpoint for Daily, Weekly, Monthly, Quarterly, and Yearly timeframes (eg. levels for current weekly high/low and previous weekly high/low).
- These levels provide a clear structure for identifying key support and resistance zones. Traders often use HTF levels to anticipate price reactions, such as bounces or rejections, at major highs and lows. For example, a price nearing the weekly high could signal an area of resistance.
VWAP Levels
- Current and/or previous period: VWAP and upper/lower standard deviations for Daily, Weekly, Monthly, Quarterly, and Yearly timeframes (eg. levels for current daily VWAP and previous weekly VWAP).
- VWAP levels give traders insight into whether the current price is above or below the fair market value for a given period. It’s often used as a reference point for trend direction or S/R. If the price remains above VWAP, the trend may be seen as bullish, while breaks below VWAP can suggest a shift toward bearish sentiment. Standard deviations help identify areas where the price may be overextended, offering opportunities for mean reversion trades.
Moving Average Levels
- EMA and SMA for three customizable lengths (eg. levels for 200 EMA, 50 EMA and 100 SMA).
- These levels act as dynamic support and resistance lines that adjust with price movement. Traders use them to confirm trend direction and watch for reactions around these levels, particularly in trending markets. For example, when the price pulls back to a 200 EMA, it could present an opportunity to enter a trade in line with the prevailing trend.
Volume Profile Levels
- Current and previous: Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL) for Daily, Weekly, Monthly, Quarterly, and Yearly timeframes (eg. levels for current day POC and previous day POC).
- Volume Profile levels highlight price areas where significant trading occurred. The POC indicates the price where the most volume was traded and can act as a strong magnet for price. VAH and VAL mark the boundaries of value areas, making them excellent spots for breakout or mean reversion trades. Traders look for price reactions around these zones to either join or fade moves.
Market Session Levels
- Current and previous: Open, high, low, and midpoint for three user-defined sessions, with default being Tokyo, London, and New York (eg. levels for current New York session open and previous New York session high and low).
- Session levels allow traders to track how price behaves across different global market sessions. For instance, the New York open often brings increased liquidity and volatility. Traders often use these levels to anticipate sharp moves or continuations, especially after session highs and lows are broken, signaling shifts in market momentum.
Day of Week Levels
- Open, high, low, and midpoint for Monday through Sunday (eg. levels for Monday's high and low and Tuesday open).
- These levels help traders identify recurring intraday or intraweek price behaviors. For example, highs or lows established earlier in the week can serve as benchmarks for breakouts or retracements later on. Monday’s open or Friday’s high/low often reflect market sentiment going into or out of the weekend, providing valuable clues for planning trades.
● About the script
I published this script because it was heavily requested by my Tradingview followers who wanted a clean and feature-rich indicator that can display various levels they use in their analysis. The indicator can display levels that are not available in other similar public scripts and makes sure to calculate and load calculation-intensive levels (like volume profile levels, higher timeframe vwap levels, etc) as fast and efficiently as possible. It is one of the only scripts I've published that is not open source. The code is protected because it includes some proprietary calculations (eg: for POC/VAH/VAL), that I don't wish to open source, but I still want to publish a heavily requested script in a public and free format.
● How to use the script
1. Add the script to your chart
Start by adding the script to your chart like any other indicator.
2. Open the indicator settings
Click the settings icon to access all customization options.
3. Select which level groups to display
In the "Controls" section, choose which groups of levels (HTF, VWAP, Moving Averages, etc.) you want displayed. This allows you to quickly toggle between different sets of levels depending on your analysis needs, without overcrowding the chart.
4. Adjust group-specific settings
Scroll down to access detailed settings for each group. For any group, you can choose:
- The relevant time parameter (e.g., Daily, Weekly, Monthly, etc for HTF/VWAP/Volume Profile levels, length for Moving Average levels, day for Day of Week Levels, etc).
- Specific levels to display (e.g., Open/High/Low/Midpoint for HTF, VWAP, Day of Week, Session levels and POC/VAH/VAL for Volume Profile levels).
- For applicable groups, you can also toggle previous period levels by selecting them from the row starting with the "↳" icon.
5. Customize visual appearance
In the "Appearance" section, you have full control over how the levels and labels look. You can:
- Choose what details appear in the labels (e.g., level name, price, or percentage distance from current price).
- Pick from different line types, line style (solid, dashed, dotted), adjust line width, and manage the length of the lines using "Offset Right" and "Offset Left" settings.
- Modify font, label size, and color options. If multiple levels overlap at the same price, use the “Merge Levels” option to combine them into one, reducing visual clutter.
6. Customize level names to your preference
In the "Labels" section, you can rename any parameter to match your preferred abbreviations (e.g., change “Weekly Open” to “wO” or any other shorthand that works for you).
● Key Features:
- Display various different important levels, all in one indicator
- Seamless control of which group of levels / specific level to display
- Choose from various line and label styles to display levels.
- Labels can show the level's title (customizable abbreviations), price, and percentage distance from the current price.
- Merge nearby levels to reduce chart clutter, either for identical levels or those within a user-defined percentage range.
- Fully customizable visual appearance of levels to suit individual preferences.
CVD - Cumulative Volume Delta Candles█ OVERVIEW
This indicator displays cumulative volume delta in candle form. It uses intrabar information to obtain more precise volume delta information than methods using only the chart's timeframe.
█ CONCEPTS
Bar polarity
By bar polarity , we mean the direction of a bar, which is determined by looking at the bar's close vs its open .
Intrabars
Intrabars are chart bars at a lower timeframe than the chart's. Each 1H chart bar of a 24x7 market will, for example, usually contain 60 bars at the lower timeframe of 1min, provided there was market activity during each minute of the hour. Mining information from intrabars can be useful in that it offers traders visibility on the activity inside a chart bar.
Lower timeframes (LTFs)
A lower timeframe is a timeframe that is smaller than the chart's timeframe. This script uses a LTF to access intrabars. The lower the LTF, the more intrabars are analyzed, but the less chart bars can display CVD information because there is a limit to the total number of intrabars that can be analyzed.
Volume delta
The volume delta concept divides a bar's volume in "up" and "down" volumes. The delta is calculated by subtracting down volume from up volume. Many calculation techniques exist to isolate up and down volume within a bar. The simplest techniques use the polarity of interbar price changes to assign their volume to up or down slots, e.g., On Balance Volume or the Klinger Oscillator . Others such as Chaikin Money Flow use assumptions based on a bar's OHLC values. The most precise calculation method uses tick data and assigns the volume of each tick to the up or down slot depending on whether the transaction occurs at the bid or ask price. While this technique is ideal, it requires huge amounts of data on historical bars, which usually limits the historical depth of charts and the number of symbols for which tick data is available.
This indicator uses intrabar analysis to achieve a compromise between the simplest and most precise methods of calculating volume delta. In the context where historical tick data is not yet available on TradingView, intrabar analysis is the most precise technique to calculate volume delta on historical bars on our charts. Our Volume Profile indicators use it. Other volume delta indicators in our Community Scripts such as the Realtime 5D Profile use realtime chart updates to achieve more precise volume delta calculations, but that method cannot be used on historical bars, so those indicators only work in real time.
This is the logic we use to assign intrabar volume to up or down slots:
• If the intrabar's open and close values are different, their relative position is used.
• If the intrabar's open and close values are the same, the difference between the intrabar's close and the previous intrabar's close is used.
• As a last resort, when there is no movement during an intrabar and it closes at the same price as the previous intrabar, the last known polarity is used.
Once all intrabars making up a chart bar have been analyzed and the up or down property of each intrabar's volume determined, the up volumes are added and the down volumes subtracted. The resulting value is volume delta for that chart bar.
█ FEATURES
CVD Candles
Cumulative Volume Delta Candles present volume delta information as it evolves during a period of time.
This is how each candle's levels are calculated:
• open : Each candle's' open level is the cumulative volume delta for the current period at the start of the bar.
This value becomes zero on the first candle following a CVD reset.
The candles after the first one always open where the previous candle closed.
The candle's high, low and close levels are then calculated by adding or subtracting a volume value to the open.
• high : The highest volume delta value found in intrabars. If it is not higher than the volume delta for the bar, then that candle will have no upper wick.
• low : The lowest volume delta value found in intrabars. If it is not lower than the volume delta for the bar, then that candle will have no lower wick.
• close : The aggregated volume delta for all intrabars. If volume delta is positive for the chart bar, then the candle's close will be higher than its open, and vice versa.
The candles are plotted in one of two configurable colors, depending on the polarity of volume delta for the bar.
CVD resets
The "cumulative" part of the indicator's name stems from the fact that calculations accumulate during a period of time. This allows you to analyze the progression of volume delta across manageable chunks, which is often more useful than looking at volume delta cumulated from the beginning of a chart's history.
You can configure the reset period using the "CVD Resets" input, which offers the following selections:
• None : Calculations do not reset.
• On a fixed higher timeframe : Calculations reset on the higher timeframe you select in the "Fixed higher timeframe" field.
• At a fixed time that you specify.
• At the beginning of the regular session .
• On a stepped higher timeframe : Calculations reset on a higher timeframe automatically stepped using the chart's timeframe and following these rules:
Chart TF HTF
< 1min 1H
< 3H 1D
<= 12H 1W
< 1W 1M
>= 1W 1Y
The indicator's background shows where resets occur.
Intrabar precision
The precision of calculations increases with the number of intrabars analyzed for each chart bar. It is controlled through the script's "Intrabar precision" input, which offers the following selections:
• Least precise, covering many chart bars
• Less precise, covering some chart bars
• More precise, covering less chart bars
• Most precise, 1min intrabars
As there is a limit to the number of intrabars that can be analyzed by a script, a tradeoff occurs between the number of intrabars analyzed per chart bar and the chart bars for which calculations are possible.
Total volume candles
You can choose to display candles showing the total intrabar volume for the chart bar. This provides you with more context to evaluate a bar's volume delta by showing it relative to the sum of intrabar volume. Note that because of the reasons explained in the "NOTES" section further down, the total volume is the sum of all intrabar volume rather than the volume of the bar at the chart's timeframe.
Total volume candles can be configured with their own up and down colors. You can also control the opacity of their bodies to make them more or less prominent. This publication's chart shows the indicator with total volume candles. They are turned off by default, so you will need to choose to display them in the script's inputs for them to plot.
Divergences
Divergences occur when the polarity of volume delta does not match that of the chart bar. You can identify divergences by coloring the CVD candles differently for them, or by coloring the indicator's background.
Information box
An information box in the lower-left corner of the indicator displays the HTF used for resets, the LTF used for intrabars, and the average quantity of intrabars per chart bar. You can hide the box using the script's inputs.
█ INTERPRETATION
The first thing to look at when analyzing CVD candles is the side of the zero line they are on, as this tells you if CVD is generally bullish or bearish. Next, one should consider the relative position of successive candles, just as you would with a price chart. Are successive candles trending up, down, or stagnating? Keep in mind that whatever trend you identify must be considered in the context of where it appears with regards to the zero line; an uptrend in a negative CVD (below the zero line) may not be as powerful as one taking place in positive CVD values, but it may also predate a movement into positive CVD territory. The same goes with stagnation; a trader in a long position will find stagnation in positive CVD territory less worrisome than stagnation under the zero line.
After consideration of the bigger picture, one can drill down into the details. Exactly what you are looking for in markets will, of course, depend on your trading methodology, but you may find it useful to:
• Evaluate volume delta for the bar in relation to price movement for that bar.
• Evaluate the proportion that volume delta represents of total volume.
• Notice divergences and if the chart's candle shape confirms a hesitation point, as a Doji would.
• Evaluate if the progress of CVD candles correlates with that of chart bars.
• Analyze the wicks. As with price candles, long wicks tend to indicate weakness.
Always keep in mind that unless you have chosen not to reset it, your CVD resets for each period, whether it is fixed or automatically stepped. Consequently, any trend from the preceding period must re-establish itself in the next.
█ NOTES
Know your volume
Traders using volume information should understand the volume data they are using: where it originates and what transactions it includes, as this can vary with instruments, sectors, exchanges, timeframes, and between historical and realtime bars. The information used to build a chart's bars and display volume comes from data providers (exchanges, brokers, etc.) who often maintain distinct feeds for intraday and end-of-day (EOD) timeframes. How volume data is assembled for the two feeds depends on how instruments are traded in that sector and/or the volume reporting policy for each feed. Instruments from crypto and forex markets, for example, will often display similar volume on both feeds. Stocks will often display variations because block trades or other types of trades may not be included in their intraday volume data. Futures will also typically display variations.
Note that as intraday vs EOD variations exist for historical bars on some instruments, differences may also exist between the realtime feeds used on intraday vs 1D or greater timeframes for those same assets. Realtime reporting rules will often be different from historical feed reporting rules, so variations between realtime feeds will often be different from the variations between historical feeds for the same instrument. The Volume X-ray indicator can help you analyze differences between intraday and EOD volumes for the instruments you trade.
If every unit of volume is both bought by a buyer and sold by a seller, how can volume delta make sense?
Traders who do not understand the mechanics of matching engines (the exchange software that matches orders from buyers and sellers) sometimes argue that the concept of volume delta is flawed, as every unit of volume is both bought and sold. While they are rigorously correct in stating that every unit of volume is both bought and sold, they overlook the fact that information can be mined by analyzing variations in the price of successive ticks, or in our case, intrabars.
Our calculations model the situation where, in fully automated order handling, market orders are generally matched to limit orders sitting in the order book. Buy market orders are matched to quotes at the ask level and sell market orders are matched to quotes at the bid level. As explained earlier, we use the same logic when comparing intrabar prices. While using intrabar analysis does not produce results as precise as when individual transactions — or ticks — are analyzed, results are much more precise than those of methods using only chart prices.
Not only does the concept underlying volume delta make sense, it provides a window on an oft-overlooked variable which, with price and time, is the only basic information representing market activity. Furthermore, because the calculation of volume delta also uses price and time variations, one could conceivably surmise that it can provide a more complete model than ones using price and time only. Whether or not volume delta can be useful in your trading practice, as usual, is for you to decide, as each trader's methodology is different.
For Pine Script™ coders
As our latest Polarity Divergences publication, this script uses the recently released request.security_lower_tf() Pine Script™ function discussed in this blog post . It works differently from the usual request.security() in that it can only be used at LTFs, and it returns an array containing one value per intrabar. This makes it much easier for programmers to access intrabar information.
Look first. Then leap.
Delta Volume Columns Pro [LucF]█ OVERVIEW
This indicator displays volume delta information calculated with intrabar inspection on historical bars, and feed updates when running in realtime. It is designed to run in a pane and can display either stacked buy/sell volume columns or a signal line which can be calculated and displayed in many different ways.
Five different models are offered to reveal different characteristics of the calculated volume delta information. Many options are offered to visualize the calculations, giving you much leeway in morphing the indicator's visuals to suit your needs. If you value delta volume information, I hope you will find the time required to master Delta Volume Columns Pro well worth the investment. I am confident that if you combine a proper understanding of the indicator's information with an intimate knowledge of the volume idiosyncrasies on the markets you trade, you can extract useful market intelligence using this tool.
█ WARNINGS
1. The indicator only works on markets where volume information is available,
Please validate that your symbol's feed carries volume information before asking me why the indicator doesn't plot values.
2. When you refresh your chart or re-execute the script on the chart, the indicator will repaint because elapsed realtime bars will then recalculate as historical bars.
3. Because the indicator uses different modes of calculation on historical and realtime bars, it's critical that you understand the differences between them. Details are provided further down.
4. Calculations using intrabar inspection on historical bars can only be done from some chart timeframes. See further down for a list of supported timeframes.
If the chart's timeframe is not supported, no historical volume delta will display.
█ CONCEPTS
Chart bars
Three different types of bars are used in charts:
1. Historical bars are bars that have already closed when the script executes on them.
2. The realtime bar is the current, incomplete bar where a script is running on an open market. There is only one active realtime bar on your chart at any given time.
The realtime bar is where alerts trigger.
3. Elapsed realtime bars are bars that were calculated when they were realtime bars but have since closed.
When a script re-executes on a chart because the browser tab is refreshed or some of its inputs are changed, elapsed realtime bars are recalculated as historical bars.
Why does this indicator use two modes of calculation?
Historical bars on TradingView charts contain OHLCV data only, which is insufficient to calculate volume delta on them with any level of precision. To mine more detailed information from those bars we look at intrabars , i.e., bars from a smaller timeframe (we call it the intrabar timeframe ) that are contained in one chart bar. If your chart Is running at 1D on a 24x7 market for example, most 1D chart bars will contain 24 underlying 1H bars in their dilation. On historical bars, this indicator looks at those intrabars to amass volume delta information. If the intrabar is up, its volume goes in the Buy bin, and inversely for the Sell bin. When price does not move on an intrabar, the polarity of the last known movement is used to determine in which bin its volume goes.
In realtime, we have access to price and volume change for each update of the chart. Because a 1D chart bar can be updated tens of thousands of times during the day, volume delta calculations on those updates is much more precise. This precision, however, comes at a price:
— The script must be running on the chart for it to keep calculating in realtime.
— If you refresh your chart you will lose all accumulated realtime calculations on elapsed realtime bars, and the realtime bar.
Elapsed realtime bars will recalculate as historical bars, i.e., using intrabar inspection, and the realtime bar's calculations will reset.
When the script recalculates elapsed realtime bars as historical bars, the values on those bars will change, which means the script repaints in those conditions.
— When the indicator first calculates on a chart containing an incomplete realtime bar, it will count ALL the existing volume on the bar as Buy or Sell volume,
depending on the polarity of the bar at that point. This will skew calculations for that first bar. Scripts have no access to the history of a realtime bar's previous updates,
and intrabar inspection cannot be used on realtime bars, so this is the only to go about this.
— Even if alerts only trigger upon confirmation of their conditions after the realtime bar closes, they are repainting alerts
because they would perhaps not have calculated the same way using intrabar inspection.
— On markets like stocks that often have different EOD and intraday feeds and volume information,
the volume's scale may not be the same for the realtime bar if your chart is at 1D, for example,
and the indicator is using an intraday timeframe to calculate on historical bars.
— Any chart timeframe can be used in realtime mode, but plots that include moving averages in their calculations may require many elapsed realtime bars before they can calculate.
You might prefer drastically reducing the periods of the moving averages, or using the volume columns mode, which displays instant values, instead of the line.
Volume Delta Balances
This indicator uses a variety of methods to evaluate five volume delta balances and derive other values from those balances. The five balances are:
1 — On Bar Balance : This is the only balance using instant values; it is simply the subtraction of the Sell volume from the Buy volume on the bar.
2 — Average Balance : Calculates a distinct EMA for both the Buy and Sell volumes, and subtracts the Sell EMA from the Buy EMA.
3 — Momentum Balance : Starts by calculating, separately for both Buy and Sell volumes, the difference between the same EMAs used in "Average Balance" and
an SMA of double the period used for the "Average Balance" EMAs. The difference for the Sell side is subtracted from the difference for the Buy side,
and an RSI of that value is calculated and brought over the −50/+50 scale.
4 — Relative Balance : The reference values used in the calculation are the Buy and Sell EMAs used in the "Average Balance".
From those, we calculate two intermediate values using how much the instant Buy and Sell volumes on the bar exceed their respective EMA — but with a twist.
If the bar's Buy volume does not exceed the EMA of Buy volume, a zero value is used. The same goes for the Sell volume with the EMA of Sell volume.
Once we have our two intermediate values for the Buy and Sell volumes exceeding their respective MA, we subtract them. The final "Relative Balance" value is an ALMA of that subtraction.
The rationale behind using zero values when the bar's Buy/Sell volume does not exceed its EMA is to only take into account the more significant volume.
If both instant volume values exceed their MA, then the difference between the two is the signal's value.
The signal is called "relative" because the intermediate values are the difference between the instant Buy/Sell volumes and their respective MA.
This balance flatlines when the bar's Buy/Sell volumes do not exceed their EMAs, which makes it useful to spot areas where trader interest dwindles, such as consolidations.
The smaller the period of the final value's ALMA, the more easily you will see the balance flatline. These flat zones should be considered no-trade zones.
5 — Percent Balance : This balance is the ALMA of the ratio of the "On Bar Balance" value, i.e., the volume delta balance on the bar (which can be positive or negative),
over the total volume for that bar.
From the balances and marker conditions, two more values are calculated:
1 — Marker Bias : It sums the up/down (+1/‒1) occurrences of the markers 1 to 4 over a period you define, so it ranges from −4 to +4, times the period.
Its calculation will depend on the modes used to calculate markers 3 and 4.
2 — Combined Balances : This is the sum of the bull/bear (+1/−1) states of each of the five balances, so it ranges from −5 to +5.
█ FEATURES
The indicator has two main modes of operation: Columns and Line .
Columns
• In Columns mode you can display stacked Buy/Sell volume columns.
• The buy section always appears above the centerline, the sell section below.
• The top and bottom sections can be colored independently using eight different methods.
• The EMAs of the Buy/Sell values can be displayed (these are the same EMAs used to calculate the "Average Balance").
Line
• Displays one of seven signals: the five balances or one of two complementary values, i.e., the "Marker Bias" or the "Combined Balances".
• You can color the line and its fill using independent calculation modes to pack more information in the display.
You can thus appraise the state of 3 different values using the line itself, its color and the color of its fill.
• A "Divergence Levels" feature will use the line to automatically draw expanding levels on divergence events.
Default settings
Using the indicator's default settings, this is the information displayed:
• The line is calculated on the "Average Balance".
• The line's color is determined by the bull/bear state of the "Percent Balance".
• The line's fill gradient is determined by the advances/declines of the "Momentum Balance".
• The orange divergence dots are calculated using discrepancies between the polarity of the "On Bar Balance" and the chart's bar.
• The divergence levels are determined using the line's level when a divergence occurs.
• The background's fill gradient is calculated on advances/declines of the "Marker Bias".
• The chart bars are colored using advances/declines of the "Relative Balance". Divergences are shown in orange.
• The intrabar timeframe is automatically determined from the chart's timeframe so that a minimum of 50 intrabars are used to calculate volume delta on historical bars.
Alerts
The configuration of the marker conditions explained further is what determines the conditions that will trigger alerts created from this script. Note that simply selecting the display of markers does not create alerts. To create an alert on this script, you must use ALT-A from the chart. You can create multiple alerts triggering on different conditions from this same script; simply configure the markers so they define the trigger conditions for each alert before creating the alert. The configuration of the script's inputs is saved with the alert, so from then on you can change them without affecting the alert. Alert messages will mention the marker(s) that triggered the specific alert event. Keep in mind, when creating alerts on small chart timeframes, that discrepancies between alert triggers and markers displayed on your chart are to be expected. This is because the alert and your chart are running two distinct instances of the indicator on different servers and different feeds. Also keep in mind that while alerts only trigger on confirmed conditions, they are calculated using realtime calculation mode, which entails that if you refresh your chart and elapsed realtime bars recalculate as historical bars using intrabar inspection, markers will not appear in the same places they appeared in realtime. So it's important to understand that even though the alert conditions are confirmed when they trigger, these alerts will repaint.
Let's go through the sections of the script's inputs.
Columns
The size of the Buy/Sell columns always represents their respective importance on the bar, but the coloring mode for tops and bottoms is independent. The default setup uses a standard coloring mode where the Buy/Sell columns are always in the bull/bear color with a higher intensity for the winning side. Seven other coloring modes allow you to pack more information in the columns. When choosing to color the top columns using a bull/bear gradient on "Average Balance", for example, you will have bull/bear colored tops. In order for the color of the bottom columns to continue to show the instant bar balance, you can then choose the "On Bar Balance — Dual Solid Colors" coloring mode to make those bars the color of the winning side for that bar. You can display the averages of the Buy and Sell columns. If you do, its coloring is controlled through the "Line" and "Line fill" sections below.
Line and Line fill
You can select the calculation mode and the thickness of the line, and independent calculations to determine the line's color and fill.
Zero Line
The zero line can display dots when all five balances are bull/bear.
Divergences
You first select the detection mode. Divergences occur whenever the up/down direction of the signal does not match the up/down polarity of the bar. Divergences are used in three components of the indicator's visuals: the orange dot, colored chart bars, and to calculate the divergence levels on the line. The divergence levels are dynamic levels that automatically build from the line's values on divergence events. On consecutive divergences, the levels will expand, creating a channel. This implementation of the divergence levels corresponds to my view that divergences indicate anomalies, hesitations, points of uncertainty if you will. It precludes any attempt to identify a directional bias to divergences. Accordingly, the levels merely take note of divergence events and mark those points in time with levels. Traders then have a reference point from which they can evaluate further movement. The bull/bear/neutral colors used to plot the levels are also congruent with this view in that they are determined by the line's position relative to the levels, which is how I think divergences can be put to the most effective use. One of the coloring modes for the line's fill uses advances/declines in the line after divergence events.
Background
The background can show a bull/bear gradient on six different calculations. As with other gradients, you can adjust its brightness to make its importance proportional to how you use it in your analysis.
Chart bars
Chart bars can be colored using seven different methods. You have the option of emptying the body of bars where volume does not increase, as does my TLD indicator, and you can choose whether you want to show divergences.
Intrabar Timeframe
This is the intrabar timeframe that will be used to calculate volume delta using intrabar inspection on historical bars. You can choose between four modes. The three "Auto-steps" modes calculate, from the chart's timeframe, the intrabar timeframe where the said number of intrabars will make up the dilation of chart bars. Adjustments are made for non-24x7 markets. "Fixed" mode allows you to select the intrabar timeframe you want. Checking the "Show TF" box will display in the lower-right corner the intrabar timeframe used at any given moment. The proper selection of the intrabar timeframe is important. It must achieve maximal granularity to produce precise results while not unduly slowing down calculations, or worse, causing runtime errors. Note that historical depth will vary with the intrabar timeframe. The smaller the timeframe, the shallower historical plots you will be.
Markers
Markers appear when the required condition has been confirmed on a closed bar. The configuration of the markers when you create an alert is what determines when the alert will trigger. Five markers are available:
• Balances Agreement : All five balances are either bullish or bearish.
• Double Bumps : A double bump is two consecutive up/down bars with +/‒ volume delta, and rising Buy/Sell volume above its average.
• Divergence confirmations : A divergence is confirmed up/down when the chosen balance is up/down on the previous bar when that bar was down/up, and this bar is up/down.
• Balance Shifts : These are bull/bear transitions of the selected signal.
• Marker Bias Shifts : Marker bias shifts occur when it crosses into bull/bear territory.
Periods
Allows control over the periods of the different moving averages used to calculate the balances.
Volume Discrepancies
Stock exchanges do not report the same volume for intraday and daily (or higher) resolutions. Other variations in how volume information is reported can also occur in other markets, namely Forex, where volume irregularities can even occur between different intraday timeframes. This will cause discrepancies between the total volume on the bar at the chart's timeframe, and the total volume calculated by adding the volume of the intrabars in that bar's dilation. This does not necessarily invalidate the volume delta information calculated from intrabars, but it tells us that we are using partial volume data. A mechanism to detect chart vs intrabar timeframe volume discrepancies is provided. It allows you to define a threshold percentage above which the background will indicate a difference has been detected.
Other Settings
You can control here the display of the gray dot reminder on realtime bars, and the display of error messages if you are using a chart timeframe that is not greater than the fixed intrabar timeframe, when you use that mode. Disabling the message can be useful if you only use realtime mode at chart timeframes that do not support intrabar inspection.
█ RAMBLINGS
On Volume Delta
Volume is arguably the best complement to interpret price action, and I consider volume delta to be the most effective way of processing volume information. In periods of low-volatility price consolidations, volume will typically also be lower than normal, but slight imbalances in the trend of the buy/sell volume balance can sometimes help put early odds on the direction of the break from consolidation. Additionally, the progression of the volume imbalance can help determine the proximity of the breakout. I also find volume delta and the number of divergences very useful to evaluate the strength of trends. In trends, I am looking for "slow and steady", i.e., relatively low volatility and pauses where price action doesn't look like world affairs are being reassessed. In my personal mythology, this type of trend is often more resilient than high-volatility breakouts, especially when volume balance confirms the general agreement of traders signaled by the low-volatility usually accompanying this type of trend. The volume action on pauses will often help me decide between aggressively taking profits, tightening a stop or going for a longer-term movement. As for reversals, they generally occur in high-volatility areas where entering trades is more expensive and riskier. While the identification of counter-trend reversals fascinates many traders to no end, they represent poor opportunities in my view. Volume imbalances often precede reversals, but I prefer to use volume delta information to identify the areas following reversals where I can confirm them and make relatively low-cost entries with better odds.
On "Buy/Sell" Volume
Buying or selling volume are misnomers, as every unit of volume transacted is both bought and sold by two different traders. While this does not keep me from using the terms, there is no such thing as “buy only” or “sell only” volume. Trader lingo is riddled with peculiarities.
Divergences
The divergence detection method used here relies on a difference between the direction of a signal and the polarity (up/down) of a chart bar. When using the default "On Bar Balance" to detect divergences, however, only the bar's volume delta is used. You may wonder how there can be divergences between buying/selling volume information and price movement on one bar. This will sometimes be due to the calculation's shortcomings, but divergences may also occur in instances where because of order book structure, it takes less volume to increase the price of an asset than it takes to decrease it. As usual, divergences are points of interest because they reveal imbalances, which may or may not become turning points. To your pattern-hungry brain, the divergences displayed by this indicator will — as they do on other indicators — appear to often indicate turnarounds. My opinion is that reality is generally quite sobering and I have no reliable information that would tend to prove otherwise. Exercise caution when using them. Consequently, I do not share the overwhelming enthusiasm of traders in identifying bullish/bearish divergences. For me, the best course of action when a divergence occurs is to wait and see what happens from there. That is the rationale underlying how my divergence levels work; they take note of a signal's level when a divergence occurs, and it's the signal's behavior from that point on that determines if the post-divergence action is bullish/bearish.
Superfluity
In "The Bed of Procrustes", Nassim Nicholas Taleb writes: To bankrupt a fool, give him information . This indicator can display lots of information. While learning to use a new indicator inevitably requires an adaptation period where we put it through its paces and try out all its options, once you have become used to it and decide to adopt it, rigorously eliminate the components you don't use and configure the remaining ones so their visual prominence reflects their relative importance in your analysis. I tried to provide flexible options for traders to control this indicator's visuals for that exact reason — not for window dressing.
█ LIMITATIONS
• This script uses a special characteristic of the `security()` function allowing the inspection of intrabars — which is not officially supported by TradingView.
It has the advantage of permitting a more robust calculation of volume delta than other methods on historical bars, but also has its limits.
• Intrabar inspection only works on some chart timeframes: 3, 5, 10, 15 and 30 minutes, 1, 2, 3, 4, 6, and 12 hours, 1 day, 1 week and 1 month.
The script’s code can be modified to run on other resolutions.
• When the difference between the chart’s timeframe and the intrabar timeframe is too great, runtime errors will occur. The Auto-Steps selection mechanisms should avoid this.
• All volume is not created equally. Its source, components, quality and reliability will vary considerably with sectors and instruments.
The higher the quality, the more reliably volume delta information can be used to guide your decisions.
You should make it your responsibility to understand the volume information provided in the data feeds you use. It will help you make the most of volume delta.
█ NOTES
For traders
• The Data Window shows key values for the indicator.
• While this indicator displays some of the same information calculated in my Delta Volume Columns ,
I have elected to make it a separate publication so that traders continue to have a simpler alternative available to them. Both code bases will continue to evolve separately.
• All gradients used in this indicator determine their brightness intensities using advances/declines in the signal—not their relative position in a pre-determined scale.
• Volume delta being relative, by nature, it is particularly well-suited to Forex markets, as it filters out quite elegantly the cyclical volume data characterizing the sector.
If you are interested in volume delta, consider having a look at my other "Delta Volume" indicators:
• Delta Volume Realtime Action displays realtime volume delta and tick information on the chart.
• Delta Volume Candles builds volume delta candles on the chart.
• Delta Volume Columns is a simpler version of this indicator.
For coders
• I use the `f_c_gradientRelativePro()` from the PineCoders Color Gradient Framework to build my gradients.
This function has the advantage of allowing begin/end colors for both the bull and bear colors. It also allows us to define the number of steps allowed for each gradient.
I use this to modulate the gradients so they perform optimally on the combination of the signal used to calculate advances/declines,
but also the nature of the visual component the gradient applies to. I use fewer steps for choppy signals and when the gradient is used on discrete visual components
such as volume columns or chart bars.
• I use the PineCoders Coding Conventions for Pine to write my scripts.
• I used functions modified from the PineCoders MTF Selection Framework for the selection of timeframes.
█ THANKS TO:
— The devs from TradingView's Pine and other teams, and the PineCoders who collaborate with them. They are doing amazing work,
and much of what this indicator does could not be done without their recent improvements to Pine.
— A guy called Kuan who commented on a Backtest Rookies presentation of their Volume Profile indicator using a `for` loop.
This indicator started from the intrabar inspection technique illustrated in Kuan's snippet.
— theheirophant , my partner in the exploration of the sometimes weird abysses of `security()`’s behavior at intrabar timeframes.
— midtownsk8rguy , my brilliant companion in mining the depths of Pine graphics.
RED-E Point of ControlRED-E Point of Control (POC) Indicator
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OVERVIEW
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The RED-E Point of Control indicator identifies and visualizes the price level where the most trading volume has occurred within a specified lookback period. This volume-weighted price level, known as the Point of Control (POC), often acts as a significant support or resistance zone where institutional traders and market makers have concentrated their activity.
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WHAT IS POINT OF CONTROL?
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Point of Control is a core concept derived from Volume Profile analysis. It represents the price level with the highest traded volume over a given period—essentially the "fair value" price where buyers and sellers found the most agreement. Price tends to gravitate toward this level and often reacts when testing it, either breaking through with momentum or rejecting and reversing.
Key characteristics of POC:
• Acts as a magnet for price action
• Serves as dynamic support/resistance
• Indicates areas of high liquidity and institutional interest
• Helps identify potential reversal or breakout zones
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HOW THIS INDICATOR WORKS
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Volume Profile Calculation:
The indicator divides the price range of the lookback period into multiple levels (user-adjustable resolution) and distributes each bar's volume proportionally across the price levels it touches. The level accumulating the highest volume becomes the Point of Control.
Break Detection:
A "break" is identified when:
• Price closes beyond the POC level
• The previous bar's close was on the opposite side of POC
• The close exceeds a user-defined percentage threshold
• The candle closes in the direction of the break (bullish candle for upward break, bearish for downward)
Rejection Detection:
A "rejection" is identified when:
• Price wicks through the POC level
• Price closes back on the original side of POC
• The wick-to-body ratio exceeds a user-defined threshold
• The rejecting wick is larger than the opposite wick
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FEATURES
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1. Dynamic POC Line
• Horizontal line drawn at the calculated Point of Control
• Extends forward on the chart for easy visualization
• Customizable color, width, and style (solid/dashed/dotted)
2. POC Zone Box
• Highlights the 3 most recent candles near the POC
• Helps visualize price interaction with the POC zone
• Fully customizable border color, background color, width, and style
3. Break & Rejection Detection
• Automatically identifies when price breaks through or rejects from POC
• Displays "BREAK ▲/▼" or "REJECTION ▲/▼" labels
• Draws horizontal lines at break/rejection levels for future reference
4. Information Dashboard
• Displays current POC price
• Shows distance from POC as percentage
• Indicates whether price is above/below POC
5. Alert Conditions
• Bullish/Bearish POC Break
• Bullish/Bearish POC Rejection
• Any Break / Any Rejection (combined)
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SETTINGS GUIDE
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POC Settings:
• Lookback Period: Number of bars used to calculate POC (default: 20)
• Volume Profile Resolution: Number of price levels for volume distribution (default: 50, higher = more precision)
• Recalculate Every X Bars: How often the POC recalculates (default: 3)
Box Settings:
• Border and background colors
• Border width (1-5)
• Border style (Solid/Dashed/Dotted)
POC Line Settings:
• Line color, width, style
• Extension length in bars
Break Line Settings:
• Separate colors for bullish/bearish breaks
• Width, style, and extension length
Rejection Line Settings:
• Separate colors for bullish/bearish rejections
• Width, style, and extension length
Detection Sensitivity:
• Break Threshold (%): Minimum distance beyond POC to confirm break (default: 0.3%)
• Rejection Wick Ratio: Minimum wick-to-body ratio for rejection (default: 0.5)
Label Settings:
• Colors for break/rejection labels
• Text color and size
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HOW TO USE
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1. Identify Key Levels: Watch for price approaching the orange POC line—this is where significant volume has traded.
2. Trade Breaks: When you see "BREAK ▲" or "BREAK ▼," price has convincingly moved through the POC. This may indicate continuation in the break direction. The break line marks the level for potential retests.
3. Trade Rejections: When you see "REJECTION ▲" or "REJECTION ▼," price tested the POC but failed to hold beyond it. This suggests the POC is acting as support/resistance and may signal a reversal opportunity.
4. Combine with Context: Use the POC alongside your existing analysis—trend direction, market structure, and other confluence factors—to improve trade decisions.
5. Set Alerts: Configure alerts to notify you of breaks or rejections without watching the chart constantly.
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IMPORTANT NOTES
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• This indicator works on any timeframe and automatically adapts its calculations to your chart's timeframe.
• POC levels are dynamic and will shift as new volume data comes in.
• Break and rejection signals are for informational purposes—always use proper risk management and additional confirmation before entering trades.
• Past performance of any indicator does not guarantee future results.
• Volume data quality varies by asset and exchange; ensure you're using reliable volume data for best results.
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CREDITS
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Developed by RED-E Society | www.Rogers1906.com
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DISCLAIMER
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IMPORTANT: This indicator is provided for educational and informational purposes only. It is NOT financial advice, investment advice, or trading advice.
RISK WARNING:
Trading and investing in financial markets involves substantial risk of loss and is not suitable for all investors. You should carefully consider whether trading is appropriate for you in light of your financial condition and risk tolerance. You could lose some or all of your initial investment. Do not invest money you cannot afford to lose.
NO GUARANTEES:
Past performance is not indicative of future results. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. The indicator's signals, including break and rejection detection, are based on historical price and volume data and do not guarantee future price movements.
USER RESPONSIBILITY:
• You are solely responsible for your own trading decisions.
• Always conduct your own research and due diligence before making any trades.
• Use proper risk management, including appropriate position sizing and stop-losses.
• Consider consulting with a licensed financial advisor before making investment decisions.
• Test any trading strategy thoroughly on a demo account before risking real capital.
LIMITATION OF LIABILITY:
The author(s) and RED-E Society shall not be held liable for any losses, damages, or costs arising from the use or inability to use this indicator. By using this indicator, you acknowledge that you understand these risks and agree to assume full responsibility for your trading decisions.
NO WARRANTY:
This indicator is provided "as is" without warranty of any kind, express or implied. The author does not warrant that the indicator will be error-free, uninterrupted, or that any defects will be corrected.
REGULATORY NOTICE:
This indicator is not registered with or approved by any regulatory agency. It is your responsibility to ensure that your trading activities comply with all applicable laws and regulations in your jurisdiction.
By using this indicator, you acknowledge that you have read, understood, and agree to this disclaimer.
🔥 ULTIMATE SMART MONEY + ORDER FLOW - COMBINED🔥 ULTIMATE SMART MONEY + ORDER FLOW - COMBINED INDICATOR
Overview
This is a comprehensive multi-layered trading system that combines institutional order flow analysis, volume profile mechanics, smart money concepts, and technical confluence scoring into a unified framework. Unlike simple indicator mashups, this system uses 18-point weighted scoring to identify high-probability setups where multiple institutional footprints align simultaneously.
Core Methodology
1. Delta & Order Flow Analysis
The foundation is cumulative delta tracking - the running sum of buying vs selling pressure:
Delta calculation: Bullish bars contribute positive volume, bearish bars negative, creating a momentum signature
RSI-based momentum: Converts cumulative delta to momentum reading (>30 = strong buying, <-30 = strong selling)
Volume-weighted delta: Adjusts delta by volume intensity relative to moving average
Daily reset option: Tracks intraday sessions independently for day trading
This reveals institutional accumulation/distribution that price alone cannot show - price may rise while delta falls (weak rally) or vice versa (strong absorption).
2. Volume Profile with HVN/LVN Detection
Implements true horizontal volume distribution across price levels:
20-row price grid: Divides recent price range into discrete levels
Volume aggregation: Maps each bar's volume to all price levels it touched
POC (Point of Control): The price level with maximum traded volume - institutional reference point
Value Area: 70% of volume concentration around POC (VAH = high, VAL = low)
HVN (High Volume Nodes): Price levels with >1.3x average volume become support/resistance magnets where institutions have established positions. The indicator identifies proximity to HVN zones (+2 confluence points).
LVN (Low Volume Nodes): Levels with <0.6x average volume create price vacuum zones where price moves rapidly with minimal resistance. The system tracks nearest LVN targets above/below current price.
3. Dynamic Support/Resistance with Rejection Detection
Goes beyond simple pivot points with strength-based validation:
Touch counting: Tracks how many times price respects each level (minimum 2 touches required)
Tolerance zones: Uses percentage-based bands to account for noise
Rejection confirmation: Requires 40%+ wick size + volume spike + specific close location
Break detection: Flags when price violates levels with volume confirmation
The system distinguishes between support/resistance holds (rejection with volume = +3 points) vs breaks (disqualifies signals).
4. Order Block Recognition
Identifies institutional accumulation/distribution zones using multi-factor validation:
Bullish Order Block Pattern:
Strong down-candle followed by rejection up-candle
Volume spike (1.5x+ average)
Trend alignment (uptrend context)
Structure confirmation (higher highs forming)
Bearish Order Block Pattern:
Strong up-candle followed by rejection down-candle
Volume spike requirement
Downtrend alignment
Structure confirmation (lower lows)
Strength scoring (0-10 points) determines whether order blocks are strong (8+, solid border, +2 confluence) or medium (5-7, dashed border, +1 confluence).
5. Large Order Detection
Flags institutional-sized volume using dynamic thresholds:
Default 2.5x volume MA threshold (adjustable 1.5-5.0x)
Separates directional flow (large buys vs sells)
Provides real-time "whale activity" confirmation (+2 confluence points)
6. Opening Range Strategy
Tracks first 30 minutes (default 9:15-9:45) as institutional positioning phase:
Captures high/low/midpoint of opening range
Breakouts signal directional commitment
Acts as intraday support/resistance framework
Particularly effective for index futures and liquid stocks
7. Divergence Detection (Price vs Delta)
Identifies institutional positioning contrary to price movement:
Bullish Divergence: Price makes lower low BUT cumulative delta makes higher low = institutions accumulating into weakness
Enhanced with RSI divergence (+2 confluence if both present)
Requires minimum 1.5% price move to avoid noise
Volume confirmation adds conviction
Bearish Divergence: Price makes higher high BUT cumulative delta makes lower high = distribution into strength
8. Multi-Timeframe Trend Filter
Higher timeframe alignment using 50-period MA on configurable HTF (default 60min):
Prevents counter-trend trades in strong directional moves
Optional filter (can be toggled for range-bound markets)
Displayed in dashboard for context
Confluence Scoring System (0-18 Points)
What makes this NOT just a mashup: Each component contributes weighted points based on reliability:
Long Signal Components:
Current timeframe uptrend: +2
Cumulative delta bullish: +2
Volume confirmation (normal/high): +1/+2
Delta momentum >30: +1
Bullish divergence (medium/strong): +1/+2
Support hold (regular/strong SR): +1/+3
Order block (medium/strong): +1/+2
Higher high structure: +1
Near HVN zone: +2
Large buy order: +2
Short Signal Components: Inverse logic with same weightings
Signal Generation:
Aggressive mode: 6-7 point threshold
Balanced mode: 8 point threshold (default)
Conservative mode: 9 point threshold
Strong signals: 12+ points (large visual markers, high confidence)
Cooldown periods prevent signal spam (8 bars default).
What Makes This Original
Integrated scoring prevents conflicting signals: Unlike stacked indicators that can contradict, the 18-point system creates a unified conviction metric where all components vote on setup quality
Volume profile with proximity detection: The HVN/LVN system doesn't just display levels - it actively factors distance into signal generation, adding weight when price approaches key institutional zones
Dynamic stop invalidation: Signals are cancelled if key support/resistance breaks occur, preventing entries into failed setups
Order flow + price action fusion: Combines "smart money" footprints (delta, large orders, order blocks) with traditional TA (S/R, divergence) in a way where institutional activity must confirm technical setups
Adaptive strength classification: Order blocks and divergences aren't binary - they're scored 0-10 based on trend, volume, and structure alignment
Real-time confluence display: Dashboard shows live scoring (Long Score X/18, Short Score Y/18) so traders understand why signals fire, not just when
How to Use
Initial Setup
Timeframe selection: Works on any timeframe, but designed for intraday (5m-1H) and swing (4H-D)
Instrument: Best on liquid markets (indices, major forex, large-cap stocks) where volume data is reliable
Signal mode: Start with "Balanced" for moderate trade frequency
Parameter Tuning
Lower confluence threshold (6-7) for aggressive scalping in strong trends
Raise threshold (9-10) for swing entries in choppy conditions
Increase order block lookback (7-10) in volatile markets
Adjust HVN threshold (1.5-1.8) for tighter zones in ranging markets
Reading the Dashboard
The right-panel table provides complete context:
Delta metrics: Raw delta, cumulative, and momentum
Score tracking: Live Long/Short confluence (update every bar)
S/R status: HOLD (good), BROKEN (invalidated), AT SUPPORT/RESIST (watch closely)
Order block/divergence status: Active patterns
Large orders: Real-time institutional activity
LVN targets: Nearest low-volume zones for profit targets
Signal Interpretation
Large triangles (12+ confluence): High-probability institutional alignment, consider full position size
Medium triangles (8-11 confluence): Valid setups, use reduced size or wait for confirmation bar
Label shows entry price + score: Example "4520.50 " means 14 of 18 factors aligned
Background color intensity: Visual confidence level (darker = stronger)
Best Practices
Require HTF trend alignment in trending markets (toggle on)
Disable HTF filter in clear ranges (toggle off)
Watch for order block + HVN confluence: When price is at institutional zone AND high volume node, signals carry extra weight
Use LVN targets: Take partials or full profits at nearest LVN levels
Respect support/resistance breaks: When dashboard shows "SUP/RES BROKEN", avoid counter-trend entries
Risk Disclosure
This indicator provides analytical confluence scoring and does not constitute financial advice. High confluence (12+/18) does not guarantee profitable trades. Always use proper position sizing, stop losses, and risk management. Backtest all parameter settings on your specific instrument and timeframe before live trading. Volume data quality varies by data provider and may affect signal reliability.
DTR Volume TrendDTR Volume Trend is a volume-based oscillator designed to measure trend strength, momentum shifts, and mean-reversion opportunities using volume-weighted price data. The indicator analyzes recent volume profiles, VWAP deviation, and smoothed signals to create a responsive oscillator that adapts to market conditions.
Key Features:
- Volume-weighted oscillator based on VWAP and volume distribution.
- Mean reversion mode to detect when price deviates strongly from its volume-weighted average.
- Adaptive midline that adjusts automatically to recent oscillator behavior.
- Bull and bear zones that highlight potential exhaustion or reversal areas.
- Fast and slow signal lines to show momentum changes through crossovers.
- Optional bar coloring to highlight bullish or bearish conditions on the chart.
How to Use:
- When the oscillator is above the midline, momentum tends to be bullish.
- When it is below the midline, momentum tends to be bearish.
- Upper zones may indicate overbought or exhaustion levels.
- Lower zones may indicate oversold or accumulation levels.
- Crossovers between fast and slow signals can highlight early trend or momentum shifts.
Best For:
- Trend confirmation
- Mean-reversion strategies
- Identifying momentum changes
- Spotting volume-driven extremes
