SwissSignals GOLDWhen trading, your order is:
Status WAITING → do nothing
Status SETUP → pay attention
LIVE signal → take control of the market (if you want)
TP1 → BE is active
Either TP2/TP3/TP4 or exit BE
Wolumen
Aivance Opening Range & Vol FactorAivance Opening Range & Volume Factor
Overview
The Aivance Opening Range & Volume Factor is a comprehensive tool designed for Day Traders and Scalpers who rely on the "Opening Drive" or "Opening Range Breakout" (ORB) strategies.
The first candle of the trading session often sets the tone for the entire day. This indicator not only visualizes the price action of that critical first candle but also contextualizes the Volume to help you determine if there is enough institutional participation to sustain a trend.
Key Features
1. Opening Volume Factor
Unlike standard volume indicators, this tool calculates a specific Volume Factor for the opening candle:
Formula: (Volume of 1st Candle / Total Volume of Previous Day) * 100
Why it matters: A high Volume Factor (thresholds vary significantly depending on the chart timeframe and asset) suggests strong institutional interest immediately at the open. This often increases the probability of a sustained trend day rather than a choppy range day.
2. Automatic Session Detection
No manual time inputs are required.
The indicator uses time("D") to automatically detect the start of the trading day.
RTH vs. ETH: It adapts to your chart settings. If you use "Regular Trading Hours" (RTH), it marks the 09:30 NY open. If you use "Extended Trading Hours" (ETH), it marks the pre-market open.
3. Visual Opening Range
Box & Lines: Draws a box highlighting the High/Low and the Body (Open/Close) of the opening candle.
Extension: Extends support/resistance lines across the session to help identify breakouts or retests of the opening range later in the day.
4. Smart "Pullback" Logic (Optional)
This script includes a unique filter called "Show only on Pullback":
Default (False): The range is drawn immediately when the first candle closes.
Enabled (True): The range is hidden until the market prints a candle in the opposite direction of the opening move.
Strategy: This helps filter out impulsive moves and encourages trading the "retest" or the failure of the initial drive, rather than chasing the first tick.
How to Use
Trend Confirmation: Look for a breakout of the Opening Box combined with a high Volume Factor.
Support/Resistance: Use the extended gray lines (High/Low of the first candle) as key pivot points for stop-losses or entry targets.
Context: Compare the Volume Factor across different days to establish a baseline for your specific asset (e.g., what constitutes "High Volume" for NQ vs. ES vs. AAPL).
Settings
Colors: Fully customizable colors for Long (Bullish) and Short (Bearish) opening ranges.
Volume Factor: Toggle the text label on/off and adjust size/color.
Logic: Toggle the "Pullback" requirement on/off.
Disclaimer: This tool is for informational purposes only and does not constitute financial advice. Always manage your risk.
FlowMaster 4H - Avanced Volume & Pip Analyzer“Visualize market flow like an institutional trader – track buy/sell volume, pip per tick, and candle efficiency in one table.”
“Visualize market flow like an institutional trader – track buy/sell volume, pip per tick, and candle efficiency in one table.”
Short Description (Marketplace-Friendly):
Aggregated 4H candle analysis with buy/sell volume breakdown.
Pip/Tick calculation with weighted averages for smarter entry/exit signals.
Compare current candle volume to previous candle and 20-bar average.
All key metrics in a compact, easy-to-read table below the chart.
Ideal for Forex swing & position traders seeking institutional-style insights directly in TradingView.
Long Description / Full Product Info:
FlowMaster 4H is a professional-grade trading indicator designed to provide quantitative order flow analysis on Forex markets using 4-hour candles. By aggregating volume data, tick information, and pip movements, FlowMaster gives traders a unique perspective on market dynamics typically reserved for institutional participants.
Key Features:
Volume Relative Metrics: Compare the current candle volume to the previous candle and to the average of the last 20 candles.
Pip/Tick Analysis: Calculates pip per tick using a scaled price approach, giving insights into the efficiency of price moves.
Weighted Pip/Tick Averages: Tracks volume-weighted pip/tick over the last 20 candles for both buyers and sellers.
Percentage Metrics: Visualize the proportion of buy and sell volume relative to total ticks, helping identify absorption and impulse movements.
User-Friendly Table: All key indicators displayed in a compact, easy-to-read table below the chart.
Why use FlowMaster 4H:
Identify market absorption and impulse using reliable volume and pip metrics.
Optimize trade entry and exit decisions based on quantitative order flow data.
Works directly in TradingView, offering a professional order flow view without needing access to Level 2 order book data.
Pioneering approach in aggregating 4H candle data with detailed pip/tick insights.
Ideal For: Swing and position traders, Forex traders seeking institutional-style volume analysis, and anyone looking to improve order flow reasoning using TradingView.
NeuraEdge ORB - Opening Range Breakout IndicatorOVERVIEW
NeuraEdge ORB is an open-source Opening Range Breakout indicator that automates the classic 15-minute ORB strategy. The indicator tracks the first 15 minutes of market action (9:30-9:45 AM ET), identifies breakouts above or below this range, and generates trading signals with automated stop loss and take profit calculations.
The Opening Range Breakout concept is based on the observation that the initial price action after market open often establishes directional bias for the trading session, as institutional order flow and overnight gap reactions manifest during this window.
CORE METHODOLOGY
Opening Range Construction:
The indicator uses session-based time detection to identify the 9:30-9:45 AM Eastern Time window. During this period, it tracks the highest high and lowest low to establish the opening range boundaries. The range is marked complete when the 15-minute window closes.
Calculation process:
OR High = Maximum high value during the 15-minute window
OR Low = Minimum low value during the 15-minute window
OR Midpoint = (OR High + OR Low) / 2
Range Size = OR High - OR Low (compared to 14-period ATR for context)
Breakout Detection:
The indicator identifies breakouts using close-price confirmation to reduce false signals from wicks:
Bullish breakout: Close above OR High (with previous close at or below OR High)
Bearish breakout: Close below OR Low (with previous close at or above OR Low)
The indicator tracks whether each direction has already broken to prevent duplicate signals on the same range.
Entry Type Logic:
Two entry methodologies are supported:
Breakout Mode - Signals immediately upon range break. Enters on the breakout bar when close confirms direction.
Retest Mode - Waits for price to break the range, then pullback to touch the range level before entering. Cancels if price moves too far beyond midpoint. This provides better entry prices with tighter stop losses.
Volume Confirmation:
Optional volume filter compares current bar volume to 20-period simple moving average. Requires volume > 1.2x average to validate breakout strength and filter low-conviction moves.
Fair Value Gap (FVG) Integration:
Optional confluence filter that checks for unfilled FVG in the breakout direction:
Bullish FVG detected when: current bar's low > two bars ago high (creating gap)
Bearish FVG detected when: current bar's high < two bars ago low (creating gap)
Minimum FVG size: 0.3x ATR to filter noise
FVG considered filled when price retraces to gap midpoint
Signals only generate when an unfilled FVG exists in the breakout direction, adding institutional order flow confluence.
Risk Management Calculations:
Three stop loss placement methods:
Opposite Side - SL at opposite end of opening range (classic ORB approach)
Midpoint - SL at range midpoint (tighter risk, lower reward potential)
ATR Based - SL at 1.5x ATR from entry (adaptive to volatility)
Take profit calculated as: Entry ± (Entry - Stop Loss) × Risk:Reward Ratio
Default 1.5:1 R:R ratio, adjustable from 1.0 to 5.0.
Performance Tracking:
The indicator maintains a trade history using Pine Script's type system:
Records entry price, stop loss, take profit, and direction for each signal
Tracks outcome when price hits stop loss or take profit levels
Auto-closes after 80 bars if neither level hit
Calculates rolling win rate from last 50 trades maximum
Displays W/L record in real-time dashboard
VISUAL COMPONENTS
Opening Range Box:
Semi-transparent blue box drawn from range start bar to current bar + 20, showing the established range boundaries visually.
Range Levels:
Green line at OR High (potential long entry level)
Red line at OR Low (potential short entry level)
Gray dotted line at OR Midpoint (reference level)
All lines extend 50 bars forward for anticipation.
Trade Signals:
Green up arrow with "LONG ORB Break" label below price
Red down arrow with "SHORT ORB Break" label above price
Dashed lines showing SL and TP levels extending 30 bars
Small labels marking SL and TP endpoints
Real-Time Dashboard:
Top-right panel displaying:
OR formation status (Forming / Complete / Waiting)
Current OR High, Low, and Range size (with ATR multiple)
Breakout status (Long / Short / None)
Volume status (High / Normal)
FVG presence (Bull / Bear / None)
Entry settings (Breakout/Retest, R:R, SL type)
Win rate percentage and W/L record
PRACTICAL APPLICATION
Ideal Market Conditions:
Liquid instruments: SPY, QQQ, IWM, high-volume stocks
Recommended timeframes: 1-minute or 5-minute charts for precise entries
Most effective during trending days with clear directional bias
Range size between 0.5-1.5x ATR typically provides best risk:reward
Usage Workflow:
Apply indicator at market open (9:30 AM ET)
Observe range formation during first 15 minutes
Wait for "Complete" status in dashboard
Monitor for breakout signals with volume/FVG confirmation
Enter on signal, place stop loss and take profit as marked
Avoid taking opposing signals on same day (trend following approach)
Retest vs Breakout Selection:
Use Breakout mode on high-momentum days with strong overnight gaps
Use Retest mode on slower days or when seeking better entry prices
Retest mode reduces signal frequency but improves entry quality
Time-of-Day Considerations:
The indicator includes a trading cutoff setting (default 3:00 PM ET) to avoid late-day chop and reduced liquidity. First-hour breakouts (10:00-11:00 AM) historically show strongest follow-through.
SETTINGS & CUSTOMIZATION
Display Options:
Toggle signals, opening range box, and dashboard independently
Clean visual design to reduce chart clutter
Opening Range Settings:
Opening range duration (5-60 minutes in 5-minute increments)
Default 15 minutes aligns with classic ORB methodology
Trading cutoff hour (10-16, representing 10:00 AM - 4:00 PM ET)
Entry Configuration:
Entry type (Breakout / Retest)
Volume confirmation toggle (requires 1.2x average volume)
FVG confluence toggle (requires unfilled gap in breakout direction)
Risk Management:
Stop loss placement (Opposite Side / Midpoint / ATR Based)
Risk:reward ratio (1.0 - 5.0, default 1.5)
Future: Trail stop after partial TP (currently placeholder)
Alert System:
Five alert conditions available:
Opening Range Complete
ORB Long Signal
ORB Short Signal
Breakout Up (range broken, regardless of signal)
Breakout Down (range broken, regardless of signal)
BEST PRACTICES
Recommended Usage:
Focus on highly liquid instruments with tight spreads
Use 1-5 minute charts for entry precision
Respect calculated stop losses (range defines maximum risk)
Typically 1-2 quality setups per day maximum
Consider overall market trend (SPY/QQQ direction)
Risk Considerations:
Very small ranges (< 0.3x ATR) prone to false breakouts
Very large ranges (> 2x ATR) may indicate gap day requiring adjusted expectations
Low volume breakouts fail more frequently
Avoid trading both directions on same day (pick strongest setup)
IMPORTANT DISCLOSURES
This indicator is provided free and open-source for educational purposes. The Opening Range Breakout strategy is a well-documented public domain trading concept. This implementation adds automation, visual clarity, and optional confluence filters.
No indicator guarantees profitable trades. Past performance does not predict future results. Traders are responsible for their own trading decisions and risk management. Always use appropriate position sizing and never risk more than you can afford to lose.
FINRA Pressure Index - FixIndicator Description : works on tickers from NYSE / NYSE ARCA / NASDAQ
This indicator measures the intensity of short-selling speculation on a stock or ETF. By comparing the daily Short Volume to its moving average (typically 20 days), it calculates a relative strength ratio:
Ratio = 1.0: Short-selling activity is at its normal baseline.
Ratio > 1.5: An abnormally high level of short-selling activity is detected.
Unlike standard volume, it specifically isolates market participants betting on a price decline.
How to Use It
Short Squeeze (Counter-trend Buy Signal): If the price hits a historical support level while the indicator shows a significant spike (e.g., > 1.8), the market is considered "over-shorted." Even a minor bounce will force short sellers to cover their positions urgently, triggering a violent rally.
Distribution (Caution Signal): If the price stagnates near a resistance level while the FINRA pressure increases day after day, it indicates that "smart money" is accumulating short positions. The uptrend is likely losing steam.
CJ Oscillator Matrix PRO (Flow + Momentum + Heatmap)CJ Oscillator Matrix PRO is not a buy/sell signal indicator and does not follow price candle by candle.
It is a market context and momentum analysis tool designed to help traders understand trend strength, impulse, and overall market conditions.
This indicator combines momentum (TSI) and money flow (CMF) into a single oscillator, while the heatmap background highlights when the market is balanced or extended.
Strong colors represent high pressure or potential exhaustion zones, not automatic entries or reversals.
Use this tool to:
Identify trend direction and strength
Understand impulse vs. consolidation
Avoid chasing price during extended moves
Add context to your technical analysis
Best used alongside price action, structure, EMAs, and risk management.
This indicator does not predict price — it helps you understand market behavior.
Volume-Adjusted CCI Trend [Alpha Extract]A sophisticated trend identification system that combines dual EMA direction analysis with volume-weighted normalization and CCI momentum filtering for comprehensive trend validation. Utilizing Volume RSI integration and standard deviation-based bands that expand and contract with volume characteristics, this indicator delivers institutional-grade trend detection with multi-layered confirmation requirements. The system's volume adjustment mechanism modulates signal sensitivity based on participation strength while CCI thresholds prevent false signals during weak momentum conditions, creating a robust trend-following framework with reduced whipsaw susceptibility.
🔶 Advanced Dual EMA Direction Engine
Implements fast and slow exponential moving average comparison to establish primary trend direction bias with configurable period parameters for timeframe optimization. The system calculates trend direction as binary +1 (bullish when fast EMA exceeds slow EMA) or -1 (bearish when slow exceeds fast), providing foundational directional input that requires additional confirmation before generating actionable trend states.
🔶 Volume-Adjusted Normalization Framework
Features sophisticated normalization calculation that measures price deviation from basis EMA, scales by standard deviation, then applies volume-weighted adjustment factor for participation-sensitive signal generation. The system calculates Volume RSI to quantify relative volume strength, converts to ratio format, and multiplies normalized deviation by volume factor scaled by impact parameter, creating signals that strengthen during high-volume confirmations and weaken during low-volume moves.
// Volume-Adjusted Normalization
Vol_Ratio = Volume_RSI / 50
Vol_Factor = 1 + (Vol_Ratio - 1) * Vol_Impact
Dev = src - Basis_EMA
Raw_Normalized = Dev / (StdDev * Multiplier)
Vol_Adjusted_Norm = Raw_Normalized * Vol_Factor
🔶 CCI Momentum Filter Integration
Implements Commodity Channel Index threshold system with configurable upper and lower bounds to validate trend strength and filter sideways market conditions. The system calculates standard CCI with adjustable length, compares against asymmetric thresholds (default +100 bullish, -50 bearish), and requires CCI confirmation in addition to EMA direction and normalized deviation before transitioning trend states, ensuring only high-conviction signals generate entries.
🔶 Multi-Layer Trend State Logic
Provides intelligent trend state machine requiring simultaneous confirmation from EMA direction, volume-adjusted normalization threshold breach, and optional CCI momentum validation. The system maintains persistent trend state that only transitions when all three conditions align, preventing premature reversals during temporary retracements or low-volume fluctuations while capturing genuine trend changes with institutional-grade confirmation requirements.
🔶 Dynamic Volume Band Architecture
Creates volatility-adjusted bands around basis EMA using standard deviation multiplied by volume factor, producing channels that widen during high-volume periods and contract during low-volume consolidations. The system applies identical volume adjustment to band calculations as normalization metric, ensuring visual envelope consistency with underlying signal logic and providing intuitive reference boundaries for trend-following price action.
🔶 Gradient Strength Visualization System
Implements color intensity modulation based on normalized signal strength relative to threshold requirements, creating visual feedback that communicates trend conviction. The system calculates strength ratio by dividing absolute normalized value by threshold, caps at 1.0, and applies gradient interpolation from muted to vivid colors, instantly conveying whether current trend exhibits marginal or strong characteristics through line and candle coloring.
🔶 Volume RSI Calculation Engine
Utilizes RSI methodology applied to volume series rather than price to quantify relative participation strength with normalization to 0.5-1.5 range for factor multiplication. The system processes volume through standard RSI calculation, divides by 50 to center around 1.0, and produces ratio values where readings above 1.0 indicate above-average volume and below 1.0 suggest below-average participation for signal adjustment purposes.
🔶 Asymmetric Threshold Configuration
Features separate positive and negative normalization thresholds with independent CCI upper and lower bounds enabling optimization for bullish versus bearish signal generation characteristics. The system defaults to symmetric normalized thresholds (±0.2) but asymmetric CCI levels (+100/-50), recognizing that bullish momentum often requires stronger confirmation than bearish reversals in typical market structures.
🔶 Comprehensive Visual Integration
Provides multi-dimensional trend visualization through color-coded basis line, volume-adjusted bands with gradient fills, trend-synchronized candle coloring, and transition signal labels. The system enables selective display toggling for each visual component while maintaining consistent color scheme and strength-based intensity across all elements for cohesive chart presentation without overwhelming information density.
🔶 Alert and Signal Framework
Generates trend change alerts when state transitions occur with all confirmation requirements satisfied, providing notifications for bullish (transition to +1) and bearish (transition to -1) signals. The system implements state change detection through comparison with previous bar trend state, ensuring single alert per transition rather than continuous notifications during sustained trends.
🔶 Performance Optimization Architecture
Employs efficient calculation methods with null value handling for Volume RSI initialization and nz() functions preventing calculation errors during early bars. The system includes intelligent state persistence maintaining previous trend during ambiguous conditions and optimized gradient calculations balancing visual quality with computational efficiency across extended historical periods.
🔶 Why Choose Volume-Adjusted CCI Trend ?
This indicator delivers sophisticated trend identification through multi-layered confirmation combining directional EMA analysis, volume-weighted normalization, and momentum validation via CCI filtering. Unlike traditional trend indicators relying solely on price-based calculations, the volume adjustment mechanism ensures signals strengthen during high-participation moves and weaken during low-volume drifts, reducing false breakouts and choppy market whipsaws. The system's requirement for simultaneous EMA direction, normalized threshold breach, and CCI momentum confirmation creates institutional-grade signal quality suitable for systematic trend-following approaches across cryptocurrency, forex, and equity markets. The volume-adjusted bands provide dynamic support/resistance references while the gradient strength visualization enables instant assessment of trend conviction for position sizing and risk management decisions.
CVD Complete Volume Analysis ProCVD Complete Volume Analysis Pro | Order Flow & Absorption
Introduction:
In the world of modern trading, Price is the advertisement, but Volume is the fuel. However, standard volume indicators on TradingView are often insufficient. They tell you how much was traded, but they don’t tell you how it was traded.
Was that large volume spike aggressive buying driving the trend? or was it a "buying frenzy" hitting a wall of passive limit orders (absorption)?
The CVD Complete Volume Analysis Pro (v5) is an advanced institutional-grade Order Flow engine. By utilizing 1-second intrabar data, this indicator reconstructs the "Tick Rule" to separate Aggressive (Market) orders from Passive (Limit) orders. It calculates Cumulative Volume Delta (CVD), detects Absorption/Distribution anomalies, and utilizes an embedded Logistic Regression model to predict daily directional bias.
This is not just an indicator; it is a complete Order Flow Dashboard designed to aid and support complex footprint charts for the everyday trader.
🏗️ How It Works: The "Micro-Structure" Engine
Most volume indicators on TradingView look at the close of a 1-minute or 5-minute bar to guess the volume direction. This script goes deeper.
1. The 1-Second Granularity
Using TradingView's request.security_lower_tf capability, this script pulls 1-second resolution data regardless of the chart timeframe you are on.
It analyzes the price movement every second.
It applies the "Tick Rule": If price moves up, volume is classified as Buy. If price moves down, volume is classified as Sell.
This allows for a highly accurate reconstruction of Buying vs. Selling pressure that standard indicators miss.
2. The "Cluster" Concept
The script aggregates these 1-second data points into Clusters.
Default: 60 seconds (1 minute) per cluster.
This creates a normalized "Heartbeat" of the market, allowing us to compare the efficiency of volume over fixed time windows, removing the noise of time-based chart distortions.
3. The "Passive" Detection Logic (The Core Feature)
This is the most powerful aspect of the tool. It calculates the relationship between Effort (CVD) and Result (Price Move).
The Baseline: The script calculates a rolling statistical baseline (Standard Deviation) of how much price should move for a given amount of Delta.
Absorption (Hidden Buying): If we see massive Aggressive Selling (Negative CVD) but price refuses to drop (or drops significantly less than the statistical model predicts), the script identifies this as Passive Buying.
Distribution (Hidden Selling): If we see massive Aggressive Buying (Positive CVD) but price refuses to rise, the script identifies this as Passive Selling.
📊 The Dashboard Breakdown
The on-screen dashboard is your command center. It updates in real-time to provide a snapshot of the market's internal mechanics.
Section 1: Flow Analysis
This section analyzes the current session's behavior.
Flow Type: Categorizes the market state using algorithmic logic.
Aggressive Buying/Selling: The market is trending, and aggressive participants are winning.
Strong Accumulation/Distribution: A reversal signal. Aggressive participants are trapped, and passive whales are absorbing order flow.
Flow vs. Price: Detects divergences instantly.
Bullish Divergence: Net Flow is Positive, but Price is down (indicates manipulation or temporary suppression).
Bearish Divergence: Net Flow is Negative, but Price is up (indicates a "trap" move).
Section 2: Volume Breakdown
A detailed ledger of the day's activity.
Aggressive Buy/Sell: Market orders executing at the ask/bid. This represents "Impatience."
Passive Buy/Sell: The estimated volume of Limit Orders absorbing the aggressive flow. This represents "Intent."
Net Flow: The mathematical sum of all buy pressure minus sell pressure.
Section 3: Net Positioning (Multi-Day)
Markets don't happen in a vacuum. This section looks back (default 5 days) to see the accumulated inventory.
Bias: Are we in a multi-day accumulation or distribution phase?
Activity Type:
High Hidden Activity: Indicates a fighting market with heavy limit orders (choppy/reversal prone).
Mostly Aggressive: Indicates a trending market with low resistance.
Section 4: Predictive Model (Machine Learning)
The script features an embedded Logistic Regression Model.
It trains on the last N days of Flow Data (CVD, Net Aggressive, Net Passive, Passive Ratios).
It outputs a Probability Score (0% to 100%) regarding the likelihood of an UP close for the current session.
Note: This is a probability model based on order flow history, not a guarantee. Use it as a bias confirmation tool.
🧠 Educational: How to Trade With This
Strategy 1: The "Absorption" Reversal
Context: Price hits a major resistance level.
Look at the Dashboard: You want to see "Flow Type" switch to "Strong Distribution".
The Logic: Price is rising, and aggressive buyers are hitting the ask. However, the script detects that for every buy order, a passive seller is absorbing it. Price stops moving up despite high volume.
The Trigger: When Price creates a lower low on the chart while the dashboard shows Distribution, this is a high-probability short entry.
Strategy 2: The Flow Divergence
Context: Price is trending down.
Look at the Dashboard: Price is making new lows, but the "Net Flow" is turning Green (Positive), or the "Cum CVD" is sloping upwards.
The Logic: This is "Effort vs. Result." Sellers are exhausted. They are pushing price down, but the net flow is shifting to buyers.
The Trigger: Enter Long on the first structure break.
Strategy 3: Trend Continuation
Context: Market is opening or breaking a range.
Look at the Dashboard: You want "Full Alignment."
Signals: "Flow Type" says Aggressive Buying, Net Flow is Positive, and the Predictive Model shows >60% Bullish Probability.
The Logic: There is no passive resistance. Aggressive buyers are pushing price up freely.
The Trigger: Buy pullbacks.
⚙️ Settings & Configuration
Cluster Size: The number of 1-second bars to group together.
Use 60 (1 min) for Scalping.
Use 300 (5 min) for Day Trading.
Average Length: The baseline for statistical calculations. Higher numbers = smoother baselines but slower adaptation.
Detection Settings:
Passive Multiplier: Adjusts the sensitivity of the absorption estimation. 1.0 is standard. Increase to 1.5 if you only want to see extreme anomalies.
Daily Tracking:
History Days: How many days of data to display in the table. Note: Due to TradingView data limits, keeping this between 3-5 days ensures the most stability.
⚠️ Important Technical Limitations
Please read this section carefully to understand the constraints of the Pine Script environment:
Data Depth (The 100k Limit): TradingView limits request.security_lower_tf to approximately 100,000 intrabars.
This means the script can typically only "see" the last 3 to 5 days of true 1-second data.
If you set History Days or Training Days too high (e.g., 20 days), the script may return 0 values for older dates because the high-resolution data simply doesn't exist on the server.
Approximation of Ticks: While 1-second data is extremely precise, it is still an aggregation. In extremely high-volatility events (like CPI releases), multiple ticks happen inside one second. The script attributes the volume of that second based on the close relative to the open/prev close. It is the best approximation possible on TradingView, but not a replacement for Level 3 Tick Data feeds.
Calculation Time: This is a heavy script. On lower-end devices or when loading on many charts simultaneously, you may experience a "Calculation took too long" warning. If this happens, reduce the History Days to 3.
🛡️ Disclaimer
No Repainting: This indicator uses strict historical referencing and does not repaint closed clusters.
Not Financial Advice: This tool provides data visualization. Order flow is a subjective art. Always manage your risk.
Author's Note:
I built this tool because I wanted the power of Order Flow footprint charts without the visual clutter. By using statistical baselines to detect passive liquidity, we can finally see the "invisible hand" of the market directly on our TradingView charts. I hope this adds value to your trading.
👍 If you find this script useful, please leave a Boost and a Comment below!
Regression SuperTrend WAIT🔹 DESCRIPTION
Regression SuperTrend + WAIT Panel is a trend-filter and market regime indicator designed to help traders identify the dominant market direction and avoid low-quality trading conditions.
This script combines:
Regression-based SuperTrend to define the primary trend (UP / DOWN)
A WAIT panel to filter tradable conditions
ADX, RSI, and CCI values displayed in a compact panel for quick context
Buy / Sell labels on the chart do not represent entry signals.
They only indicate trend regime changes.
🔹 How to Use
1. Trend Direction
Green line (UP) → Focus on LONG setups only
Red line (DOWN) → Focus on SHORT setups only
2. WAIT Panel
WAIT(L) → Long bias environment, wait for proper entries
WAIT(S) → Short bias environment, wait for proper entries
Low ADX → Weak or ranging market, trading is not recommended
RSI and CCI values are shown for momentum context only.
🔹 Best Practice
This indicator is not a standalone trading system.
It is intended to be used as:
A higher-timeframe bias tool
A trend and regime filter for lower-timeframe strategies or oscillators
Example:
Regression UP + WAIT(L) → Only look for long setups on lower timeframes
🔹 Who Is This For?
Trend-based traders
ICT / market structure traders
Traders who want to clearly identify when NOT to trade
⚠️ Disclaimer
This script is for educational purposes only.
It is not financial advice.
All trading decisions and risk management are the user’s responsibility.
Timeframe-Independent Anchored VWAPAn anchored VWAP (Volume Weighted Average Price) that produces identical values (down to the tick!) across different timeframes (unlike, for example, TradingView's built-in Anchored VWAP).
Advantages
This indicator calculates identical values whether you view it on 1m, 5m, 15m, or any other timeframe within reasonable ranges. Even challenging non-integer timeframe ratios like calculating on 2m while viewing on 3m are handled perfectly. In High or Low mode, VWAP will anchor precisely at the selected candle's high/low. As usual for AVWAP, up to 3 standard deviation bands are supported.
How to Use
Setting the Anchor: When the indicator is added, select your anchor time. This is typically placed at a significant swing high/low or session open.
Source Selection: Choose whether to anchor from High, Low, or Close price.
Calculation Timeframe: Select the timeframe used for VWAP calculation.
For intraday trading (1m-1H charts): Just keep the default setting (1m)
For swing trading (4H-D charts): Use 5m or 15m calculation timeframe
For position trading (D-W charts): Use 1H calculation timeframe
Important: Lower calculation timeframes provide more precise data but may hit Pine Script's bar limit on very long timeframes
Standard Deviation Bands: Enable additional band sets as needed for your trading style.
Technical Implementation
The indicator achieves timeframe independence through the following algorithm:
Lower Timeframe Sampling: Uses Pine Script's request.security_lower_tf() to retrieve bar data at the specified calculation timeframe, regardless of the viewing timeframe. This provides consistent data resolution across all chart timeframes.
Anchor Detection: Scans the lower timeframe data to identify the exact bar containing the selected anchor price. The algorithm handles both simple cases (where anchor falls on a complete bar) and complex cases (where anchor falls within a split bar in non-integer timeframe ratios like calculating on 2m while viewing on 3m).
FIFO Buffer Management: Maintains a First-In-First-Out buffer of lower timeframe bars. On each chart bar:
Adds new lower timeframe bars to the buffer
Processes exactly one period worth of bars (matching the viewing timeframe)
Removes processed bars from the buffer
This approach ensures consistent calculation regardless of viewing timeframe.
First Bar Initialization: On the anchor bar, processes only the single anchor bar to ensure the VWAP starts exactly at the anchor price. Subsequent bars process the full period, maintaining mathematical accuracy.
VWAP Calculation: Applies the standard volume-weighted average price formula:
VWAP = Σ(Price × Volume) / Σ(Volume)
StdDev = √(Σ(Price² × Volume) / Σ(Volume) - VWAP²)
All calculations accumulate from the anchor point forward.
Visual Continuity: For edge cases where the anchor falls in an incomplete bar (e.g., calculating on 2m while viewing on 3m), displays the anchor price as a visual placeholder until the actual calculation begins on the next bar. This ensures the line always starts visually at the anchor point.
Kalman Absorption/Distribution Tracker 3-State EKFQuant-Grade Institutional Flow: 3-State EKF Absorption Tracker
SUMMARY
An advanced, open-source implementation of a 3-State Extended Kalman Filter (EKF) designed to track institutional Order Flow. By analyzing 1-second intrabar microstructure data, this script estimates the true Position, Velocity, and Volatility of the Cumulative Volume Delta (CVD), revealing hidden Absorption and Distribution events in real-time.
INTRODUCTION: THE SIGNAL AMIDST THE NOISE
In the world of technical analysis, noise is the enemy. Traditional indicators rely on Moving Averages (SMA, EMA) to smooth out price and volume data. The problem is the "Lag vs. Noise" paradox: to get a smooth signal, you must accept lag; to get a fast signal, you must accept noise.
This indicator solves that paradox by introducing aerospace-grade mathematics to the TradingView community: The 3-State Extended Kalman Filter (EKF).
Unlike moving averages that blindly average past data, a Kalman Filter is a probabilistic state-space model. It constantly predicts where the order flow "should" be, compares it to the actual measurement, and updates its internal model based on the calculated uncertainty of the market.
This script is not just another volume oscillator. It is a full microstructure analysis engine that digests intrabar data (down to 1-second resolution) to track the true intent of "Smart Money" while filtering out the noise of retail chop.
THE INNOVATION: WHY 3 STATES?
Most Kalman Filters found in public libraries are "1-State" (tracking price only) or occasionally "2-State" (tracking price and velocity). This script introduces a highly advanced 3-State EKF.
The filter tracks three distinct variables simultaneously in a feedback loop:
State 1: Position (The True CVD)
This is the noise-filtered estimate of the Cumulative Volume Delta. It represents the actual inventory accumulation of aggressive buyers versus sellers, stripped of random noise.
State 2: Velocity (The Momentum)
This tracks the rate of change of the order flow. Is buying accelerating? Is selling pressure fading even as price drops? This provides a leading signal before the cumulative value even turns.
State 3: Volatility (The Adaptive Regime)
This is the game-changer. The filter estimates the current volatility of the order flow (Log-Volatility). In high-volatility environments (like news events), the filter automatically widens its uncertainty bands (Covariance) and reacts faster. In low-volatility environments (chop), it tightens up and ignores minor fluctuations.
THE LOGIC: DETECTING ABSORPTION AND DISTRIBUTION
The core philosophy of this indicator is based on Wyckoff Logic: Effort vs. Result.
-- Effort: Represented by the CVD (Buying/Selling pressure).
-- Result: Represented by Price Movement.
When these two diverge, we have an actionable signal. The script uses the EKF Velocity state to detect these moments:
Absorption (Bullish)
This occurs when the EKF detects high negative Velocity (aggressive selling), but Price refuses to drop. The "Smart Money" is absorbing the sell orders via limit buys. The indicator highlights this as a Blue Event in the dashboard.
Distribution (Bearish)
This occurs when the EKF detects high positive Velocity (aggressive buying), but Price refuses to rise. Limit sellers are capping the market. The indicator highlights this as an Orange Event.
TECHNICAL DEEP DIVE: UNDER THE HOOD
For the developers and quants, here is how the Pine Script is architected using the "type" and "method" features of Pine Script v5.
1. Data Ingestion (Microstructure)
The script uses "request.security_lower_tf" to pull intrabar data regardless of your chart timeframe. This allows the script to see "inside" the bar. A 5-minute candle might look green, but the microstructure might reveal that 80% of the volume was selling absorption at the wick. This script sees that.
2. Tick Classification
Standard CVD assumes that if Price Close is greater than Price Open, all volume is buying. This is often flawed. This script offers three modes of tick handling, including a "High-Low Distribution" method that statistically apportions volume based on where the tick closed relative to its high and low.
3. The EKF Mathematics
The script implements the standard Extended Kalman Filter equations manually. It calculates the Jacobian matrix to handle the non-linear relationship between volatility and price. The "Process Noise Matrix" (Q) is dynamically scaled by the Volatility State. This means the mathematics of the indicator literally "breathe" with the market conditions—expanding during expansion and contracting during consolidation.
THE DASHBOARD & VISUALS:
The indicator features a professional-grade HUD (Heads Up Display) located on the chart table.
-- EKF State Vector: Displays the real-time Position, Velocity, and Volatility values derived from the matrix.
-- Ease of Movement (Wyckoff): Calculates how much price moves per 1,000 contracts of CVD. For example, if Price moves +5 points per 1k Buy CVD, but only -2 points per 1k Sell CVD, the "Path of Least Resistance" is clearly UP.
-- Session State: Tracks cumulative confirmed Bullish vs. Bearish events for Today, Yesterday, and the Day Before (3-Day Profile).
-- Bias Summary: An algorithmic conclusion telling you if the day is "Confirmed Bullish," "Accumulating," or "Neutral."
HOW TO TRADE THIS INDICATOR
Strategy A: The Reversal (Absorption Play)
Look for price making a Lower Low.
Look for the EKF Velocity (Histogram) to be Deep Red (High Selling Pressure).
Watch the Dashboard "Absorption" count increase.
SIGNAL: When EKF Velocity crosses back toward zero and turns grey/green, the absorption is complete. This indicates sellers are exhausted and limit buyers have control.
Strategy B: The Trend Continuation (Ease of Movement)
Check the Dashboard "Ease of Movement" section.
If "Price per +1K CVD" is significantly higher than "Price per -1K CVD", buyers are efficient.
Wait for a pullback where EKF Velocity hits the "Neutral Zone" (Gray).
SIGNAL: Enter Long when Velocity ticks positive again, aligning with the dominant Ease of Movement stats.
CONFIGURATION GUIDE:
Because this is a quant-grade tool, the settings allow for fine-tuning the physics of the filter.
-- Velocity Decay: Controls how fast momentum resets to zero. Set high (0.98) for trending markets, or lower (0.85) for mean-reverting chop.
-- Volatility Persistence: Controls how "sticky" volatility regimes are.
-- Process Noise: Increase this if the filter feels too laggy; decrease it if the filter feels too jittery (noisy).
-- Measurement Noise: Increase this to trust the Mathematical Model more than the Price Data (smoother output).
WHY OPEN SOURCE?
Complex statistical filtering is often sold behind closed doors in expensive "Black Box" algorithms. By releasing this 3-State EKF open source, the goal is to raise the standard of development on TradingView.
I encourage the community to inspect the code, specifically the "ekf_update_3state" function, to understand how matrix operations can be simulated in Pine Script to create adaptive, self-correcting indicators. And also update me for improvements.
DISCLAIMER:
This tool analyzes microstructure volume data. It requires a subscription plan that supports Intrabar inspection (Premium/Pro recommended for best results). Past performance of the Kalman Filter logic does not guarantee future results. Volume analysis is subjective and should be used as part of a comprehensive strategy.
SUGGESTED SETTINGS
-- Timeframe: Works best on 1m, 3m, or 5m charts (Intrabar data is fetched from 1S).
-- Asset Class: Highly effective on Futures (ES, NQ, BTC) and high-volume Forex/Crypto pairs where volume data is reliable.
-- Background: Dark mode recommended for Dashboard visibility.
WHAT IS A KALMAN FILTER?
Imagine driving a car into a tunnel where your GPS signal is lost.
Prediction: Your car knows its last speed (Velocity) and position. It predicts where you are every second inside the tunnel.
Update: When you exit the tunnel, the GPS connects again. The system compares where it thought you were versus where the satellite says you are.
Correction: It corrects your position and updates its estimate of your speed.
Now apply this to trading:
-- The Tunnel: Market Noise, wicks, and Fake-outs.
-- The Car: The True Market Trend.
-- This Indicator: The navigation system that tells you where the market actually is, ignoring the noise of the tunnel.
Enjoy the indicator and trade safe!
Dr. Jay Desai
(Investment Management & Derivatives Area, Gujarat University)
SA Trump Volatility Pattern Wick + Volume Shock ReversalDisclaimer (read first)
Educational use only — not financial advice. This script does not provide entries/exits, targets, position sizing, or profit guarantees. Trading (especially options/futures) involves substantial risk and can result in loss of principal (and more for leveraged products). Use at your own discretion.
Best use cases on the 2-Hour timeframe
On 2H, this script becomes a high-signal-quality “shock reversal” detector instead of a noisy candle toy. You’re essentially filtering for:
Large wick rejection
Small real body
Statistically unusual volume (Z-score > threshold)
Context alignment (trend filter + prior bar direction + optional RSI)
What 2H is best for
1) Detecting “event shock” reversals
2H bars often capture:
Macro headlines
Fed commentary
earnings reactions (for equities)
sudden volatility expansions
When the script fires on 2H, it often means:
“Aggressive push happened, liquidity got rejected, and participation was unusually high.”
That’s a structural clue, not a trade instruction.
2) Filtering false breakouts / breakdowns
The wick requirement is basically “failed continuation.”
On 2H, this is powerful around:
prior day highs/lows
weekly pivots
obvious consolidation edges
key moving averages (fast SMA / slow SMA gate)
Bull pattern = flush + reclaim behavior.
Bear pattern = pop + rejection behavior.
3) Options traders: timing “premium exposure windows”
On 2H, this is great for options traders who want to avoid buying premium into a fake move.
BullTrump on 2H can be used as a “don’t chase puts / be cautious short” context shift.
BearTrump on 2H can be used as a “don’t chase calls / be cautious long” context shift.
It’s a “regime hint” for the next few sessions, not a one-bar command.
4) Futures traders: rotation vs continuation framework
A 2H “Trump Candle” often marks:
the end of a liquidation leg
a stop-run / squeeze peak
a pivot moment where the market shifts from impulse to balance
Use it to decide whether you’re in:
continuation mode (trend carries)
or rotation mode (mean-reversion / two-way)
How to use it (2H workflow)
Step A — Keep it strict at first
Recommended defaults for 2H:
wickFracThreshold: 0.40–0.55
bodyMaxFrac: 0.35–0.45
volZThresh: 1.0–1.5
useRSIFilter: ON
RSI bull min / bear max: 45 / 55 (good baseline)
Step B — Treat triggers as “context events”
When it prints, ask 3 questions:
Where did it happen? (key level or random spot)
Was it aligned with trend gate? (SMA fast/slow)
Did volume Z-score spike? (true shock vs normal wick)
Higher quality triggers happen when:
the wick pierces a known level (prior swing / range edge)
and the close re-enters the range
and volume Z-score is meaningfully positive
Step C — Confirm with the next 1–2 candles (optional)
On 2H, it’s reasonable to wait for:
a follow-through close
or a hold above/below fast SMA
or a second “acceptance” candle
You can do this manually without changing code.
Other recommended timeframes (best to worst)
✅ 4H (even cleaner, fewer signals)
Use for:
swing context
multi-day pivots
big reversal points
✅ 1H (more signals, still structured)
Use for:
intraday + overnight context
day-trade bias shifts
✅ 30m (for active traders)
Use for:
tighter responsiveness
more setups
But requires more discretion; noise increases.
⚠️ 15m and below (only if you increase strictness)
If you want to run it on 5m/15m:
raise volZThresh (ex: 1.5–2.0)
raise wickFracThreshold (ex: 0.50–0.65)
lower bodyMaxFrac (ex: 0.25–0.35)
Otherwise it will trigger too often.
Best markets for this script
Works best on:
Index futures: /NQ, /ES (big volume makes Z-score meaningful)
Liquid ETFs: SPY, QQQ
High-volume large caps (AAPL, MSFT, NVDA etc.)
Less reliable on:
thin small caps (volume Z-score gets weird)
low-volume premarket candles
illiquid options underlyings
Signal Inside the Script ✅ SA ZoneEngine Bias Filtered is a market-structure bias and confirmation tool designed for futures To request access: 👉 Purchase here: trianchor.gumroad.com
Best GBT for this indicator
chatgpt.com
chatgpt.com
chatgpt.com
HV and IMP candle finderHV and IMP candle finder
Highest volume candle (HV) and Important candle (IMP) are usually a traces of institutional activity. We can take help of these candles to form a bias for the next trading day.
This script does the following:
1. Finds the IMP candle for a given day range with the trend of a given day, ie it finds highest volume candle between the high and low of the day and marks as IMP on the chart
2. It finds the highest volume candle for a given day and marks it.
Use case:
Spot institutional activity, accumulation, and key intraday pivot candles.
View can be made by seeing this HH and LL in these volume candles. Also by considering the closing and opening for the price the next trading session.
Notes
Best to be used on 5 min TF for after market analysis. It does get the candles in live market but it might change with time.
Works really best when delivery volume is also analysed along with it.
Made with Love.
Regards,
Jitendra Varma
Volume Profile Visible Range (VPVR) with POC PriceThis script visualizes volume distribution for the bars currently visible on your chart, helping you identify key liquidity zones and high-traffic price levels.
Main Features:
・Dynamic Range: Recalculates automatically as you zoom or scroll.
・POC Price Label: Highlights the Point of Control (highest volume) with a clear price tag.
・Value Area (VA): Visually separates the most active trading zone (default 70%).
・Highly Flexible: Choose your preferred layout (Left or Right) and colors.
How to use:
1. Spot S/R Levels: Look for long bars (High Volume Nodes); these often act as strong support or resistance.
2. Monitor the POC: The Point of Control is a price magnet. Watch for reactions or retests at this level.
3. Low Volume Gaps: Price tends to move quickly through areas with very short volume bars.
Cumulative Volume Delta (CVD) Suite [QuantAlgo]🟢 Overview
The Cumulative Volume Delta (CVD) Suite is a comprehensive toolkit that tracks the net difference between buying and selling pressure over time, helping traders identify significant accumulation/distribution patterns, spot divergences with price action, and confirm trend strength. By visualizing the running balance of volume flow, this indicator reveals underlying market sentiment that often precedes significant price movements.
🟢 How It Works
The indicator begins by determining the optimal timeframe for delta calculation. When auto-select is enabled, it automatically chooses a lower timeframe based on your chart period, e.g., using 1-second bars for minute charts, 5-second bars for 5-minute charts, and progressively larger intervals for higher timeframes. This granular approach captures volume flow dynamics that might be missed at the chart level.
Once the timeframe is established, the indicator calculates volume delta for each bar using directional classification:
getDelta() =>
close > open ? volume : close < open ? -volume : 0
When a bar closes higher than it opens (bullish candle), the entire volume is counted as positive delta representing buying pressure. Conversely, when a bar closes lower than its open (bearish candle), volume becomes negative delta representing selling pressure. This classification is applied to every bar in the selected lower timeframe, then aggregated upward to construct the delta for each chart bar:
array deltaValues = request.security_lower_tf(syminfo.tickerid, lowerTimeframe, getDelta())
float barDelta = 0.0
if array.size(deltaValues) > 0
for i = 0 to array.size(deltaValues) - 1
barDelta := barDelta + array.get(deltaValues, i)
This aggregation process sums all the individual delta values from the lower timeframe bars that comprise each chart bar, capturing the complete volume flow activity within that period. The resulting bar delta then feeds into the various display calculations:
rawCVD = ta.cum(barDelta) // Cumulative sum from chart start
smoothCVD = ta.sma(rawCVD, smoothingLength) // Smoothed for noise reduction
rollingCVD = math.sum(barDelta, rollingLength) // Rolling window calculation
Note: This directional bar approach differs from exchange-level orderflow CVD, which uses tick data to separate aggressive buy orders (executed at the ask price) from aggressive sell orders (executed at the bid price). While this method provides a volume flow approximation rather than pure tape-reading precision, it offers a practical and accessible way to analyze buying and selling dynamics across all timeframes and instruments without requiring specialized data feeds on TradingView.
🟢 Key Features
The indicator offers five distinct visualization modes, each designed to reveal different aspects of volume flow dynamics and cater to various trading strategies and market conditions.
1. Oscillator (Raw): Displays the true cumulative volume delta from the beginning of chart history, accompanied by an EMA signal line that helps identify trend direction and momentum shifts. When CVD crosses above the signal line, it indicates strengthening buying pressure; crosses below suggest increasing selling pressure. This mode is particularly valuable for spotting long-term accumulation/distribution phases and identifying divergences where CVD makes new highs/lows while price fails to confirm, often signaling potential reversals.
2. Oscillator (Smooth): Applies a simple moving average to the raw CVD to filter out noise while preserving the underlying trend structure, creating smoother signal line crossovers. Use this when trading trending instruments where you need confirmation of genuine volume-backed moves versus temporary volatility spikes.
3. Oscillator (Rolling): Calculates cumulative delta over only the most recent N bars (configurable window length), effectively resetting the baseline and removing the influence of distant historical data. This approach focuses exclusively on current market dynamics, making it highly responsive to recent shifts in volume pressure and particularly useful in markets that have undergone regime changes or structural shifts. This mode can be beneficial for traders when they want to analyze "what's happening now" without legacy bias from months or years of prior data affecting the readings.
4. Histogram: Renders the per-bar volume delta as individual histogram bars rather than cumulative values, showing the immediate buying or selling pressure that occurred during each specific candle. Positive (green) bars indicate that bar closed higher than it opened with buying volume, while negative (red) bars show selling volume dominance. This mode excels at identifying sudden volume surges, exhaustion points where large delta bars fail to move price, and bar-by-bar absorption patterns where one side is aggressively consuming the other's volume.
5. Candles: Transforms CVD data into OHLC candlestick format, where each candle's open represents the CVD at the start of the bar and subsequent intra-bar delta changes create the high, low, and close values. This visualization reveals the internal volume flow dynamics within each time period, showing whether buying or selling pressure dominated throughout the bar's formation and exposing intra-bar reversals or sustained directional pressure. Use candle wicks and bodies to identify volume acceptance/rejection at specific CVD levels, similar to how price candles show acceptance/rejection at price levels.
▶ Built-in Alert System: Comprehensive alerts for all display modes including bullish/bearish momentum shifts (CVD crossing signal line), buying/selling pressure detection (histogram mode), and bullish/bearish CVD candle formations. Fully customizable with exchange and timeframe placeholders.
▶ Visual Customization: Choose from 5 color presets (Classic, Aqua, Cosmic, Ember, Neon) or create your own custom color schemes. Optional price bar coloring feature overlays CVD trend colors directly onto your main chart candles, providing instant visual confirmation of volume flow and making divergences immediately apparent. Optional info label with configurable position and size displays current CVD values, data source timeframe, and mode at a glance.
Pulsar Heatmap CVD/OBV [by Oberlunar]Pulsar Heatmap CVD/OBV is a flow/price-consensus dashboard that turns OBV, CVD and their combination blend into a compact “heatmap + bias/signal” view, with optional main-chart candle coloring and HUD overlays.
What it shows
The panel is split into 3 horizontal lanes (OBV / CVD / COMBO). Each lane is further split into two halves:
Flow half: the normalized OBV/CVD/COMBO component (either per-bar Delta or Cumulative series).
PriceΔ half: the normalized divergence between price and the lane (price unit − flow unit), highlighting when price moves with or against the flow proxy.
Colors use intensity-based transparency so you can quickly spot pressure, compression, and disagreement between lanes.
Core engines
Normalization: Z-Score→tanh, Z-Score→clamp, MinMax, or None (unit range ≈ ).
Bias engine (6 halves): builds a directional BIAS from the six components (OBV/CVD/COMBO × Flow/PriceΔ), with optional hysteresis to reduce flicker.
Signal engine: triggers LONG/SHORT only on full alignment (all 6 halves agree), with confirm-bars and optional sticky behavior.
ROC/Acceleration layers: optional impulse context (ROC + ACC) to gate signals and/or boost bias strength when momentum is supportive.
AST filter: a strict directional filter combining volatility regime, BB expansion/contraction, MTF RSI prior and Kalman-smoothed evidence. When AST is directional, it can block opposite signals to enforce coherence.
Visual tools
Bias/Signal bands: top/bottom bands render BIAS strength and SIGNAL state; yellow highlights indicate disagreement/blocked states.
Candle colouring (main chart): optionally colours chart candles from LaneScore / Bias / Signal / Bias+Signal (uses overlay drawing where supported).
Signal labels: optional LONG/SHORT markers (with “better price than last shown” logic).
Triangle HUD: right-side geometric HUD summarising OBV/CVD/COMBO consensus + disagreement cues.
Timed Exhaustion / Absorption table: compact state machine that flags momentum exhaustion and absorption-like conditions using tight range + ROC/ACC behaviour.
How to use
Start with Lane data = Delta for faster microstructure timing; switch to Cumulative for macro context.
Choose a normalisation that fits your symbol’s volatility (ZScore→tanh is usually stable).
Read BIAS as the current dominant direction/strength; treat SIGNAL as the strict “all lanes aligned” confirmation.
If you want stricter coherence, keep the AST filter enabled (it is integrated by design and blocks opposite-direction signals when directional).
Setup 1 — Long Signal (Clean Alignment + Impulse)
In this example, Pulsar Heatmap transitions into a clear long setup when the system prints a LONG SIGNAL. The key idea is simple: the indicator does not enter on “bias” alone. It waits for full alignment across the internal lanes, optionally reinforced by the ROC/Acceleration impulse layer, and only then does it confirm a signal on a closed bar (Safe Mode)
Setup 2 — Short Signal After Compression (Absorption → Release)
In this screenshot, the short trade idea is not coming from “red candles” alone, but from a very specific sequence: the heatmap shows a shift into bearish alignment, the system prints a SHORT SIGNAL, and the timed module confirms that the market was in a tight range while sell pressure started to dominate.
Setup 3 — Neutral State (Stand-By Zone, No Trade Yet)
In the following screenshot, Pulsar Heatmap is doing something very important: it is clearly saying NEUTRAL 0%. Even if, visually, price could “look” like it might resume upward, the indicator is not providing a directional edge yet.
If you are already short, treat DISAGREE as a signal to take profit, tighten the stop, or scale out.
Setup 4 — When similar conditions return
Setup 4 — Impulse + Exhaustion conditions
In this screenshot, you’re basically seeing a “timing warning” configuration. Price prints a sharp bearish extension, but Pulsar Heatmap is not presenting it as a clean continuation setup: the center read is NEUTRAL 0%, while the timed engine shows both Absorption = SHORT and Exhaustion = SHORT. That combination often means: the downside pressure was real, but the move is already in a late/fragile phase (good for managing an existing short, not for opening a new one).
This tool uses available volume data from your data provider and approximates flow via OBV/CVD-style logic; results can differ across symbols/brokers and sessions. This script is for educational/analytical purposes and is not financial advice.
by Oberlunar 👁️ ⭐
Big Trades Detector [Adjusted LookBack] By HFThis indicator is simply an adjustment to the one published by HK, so that the Lookback can be less than 5 periods.
Cross-Exchange VWAP with VAH/VALThis indicator calculates a cross‑exchange VWAP by aggregating price and volume data from up to four major crypto exchanges: Coinbase, Binance, Bybit, and OKX.
It also derives Value Area High (VAH) and Value Area Low (VAL) using a volume‑weighted standard deviation around VWAP.
What this indicator does
Aggregates price × volume and volume from multiple exchanges for the same asset
Calculates a single, unified VWAP reflecting broader market activity rather than a single venue
Computes VAH and VAL as:
VAH = VWAP + k × σ
VAL = VWAP − k × σ
where σ is the volume‑weighted standard deviation and k is user‑configurable
Exchanges supported
Coinbase (default quote: USD)
Binance (default quote: USDT)
Bybit (default quote: USDT)
OKX (default quote: USDT)
Each exchange can be enabled/disabled individually, and symbol overrides are supported (e.g. BTCUSDT, BTCUSDT.P, ETHUSD).
VWAP anchoring options
You can choose how VWAP and Value Area reset:
Daily (UTC session)
Weekly
Monthly
None (fully cumulative)
Manual reset via input toggle
This makes it suitable for intraday, swing, and higher‑timeframe analysis.
Value Area configuration
Standard deviation multiplier (k) is configurable
k = 1.0 → ~68% band (default)
k ≈ 1.036 → ~70% band (normal assumption)
Optional shaded VAL–VAH area for quick visual context
Note: VAH/VAL are derived from VWAP ± σ, not from a full volume‑profile histogram.
This approach is computationally efficient and stable for real‑time trading.
Optional status table
An optional table (top‑right) displays:
Enabled exchanges
Active trading pairs per exchange
Volume availability status
Useful for quickly validating data coverage.
Intended use cases
Institutional‑style VWAP analysis across venues
Reducing single‑exchange bias in crypto trading
Identifying fair value, mean reversion zones, and acceptance areas
Intraday execution and swing trade context
Notes & limitations
Availability of symbols may vary by exchange
(use symbol overrides if needed)
Crypto sessions are UTC‑based for daily resets
Not a true Market Profile / volume‑at‑price VA calculation
NY VWAP 2std to 3std Probabilities + Exit ZonesHow it works:
Time buckets
Early: 10:30 – 12:00
Mid: 12:00 – 14:00
Late: 14:00 – 16:00
Bands
2σ band (s2up / s2dn) → this is where the “potential breakout” starts.
3σ band (s3up / s3dn) → this is the “target” for the 2→3σ move.
Counting logic
If during a given bucket, the price touches the 2σ band, it counts as a 2σ hit.
If after that, in the same bucket, the price also touches the 3σ band, it counts as a 3σ hit.
Probability calculation
\text{Probability 2→3σ} = \frac{\text{# of 3σ hits}}{\text{# of 2σ hits}} \times 100
For example, if in the late session the lower 2σ band is hit 10 times, and of those 10 times, 6 eventually hit the lower 3σ band, the script will show 60%.
Labels / lines
On the chart, Upper/Lower 2→3σ probabilities are displayed per bucket.
So yes: “Late Lower 2σ → 3σ: 60%” means: if price touches the lower 2σ band in the late session, historically, 60% of those touches continued to the 3σ band.
⚠ Important caveats:
These are historical probabilities, not predictions.
Small sample sizes in a bucket can make percentages unstable early in the day.
The script only counts session NY bars (0930–1600) and ignores pre-10:30 hits to reduce opening volatility noise.
ETH Trap Short v2 (HTF Filter) 5mETH 5-minute trap short strategy with higher-timeframe (1H EMA200 slope) regime filter.
Includes session filter and fixed SL/TP.
For testing and development only.
HMA Trend Scalper V1[wjdtks255]
Overview
This indicator is a high-performance trend-following system optimized for crypto futures trading. It provides clear entry signals and dynamic, real-time risk management tools to help traders stay on the right side of the market.
Key Features
Dynamic Trend Tracking: Uses a specialized HMA (Hull Moving Average) to filter market noise and identify the core trend.
Real-time TP/SL Extension: Unlike static indicators, the Take Profit (TP) and Stop Loss (SL) lines extend candle-by-candle along with the price action.
Clean Chart UI: Lines only exist from the entry point to the current candle, preventing chart clutter.
Automatic Completion: Once the price hits a target, the line stops extending and marks the result (Target Hit or Stop Out).
Trading Strategy (How to Trade)
1. Long Entry (🚀 LONG)
Condition: The price must be above the trend line, and a breakout of the recent 5-candle high must occur with significant volume.
Action: Enter a Long position when the "🚀 LONG" label appears.
Exit: Hold until the price reaches the Cyan (Aqua) TP line or hits the Yellow SL line.
2. Short Entry (💀 SHORT)
Condition: The price must be below the trend line, and a breakdown of the recent 5-candle low must occur with significant volume.
Action: Enter a Short position when the "💀 SHORT" label appears.
Exit: Hold until the price reaches the Cyan (Aqua) TP line or hits the Yellow SL line.
3. Risk Management
Stop Loss: The indicator automatically calculates the optimal SL based on recent volatility (ATR) and swing points.
Take Profit: The TP is set at a calculated ratio to ensure a positive risk-to-reward setup.
Settings
Trend Sensitivity: Adjust the HMA length to match your preferred timeframe (Scalping vs. Swing).
Volume Multiplier: Filter out weak moves by increasing the volume breakout requirement.
Custom Styles: Fully customize line colors, widths, and styles (Solid, Dashed, Dotted) in the settings menu.
Auction Context Engine ( Value Area, VWAP & Regime)📌 Indicator Name
Auction Context Engine (Value Area, VWAP & Regime)
Short name: ACE Context
🧠 Description
Auction Context Engine (ACE) is a professional market context and structure indicator based on Auction Market Theory.It is designed to help traders understand where the market is positioned, not to generate trade signals.
ACE focuses on:
• Developing Value Area (VAH / VAL)
• Developing Point of Control (POC)
• Session VWAP positioning
• Volatility regime expansion
• Opening Range context
• Failed auction / trap detection
• Market bias and environment quality
This indicator provides context only and is intended to be used alongside a separate execution strategy or system.
🎯 What This Indicator Is
✔ A context engine
✔ A market structure filter
✔ A bias alignment tool
✔ A regime and environment classifier
❌ What This Indicator Is NOT
✘ Not a signal generator
✘ Not a buy/sell system
✘ Not a strategy
✘ Not a profitability promise
📊 How To Use
Use ACE to answer:
• Is price accepting or rejecting value?
• Is the market in balance or expansion?
• Is VWAP supporting or opposing price?
• Is this a breakout environment or a trap?
• Is volatility expanding?
• Is the market trending or ranging?
You may then use your own execution strategy aligned with this context.
🟢 Core Components
Developing Value Area
• VAH / VAL dynamically update through the session
• POC tracks highest traded volume area
VWAP Position
• Above VWAP = bullish bias
• Below VWAP = bearish bias
Opening Range Context
• Detects breakouts or balance after session open
Volatility Regime
• Identifies expansion vs normal conditions
Failed Auction Detection
• Highlights trap conditions near value extremes
Market Quality
• Strong / Mixed / Weak environment classification
Context Table
• Clean 1-column vertical dashboard with color-coded bias
🔵 Visual Elements
• Developing VAH, VAL, POC lines
• Session VWAP
• Small context dots when environment turns READY
• Compact professional context table
⚙️ Settings
• Value Area bin size
• Value area percentage
• Opening range duration
• Regime expansion factor
• Line colors and thickness
• Context table ON/OFF
• Context dots ON/OFF
🧩 Best Use Case
This indicator is ideal for:
• Intraday trading
• Index futures and equities
• Options context filtering
• Trend / range regime identification
• Professional discretionary traders
⚠️ Disclaimer
This script is provided for educational and informational purposes only.It does not constitute financial or investment advice.Trading involves risk. Always use proper risk management.
Volume MarkersMarks POC, VAL, and VAH over a selected period of time and extends a horizontal line from each marker into the future for a selected period of time
