开始

Relativevolume

Clean Volume (SUV)The Problem with Raw Volume Traditional volume bars tell you how much traded, but not whether that amount is unusual. This creates noise that misleads traders: Stock A averages 1M shares with wild daily swings (500K-2M is normal). Today's 2M volume looks like a spike—but it's just a routine high day. Stock B averages 1M shares with rock-steady volume (950K-1.05M typical). Today's 2M volume is genuinely extraordinary—institutions are clearly active. Both show identical 200% relative volume. But Stock B's reading is far more significant. Raw volume and simple relative volume (RVol) can't distinguish between these situations, leading to: - False signals on naturally volatile stocks - Missed signals on stable stocks where smaller deviations matter - Inconsistent comparisons across different securities --- A Solution: Standardized Unexpected Volume (SUV) SUV applies statistical normalization to volume, measuring how many standard deviations today's volume is from the mean. This z-score approach accounts for each stock's individual volume stability, not just its average. SUV = (Today's Volume - Average Volume) / Standard Deviation of Volume Using the examples above: - Stock A (high volatility): SUV = 2.0 — elevated but not unusual for this stock - Stock B (low volatility): SUV = 10.0 — extremely unusual, demands attention SUV automatically calibrates to each security's behaviour, making volume readings comparable across any stock, ETF, or timeframe. --- What SUV Is Good For ✅ Identifying genuine volume anomalies — separates signal from noise ✅ Comparing volume across different securities — apples-to-apples z-scores ✅ Spotting institutional activity — large players create statistically significant footprints ✅ Confirming breakouts — high SUV validates price moves ✅ Detecting exhaustion — extreme SUV after extended moves may signal climax ✅ Finding "dry" setups — negative SUV reveals quiet accumulation periods --- Where SUV Has Limitations ⚠️ Earnings/news events — SUV will spike dramatically (by design), but the statistical reading may be less meaningful when fundamentals change ⚠️ Low-float stocks — extreme volume volatility can produce erratic SUV readings ⚠️ First 20 bars — needs lookback period to establish baseline; early readings are less reliable ⚠️ Doesn't predict direction — SUV measures volume intensity, not whether price will rise or fall --- How to Read This Indicator Bar Height Displays actual volume (like a traditional volume chart) so you can still see absolute levels. Bar Color (SUV Intensity) Color intensity reflects the SUV z-score. Brighter = more unusual. Up Days (Green Gradient): | Color | SUV Range | Meaning | |--------------|-----------|------------------------------------------| | Bright Green | ≥ 3.0 | EXTREME — Highly unusual buying activity | | Green | ≥ 2.0 | VERY HIGH — Significant accumulation | | Light Green | ≥ 1.5 | HIGH — Above-average interest | | Pale Green | ≥ 1.0 | ELEVATED — Moderately active | | Muted Green | 0 to 1.0 | NORMAL — Typical volume | | Dark Grey | < 0 | DRY — Below-average, quiet | Down Days (Red Gradient): | Color | SUV Range | Meaning | |------------|-----------|-----------------------------------------| | Bright Red | ≥ 3.0 | EXTREME — Panic selling or capitulation | | Red | ≥ 2.0 | VERY HIGH — Heavy distribution | | Light Red | ≥ 1.5 | HIGH — Active selling | | Pale Red | ≥ 1.0 | ELEVATED — Moderate selling | | Muted Red | 0 to 1.0 | NORMAL — Routine down day | | Dark Grey | < 0 | DRY — Light profit-taking | Coiled State (Tan/Beige): When detected, bars turn muted tan regardless of direction. This indicates: - Volume compression (SUV below threshold for consecutive days) - Volatility contraction (ATR below average) - Price tightness (small recent moves) Coiled states may precede significant breakouts. Special Markers "P" Label (Blue) — Pocket Pivot detected. Morales & Kacher's signal fires when: - Price closes higher than previous close - Price closes above the open (green candle) - Volume exceeds the highest down-day volume of the last 10 bars Pocket Pivots may indicate institutional buying before a traditional breakout. "C" Label (Orange) — Coiled state confirmed. The stock is consolidating with compressed volume and tight price action. Watch for expansion. Dashboard The configurable dashboard displays real-time metrics. Default items: - Vol — Current bar volume - SUV — Z-score value - Class — Classification (EXTREME/VERY HIGH/HIGH/ELEVATED/NORMAL/DRY/COILED) - Proj RVol — Projected end-of-day relative volume (intraday only) Additional optional items: Direction, Coil Status, Relative ATR, Pocket Pivot, Average Volume. --- Practical Usage Tips 1. SUV ≥ 2 on breakouts — Validates the move has institutional participation 2. Watch for SUV < 0 bases — Quiet accumulation zones where smart money builds positions 3. Coil → Expansion — After consecutive coiled days, the first SUV ≥ 1.5 bar often signals direction 4. Pocket Pivots in bases — Early accumulation signals before price breaks out 5. Extreme SUV (≥3) after extended moves — May indicate climax/exhaustion rather than continuation --- Settings Overview | Group | Key Settings | |-----------------|-----------------------------------------------------| | SUV Settings | Lookback period (default 20) | | Coil Detection | Enable/disable, sensitivity thresholds | | Pocket Pivot | Enable/disable, lookback period | | Display | Dashboard style (Ribbon/Table), position, text size | | Dashboard Items | Toggle which metrics appear | | Colors | Fully customizable gradient colors | --- Credits SUV concept adapted from academic literature on standardized unexpected volume in market microstructure research. Pocket Pivot methodology based on Gil Morales and Chris Kacher's work. Coil detection inspired by volatility contraction patterns. --- This indicator does not provide financial advice. Always combine volume analysis with price action, market context, and proper risk management. No animals were harmed during the coding and testing of this indicator.
Pine Script®指标
由mericourt提供
Combined: Net Volume, RSI & ATR# Combined: Net Volume, RSI & ATR Indicator ## Overview This custom TradingView indicator overlays **Net Volume** and **RSI (Relative Strength Index)** on the same chart panel, with RSI scaled to match the visual range of volume spikes. It also displays **ATR (Average True Range)** values in a table. ## Key Features ### Net Volume - Calculates buying vs selling pressure by analyzing lower timeframe data - Displays as a **yellow line** centered around zero - Automatically selects optimal timeframe or allows manual override - Shows net buying pressure (positive values) and selling pressure (negative values) ### RSI (Relative Strength Index) - Traditional 14-period RSI displayed as a **blue line** - **Overlays directly on the volume chart** - scaled to match volume spike heights - Includes **70/30 overbought/oversold levels** (shown as dotted red/green lines) - Adjustable scale factor to fine-tune visual sizing relative to volume - Optional **smoothing** with multiple moving average types (SMA, EMA, RMA, WMA, VWMA) - Optional **Bollinger Bands** around RSI smoothing line - **Divergence detection** - identifies regular bullish/bearish divergences with labels ### ATR (Average True Range) - Displays current ATR value in a **table at top-right corner** - Configurable period length (default: 50) - Multiple smoothing methods: RMA, SMA, EMA, or WMA - Helps assess current market volatility ## Use Cases - **Momentum & Volume Confirmation**: See if RSI trends align with net volume flows - **Divergence Trading**: Automatically spots when price makes new highs/lows but RSI doesn't - **Volatility Assessment**: Monitor ATR for position sizing and stop-loss placement - **Overbought/Oversold + Volume**: Identify exhaustion when RSI hits extremes with volume spikes ## Customization All components can be toggled on/off independently. RSI scale factor allows you to adjust how prominent the RSI line appears relative to volume bars.
Pine Script®指标
由jarodvaneijsden提供
RVOL + Volume Z-Score (Textbook)This indicator is a relative-volume and “volume anomaly” dashboard designed to help you quickly spot when a ticker is actually in-play versus simply drifting on normal activity. It plots standard volume bars (colored by up/down candles) and overlays multiple optional smoothers of volume (SMA, LSMA/linear-regression MA, HMA, ALMA) so you can see whether participation is expanding or fading across different smoothing styles. It also calculates RVOL (current bar volume divided by the average volume over a user-defined lookback) and displays RVOL (and Z) in a small table for quick reference. The core feature is a textbook volume z-score: Z=(V−SMA(V,N))/StDev(V,N) This measures how far the current bar’s volume is from its recent average in standard-deviation units, making it easy to filter for genuinely unusual volume. The script plots mean + 1σ and mean + 2σ threshold bands and can highlight “anomaly” volume bars when Z exceeds your chosen σ thresholds (default 1σ for broader detection, with alerts available for 1σ/2σ). Use it as a participation filter: combine high RVOL / high Z with your price structure (key levels, VWAP, trend) to validate breakouts or identify high-conviction reversal/flush events.
Pine Script®指标
由sv_nikolov提供
Volume Trend Analysis Pro📘 How to Use – Volume Blast Analyzer Pro (VBA Pro) High-Accuracy Volume Blast • Breakout Model • Wyckoff Spring/Upthrust • Trend-Volume Matrix • SIVA Volume Analyzer 🧩 1. Overview VBA Pro is a complete volume-based trading system that detects: 🔥 Volume Blasts (Bull/Bear/Neutral) 📈 True & False Breakouts 🟦 Wyckoff Springs & Upthrusts 📊 Trend–Volume Matrix (11×11 system) 🟪 SIVA Volume Analyzer states 🟧 Volume Spike events 🔍 Multi-filter confirmation This tool identifies both momentum continuation and manipulation-based reversals, making it ideal for intraday, swing, and SMC/Wyckoff traders. 🟦 2. Core Components: A. Volume Blast Detector Triggered when any of these filters activate: RVOL Blast (Relative Volume explosion) Range Blast (Large candle body + large volume) Volume × ATR Blast (Volatility-weighted volume surge) Color System (by direction): 🟢 Bullish Blast 🔴 Bearish Blast ⚪ Neutral Blast B. Wyckoff Model (Spring & Upthrust) Automatically identifies: Spring → Bullish liquidity sweep + reversal context Upthrust → Bearish liquidity sweep + reversal context Tooltip includes: ✔ Liquidity sweep ✔ Support/Resistance test ✔ Exhaustion or aggressive absorption ✔ Reversal probability C. Breakout Detector (True/False) True Breakout when: Volume strong Candle closes beyond levels Trend aligned No rejection wick False Breakout when: Wick rejection Low confirmation volume Immediate rejection back inside range Plot: TrBu → True Bull Breakout TrBe → True Bear Breakout ❌ False Breakouts (Bull/Bear) D. Trend–Volume Matrix (TVM 11×11) Plots real-time market structure using: Trend Value (–10 → +10) Volume Value (–10 → +10) Quadrants show: Trend Continuation (Top-Right) Volume Divergence (Top-Left) Weakening Trend (Bottom-Right) Distribution / Manipulation (Bottom-Left) A 🔵 dot marks current market position. Volume Trend Matrix shows where the market is sitting: Top Right (green): Trend ↑ and Volume ↑ → strong confirmed up trend. Top Left (red): Trend ↓ but Volume ↑ → strong sell momentum. Bottom Right (blue): Trend ↑ but Volume ↓ → uptrend losing steam. Bottom Left (yellow): Trend ↓ and Volume ↓ → weak bearish drift. Dynamic Candle Coloring: Candles are colored by trend only: green for uptrends, red for downtrends, and orange near reversals. Threshold Fills: The oscillator region is shaded green above +10 (healthy uptrend) and red below -10 (strong downtrend) for instant confidence. E. SIVA Volume Analyzer Color-coded volume states: 🔥 Volume Spike 🟢 Higher Volume 🔴 Lower Volume 🟣 Extremely Low Volume ⚪ Neutral 🟩/🟥 Trend-confirming Volume 📈 3. Trading Examples 🔵 Bullish Setup: Spring detected Bullish Blast Trend Value > 0 True Bull Breakout (optional) Liquidity confirmation 🔴 Bearish Setup: Upthrust detected Bearish Blast Trend Value < 0 True Bear Breakout Weak volume pullback 🔔 4. Alerts Alerts trigger for: Volume Blast Spring / Upthrust Volume Spike True & False Breakouts Liquidity engagement Trend–Volume quadrant changes 🛠 5. Settings Guide All modules can be toggled independently: Volume Blast Detector Wyckoff Model Breakout Model Volume Spike Detector Trend–Volume Matrix Candle Colors Label Shapes 🧠 6. Best Practices Combine Trend–Volume Matrix + Blast for best confirmation Avoid trading during neutral/grayed volume states Springs/Upthrusts are strongest after consolidation Use Breakout Model to avoid fakeouts
Pine Script®指标
由ask2maniish提供
Volume Buzz - Real-Time Relative Volume MonitorDon't trade in the dark—know if the market is paying attention. This indicator displays a simple dashboard on your chart that tells you if the current volume is Higher or Lower than the 20-day average for this specific time of day. Green Text: High Relative Volume (RVol > 1). Good for spotting breakouts and momentum. Red Text: Low Relative Volume (RVol < 1). Indicates consolidation or lack of interest. Includes an optional "Realtime Adjustment" to predict the volume closing value before the bar actually closes.
Pine Script®指标
由weiju_juzhang提供
NeuraEdge Delta Flow Pro V1.0INSTITUTIONAL ORDER FLOW ANALYSIS NeuraEdge Delta Flow Pro reveals the hidden battle between buyers and sellers that traditional indicators miss. While price shows you WHAT happened, Delta Flow shows you WHO won the fight. ═══════════════════════════════════════════════ ⚡ WHAT MAKES THIS UNIQUE? Unlike basic volume indicators that just show size, Delta Flow analyzes: - Bar-by-bar order flow direction (buying vs selling pressure) - Cumulative Volume Delta (CVD) for institutional accumulation/distribution tracking - Normalized strength metrics (0-100%) for conviction measurement - Hidden divergences that predict reversals before they happen Most order flow tools require expensive data feeds. Delta Flow uses advanced price action algorithms to estimate institutional flow on ANY timeframe, ANY market - all within TradingView. ═══════════════════════════════════════════════ 📊 VISUAL COMPONENTS DELTA HISTOGRAM - Green bars = Buying pressure dominates - Red bars = Selling pressure dominates - Bright colors = Strong conviction (>70% threshold) - Faded colors = Weak/normal pressure CVD LINE (Blue) - Rising = Buyers accumulating (institutions buying dips) - Falling = Sellers distributing (institutions selling rallies) - Divergence from price = Early reversal warning DIVERGENCE SIGNALS - Green Triangle = Bullish divergence (price LL, delta HL) - Red Triangle = Bearish divergence (price HH, delta LH) REAL-TIME DASHBOARD - Current delta state (Strong Buy/Sell/Neutral) - Normalized strength percentage - CVD trend direction - 20-bar pressure statistics ═══════════════════════════════════════════════ 🎯 HOW TO USE IT: 1. SIGNAL CONFIRMATION Your indicator says BUY → Check delta → Green = Take it ✅ | Red = Skip ⚠️ 2. DETECT WEAK MOVES Price rallies but delta is red = Distribution (sellers unloading into strength) Price drops but delta is green = Accumulation (buyers absorbing weakness) 3. SPOT REVERSALS EARLY Divergence triangles often precede major turning points by several bars 4. GAUGE CONVICTION Strong delta (bright colors) = High probability the move continues Weak delta (near zero) = Chop zone, reduce size or stay flat ═══════════════════════════════════════════════ 💎 WHY CLOSED SOURCE? Delta Flow uses a proprietary calculation method developed through extensive testing to provide the most accurate order flow estimation possible within TradingView's data limitations. The closed-source model protects the methodology and ensures consistent results for all users, while preventing modifications that could lead to confusion or misinterpretation of signals. ═══════════════════════════════════════════════ ⚙️ CUSTOMIZABLE SETTINGS DELTA CALCULATION - 3 estimation methods (Price Action, Candle Body, Wick Weighted) - Smoothing options (1-10 periods) CUMULATIVE DELTA - CVD line toggle - Auto-reset period (0-100 bars, or never) - Custom line color DISPLAY OPTIONS - Toggle histogram on/off - Toggle divergence signals - Toggle dashboard - Custom buying/selling/neutral colors THRESHOLDS - Strong delta percentage (50-95%, default 70%) - Threshold line display toggle DIVERGENCES - Pivot lookback length (2-15 bars) - Sensitivity control ═══════════════════════════════════════════════ 📊 REAL MARKET EXAMPLE: EXHAUSTION PATTERN The chart above shows SPY on the 1-hour timeframe with two critical exhaustion points where Delta Flow provided early reversal warnings: Exhaustion Point 1 (Left): - Price: Made higher high - Delta: RED bars (selling pressure) - CVD: Falling (net sellers) - Signal: Green divergence triangle - Outcome: Reversal down Exhaustion Point 2 (Right): - Price: Pushed to new high - Delta: RED bars persist (weak buyers) - CVD: Continued bearish - Signal: Red divergence triangle - Outcome: Sharp decline The Pattern: When price makes new highs but delta remains negative with falling CVD, it indicates: 1. Institutional selling into retail buying 2. Weak hands driving price (exhaustion) 3. Smart money distributing (preparing for reversal) The divergence triangles appeared BEFORE the major moves down, giving traders advance notice to either exit longs or prepare shorts. This is why Delta Flow is most powerful when used to FILTER signals from other indicators - it reveals when rallies/selloffs lack conviction. ═══════════════════════════════════════════════ 📈 BEST PRACTICES ✅ Use with your primary trading system as confirmation ✅ Works on all timeframes (best on 15m+) ✅ Most effective on liquid markets (major pairs, indices, popular crypto) ✅ Pay attention to CVD trend for bigger picture ✅ Divergences are powerful but wait for price confirmation ❌ Not a standalone system - designed for confluence ❌ Less reliable on low-volume instruments ❌ Avoid trading when delta is near zero (indecision zone) ═══════════════════════════════════════════════ 🔔 ALERT SYSTEM 6 customizable alerts: - Strong Buying Pressure - Strong Selling Pressure - Bullish Divergence - Bearish Divergence - Delta Flip Bullish - Delta Flip Bearish ═══════════════════════════════════════════════ 🎓 INCLUDED RESOURCES Upon invite approval, you receive: - Complete user guide (PDF) ═══════════════════════════════════════════════ ⚠️ IMPORTANT NOTES - This is an ESTIMATION of order flow based on price action and volume - TradingView does not provide tick-by-tick data required for true order flow - Works as a highly effective proxy for institutional pressure - Designed for traders who understand order flow concepts - Best results when combined with structure-based analysis ═══════════════════════════════════════════════ 💬 TO REQUEST INVITE ACCESS FOR 7 DAYS TRIAL write email to support@neura-edge.com with your username ═══════════════════════════════════════════════ 💬 Questions or feedback? Leave a comment below. 🌐 Check out our full Indicator Suite: neura-edge.com/ 📧 Support: support@neura-edge.com INSTITUTIONAL PRECISION. RETAIL EXECUTION.
Pine Script®指标
由Darkmatter513提供
Vector CPR Bands## Overview The Vector CPR Bands indicator enhances the classic Central Pivot Range (CPR) by incorporating "vector" detection—identifying periods with above-average or climactic volume. It projects CPR ranges from these high-volume periods forward as visual bands, which act as persistent support/resistance zones until invalidated by price action. Ideal for spotting key levels in trending or ranging markets, especially on higher timeframes like weekly or monthly. ## Key Features - **CPR Calculation**: Plots previous, developing (non-repainting), and repainting CPR with mid-pivot, TC (top central), and BC (bottom central) lines, plus fills. - **Vector Detection**: Scans for high-volume bars in the anchor timeframe (default weekly). Flags "above-average" (≥1.5x avg) or "large" (≥2x avg or max climax). - **Band Projection**: Creates bands from vector-qualified CPR periods. Extends them rightward until touched/revisited (configurable: invalidate on wick/close, delete or freeze/gray out). - **Customization**: - Timeframe: Set CPR anchor (e.g., 'W' for weekly, 'M' for monthly). - Display: Toggle CPR types, pivot guides. - Volume Thresholds: Adjust lookback and ratios. - De-clutter: Limit max bands, pin to period start, always extend. - **Alerts & Signals**: Built-in alerts for developing pivot crossing previous pivot (bullish/bearish). ## How to Use 1. Add to chart and set anchor timeframe (e.g., 'M' for monthly vCPR on BTC, as shown in example charts). 2. Watch bands as S/R: Virgin (untested) bands often provide strong bounces; mitigated ones fade. 3. Combine with volume/price action: Bullish bands suggest upside bias, especially if price holds above. 4. Example: On BTC weekly, vector bands from high-volume weeks highlight multi-month zones—breaks signal shifts.
Pine Script®指标
由godzcopilot提供
1
High Quality Setup Detector (Ultimate Edition)High Quality Setup Detector (Ultimate Edition) A complete, rules-based detector for identifying elite high-probability trading setups based on volatility contraction, trend alignment, volume behavior, RS strength, and classic breakout conditions. This script consolidates multiple proven technical concepts into one unified scoring system — giving traders a fast, objective way to evaluate the overall quality of any chart. 🔍 What This Tool Does The indicator evaluates 16–18 technical conditions (depending on whether RS is enabled) and assigns each chart a Total Quality Score. You instantly see: ✔ ADR volatility quality ✔ Big move + constructive pullback ✔ Higher lows (constructive structure) ✔ Trend alignment (20/50/150/200) ✔ Dollar volume strength ✔ Volatility contraction (ATR ratio) ✔ Volume dry-up before breakout ✔ RSI health ✔ Pocket pivot ✔ Extension from the 50-day ✔ Near pivot high ✔ Optional: Sector RS + Ticker RS The result appears in a clean, color-coded table displayed on-chart. 🎯 Scoring System Every condition is worth 1 point. Based on your total score: 🔥 Best Setup — high probability 🟡 Good Setup — decent but not top-tier 🔴 Weak — avoid This helps keep you disciplined and objective, even during choppy markets. 📊 RS Rating System (Optional) Enable RS to compute: Sector RS strength using mapped sector ETFs Ticker RS strength using a percentile-based multi-quarter performance model Both follow a full 1–99 rating scale. 🧩 Customizable Display Adjustable text size (Tiny → Huge) Clean 3-column diagnostics table Organized into logical categories (Trend, Volume, Volatility, RS, etc.) 💡 Ideal For Growth traders Breakout traders VCP / volatility contraction pattern traders Swing traders who want rule-based confirmation Anyone who wants structured, systematic chart evaluation
Pine Script®指标
由weiju_juzhang提供
2
Large Order DetectionHow It Works: Green diamonds appear below bullish candles (close > open) when large volume is detected Red diamonds appear above bearish candles (close < open) when large volume is detected Diamond size scales based on how much larger the volume is compared to the average: Smallest: 2-2.5x average volume Medium: 2.5-4x average volume Larger: 4-6x average volume Largest: 6x+ average volume Features: Customizable threshold - Default is 2x average volume, but you can adjust this Adjustable lookback - Default 50 bars for calculating average volume Size range control - Set minimum and maximum diamond sizes Subtle background highlight - Shows when large orders occur Built-in alerts - Can notify you when large orders are detected Usage Tips: Lower timeframes (1-5min) will show more frequent large orders Increase threshold multiplier (2.5-3.0x) on high-volume assets to reduce noise Watch for clusters of same-colored diamonds = strong directional pressure Red diamonds at resistance + bearish EMAs = strong sell signal Green diamonds at support + bullish EMAs = strong buy signal
Pine Script®指标
由jedijamez提供
Relative Volume (Multi-TF, D, W, M)Relative Volume (Multi-TF, Candle-Matched Colors) This indicator measures Relative Volume (RVOL) — the ratio of current volume to average historical volume — across any higher timeframe (Daily, Weekly, or Monthly) and displays it as color-coded columns that match the candle colors of the chart you’re viewing. RVOL reveals how active today’s market participation is compared to its typical rhythm. RVOL = 1.0 → normal volume >1.5 → rising interest >2.0–3.0 → strong institutional participation >5.0 → climax or exhaustion levels Features Works on any chart timeframe while computing RVOL from your chosen higher timeframe (e.g., show Daily RVOL while trading on a 5-minute chart). Column colors automatically match your chart’s candle colors (green/red/neutral). Adjustable lookback period (len) and selectable source timeframe (D, W, or M). Pre-drawn horizontal guide levels at 1.0, 1.2, 1.5, 2, 3, and 5 for quick interpretation. Compatible with all chart types, including Heikin Ashi or custom color schemes. Typical Use Swing trading: Look for quiet bases where RVOL stays 0.4–0.9, then expansion ≥2 on breakout days. Confirm follow-through when green days keep RVOL ≥1.2–1.5 and red pullbacks stay below 1.0. Day trading: Watch intraday RVOL (on 1–5m charts) for bursts ≥2 that sustain for several bars — this signals crowd engagement and valid momentum. Interpretation Summary RVOL Value Meaning Typical Action 0.4–0.9 Quiet base / low interest Watch for setup 1.0 Normal activity Neutral 1.2–1.5 Valid participation Early confirmation 2–3 Strong expansion Momentum / breakout ≥5 Climax / exhaustion Take profits or avoid new entries Author’s note: RVOL isn’t directional; it tells how many players are active, not who’s winning. Combine it with structure (levels, VWAP, or trend) to see when the market crowd truly commits.
Pine Script®指标
由MPR86提供
VolCandle_Start_End BarsThe “VolCandle_Start_End Bars” Pine Script is a custom TradingView indicator designed to calculate and display volume-based candle statistics between two user-defined time points. It visually summarizes trading activity across a specific date range by comparing up-candle and down-candle volumes. Functionality The script allows users to select a start and end bar (dates) using the input fields “Select starting Bar” and “Select ending Bar.” It then examines all candles within this range to calculate: Total volume for up candles (candles where the close is higher than the previous candle). Total volume for down candles (candles where the close is lower than the previous candle). Difference and ratio between up and down volumes. Count of up and down candles within the period. Calculation Logic A loop checks each bar's closing price and compares it with the previous one. For every matching bar within the chosen time range: If the close increases → its volume is added to up volume. If the close decreases → its volume is added to down volume. The process continues for up to 1000 historical bars, counting each bar type and accumulating total volumes. Display and Labeling The script calculates an appropriate label position using recent highs and lows, then dynamically creates a label on the chart showing: Up_Candles volume Down_Candles volume Volume difference and ratio Total bar count with up/down candle counts The text is displayed in a soft pink tone using the label.new() function for visual clarity. Utility This indicator helps traders easily analyze buying vs. selling volume pressure across custom time intervals. It is particularly useful for comparing sentiment in specific trading phases (for example, before and after a consolidation or breakout). All computations are done locally on the chart — the indicator does not place trades or alter candles. In short, this script provides a compact visual and statistical summary of market volume distribution between rising and falling candles in a chosen date window, offering insight into the dominant market force during that time range.
Pine Script®指标
由SaAy_Data提供
Realtime rVOL w/ Candle Highlight [Blk0ut]About This Script Realtime rVOL Table + Candle Highlight (Presets, No Smoothing) By Blk0ut This tool visualizes real-time relative volume (rVOL) directly on your chart and in a compact table, helping traders identify where intraday participation deviates from the session’s baseline. Unlike standard volume overlays, this script recalculates rVOL dynamically through the session and highlights candles when participation exceeds configurable thresholds — providing a clear picture of ignition zones, volume surges, and potential breakout conditions. Core Features -Realtime rVOL tracking: Displays the current bar’s relative volume ratio compared to a moving baseline of recent bars. -Preset Profiles: Choose from four purpose-built profiles to quickly adjust the rVOL sensitivity to your trading horizon. ---------------------------------------------------------------------- *Opening Rush: 100-bar lookback, threshold 2.5* *RTH 5m: 30-bar lookback, threshold 1.2* *RTH 1hr: 50-bar lookback, threshold 1.5* *RTH 1d+: 100-bar lookback, threshold 1.5* ---------------------------------------------------------------------- RTH-only filter: Option to limit the moving average baseline to regular market hours (09:30–16:00). Candle highlighting: Optionally outlines candles when rVOL exceeds the active threshold to emphasize spikes visually in real time. Table display: Compact dashboard showing current rVOL, raw volume, average baseline, and preset parameters. How To Use Select a preset that matches your timeframe or trading style. Scalpers and open traders can use RTH 5m or Opening Rush. Position or swing traders may prefer RTH 1hr or RTH 1d+. Watch for rVOL readings above the threshold (and colored candle outlines). These often correspond to momentum ignition, news impact, or institutional activity. Combine with VWAP, ORB, or intraday key levels for best confirmation. Notes The table automatically adapts to your chart corner choice. Highlight thresholds can follow the preset or be set manually. Color intensity tiers (High/Medium/Low) can be tuned in settings. Designed for intraday and session-based traders who rely on live volume context rather than end-of-day stats.
Pine Script®指标
由Blk0ut提供
Overnight Z/VolRatio SignalThis indicator highlights overnight setups where both volatility expansion and prior-day range deviation suggest directional opportunity at the RTH open. It calculates: • Overnight Z-Score (Z_long): how far the overnight session’s range tilts from the 20-day overnight mean, standardized by its standard deviation. • VolRatio: ratio of the current RTH session volume to the 20-day average, a proxy for participation and conviction. Signal Logic (LONG bias) A long-bias condition triggers when: • Z_long ≥ 0.40 (overnight tilt strongly positive) • VolRatio ≥ 1.30 (above-average RTH volume) • Optional filters: R1/R4 region alignment, YDH/YDL proximity, and other context flags. Visuals mark qualifying days with colored labels and session highlights. It is intended as a context signal — not an auto-trading system — for SPY/SPX/ES or correlated large-cap indices. Usage Notes • Works best when applied to daily or intraday 5m chart with extended hours enabled. • Typical exit: ~150 minutes after 09:30 ET. • Fridays are optionally excluded to avoid expiration-related distortions.
Pine Script®指标
由FoxchaseTrading提供
RVol+ Enhanced Relative Volume Indicator📊 RVol+ Enhanced Relative Volume Indicator Overview RVol+ (Relative Volume Plus) is an advanced time-based relative volume indicator designed specifically for swing traders and breakout detection. Unlike simple volume comparisons, RVol+ analyzes volume at the same time of day across multiple sessions, providing statistically significant insights into institutional activity and breakout potential. 🎯 Key Features Core Volume Analysis Time-Based RVol Calculation - Compares current cumulative volume to the average volume at this exact time over the past N days Statistical Z-Score - Measures volume in standard deviations from the mean for true anomaly detection Volume Percentile - Shows where current volume ranks historically (0-100%) Sustained Volume Filter - 3-bar moving average prevents false signals from single-bar spikes Breakout Detection 🚀 Confirmed Breakouts - Identifies price breakouts validated by high volume (RVol > 1.5x) ⚠️ False Breakout Warnings - Alerts when price breaks key levels on low volume (high failure risk) Multi-Timeframe Context - Weekly volume overlay prevents chasing daily noise Advanced Metrics OBV Divergence Detection - Spots bullish/bearish accumulation/distribution patterns Volume Profile Integration - Identifies institutional positioning Money Flow Analysis - Tracks smart money vs retail activity Extreme Volume Alerts - 🔥 Labels mark unusual spikes beyond the display cap Visual Intelligence Smart Color Coding: 🟢 Bright Teal = High activity (RVol ≥ 1.5x) 🟡 Medium Teal = Caution zone (RVol ≥ 1.2x) ⚪ Light Teal = Normal activity 🟠 Orange = Breakout confirmed 🔴 Red = False breakout risk Comprehensive Stats Table: Current Volume (formatted as M/K/B) RVol ratio Z-Score with significance Volume percentile Historical average and standard deviation Sustained volume confirmation 📈 How to Use For Swing Trading (1D - 3W Holds) Perfect Setup: ✓ RVol > 1.5x (bright teal) ✓ Z-Score > 2.0 (⚡ alert) ✓ Percentile > 90% ✓ Sustained = ✓ ✓ 🚀 Breakout label appears Avoid: ✗ Red "Low Vol" warning during breakouts ✗ RVol < 1.0 at key levels ✗ Sustained volume not confirmed Signal Interpretation ⚡ Z>2 Labels - Statistically significant volume (95th+ percentile) - highest probability moves ↗️ OBV+ Labels - Bullish accumulation (OBV rising while price consolidates) ↘️ OBV- Labels - Bearish distribution (OBV falling while price rises) 🔵 Blue Background - Weekly volume elevated (confirms daily strength) ⚙️ Customization Basic Settings N Day Average - Number of historical days for comparison (default: 5) RVol Thresholds - Customize highlight levels (default: 1.2x, 1.5x) Visual Display Cap - Prevent extreme spikes from compressing view (default: 4.0x) Advanced Metrics (Toggle On/Off) Z-Score analysis Weekly RVol context OBV divergence detection Volume percentile ranking Breakout signal generation Table Customization Position - 9 placement options to avoid chart overlap Size - Tiny to Huge Colors - Full customization of positive/negative/neutral values Transparency - Adjustable background Debug Mode Enable Pine Logs for calculation transparency Adjustable log frequency Real-time calculation breakdown 🔬 Technical Details Algorithm: Binary search for historical lookups (O(log n) performance) Time-zone aware session detection DST-safe timestamp calculations Exponentially weighted standard deviation Anti-repainting architecture Performance: Optimized for max_bars_back = 5000 Efficient array management Built-in function optimization Memory-conscious data structures 📊 What Makes RVol+ Different? vs. Standard Volume: Context-aware (time-of-day matters) Statistical significance testing False breakout filtering vs. Basic RVol: Z-Score normalization (2-3 sigma detection) Multi-timeframe confirmation OBV divergence integration Sustained volume filtering Smart visual scaling vs. Professional Tools: Free and open-source Fully customizable No black-box algorithms Educational debug logs 💡 Best Practices Wait for Confirmation - Don't enter on first bar; wait for sustained volume ✓ Combine with Price Action - RVol validates, price structure determines entry Weekly Context Matters - Blue background = institutional interest Z-Score is King - Focus on ⚡ alerts for highest probability Avoid Low Volume Breakouts - Red ⚠️ labels = high failure risk 🎓 Trading Psychology Volume precedes price. When RVol+ shows: High RVol + Rising OBV = Accumulation before breakout High RVol at Resistance = Test of conviction Low RVol on Breakout = Retail-driven (fade candidate) Z-Score > 3 = Potential "whale" positioning 📝 Credits Based on the time-based RVol concept from /u/HurlTeaInTheSea, enhanced with: Statistical analysis (z-scores, percentiles) Multi-timeframe integration OBV divergence detection Professional-grade visualization Swing trading optimization 🔧 Version History v2.0 - Enhanced Edition Added Z-Score analysis Multi-timeframe volume context OBV divergence detection Breakout confirmation system Smart color coding Customizable stats table Debug logging mode Performance optimizations 📚 Learn More For optimal use with swing trading: Combine with support/resistance levels Watch for volume clusters in consolidation Use weekly timeframe for trend confirmation Monitor OBV divergence for early warnings ⚠️ Disclaimer This indicator is for educational purposes. Volume analysis is one component of trading decisions. Always use proper risk management, consider multiple timeframes, and validate signals with price structure. Past performance does not guarantee future results. 🚀 Getting Started Add indicator to chart Adjust "N Day Average" to your preference (5-10 days typical) Position stats table to avoid overlap Enable features you want to monitor Watch for 🚀 breakout confirmations! Happy Trading! 📈
Pine Script®指标
由nippe678提供
Relative Performance Indicator - TrendSpider StyleRelative Performance Indicator - TrendSpider Style 📈 Overview This Relative Performance (RP) indicator measures how your stock is performing compared to a benchmark index, displayed as a percentile ranking from 0-100. Based on TrendSpider's methodology, it answers the critical question: "Is this stock a leader or a laggard?" Unlike simple ratio charts, this indicator uses percentile ranking to normalize relative performance, making it easy to identify when a stock is showing exceptional strength (>80) or concerning weakness (<20) compared to its historical relationship with the benchmark. ✨ Key Features Three Calculation Modes: Quarterly: 3-month relative performance for swing trading Yearly: Weighted 4-quarter performance for position trading TechRank: Composite of 6 technical indicators for multi-factor analysis Clean Visual Design: Green fills above 80 (strong outperformance) Red fills below 20 (significant underperformance) Dotted median line at 50 for quick reference Current value label for instant reading Flexible Benchmarks: Compare against major indices (SPY, QQQ, IWM) Sector ETFs for within-sector analysis Custom symbols for specialized comparisons Built-in Alerts: Strong performance zone entry (>80) Weak performance zone entry (<20) Median crossovers (50 level) 📊 How To Use Buy Signals: RP crosses above 80: Stock entering leadership status RP holding above 60: Maintaining relative strength RP rising while price consolidating: Accumulation phase Sell/Avoid Signals: RP drops below 50: Losing relative strength RP below 20: Significant underperformance RP falling while price rising: Bearish divergence Sector Rotation: Compare multiple assets to find strongest sectors Rotate into high RP assets (>70) Exit low RP positions (<30) 🎯 Reading The Values 80-100: Exceptional outperformance - Strong buy/hold 60-80: Moderate outperformance - Hold positions 40-60: Market perform - No edge 20-40: Underperformance - Caution/reduce 0-20: Severe underperformance - Avoid/exit ⚙️ Calculation Method Calculates percentage performance of both your stock and the benchmark Finds the performance differential Ranks this differential against historical values using percentile analysis Normalizes to 0-100 scale for easy interpretation This percentile approach adapts to different market conditions and volatility regimes, providing consistent signals whether in trending or choppy markets. 💡 Pro Tips For Growth Stocks: Use quarterly mode with QQQ as benchmark For Value Stocks: Use yearly mode with SPY as benchmark For Small Caps: Compare against IWM, not SPY For Sector Analysis: Use sector ETFs (XLK, XLF, XLE, etc.) Combine with Price Action: High RP + price breakout = powerful signal ⚠️ Important Notes RP is relative, not absolute - stocks can fall with high RP if the market falls harder Choose appropriate benchmarks for meaningful comparisons Best used in conjunction with price action and volume analysis Historical lookback period affects sensitivity (adjustable in settings) 🔧 Customization Fully customizable visual settings, thresholds, calculation periods, and smoothing options. Adjust the normalization lookback period (default 252 days) to fine-tune sensitivity to your trading timeframe. 📌 Credit Inspired by TrendSpider's Relative Performance implementation, adapted for TradingView with enhanced customization options and Pine Script v6 optimization. Tags to include: relativeperformance, relativestrength, percentile, ranking, sectorrotation, benchmark, outperformance, trendspider, marketbreadth, strengthindicator Category: Momentum Indicators / Trend Analysis Feel free to modify this description to match your style or add any specific points you want to emphasize!
Pine Script®指标
由nippe678提供
Relative Volume## 🚀 Relative Volume (RVOL) & Opening Alerts This indicator is a powerful tool focused on Relative Volume (RVOL), designed to help you spot stocks with unusual trading activity, especially during the critical opening minutes of the market. What is Relative Volume? Relative Volume (RVOL) compares the current volume to the average volume for the same time of day. It answers the question: "Is this stock busier than normal right now?" An RVOL of 2.5x means the stock is trading at 2.5 times its normal volume for this specific time. High RVOL is a strong indicator of institutional interest and can often precede significant price moves. Icon Guide 💡 🔥 Extreme: RVOL has crossed your highest alert threshold (Level 3). 🚀 Very High: RVOL has crossed your middle alert threshold (Level 2). 📊 High: RVOL has crossed your lowest alert threshold (Level 1). ✅ Above Average: RVOL is greater than 100% (or 1x). 💤 Normal/Low: RVOL is below 100%. 🔔 / 🔕 Alerts On/Off: Shows if the indicator's alert system is enabled. ⚡ 🚀 🔥 Opening Active: Indicates which of the three opening alert periods is currently active. How the Alerts Work This indicator has two distinct alert systems that you can configure in the settings. 1. Opening Alerts These are designed to catch explosive moves in the first few minutes of the trading session. You can set up to three time windows (e.g., first 3 mins, 5 mins, 15 mins) and a unique RVOL threshold for each. An alert will trigger if the RVOL crosses your set threshold within that time window. To prevent spam, each opening alert level will only trigger once per day. Checkmarks (✓) will appear next to "Opening" in the panel to show which levels have been triggered. 2. Regular Alerts These alerts function for the rest of the day, after the opening periods have passed. They trigger whenever the RVOL crosses over one of the three main alert levels you have set (e.g., 150%, 200%, 300%). You can choose whether the alerts are based on the 20, 50, or 100-period RVOL. To use these alerts, simply create a new alert in TradingView, select this indicator in the "Condition" dropdown, and choose "RVol Alert".
Pine Script®指标
由ocmodak提供
5
Trading Activity Index (Zeiierman)█ Overview Trading Activity Index (Zeiierman) is a volume-based market activity meter that transforms dollar-volume into a smooth, normalized “activity index.” It highlights when market participation is unusually low or high with a dynamic color gradient: Light Blue → Low Activity (thin participation, low liquidity conditions) Red/Orange → High Activity (active markets, large trades flowing in) Additional percentile bands (20/40/60/80%) give context, helping you see whether the current activity level is in the bottom quintile, mid-range, or near historical extremes. █ How It Works ⚪ Dollar Volume Transformation Each bar, dollar volume is computed: float dlrVol = close * volume float dlrVolAvg = ta.sma(dlrVol, len_form) Dollar volume = price × volume, smoothed by a configurable SMA window. The result is log-transformed, compressing large outliers for a more stable signal. ⚪ Rolling Percentiles & Ranking The log-dollar-volume series is compared to its rolling history (len_hist bars): float p20 = ta.percentile_linear_interpolation(vscale, len_hist, 20) float p40 = ta.percentile_linear_interpolation(vscale, len_hist, 40) float p60 = ta.percentile_linear_interpolation(vscale, len_hist, 60) float p80 = ta.percentile_linear_interpolation(vscale, len_hist, 80) A normalized rank (0–1) is produced to color the main Trading Activity line. █ How to Use ⚪ Detect High-Impact Sessions Quickly see if today’s session is active or quiet relative to its own history — great for filtering setups that need activity. ⚪ Spot Breakouts & Traps Combine with price action: High activity near breakouts = strong follow-through likely. Low activity breakouts = vulnerable to fake-outs. ⚪ Market Regime Context Percentile bands help you assess whether participation is building up, in the middle of the range, or drying out — valuable for timing mean-reversion trades. Above 80th percentile (red/orange) → Market is highly active, breakout trades and trend strategies are favored. Below 20th percentile (light blue) → Market is quiet; fade moves or wait for expansion. Watch transitions from blue → orange as a signal of growing institutional participation. █ Settings Formation Window (bars) – Number of bars used to average dollar volume before log transform. History Window (bars) – Lookback period for percentile calculations and rank normalization. ----------------- 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.
Pine Script®指标
由Zeiierman提供
8