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Footprint Imbalance Reversal ZonesThe script detects blowouts and displays buy and sell volume as levels. Green lines = bullish zones (potential support / buying pressure) Red lines = bearish zones (potential resistance / selling pressure) --------------- Trade ideas: --------------- Price approaching a green zone → potential bounce/support. Price approaching a red zone → potential rejection/resistance. Combine with other indicators or price action for confirmation. ----------------- Configuration ----------------- Inputs: Imbalance Threshold (%) → higher = only very strong imbalances trigger zones Bars to form cluster → number of consecutive imbalance bars needed Zone Extend Bars → how far each zone line extends into the future Minimum bar volume → ignore low-volume bars for cleaner zones Use tick-rule volume estimate → leave true if no real bid/ask data Max saved zones → max number of zones stored (oldest removed if exceeded) ------ Tips ------ Best used on intraday or short-term charts where volume imbalances are meaningful. Adjust Minimum bar volume to filter out low-volume noise. Combine with candlestick patterns, RSI, or moving averages for higher-probability trades. For long-term charts, consider increasing Bars to form cluster to capture stronger levels. Combine with price action, candlestick patterns, or other indicators for better trade signals.
Wskaźnik Pine Script®
od Dr_Wallstreet
Volume Crisis Created by Alphaomega18 🎯 What is the Crisis Detector Pro? The Crisis Detector Pro is an advanced multi-component indicator that detects market crisis situations by simultaneously analyzing: Volume: Anomalies and volume spikes VIX: Volatility Index (S&P 500) ATR: True volatility (all assets) Open Interest: Estimated open interest (futures contracts) The indicator calculates a Composite Crisis Score (0-100) that combines these elements to alert you to critical market moments. 📊 Indicator Components 1️⃣ Volume Analysis Anomaly detection: Compares current volume to its moving average Classification: 🟡 Moderate: 1.5x - 2x average 🟠 High: 2x - 3x average 🔴 Extreme: > 3x average Bollinger Bands: Detects volume breakouts Clusters: Identifies 3+ consecutive days of anomalies 2️⃣ VIX (Fear Index) S&P 500 only Default thresholds: 🟡 Moderate: VIX > 20 🟠 High: VIX > 30 🔴 Extreme: VIX > 40 3️⃣ ATR (Average True Range) Measures true volatility Compatible with all assets (stocks, futures, forex, crypto) Compares current ATR to its average 4️⃣ Open Interest (OI) Estimation based on Volume / 2 Detects changes > 25% Inverted colors: 🔴 Red: OI increase (new positions) 🟢 Green: OI decrease (position closing) ⚙️ Main Parameters Calculations: Moving Average Period: 20 (default) Standard Deviation Period: 20 ATR Period: 14 Volume Thresholds: Moderate: 1.5x High: 2.0x Extreme: 3.0x Composite Score (Weights): Volume: 35% VIX: 25% ATR: 20% Open Interest: 20% 📈 Visual Signals Top of Chart: 🟡 Yellow triangle: Moderate alert (Score 50-70) 🟠 Orange triangle: High alert (Score 70-85) 🔴 Red triangle: EXTREME CRISIS (Score 85-100) ⚠️ Purple cross: Reinforced signal (Volume + Volatility simultaneous) Bottom of Chart: 💎 Purple diamond: 50-day volume record ⬛ Fuchsia square: Cluster (3+ abnormal days) Volume Bars: Gray: Normal volume 🟡 Yellow: Moderate volume 🟠 Orange: High volume 🔴 Red: Extreme volume Open Interest Curve: 🔵 Blue: Normal variation 🔴 Red: Increase > 25% 🟢 Green: Decrease > 25% 🎯 How to Use the Indicator 1. Initial Setup For S&P 500 / US Indices: Enable VIX ✅ Enable ATR ✅ Enable OI ✅ Composite Score ✅ For Other Assets (Forex, Crypto, Stocks): Disable VIX ❌ Enable ATR ✅ Enable OI (optional) Composite Score ✅ 2. Crisis Score Interpretation ScoreLevelMeaningAction0-50Normal ✅Calm marketNormal trading50-70Vigilance 🟡Volatility risingIncreased monitoring70-85Danger 🟠Critical situationReduce exposure85-100Crisis 🔴MAXIMUM ALERTCapital protection 3. Trading Strategies Directional Trading: Reinforced signal ⚠️ = Powerful move in progress Enter in direction of movement with confirmation Tight stops, quick targets Risk Management: Score > 70 → Reduce position size by 50% Score > 85 → Stop trading or ultra-short positions Cluster detected → Avoid new trades Scalping/Day Trading: Extreme volume 🔴 = Scalping opportunities Wait for confirmation before entering Exit quickly on spikes Swing Trading: Avoid opening swings during crises Protect existing positions (trailing stops) Wait for return to normal (Score < 50) 4. Open Interest (Futures): OI Increase (🔴 Red): New positions opened Strong market conviction Movement may intensify OI Decrease (🟢 Green): Position closing Profit-taking or stop losses Possible reversal 🔔 Configurable Alerts The indicator includes 8 types of alerts: 🟡 Moderate Crisis Alert: Score 50-70 🟠 HIGH Crisis ALERT: Score 70-85 🔴 MAJOR CRISIS: Score 85-100 ⚠️ REINFORCED SIGNAL: Extreme Volume + Volatility simultaneous 💎 RECORD Volume: Highest volume over 50 days 📊 Cluster DETECTED: 3+ consecutive abnormal days 📈 OI SPIKE >25%: Sharp Open Interest increase 📉 OI DECLINE >25%: Sharp Open Interest decrease Setup: Right-click on chart → "Add Alert" → Select alert 💡 Optimization Tips Scalping (1-5min): MA Period: 10-15 Moderate Threshold: 1.3x High Threshold: 1.8x Volume Weight: 50% Day Trading (15min-1H): MA Period: 20 (default) Thresholds: Default Composite Score: Enabled Swing Trading (4H-Daily): MA Period: 30-50 StdDev Multiplier: 2.5 ATR Period: 20 Volatile Markets (Crypto): Moderate Threshold: 1.8x High Threshold: 2.5x Extreme Threshold: 4.0x ATR Weight: 30% 📊 Statistics Table The real-time table displays: Crisis Score: 0-100 with color coding Current volume: Value and ratio Volume Score: Contribution to total score Open Interest: Estimated value and % change VIX: Current value (if enabled) ATR: Ratio to average Global STATUS: Normal ✅ / Vigilance 🟡 / Danger 🟠 / Crisis 🔴 ⚠️ Warnings and Limitations ❌ Limitations: Open Interest is estimated (Volume / 2), not real value VIX only works for S&P 500 False signals possible in very volatile markets ✅ Best Practices: Always combine with classic technical analysis Never trade solely on alerts Adapt thresholds to your asset and timeframe Backtest before using live Respect your risk management plan 🎓 Real Use Cases Example 1: Flash Crash Extreme volume 🔴 + Extreme ATR 🔴 + Reinforced signal ⚠️ Composite score > 90 Action: No new trades, protect existing positions Example 2: Fed Announcement VIX > 35 + Moderate volume 🟡 + OI rising 🔴 Composite score: 65 Action: Reduce position size, widen stops Example 3: Volatility Squeeze Cluster detected + Volume record 💎 + OI declining 🟢 Action: Scalping opportunity in breakout direction 📈 Performance Real-time detection (0 lag) Compatible all markets and timeframes Low resource consumption Complete history preserved
Wskaźnik Pine Script®
od Alphaomega18
Institutional Dominance/Trapped Trader Profile @MaxMaserati 3.0📊 Institutional Dominance & Trapped Trader Delta Profile @MaxMaserati 3.0 ═════════════════════════════════════════════════════════════ 🎯 OVERVIEW The IDT Auction Profile is a professional-grade volume order flow analysis tool that reveals where institutional traders hold Positional Advantage and where retail participants are Trapped. Unlike traditional Volume Profile indicators, the IDT Profile integrates Volume Point Delta (VPD) analysis with advanced pattern recognition to identify the exact price levels where profitable institutional positions create support/resistance, and where losing positions are forced to exit. This indicator answers the critical questions: Who is in profit? Who is trapped? And where will they defend or exit their positions? ═════════════════════════════════════════════════════════════ ✨ FEATURES ═════════════════════════════════════════════════════════════ ⚡ Quick Presets - One-click configuration for: • Scalper (1m-5m): 75 bars, 50 rows, ★3 confluence • Day Trader (15m-1h): 150 bars, 60 rows, ★3 confluence • Swing Trader (4h-D): 300 bars, 80 rows, ★4 confluence 🔔 Price Alerts - Get notified when price touches: • VAH (Value Area High) - Resistance zone • VAL (Value Area Low) - Support zone • Adjustable sensitivity (0.05% - 1.0%) 📏 POC Line Extensions - Historical context lines extending left from key institutional levels 👻 Previous Session POCs - Dotted reference lines showing prior period levels (carry-over zones) 📊 Real-Time Statistics Panel: • Total Volume • Net Delta • Buy/Sell Pressure % 🎨 Visual Enhancements: • Column dividers for clarity • Transparency controls • Profile auto-hide when price moves away • Cached color schemes for 30% performance boost ═════════════════════════════════════════════════════════════ 🧠 CORE CONCEPT: DOMINANCE VS TRAPPED POSITIONING ═════════════════════════════════════════════════════════════ The indicator categorizes all market participants into two strategic positions based on their entry price relative to current market price: 📍 ABOVE CURRENT PRICE (Resistance Zones) 🔴 Aggressive Sellers in Profit - Sold higher, currently winning. Will defend positions or add to winners. 🟥 Trapped Buyers at Loss - Bought higher, currently losing. Must exit at breakeven, creating resistance. 📍 BELOW CURRENT PRICE (Support Zones) 🟢 Aggressive Buyers in Profit - Bought lower, currently winning. Will defend positions or add to winners. 🟩 Trapped Sellers at Loss - Sold lower, currently losing. Must cover at breakeven, creating support. ⚡ MAXIMUM CONFLUENCE ZONES When Dominant (Profitable) and Trapped (Loss) positions align at the same level, you get the strongest support/resistance zones: 🟧 Orange Boxes (Above Price) = Aggressive Sellers + Trapped Buyers = STRONGEST RESISTANCE 🟨 Yellow Boxes (Below Price) = Aggressive Buyers + Trapped Sellers = STRONGEST SUPPORT ═════════════════════════════════════════════════════════════ 📊 VOLUME ANALYSIS COLUMNS ═════════════════════════════════════════════════════════════ 1️⃣ VPD Column (Volume Point Delta) Net aggressive pressure at each price level (Buying Volume - Selling Volume) - Bullish Delta (Green): Buyers dominated the auction at this level - Bearish Delta (Red): Sellers dominated the auction at this level - Smart Coloring: Automatically highlights institutional patterns 2️⃣ VPS Column (Volume Point of Sell - ASK Volume) Aggressive buying volume that "lifted the offer" by hitting ask prices - Represents participants who paid the ask price to enter long - When price is below this level = These buyers are in profit - When price is above this level = These sellers who got hit are in profit - Shows institutional bid volume absorption 3️⃣ VPB Column (Volume Point of Buy - BID Volume) Aggressive selling volume that "hit the bid" by taking bid prices - Represents participants who sold at bid price to enter short - When price is above this level = These sellers are in profit - When price is below this level = These buyers who got hit are in profit - Shows institutional ask volume absorption 4️⃣ SVP Column (Optional - Session Volume Profile) Traditional combined volume profile without bid/ask separation ═════════════════════════════════════════════════════════════ 🔍 ADVANCED INSTITUTIONAL PATTERNS DETECTION ═════════════════════════════════════════════════════════════ The indicator uses statistical analysis (standard deviation, moving averages, hit counting) to identify institutional footprints: ⚡ Failed Auctions - "BUYERS TRAPPED" or "SELLERS TRAPPED" labels • High volume entered, but price immediately reversed • Creates extreme concentrations of losing positions • Trading Implication: High-probability reversal zones where trapped participants must exit 📈 Volume Spikes - Bright green/red bars in VPD column • Volume exceeds average by 2+ standard deviations • Represents aggressive institutional entry • Trading Implication: Potential trend continuation or setup for failed auction 🛡️ Absorption Zones - Yellow/Orange colored bars • Large passive orders absorbing aggressive volume without price movement • Indicates accumulation (bullish) or distribution (bearish) • Trading Implication: Institutional positioning before major moves 🧊 Iceberg Orders - Cyan colored bars with high hit counts • Same price level shows repeated volume without clearing • Reveals hidden institutional limit orders split into small pieces • Trading Implication: Strong liquidity magnets, price often returns here 💜 Volume Exhaustion - Purple colored bars • Sharp volume drop (50%+) after spike • Momentum exhausted, participants depleted • Trading Implication: Potential reversal or consolidation ahead ═════════════════════════════════════════════════════════════ 🎨 SMART INSTITUTIONAL COLORING ═════════════════════════════════════════════════════════════ Colors bars based on detected patterns vs simple red/green: 🟨 Yellow = Bullish battles won (buyers + trapped sellers) 🟧 Orange = Bearish battles won (sellers + trapped buyers) 🔵 Cyan = Iceberg orders (hidden liquidity) 🟣 Purple = Large passive orders 🟢 Bright Green = Buying spikes (institutional aggression) 🔴 Bright Red = Selling spikes (institutional aggression) ═════════════════════════════════════════════════════════════ ⭐ CONFLUENCE SCORING SYSTEM ═════════════════════════════════════════════════════════════ Each price level receives 1-5 stars based on: ★★ Volume spike presence (+2 stars) ★ Absorption pattern (+1 star) ★ Large passive orders (+1 star) ★ Proximity to Value Area (+1 star) ★★ Iceberg detection (+2 stars) ★★ Failed auction (+2 stars) Minimum Signal Strength filter lets you show only levels with ★3+ confluence for highest-quality signals. ═════════════════════════════════════════════════════════════ 🎯 VALUE AREA ANALYSIS ═════════════════════════════════════════════════════════════ VAH (Value Area High) - Blue Line - Top of the 70% volume acceptance zone - Price at VAH often rejects downward (resistance) - Alert triggers when price approaches VAL (Value Area Low) - Red Line - Bottom of the 70% volume acceptance zone - Price at VAL often bounces upward (support) - Alert triggers when price approaches Trading Applications: - Price outside Value Area → Mean reversion opportunity - Price breaks VA with volume → Trend continuation - Price oscillates within VA → Range-bound, fade extremes - Previous session VA lines show carryover levels ═════════════════════════════════════════════════════════════ 📋 EXPECTED PRICE BEHAVIOR AT KEY LEVELS ═════════════════════════════════════════════════════════════ ⚠️ IMPORTANT: These are observed behavioral patterns for educational purposes and backtesting research. Always validate with 250-500+ backtest trades before risking capital. 1️⃣ POC BOX ZONES (Highest Statistical Relevance) 🟨 Yellow Boxes (Below Current Price - SUPPORT) Expected Behavior: - Price approaching from above typically encounters buying pressure - Both profitable institutional buyers and trapped short sellers create demand - Common reaction: Price slows, consolidates, or bounces - Failed bounces often lead to rapid breakdown (trapped buyers capitulate) What Often Happens: - Initial dip into zone → Weak bounce attempt - Second test → Stronger bounce (trapped sellers covering + buyers defending) - Break below → Quick acceleration as both groups exit 🟧 Orange Boxes (Above Current Price - RESISTANCE) Expected Behavior: - Price rallying into zone typically encounters selling pressure - Both profitable institutional sellers and trapped long buyers create supply - Common reaction: Price stalls, consolidates, or rejects What Often Happens: - Initial push into zone → Weak rejection - Second test → Stronger rejection (trapped buyers exiting + sellers defending) - Break above → Quick acceleration as resistance becomes support 2️⃣ FAILED AUCTION ZONES "SELLERS TRAPPED" Labels (Below Price): - High-volume selling that immediately reversed = maximum trapped shorts - When price returns, trapped sellers face pressure to cover - Typical pattern: Price approaches → Initial hesitation → Sharp bounce "BUYERS TRAPPED" Labels (Above Price): - High-volume buying that immediately failed = maximum trapped longs - Price returning forces trapped buyers to exit at breakeven - Typical pattern: Price approaches → Distribution → Rejection 3️⃣ VALUE AREA DYNAMICS Price Outside Value Area (VAH/VAL): - Price beyond 70% volume zone = statistical outlier - Two outcomes: Mean reversion OR trend continuation - Key differentiator: Presence of confluence zones Mean Reversion Pattern (No Strong Confluence): - Price extends 1-2% beyond VA → Typically reverts toward POC - Weak volume on extension → Higher probability of reversal Breakout Pattern (With ★4+ Confluence): - Price breaks VA with institutional patterns → Often continues - Strong volume + confluence = New value area forming 4️⃣ ICEBERG ORDER BEHAVIOR Cyan Bars with High Hit Counts: - Repeated volume at same level = Large hidden order absorbing - Price typically "tests" iceberg multiple times before resolution - Two outcomes: Absorption complete (break) OR rejection (bounce) 5️⃣ VOLUME SPIKE PATTERNS Bright Green/Red Bars (Institutional Aggression): - Extreme delta spikes indicate institutional entry - Trend Continuation Spikes: Spike aligned with trend = Often continues - Exhaustion Spikes: Spike against trend = Failed auction forming ═════════════════════════════════════════════════════════════ ⚙️ CONFIGURATION GUIDE ═════════════════════════════════════════════════════════════ 🎯 QUICK START 1. Select your trading style preset (Scalper/Day/Swing) 2. Enable VAH/VAL alerts in settings 3. Adjust alert sensitivity (0.1% recommended) 4. Add alert condition to TradingView alert system 📊 CORE SETTINGS - Lookback Period: How many bars to analyze - Scalping: 50-100 bars - Day Trading: 100-200 bars - Swing Trading: 200-500 bars - Price Row Granularity: How finely to divide price - 40-50 rows = Fast markets - 60-80 rows = Balanced (RECOMMENDED) - 100+ rows = Maximum precision - Minimum Signal Strength: Filter weak signals - ★3 = Balanced quality/quantity (RECOMMENDED) - ★4-5 = Highest quality, fewer opportunities 🎨 VISUAL SETTINGS - Color Theme: Classic/Institutional/Monochrome/Bold/Minimal/Custom - Smart Coloring: ON (recommended) - Shows institutional patterns - Transparency: Adjust profile opacity - Column Dividers: Visual separators between columns - POC Extensions: Show historical level significance 📈 ADVANCED FEATURES - Auto-Hide Distance: Hide profile when price moves X% away - Statistics Panel: Real-time metrics display - Previous POCs: Show prior session levels - Alert Sensitivity: How close price must be to trigger alerts ═════════════════════════════════════════════════════════════ 💡 BEST PRACTICES ═════════════════════════════════════════════════════════════ ✅ Start with defaults (200 lookback, 60 rows, ★3 confluence, Smart Coloring ON) ✅ Focus on POC boxes first - These are your highest-probability zones ✅ Combine with price action - Use the profile to explain WHY support/resistance exists ✅ Watch for alignment - Yellow/Orange boxes = strongest levels ✅ Respect failed auctions - "TRAPPED" labels are extreme reversal setups ✅ Use Value Area for context - Price outside VA = mean reversion opportunity ✅ Trust confluence scores - ★4-5 signals are institutional-grade setups ✅ Set up alerts for VAH/VAL touches - Don't miss key levels ✅ Check previous session POCs - Institutions defend same zones across sessions ✅ Monitor statistics panel - Understand market conviction in real-time ═════════════════════════════════════════════════════════════ 🔧 TECHNICAL SPECIFICATIONS ═════════════════════════════════════════════════════════════ Calculation Method: Enhanced delta using OHLC and volume with wick ratio analysis Update Frequency: Real-time on every bar close Performance: Optimized with color caching and pre-calculated values (~30% faster) Max Capacity: Supports up to 1500 bars lookback and 250 price rows Compatibility: Works on all symbols and timeframes Memory Usage: Efficient array management with proper initialization Alert System: Built-in VAH/VAL touch detection with visual markers ═════════════════════════════════════════════════════════════ 🎯 UNIQUE VALUE PROPOSITION ═════════════════════════════════════════════════════════════ Unlike standard Volume Profile indicators that only show where volume occurred, the IDT Auction Profile: ✅ Separates bid vs ask volume to reveal true order flow ✅ Identifies who is profitable vs who is trapped at each level ✅ Detects institutional patterns (icebergs, absorption, failed auctions) ✅ Calculates confluence scores combining multiple factors ✅ Provides clear POC boxes showing exact institutional positioning ✅ Maps positional advantage rather than just volume density ✅ Alerts you to key level touches in real-time ✅ Shows historical context with POC extensions ✅ Displays live statistics for market conviction This transforms Volume Profile from a historical volume chart into a strategic positioning map showing institutional dominance and trapped participants. ═════════════════════════════════════════════════════════════ 📖 HOW TO INTEGRATE WITH YOUR STRATEGY ═════════════════════════════════════════════════════════════ ✅ PROPER USES: - Entry refinement within your existing setups - Intelligent stop placement beyond institutional levels - Objective profit targets at next confluence zones - Trade filtering (only take setups at ★4+ zones) - Understanding market positioning before entry - Alert-based monitoring of key support/resistance levels ❌ WHAT IT CANNOT DO: - Predict direction with certainty - Replace risk management - Account for news/external events - Guarantee profitability - Work in all market conditions ═════════════════════════════════════════════════════════════ 📚 DEVELOPMENT PATH (12-16 Weeks) ═════════════════════════════════════════════════════════════ Weeks 1-2: Observation Only - Watch price behavior at key levels - Document patterns without trading - Set up alerts and observe responses Weeks 3-8: Paper Trading - Simulate trades, track all metrics - Minimum 100 paper trades - Test different confluence thresholds Weeks 9-16: Small Size Testing - Minimal capital, real market conditions - Continue tracking, refine rules - Adjust alert sensitivity based on results After Proven Edge you could potentially include it in your set-up ═════════════════════════════════════════════════════════════ ⚠️ CRITICAL DISCLAIMERS ═════════════════════════════════════════════════════════════ ⚠️ Past volume ≠ Future price action ⚠️ Institutional positions change rapidly - these are static snapshots ⚠️ No indicator works 100% - risk management is mandatory ⚠️ Market conditions change - adapt your approach ⚠️ Backtest with YOUR style, YOUR timeframe, YOUR risk tolerance ⚠️ Alerts are notifications, not trade signals - you decide the action The indicator reveals WHERE institutions are positioned and HOW they might behave. YOU decide IF, WHEN, and HOW to trade that information. ═════════════════════════════════════════════════════════════ 📞 SUPPORT & UPDATES ═════════════════════════════════════════════════════════════ For questions, suggestions, or bug reports: - Comment below the indicator - Follow for updates and new features - Check documentation for detailed examples ═════════════════════════════════════════════════════════════ Not financial advice. For educational and research purposes only.
Wskaźnik Pine Script®
od MaxMaserati
Student Wyckoff Effort Result Time **STUDENT WYCKOFF Effort vs Result** This tool measures how *hard* the market is working on every bar and compares the current effort with the previous one. It is built in the spirit of Wyckoff: first we look at the effort (volume), then at the result (price progress), and only after that compare them. --- ### Calculation (logic in simple terms) For each bar the script: 1. Takes an **ERT window (N bars)** – by default 2 bars: * **Effort (E)** = sum of volume over the last N bars. * **Time (T)** = number of bars in the window = N. * **Result (R)** = absolute % price change from the first bar in the window to the last bar. 2. Computes **ERT** as the “effort per unit of result”: * More volume and smaller price move → higher ERT (movement is heavy). * Less volume and bigger price move → lower ERT (movement is easy). 3. Plots a **histogram of ΔERT** – the difference between the current ERT and the previous ERT: * **Red bar above 0** – current ERT > previous ERT → *the last N bars were heavier than the previous N bars*. * **Teal bar below 0** – current ERT < previous ERT → *the last N bars were easier than the previous N bars*. 4. Optional **normalization window** rescales ΔERT over the last M bars, so extreme spikes do not destroy the readability of the whole histogram. It does not change the logic, only the visual scale. --- ### How to use * Look for **clusters of high red bars** – segments where price needs noticeably more effort than before to make progress. On up-moves this often appears before slowing, churning or topping; on down-moves it often appears near potential stopping zones. * Look for **deep teal bars** – segments where price moves easier than before. On rallies this can confirm a strong trend; on declines it can confirm strong selling pressure. * Divergences between price and the pattern of heavy/light ΔERT can highlight zones where the balance between effort and result is shifting. Inputs: * **ERT window (bars)** – how many bars are used to measure effort and result (N). * **Normalize ΔERT for readability** – on/off for visual normalization. * **Normalization window (bars)** – how many last bars are used to adapt the scale. * Colors for “current ERT heavier than previous” and “current ERT lighter than previous”.
Wskaźnik Pine Script®
od StudentWyckoff
1
Volume Analysis🙏🏻 (signed) Volume Analysis is 2 of 2 structural layer / ordeflow analysis scripts, while the first one is Liquidity Analysis. Both are independent so can’t be released together as a single script, but should be used together. The same math used in this script can be applied to other types of aggressive volume data: non-aggregated flow of market orders, volume traded of put vs call options. There’s no universal agreement about terminology, but this script works with volumes signed by the aggressor who initiated a transaction. Then these volumes get aggregated by time and a cumulative sum is calculated. Mostly this is widely known as Cumulative Volume Delta. However this script works with 'inferred' volumes vs the provided ones. It’s the better choice for equities, bonds; neutral choice for currencies; and suboptimal choice for natural and artificial commodities. Contents: Output description; How to analyze & use the outputs; How to use it together with Liquidity Analysis script; How did I use both scripts to finish The Leap profitably and skipped many losses. 1. Output description Color of the CVD line reflects (signed) volume imbalance state: red is negative, purple is neutral, blue is positive. 3 purple lines are lower deviation (lower band), basis (middle band), upper deviation (upper band): used to generate signals by a ruleset that would be explained in a minute Gray number in the script’s status line is the advised input you may put into Inferred volume multiplier in script’s setting, I will explain it Vertical dash line marks the moving window end, this way you can be certain over what exact data you see the profile was built. 2. How to analyze & use the outputs Setup up the script: Moving window length: set it to ~ ¼ of your data analysis window. E.g if you see on your charts and use ~ 256 bars, set the length to 64. Inferred volume multiplier: you can easily leave it 256, this is not a critical factor for the math, it’s mostly there if you want to ~ equate inferred volumes with real ones in scale. For this, use the gray number in the script status line, it’s calculated as ratio of long term real volumes weighted avg to long term inferred volumes weighted avg. Again, changing the inferred volume multiplier won’t affect the math. Use 2 timeframes: main one and a far lower one 3 steps down, just like on the screenshot. Find out current volume imbalance state: As mentioned before, based on CVD line color, it can be negative, neutral or positive. This is the state variable that changes slowly and denies/confirms the signals generated by crossovers of CVD line and 3 purple thresholds. For this I use my own very fast and lightweight metric that is totally statistically grounded, utilizes temporal information, and calculates volume imbalance without using heavy math like regressions as it’s usually done. It also provides a natural neutral zone, when volume imbalance is not strong enough to be confirmed. ... CVD-based signals: First you need to understand what precisely a touch of a threshold is: Touch: an event when either of these 2 happens: One CVD datapoint is above the threshold, and the next CVD datapoint is below the threshold One CVD datapoint is below the threshold, and the next CVD datapoint is above the threshold These are usually called crossovers/crossunders. Now with the 3 purple thresholds we follow this logic: Monitor the last touched threshold; Once another threshold is touched, here we may generate a signal but only once !, after the first generated signal at that threshold we can’t generate more signals on this threshold, we need to wait when CVD comes to another threshold. If CVD touches one threshold, and then goes down and touches another threshold downwards, we wait when CVD makes a datapoint above this threshold. When it happens, we register a long signal If CVD touches one threshold, and then goes up and touches another threshold upwards, we wait when CVD makes a datapoint below this threshold. When it happens, we register a short signal However, don’t open new trades against the current volume imbalance state. So don’t open shorts when the CDV line is blue, and don’t open longs when CVD line is red. Btw, this technique I call it “reclaim” of a level/threshold. It can be applied to horizontal levels, and it’s very powerful especially when you fade levels on very volatility assets like BTC. This technique allows you to Not fade a level straight away, but wait when price goes past the level a bit, and then comes back and reclaims it, only there you enter, and moreover you now have a very well defined risk point. The last part is multi-timeframe logic. Prefer to act when a lower timeframe is Not against the main timeframe. That’s all, no multiple higher timeframes are needed. 3. How to use it together with Liquidity Analysis script. That script also has a mean to generate its own signals, and another state variable called Liquidity Imbalance. So now you’re not only looking at volume imbalance but also at liquidity imbalance that would deny/confirm the CVD based signal. You need at least one of these two to favor your long or short. This is the same logic widely used in HFT, where MM bots cancel/shift/resize orders when book is too onesided And ordeflow is one sided as well. 4. How did I use both scripts to finish The Leap profitably and skipped many losses. Even tho you can use structural information as your main strategic layer, as many so-called orderflow traders do, I traded in objective style: my fade signals were volatility based in essence, and I used ordeflow for better entries and stops, but most importantly to skip losses. When ‘both‘ liquidity imbalance and volume imbalance (in their main timeframes) were against my trades, I skipped them all, saving many ~$500 stop losses (that was my basis risk unit for the Leap). Unless I had a very strong objective signal, i.e. confluence of several signals, or just one higher timeframe signal, I did all these skips. I traded ~ intraweek timeframe, so I was analyzing either the last 230 30min bars or 1380 5min bars. Both Liquidity Analysis and (signed) Volume Analysis scripts were set to moving window length 46 or 276 for either granularity. I finished the leap with 9% profit and max DD ~ 5%, a bit short of my goal of 12.5%. If not these 2 scripts I would’ve finished a bit above breakeven I think. ,,, Another thing, I made these 2 scripts invite-only because they are made particularly for trading, particularly for certain types of market data. These are tools adapted for particular use case, not like my other posts with general math entities like Kernel Density Estimation or Kalman filter, that you can take and apply properly on any data you need yourself. However these are made from general math entities like everything else. ‘All’ the components are available in my other scripts, ideas, and other sources related to me. If you want to reverse-engineer these, you can find all the components you need in my already posted open source work. ∞
Wskaźnik Pine Script®
od gorx1
(SM3) Volume Profile Tool-kitCore Concept This indicator is a right-aligned fixed-range Volume Profile + SMT-style tools: Volume Profile Shows volume distribution over a fixed lookback window Bars are colored by volume delta: Teal = buyers (bullish volume ≥ bearish volume) Fuchsia = sellers (bearish volume > bullish volume) POC: highest volume price level Value Area: price region containing X% of total volume (default 68%) Liquidity Sweeps Marks Buy-side Liquidity Sweeps (BSL) and Sell-side Liquidity Sweeps (SSL) based on pivot highs/lows PDH/PDL Liquidity Boxes Previous Day High (PDH) zone = red box Previous Day Low (PDL) zone = green box Based on the prior full calendar day’s high/low Boxes extend across the current day only, adjusting bar by barCore Concept This indicator is a right-aligned fixed-range Volume Profile + SMT-style tools: Volume Profile Shows volume distribution over a fixed lookback window Bars are colored by volume delta: Teal = buyers (bullish volume ≥ bearish volume) Fuchsia = sellers (bearish volume > bullish volume) POC: highest volume price level Value Area: price region containing X% of total volume (default 68%) Liquidity Sweeps Marks Buy-side Liquidity Sweeps (BSL) and Sell-side Liquidity Sweeps (SSL) based on pivot highs/lows PDH/PDL Liquidity Boxes Previous Day High (PDH) zone = red box Previous Day Low (PDL) zone = green box Based on the prior full calendar day’s high/low Boxes extend across the current day only, adjusting bar by barCore Concept This indicator is a right-aligned fixed-range Volume Profile + SMT-style tools: Volume Profile Shows volume distribution over a fixed lookback window Bars are colored by volume delta: Teal = buyers (bullish volume ≥ bearish volume) Fuchsia = sellers (bearish volume > bullish volume) POC: highest volume price level Value Area: price region containing X% of total volume (default 68%) Liquidity Sweeps Marks Buy-side Liquidity Sweeps (BSL) and Sell-side Liquidity Sweeps (SSL) based on pivot highs/lows PDH/PDL Liquidity Boxes Previous Day High (PDH) zone = red box Previous Day Low (PDL) zone = green box Based on the prior full calendar day’s high/low Boxes extend across the current day only, adjusting bar by bar
Wskaźnik Pine Script®
od lesley0128
3
Volume-Based Candle Shading Pro [LTS]Overview Volume-Based Candle Shading Pro is a visual aid that highlights how “unusual” each bar’s volume is compared to recent activity. It adjusts candle colors based on whether volume is above, below, or near its average, helping you quickly spot high-activity pushes and quiet rotations on any symbol or timeframe. How it works For each bar, the script calculates a simple moving average of volume over a user-defined lookback. It then compares the current bar’s volume to that average. Bullish candles start from a bullish base color, and bearish candles from a bearish base color. Depending on the volume ratio, that base color is blended toward a “high volume mix” color when volume is elevated, or toward a “low volume mix” color when volume is muted. The strength of the blend increases as the bar’s volume moves further away from the average, so extreme volume stands out visually while average bars remain close to the base colors. Colors are applied with the built-in barcolor() function, so the indicator only affects candle appearance; it does not modify price, volume, or any other chart values. Inputs Bullish Base Color / Bearish Base Color Primary colors used for up and down candles when volume is close to its average. High Volume Mix Color Color that is blended into the base color when volume is above its moving average. This is typically chosen as a darker or more intense shade to make heavy-volume bars stand out. Low Volume Mix Color Color that is blended into the base color when volume is below its moving average. Many users choose a lighter shade to visually de-emphasize low-participation bars. Volume MA Length Number of previous bars used to compute the average volume. Shorter lengths make the shading respond more quickly to recent changes in activity; longer lengths provide a smoother, more stable baseline. Typical use cases Highlighting high-volume breakouts, breakdowns, or rejection candles without adding extra panels or indicators. Distinguishing between strong, well-participated moves and low-volume drifts that may be less significant. Combining with your existing price-action tools to visually filter which candles deserve more attention based on relative volume. All calculations are based on historical volume and the current bar only; the script does not use future data or repaint past candles. It is intended as a visual aid and should be combined with your own analysis and risk management.
Wskaźnik Pine Script®
od LHAMA-Trading
Liquidity Analysis🙏🏻 Liquidity Analysis is 1 of 2 structural layer / orderflow layer analysis scripts. Both are independent so can’t be released together as a single script, but should be used together. The second one which is called (Signed) Volume Analysis is incoming. The same math used in this script can be applied on other types of profile-like data: orderbooks, trading volumes of all options for each strike. Important: market or volume profile, just as orderbooks and options traded volume by strikes, are all liquidity ‘estimates’, showing where liquidity is more likely or less likely to be. These estimates however, especially combined with other info, are really useful and reliable. This script works with inferred volumes vs the provided one. It's the better choice for equities, bonds; neutral choice for currencies; and suboptimal choice for natural & artificial commodities. Contents: Output description; How to analyze & use the outputs; How to use it together with upcoming (Signed) Volume Analysis script; How did I use both scripts to finish The Leap profitably and skipped many losses. 1. Output description Color of the profile reflects the liquidity imbalance state: red is negative, purple is neutral, blue is positive. Bar coloring represents history values of liquidity imbalance for backtesting purposes. It can be turned on/off in the script's Style settings. Two purple vertical lines represent calculated borders of excessive liquidity (HVN), scarce liquidity (LVN), and sufficient liquidity (NVN) zones. Vertical dash line marks the moving window end, this way you can be certain over what exact data you see the profile was built. 2. How to analyze & use the outputs Setup up the script: Moving window length: set it to ~ ¼ of your data analysis window. E.g if you see on your charts and use ~ 256 bars, set the length to 64. Native tick size multiplier: leave it at 0 to calculate optimal number of rows automatically, or set it manually to match native tick size multiples you desire. Use 2 timeframes: main one and a far lower one 3 steps down, just like on the screenshot. Native lot size multiplier allows to round profile rows themselves to nearest multiples of native lot size. I added this just in case any1 needs it. Find out current liquidity imbalance state: As mentioned before, based on profile color, it can be negative, neutral or positive. This is the state variable that changes slowly and denies/confirms the signals that would be explained in the minute. I use my own statistically grounded imbalance metric (no hardcoded/learned thresholds), that unlike mainstream imbalance metrics (e.g orderbook imbalance as sum of bids vs sum of asks) provides a natural neutral zone, when liquidity imbalance is ofc there but not strong enough to be considered. … Profile-based signals: look at profile shape vs 2 vertical purple lines. where profile rows exceed the left purple line, these prices are considered HVN. Too much potential liquidity is there. where profile rows don’t exceed the right purple line, these prices are considered LVN. Potential thin/lack of liquidity is expected there. where profile rows are in between these 2 purple lines, these are NVN, or neutral liquidity zones. Trading ruleset itself is based on couple of simple rules: Only! Use limit orders hence provide liquidity in LVNs and Only! use stop-market orders hence consume liquidity in HVNs; These orders should be put in advance ‘only’. This is how you discover the direction or orders: you can only put sell limit orders above you and buy limit orders below you, and you can only put buy stop orders above you, and sell stop orders below you. This is really it. It may look weird, but once you just try to follow these 2 rules letter by letter for 1 hour, you’ll see how liquidity trading works. Now once you know that, just don’t open new trades against the liquidity imbalance state. So don’t open shorts when the profile is blue, and don’t open longs when it’s red. The last part is multi-timeframe logic. Prefer to act when a lower timeframe is Not against the main timeframe. That’s all, no multiple higher timeframes are needed. 3. How to use it together with upcoming (Signed) Volume Analysis script. That upcoming script would also have a mean to generate its own signals, and another state variable called volume imbalance. So now you’re not only looking at liquidity imbalance but also at volume imbalance that would deny/confirm a profile based signal. You need at least one of these to favor your long or short. This is the same logic widely used in HFT, where MM bots cancel/shift/resize orders when book is too onesided And ordeflow is one sided as well. 4. How did I use both scripts to finish The Leap profitably and skipped many losses. Even tho you can use structural information as your main strategic layer, as many so-called orderflow traders do, I traded in objective style: my fade signals were volatility based in essence, and I used ordeflow for better entries and stops, but most importantly to skip losses. When ‘both‘ liquidity imbalance and volume imbalance (in their main timeframes) were against my trades, I skipped them all, saving many ~$500 stop losses (that was my basis risk unit for the Leap). Unless I had a very strong objective signal, i.e confluence of several signals, or just one higher timeframe signal, I did all these skips. I traded ~ intraweek timeframe, so I was analyzing either the last 230 30min bars or 1380 5min bars. Both Liquidity Analysis and (signed) Volume Analysis scripts were set to moving window length 46 or 276 for either granulary. I finished the leap with 9% profit and max DD ~ 5%, a bit short of my goal of 12.5%. If not these 2 scripts I would’ve finished a bit above breakeven I think. ∞
Wskaźnik Pine Script®
od gorx1
RTH Gap & Stdev [Sword & Shield]Dynamic RTH Gap & Stdev - Technical Description Description This script implements a specialized methodology for analyzing the Regular Trading Hours (RTH) Opening Gap, focusing on the "void" created between the previous session's RTH Close and the current session's RTH Open. Unlike standard gap indicators that may reference the Settlement or pre-market range, this tool isolates the specific liquidity gap formed by the primary session auction. The script is designed to help traders identify: The Gap Zone: The precise price range where no RTH trading occurred. Internal Quartiles: Key harmonic subdivisions (25%, 50%, 75%) within the gap, often serving as intraday support/resistance. Expansion Targets: Projected volatility levels (Standard Deviations) above and below the gap. Mitigation State: Real-time tracking of how much of the gap has been "filled" by price action. Underlying Concepts & Calculations 1. RTH Session Detection The indicator strictly follows asset-specific timetables (e.g., Indices 09:30-16:00 ET). It detects the RTH Close of the previous day (closing print of the last RTH bar) and the RTH Open of the current day. Gap High: Max(PrevClose, CurOpen) Gap Low: Min(PrevClose, CurOpen) 2. Quartile & Harmonic Levels We divide the gap range (GapHigh - GapLow) into quartiles. The 50% level (Consequent Encroachment) is a widely recognized equilibrium point in gap trading. Formula: Level(x) = GapLow + (GapRange * x) where x is 0.25, 0.50, 0.75. 3. Volatility Projections (Standard Deviations) The script offers two distinct volatility models for projecting targets: Gap Range Basis: A harmonic expansion model where 1.0σ (Standard Deviation) is rigidly defined as 100% of the Gap Range. This assumes the market often expands in multiples of the initial opening impulse. Calculation: +1.0σ Level = GapHigh + GapRange VWAP Bands Basis: A statistical model estimating daily volatility using the deviation of price from the VWAP (Volume Weighted Average Price) from the previous session. This allows the bands to adapt to the broader market volatility rather than just the gap size. 4. Dynamic Extension & Clamping Uniquely, this script uses a forward-projection bar-loop. Lines and labels are instantiated at the Open and extended incrementally with each new bar. Clamping: The script calculates the precise timestamp of the RTH Close and clamps all drawing objects to this time. This prevents lines from extending into the post-market or next day, ensuring a clean chart layout. 5. Mitigation Tracking The dashboard calculates the Unmitigated Percentage of the gap: Logic: It tracks the session's Highest High and Lowest Low. Calculation: FilledRange = PriceExtreme - GapBoundary. Status: displayed as "Unmitigated, 100% rem" or "Mitigated XX%", providing a precise metric for gap-fill strategies. Usage Traders can use this tool to: Target the 50% fill described as "Consequent Encroachment". Fade extremes at +1.0σ gap expansions. Monitor the "Mitigation %" to gauge trend strength (e.g., a gap that remains <20% filled often indicates a strong trend day).
Wskaźnik Pine Script®
od swordNshield
Institutional Equity DashboardAn overlay indicator with everything you need: Trend Ribbon - 8/21/50/200 EMA cloud with bullish/bearish fill VWAP + Bands - The institutional benchmark with deviation bands Auto S/R Detection - Pivot-based support/resistance levels ATR-Based Stops - Dynamic stop-loss levels that adjust to volatility Confluence Signals - Multi-factor buy/sell signals (regular + strong) Real-Time Dashboard showing: Market regime (Strong Uptrend → Strong Downtrend) Trend score (0-100) RSI, MACD, Stochastic status Volume ratio and VWAP position Risk metrics (ATR%, Historical Vol, Risk Level) Relative strength vs. benchmark
Wskaźnik Pine Script®
od bitzuist
Volume Heikin Ashi by CrugThis indicator combines the Heikin Ashi with classic volume candles. It is useful to see the trend and "how much" volume it contains 1 - Select Volume Candles on the graph i.postimg.cc 2- In setting remove the all the colors i.postimg.cc 3- Insert the indicator 4- Using with momentum indicators (like Market liberator B, MACD, ...) it provides more precise and realistic data to plot divergences because it combines: classic japanese candle but with volumes. In the meantime it is easier to see the main trend i.postimg.cc
Wskaźnik Pine Script®
od LukeKruger
DR.SS:VCP┌─ MARKET STATUS ──────────────┐ │ Price: 150.50 ↑ VCP │ │ Trend: UPTREND │ ├─ VOLUME STATUS ──────────────┤ │ Ratio: 1.2x NORM │ │ VCP: ACTIVE Avg: 45.2K │ ├─ KEY PATTERNS ───────────────┤ │ SPR SOS │ │ L20: 3 patterns │ ├─ SIGNAL STRENGTH ────────────┤ │ ✅ STRONG BUY SIGNAL │ │ Trend + VCP confirmed │ ├─ RISK MANAGEMENT ───────────┤ │ Entry: 150.50 │ │ SL: -2.0% TP: +4.0% │ │ R/R: 1:2.0 │ ├─ QUICK STATS ────────────────┤ │ MAs: ↑↑↑↑ VCP%: 60.0% │ │ Vol: 52.4K Bars: 12/20 │ └───────────────────────────────┘ 1. For DAY TRADING // Display Settings: - Show VCP Zones: ON ✓ - Show S/R Levels: OFF ✗ (too many lines) - Show Risk Levels: ON ✓ (only for entries) // Pattern Display: - Show Patterns: ON ✓ - Spring: ON ✓ - Upthrust: ON ✓ - SOS: ON ✓ - SOW: ON ✓ // Signal Display: - Show Signals: ON ✓ - Basic Signals: OFF ✗ (too cluttered) - Enhanced Signals: ON ✓ - Strong Signals: ON ✓ - Super Signals: ON ✓ // Action Display: - Show Action Labels: OFF ✗ (chart gets busy) // Dashboard: - Show Dashboard: ON ✓ - Position: Top Right ✓ - Size: Medium ✓ 2. For SWING TRADING // Display Settings: - Show VCP Zones: ON ✓ - Show S/R Levels: ON ✓ (useful for swing levels) - Show Risk Levels: ON ✓ // Pattern Display: - Show Patterns: ON ✓ - Spring: ON ✓ - Upthrust: ON ✓ - SOS: ON ✓ - SOW: ON ✓ // Signal Display: - Show Signals: ON ✓ - Basic Signals: OFF ✗ - Enhanced Signals: ON ✓ - Strong Signals: ON ✓ - Super Signals: ON ✓ // Action Display: - Show Action Labels: ON ✓ (helpful for swing entries) // Dashboard: - Show Dashboard: ON ✓ - Position: Bottom Left ✓ (doesn't block price action) - Size: Medium ✓ For SCANNING // Display Settings: - Show VCP Zones: ON ✓ - Show S/R Levels: OFF ✗ - Show Risk Levels: OFF ✗ // Pattern Display: - Show Patterns: OFF ✗ (only want dashboard) - All patterns: OFF ✗ // Signal Display: - Show Signals: OFF ✗ - All signals: OFF ✗ // Action Display: - Show Action Labels: OFF ✗ // Dashboard: - Show Dashboard: ON ✓ - Position: Top Right ✓ - Size: Small ✓ Recommended Pattern Settings: Volume Settings: - Volume Lookback: 20 (standard) - Volume Surge Multiplier: 2.0 (good balance) - Volume Contraction Multiplier: 0.7 (strict VCP) - Pattern Settings: - Pattern Lookback Bars: 10 (short-term patterns) - Require Volume Confirmation: ON ✓ (more reliable) Dashboard Usage Tips: For Quick Analysis: Look at the top 3 sections first: Market Status → Is price in VCP zone? What's the trend? Volume Status → Is volume contracting? Ratio? Key Patterns → Any patterns forming now? Signal Strength Section tells you: 🎯 = Super strong (trade this!) ✅ = Strong (good trade) 💎 = Enhanced (watch for entry) 🟡 = Setup (wait for confirmation) To Reduce Clutter During Analysis: Use timeframe switching: Higher TF (1H/4H) for trend Lower TF (5M/15M) for entry Toggle signals accordingly Best Practices: Trading Rules: Only trade Super (🎯) or Strong (✅) signals Wait for VCP zone + pattern confirmation Enter on volume surge after contraction Use R/R ratio from dashboard (aim for 1:2 or better) Dashboard Priority Order: Signal Strength (What's the action?) Market Status (What's the context?) Risk Management (What's the plan?) Volume Status (Is there confirmation?) Key Patterns (What triggered it?) Quick Stats (Extra confirmation) Final Recommendations: Start with the "Swing Trading" settings - they're the most balanced Customize based on your trading style Save multiple versions for different markets Use the dashboard as your primary decision tool Turn off everything except dashboard when scanning Enable full display only when analyzing specific setups 🎯 PRIORITY 1: SUPER SIGNALS (Highest Quality) Look for: Super Buy (🎯) or Super Sell (🎯) Why they're best: ✅ ALL trends aligned (short, medium, long term) ✅ VCP zone active (volume contraction) ✅ Pattern detected (Spring/SOS or Upthrust/SOW) ✅ Primary trend confirmed (uptrend/downtrend) ✅ Maximum probability setup Appearance: Green/Red X shape below/above bar Dashboard shows: "🎯 SUPER BUY/SELL SIGNAL" ✅ PRIORITY 2: STRONG SIGNALS (Excellent Quality) Look for: Strong Buy (✅) or Strong Sell (✅) Why they're good: ✅ Primary trend aligned (uptrend/downtrend) ✅ VCP zone active (volume contraction) ✅ Pattern detected (Spring/SOS or Upthrust/SOW) ✅ High probability setup Appearance: Green/Red Square shape below/above bar Dashboard shows: "✅ STRONG BUY/SELL SIGNAL" 💎 PRIORITY 3: ENHANCED SIGNALS (Good Quality) Look for: Enhanced Buy (💎) or Enhanced Sell (💎) Why they're acceptable: ✅ VCP zone active (volume contraction) ✅ Pattern detected (Spring/SOS or Upthrust/SOW) ⚠️ Trend may not be aligned (can trade both directions) Appearance: Green/Red Diamond shape below/above bar Dashboard shows: "💎 ENHANCED BUY/SELL SIGNAL" 🚫 SIGNALS TO IGNORE (Lower Quality): Basic Signals (arrows) - No VCP confirmation Patterns alone (circles/triangles) - No volume confirmation VCP zone alone - No pattern yet BEST TRADING FILTER SETTINGS: // RECOMMENDED SETTINGS FOR BEST SIGNALS ONLY: showPatterns = true // Keep patterns visible showSpring = true // Spring patterns showUpthrust = true // Upthrust patterns showSOS = true // SOS patterns showSOW = true // SOW patterns showSignals = true // Show all signals showBasicSignals = false // ❌ DISABLE - Too noisy showEnhancedSignals = true // ✅ ENABLE - Good quality showStrongSignals = true // ✅ ENABLE - Excellent quality showSuperSignals = true // ✅ ENABLE - Best quality showActionLabels = true // Show entry/SL/TP for good signals MONITORING WORKFLOW: Step 1: Dashboard Scan Check on chart: 1. Is there a VCP zone (blue background)? 2. Do you see the signal shape (X, Square, Diamond)? 3. Is price near support/resistance? 4. Is volume surging after contraction? Step 2: Chart Confirmation Check on chart: 1. Is there a VCP zone (blue background)? 2. Do you see the signal shape (X, Square, Diamond)? 3. Is price near support/resistance? 4. Is volume surging after contraction? Step 3: Risk Management From dashboard: 1. Entry price shown 2. Stop Loss % shown (-2% for buys, +2% for sells) 3. Take Profit % shown (+4% for buys, -4% for sells) 4. R/R Ratio (aim for 1:2 or better) SIGNAL QUALITY HIERARCHY: TIER 1: SUPER SIGNALS (🎯) Probability: 80-90% Frequency: Rare (best setups) Action: Trade aggressively TIER 2: STRONG SIGNALS (✅) Probability: 70-80% Frequency: Moderate Action: Trade confidently TIER 3: ENHANCED SIGNALS (💎) Probability: 60-70% Frequency: Common Action: Trade selectively RECOMMENDED TRADING RULES: For SUPER SIGNALS (🎯): Entry: Immediate at signal close Position Size: Full position Hold Time: Until target or reversal signal Add On: Consider adding on pullbacks For STRONG SIGNALS (✅): Entry: Next candle open Position Size: 75% position Hold Time: Until target Add On: Wait for confirmation For ENHANCED SIGNALS (💎): Entry: Wait for small pullback Position Size: 50% position Hold Time: Quick profit (scalp) Add On: Don't add ALERTS TO SET UP: // Set these alert conditions: 1. "VCP Super Buy" - For 🎯 SUPER BUY 2. "VCP Super Sell" - For 🎯 SUPER SELL 3. "VCP Strong Buy" - For ✅ STRONG BUY 4. "VCP Strong Sell" - For ✅ STRONG SELL VISUAL CUE SUMMARY: 🎯 = SUPER (X shape) → BEST → TRADE NOW ✅ = STRONG (Square shape) → EXCELLENT → TRADE 💎 = ENHANCED (Diamond shape) → GOOD → CONSIDER 🟡 = BASIC (Arrow/Circle/Triangle) → AVOID FINAL ADVICE: Focus primarily on SUPER (🎯) signals - they're your money makers Trade STRONG (✅) signals when SUPER signals are rare Use ENHANCED (💎) signals for additional opportunities Ignore everything else - reduces noise and bad trades OPTIMAL SETTINGS FOR EACH TRADING STYLE VOLUME SETTINGS: • Volume Lookback: 15-20 bars • Volume Surge Multiplier: 2.0-2.5x • Volume Contraction Multiplier: 0.7-0.8x PATTERN SETTINGS: • Pattern Lookback Bars: 8-12 bars • Require Volume: YES 2. 📊 BY TRADING STYLE A. DAY TRADING (Intraday - 5M to 15M charts) VOLUME SETTINGS: • Volume Lookback: 10-15 bars ✓ • Volume Surge Multiplier: 2.5-3.0x ✓ (more sensitive) • Volume Contraction Multiplier: 0.6-0.7x ✓ (tighter) PATTERN SETTINGS: • Pattern Lookback Bars: 5-8 bars ✓ • Require Volume: YES ✓ REASONING: - Shorter lookbacks for faster signals - Higher surge multiplier for clear breakouts - Tighter contraction for cleaner VCPs - Works well with institutional volume flows B. SCALPING (1M to 5M charts) VOLUME SETTINGS: • Volume Lookback: 5-10 bars ✓ • Volume Surge Multiplier: 3.0-3.5x ✓ (very sensitive) • Volume Contraction Multiplier: 0.5-0.6x ✓ (very tight) PATTERN SETTINGS: • Pattern Lookback Bars: 3-5 bars ✓ • Require Volume: YES ✓ REASONING: - Very short timeframes need sensitivity - Need to catch quick volume spikes - Tight VCP for quick breakouts - More false signals but faster entries C. SWING TRADING (1H to 4H charts) VOLUME SETTINGS: • Volume Lookback: 20-30 bars ✓ • Volume Surge Multiplier: 1.8-2.2x ✓ (less sensitive) • Volume Contraction Multiplier: 0.7-0.8x ✓ PATTERN SETTINGS: • Pattern Lookback Bars: 15-20 bars ✓ • Require Volume: YES ✓ REASONING: - Longer lookbacks for stability - Lower surge multiplier to avoid noise - More reliable VCP formations - Fewer but higher quality signals D. POSITION TRADING (Daily to Weekly charts) VOLUME SETTINGS: • Volume Lookback: 20-50 bars ✓ • Volume Surge Multiplier: 1.5-2.0x ✓ (conservative) • Volume Contraction Multiplier: 0.8-0.9x ✓ (looser) PATTERN SETTINGS: • Pattern Lookback Bars: 20-30 bars ✓ • Require Volume: YES ✓ REASONING: - Long-term perspective - Conservative volume thresholds - Focus on major volume events - Highest quality, lowest frequency 3. 🔍 BY MARKET CONDITION A. HIGH VOLATILITY MARKETS (News, Earnings) VOLUME SETTINGS: • Volume Lookback: 10 bars • Volume Surge Multiplier: 3.0x • Volume Contraction: 0.6x PATTERN SETTINGS: • Pattern Lookback: 5 bars • Require Volume: YES B. LOW VOLATILITY MARKETS (Ranging) VOLUME SETTINGS: • Volume Lookback: 25 bars • Volume Surge Multiplier: 1.8x • Volume Contraction: 0.8x PATTERN SETTINGS: • Pattern Lookback: 15 bars • Require Volume: YES C. TRENDING MARKETS VOLUME SETTINGS: • Volume Lookback: 15 bars • Volume Surge Multiplier: 2.2x • Volume Contraction: 0.7x PATTERN SETTINGS: • Pattern Lookback: 10 bars • Require Volume: YES MY PERSONAL RECOMMENDATIONS For MAXIMUM QUALITY // GOLD STANDARD SETTINGS Volume Lookback: 20 bars Volume Surge Multiplier: 2.0x Volume Contraction Multiplier: 0.7x Pattern Lookback Bars: 10 bars Require Volume: YES RESULT: - Few false signals - High win rate (65-75%) - Perfect for Super/Strong signals For ACTIVE TRADING // ACTIVE TRADER SETTINGS Volume Lookback: 15 bars Volume Surge Multiplier: 2.5x Volume Contraction Multiplier: 0.65x Pattern Lookback Bars: 8 bars Require Volume: YES RESULT: - More trading opportunities - Good risk/reward - Works for day/swing trading 5. 📈 SPECIFIC SETUP COMBINATIONS For SPRING/SOS Patterns (Buy setups) Volume Lookback: 15 bars Volume Surge Multiplier: 2.2x ✓ (need good volume) Volume Contraction: 0.7x Pattern Lookback: 10 bars For UPTHRUST/SOW Patterns (Sell setups) Volume Lookback: 15 bars Volume Surge Multiplier: 2.5x ✓ (panic selling needs higher volume) Volume Contraction: 0.65x Pattern Lookback: 8 bars ✓ (faster for sell signals) 6. ⚙️ ADJUSTMENT RULES If getting TOO MANY signals: Increase Volume Lookback (15→20) Increase Volume Surge Multiplier (2.0→2.5) Increase Pattern Lookback (8→12) Make VCP tighter (0.8→0.7) If getting TOO FEW signals: Decrease Volume Lookback (20→15) Decrease Volume Surge Multiplier (2.5→2.0) Decrease Pattern Lookback (12→8) Loosen VCP (0.7→0.8) 7. 🏁 FINAL RECOMMENDATIONS For BEGINNERS: Volume Lookback: 20 bars Volume Surge: 2.0x Volume Contraction: 0.7x Pattern Lookback: 10 bars Require Volume: YES WHY: Conservative, high-quality signals For INTERMEDIATE: Volume Lookback: 15 bars Volume Surge: 2.2x Volume Contraction: 0.7x Pattern Lookback: 8 bars Require Volume: YES WHY: Balance of quality and frequency For ADVANCED: // Create 3 profiles: 1. SCALPING: 5 bars, 3.0x, 0.6x, 3 bars 2. DAY: 10 bars, 2.5x, 0.7x, 8 bars 3. SWING: 20 bars, 2.0x, 0.8x, 15 bars WHY: Adapt to different timeframes 8. 📊 BACKTEST RECOMMENDATIONS Test these combinations: Test 1 (Conservative): Volume: 20, 2.0, 0.7 Pattern: 12 bars Test 2 (Moderate): Volume: 15, 2.2, 0.7 Pattern: 10 bars Test 3 (Aggressive): Volume: 10, 2.5, 0.65 Pattern: 8 bars 🎯 ULTIMATE RECOMMENDATION: For most traders // THE SWEET SPOT SETTINGS Volume Lookback: 15 bars Volume Surge Multiplier: 2.2x Volume Contraction Multiplier: 0.7x Pattern Lookback Bars: 10 bars Require Volume Confirmation: YES Happy trading! Remember: Quality over quantity. Wait for the 🎯 signals! 📈✨
Wskaźnik Pine Script®
od TRADEORBIT01
Multi-Distribution Volume Profile (Zeiierman)█ Overview Multi-Distribution Volume Profile (Zeiierman) is a flexible, structure-first volume profile tool that lets you reshape how volume is distributed across price, from classic uniform profiles to advanced statistical curves like Gaussian, Lognormal, Student-t, and more. Instead of forcing every market into a single "one-size-fits-all" profile, this tool lets you model how volume is likely concentrated inside each bar (body vs wicks, midpoint, tails, center bias, right-skew, heavy tails, etc.) and then stacks that behavior across a whole lookback window to build a rich, multi-distribution map of traded activity. On top of that, it overlays a dynamic Center Band (value area) and a fade/gradient model that can color each price row by volume, hits, recency, volatility, reversals, or even liquidity voids, turning a plain profile into a multi-dimensional context map. Highlights Choose from multiple Profile Build Modes , including uniform, body-only, wick-only, midpoint/close/open, center-weighted, and a suite of probability-style distributions (Gaussian, Lognormal, Weibull, Student-t, etc.) Flexible anchor layout: draw the profile on Right/Left (horizontal) or Bottom/Top (vertical) to fit any chart layout Value Area / Center Band computed from volume quantiles around the POC. Gradient-based Fade Metrics: volume, price hits, freshness (time decay), volatility impact, dwell time, reversal density, compression, and liquidity voids Separate bullish vs bearish volume at each price row for directional structure insights █ How It Works ⚪ Profile Construction The script scans a user-defined Bars Included window and finds the full high–low span of that zone. It then divides this range into a user-controlled number of Price Levels (rows). For each historical bar within the window: It measures the candle’s price range, body, and wicks. It assigns volume to rows according to the selected Profile Build Mode, for example: * Range Uniform – volume spread evenly across the full high–low range. * Range Body Only / Range Wick Only – concentrate volume inside the body or wicks only. * Midpoint / Close / Open Only – allocate volume entirely into one price row (pinpoint modeling). HL2 / Body Center Weighted – center weights around the middle of the range/body. Recent-Weighted Volume – amplify newer bars using exponential time decay. Volume Squared (Hard) – aggressively boost bars with large volume. Up Bars Only / Down Bars Only – filter volume to only bullish or bearish bars. For more advanced shapes, the script uses continuous distributions across the bar’s span: Linear, Triangular, Exponential to High Cosine Centered, PERT Gaussian, Lognormal, Cauchy, Laplace Pareto, Weibull, Logistic, Gumbel Gamma, Beta, Chi-Square, Student-t, F-Shape Each distribution produces a weight for each row within the bar’s range, normalized so the total volume remains consistent, but the shape of where that volume lands changes. ⚪ POC & Center Band (Value Area) Once all rows are accumulated: The row with the highest total volume becomes the Point of Control (POC) The script computes cumulative volume and finds the band that wraps a user-defined Center of Profile % (e.g., 68%) around the center of distribution. This range is displayed as a central band, often treated like a value area where price has spent the most “effort” trading. ⚪ Gradient Fade Engine Each row also gets a fade metric, chosen in Fade Metric: Volume – opacity based on relative volume. Price Hits – how frequently that row was touched. Blended (Vol+Hits) – average of volume & hits. Freshness – emphasizes recent activity, controlled by Decay. Volatility Impact – rows that saw larger ranges contribute more. Dwell Time – where price “camped” the longest. Reversal Density – where direction changes cluster. Compression – tight-range compression zones. Liquidity Void – inverse of volume (thin liquidity zones). When Apply Gradient is enabled, the row’s bullish/bearish colors are tinted from faint to strong based on this chosen metric, effectively turning the profile into a heatmap of your chosen structural property. █ How to Use ⚪ Explore Different Distribution Assumptions Switch between multiple Profile Build Modes to see how your assumptions about intrabar volume affect structure: Use Range Uniform for classical profile reading. Deploy Gaussian, Logistic, or Cosine shapes to emphasize central clustering. Try Pareto, Lognormal, or F-Shape to focus on tail / extremal activity. Use Recent-Weighted Volume to prioritize the most recent structural behavior. This is especially useful for traders who want to test how different modeling assumptions change perceived value areas and levels of interest. ⚪ Identify Value, Acceptance & Rejection Zones Use the POC and Center of Profile (%) band to distinguish: High-acceptance zones – wide central band, thick rows, strong gradient → fair value areas Rejection zones & tails – thin extremes, low dwell time, high volatility or reversal density These regions can be used as: Targets and origin zones for mean reversion Context for breakout validation (leaving value) Bias reference for intraday rotations or swing rotations ⚪ Read Directional Structure Within the Profile Because each row is split into bullish vs bearish contributions, you can visually read: Where buyers dominated a price region (large bullish slice) Where sellers absorbed or defended (large bearish slice) Combining this with Fade Metrics like Reversal Density, Dwell Time, or Freshness turns the profile into a structural order-flow map, without needing raw tick-by-tick volume data. ⚪ Use Fade Metrics for Contextual Heatmaps Each Fade Metric can be used for a different analytical lens: Volume / Blended – emphasize where volume and activity are concentrated. Freshness – highlight the most recently active zones that still matter. Volatility Impact & Compression – spot areas of explosive moves vs coiled ranges. Reversal Density – locate micro turning points and battle zones. Liquidity Void – visually pop out thin regions that may act as speedways or magnets. █ Settings Profile Build Mode – Selects how each bar’s volume is distributed across its price range (uniform, body/wick, midpoint/close/open, center-weighted, or statistical distribution families). Bars Included – Number of bars used to build the profile from the current bar backward. Price Levels – Vertical resolution of the profile: more levels = smoother but heavier. Anchor Side – Where the profile is drawn on the chart: Right, Left, Bottom, or Top. Offset (bars) – Horizontal offset from the last bar to the profile when using Right/Left modes. Apply Gradient – Toggles the fade/heatmap coloring based on the selected metric. Fade Metric – Chooses the property driving row opacity (Volume, Hits, Freshness, Volatility Impact, Dwell Time, Reversal Density, Compression, Liquidity Void). Decay – Time-decay factor for Freshness (values close to 1 keep older activity relevant for longer). Profile Thickness – Relative thickness of the profile along the time axis, as a % of the lookback window. Center of Profile (%) – Volume percentage used to define the central band (value area) around the POC. ----------------- 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.
Wskaźnik Pine Script®
od Zeiierman
4
VCAI BOS-Zone PROVCAI BOS-Zone PRO is a structure-driven order-block mapper that tracks swing highs/lows, detects Break of Structure (BOS), and automatically draws clean bullish and bearish OB zones with midlines and directional flags. It provides a clear, rules-based map of where structural shifts occurred and where price may react on future retests. What it does: Uses configurable swing pivots to define structure. A bullish BOS is triggered when price closes above the last swing high; a bearish BOS when price closes below the last swing low. After each BOS, the script finds the last opposite candle (bearish before a bullish BOS, bullish before a bearish BOS) and builds an order-block zone from that candle’s high/low. Each zone is projected a fixed number of bars into the future, keeping charts clean and preventing zones from extending into the price scale. Only the latest N bullish and N bearish zones are kept, so the chart focuses on the most relevant active levels. How to read it: Yellow boxes + BULL flags = bullish demand zones. Purple boxes + BEAR flags = bearish supply zones. The edges of each zone act as potential support/resistance. Reactions inside a yellow zone suggest buy-side interest; rejection at a purple zone suggests sell-side pressure. Optional midlines mark the 50% level of each zone, commonly used for refined entries, mitigations, and partial management. How traders typically use it: BOS-Zone PRO does not generate buy/sell alerts, but many traders use the zones as part of a broader decision process: Bullish zones are often monitored for long setups when price returns and shows strength or continuation. Bearish zones are often monitored for short setups when price retests and shows rejection or weakness. Midlines provide refined entry levels with clearer invalidation points. This tool is best used as structural context alongside your own entry model, risk settings, and trade management. Notes & best practices: BOS is directional, not predictive — treat zones as context, not guaranteed reversals. Works on all symbols and timeframes. Lower swing settings capture local structure; higher settings focus on major breaks and cleaner OB's. Ideal as a structural map for discretionary traders or as a component inside automated systems. Part of the VCAI toolset. We develop a range of market-structure, volume, trend and liquidity tools designed to work together or stand alone.
Wskaźnik Pine Script®
od Vectorcoresai
5MA＋TrendMagic + Disparity + Volume Spikes5MA + TrendMagic + Disparity Scalping + Volume Spikes is an all-in-one trend and momentum indicator designed for fast entries, trend confirmation, and volatility detection. Main Features Multiple EMAs (9/21/50/100/200) for trend structure TrendMagic for dynamic trend direction and stop levels Ultra Fast Disparity Scalper (EMA disparity + RSI + RVI momentum) Volume Spike Detection with smart filters (valid highs/lows, candle types, color match, session filter) Gold Volatility Signals using ATR, Bollinger Bands, HV/RV spread Clear BUY/SELL markers, overheat filters, and full alert support This tool helps identify early reversals, confirm major trends, and highlight strong volume-driven turning points.
Wskaźnik Pine Script®
od masato19810122
TedAlpha – Structure / FVG / OB Sessions: Only looks for trades when price is inside your defined London or NY time blocks. CHOCH: Uses pivots to track swing highs/lows, then flags a bullish CHOCH when structure flips from LL/LH to HH/HL, and vice versa for bearish. FVG: Detects 3-candle imbalance and keeps the zone “active” for fvgLookback bars, then checks if price trades back into it. Order Blocks: On a CHOCH, grabs the last opposite candle (bearish before bull CHOCH = bullish OB, bullish before bear CHOCH = bearish OB) and marks its body as the OB zone. Signal: A valid long = bull CHOCH + in session + (price inside bullish FVG and/or bullish OB, depending on toggles). Short is the mirror image. RR 1:3: SL uses the last swing low (for longs) or last swing high (for shorts), TP is auto-set at 3× that distance and plotted as lines.
Wskaźnik Pine Script®
od teddyleting