stock gain% vs index gain %This shows the relative strength or weakness of a stock vs an index on any given candle price movement.
Negative stock candle and relative strength shows accumulation
Positive stock candle and relative weakness shows distribution
accumulation will plot an 'A'
distribution will plot a 'D'
在脚本中搜索"accumulation"
MCI and VCI - Modified CCI FormulasFor private peeps only
- Takes a modified version of the CCI formula into 2 parts
VCI - Volume Channel Index (Yellow Histogram)
- Measures accurate accumulation and distribution levels and times
MCI - Modified Channel Index
- Measures (when compared to VCI) levels where clearly buys are interested vs not interested.
Example:
If VCI > MCI
- Shows buyer's are more than interested in buying, you've either hit a bottom or heavy resistance
if MCI > VCI
- Show's buyer's aren't interested and will most likely result in a dump/lower price
Great for monitoring accumulation and distribution, these auto buy and sells look for the transition points over 0, works on EVERY commodity/stock/FOREX/Crypto
Results are from trading 1 BTC x25 leveraging. Not all trades will get in if put in at limit, but it does survive with profits after the massive 0.075 fee (results shown are after fees)
Chaikin MF% (CMFP) w. Alerts, Bells & Whistles [LucF]This is Chaikin’s Money Flow indicator on a 0-100 scale with buy/sell signals, alerts and other bells & whistles.
It includes:
- a fast EMA (16 periods by default),
- a slow MA (64 periods by default),
- histograms,
- 3 different sorts of crosses,
- big swings identification,
- buy/sell signals on CMFP crossing back from outside user-defined levels,
- buy/sell signals on the slow MA pivots above/below user-defined levels,
- alerts on big swings and buy/sells.
This indicator started with @LazyBear code (VAPI) at:
@cI8DH then changed the scale to 0-100, which I find very useful:
I then added the rest.
The chart above shows both clean and busy versions of the indicator.
Note that the default length is 10 rather than the commonly used 20. I use CMFP in conjunction with VFI and like the fact that it is faster than VFI. The default inputs show the way I normally use this indicator, with the slow MA shown in histogram mode. I find it gives good context to the signal line. Crosses between the two are often useful.
The buy/sell signals aren’t the main attraction of this indicator, and nothing to write home about. Like the big swing markers, I think it’s more realistic to view them as pointers to potentially interesting areas on charts. Their nature makes them more suited to identifying reversals. They certainly aren’t reliable enough to turn this study into a strategy and I normally don’t use them. The levels pre-defined for the buy/sell signals on CMFP are most useful on short intervals. The buy/sell signals on the slow MA pivots work on a more complete range of intervals. Optimization for your specific instruments and intervals will improve their reliability.
As usual when defining alerts, be sure you already have defined proper inputs and that you are on the intended interval, as they will be used when triggering alerts.
Klinger Volume Oscillator (KVO) Backtest The Klinger Oscillator (KO) was developed by Stephen J. Klinger. Learning
from prior research on volume by such well-known technicians as Joseph Granville,
Larry Williams, and Marc Chaikin, Mr. Klinger set out to develop a volume-based
indicator to help in both short- and long-term analysis.
The KO was developed with two seemingly opposite goals in mind: to be sensitive
enough to signal short-term tops and bottoms, yet accurate enough to reflect the
long-term flow of money into and out of a security.
The KO is based on the following tenets:
Price range (i.e. High - Low) is a measure of movement and volume is the force behind
the movement. The sum of High + Low + Close defines a trend. Accumulation occurs when
today's sum is greater than the previous day's. Conversely, distribution occurs when
today's sum is less than the previous day's. When the sums are equal, the existing trend
is maintained.
Volume produces continuous intra-day changes in price reflecting buying and selling pressure.
The KO quantifies the difference between the number of shares being accumulated and distributed
each day as "volume force". A strong, rising volume force should accompany an uptrend and then
gradually contract over time during the latter stages of the uptrend and the early stages of
the following downtrend. This should be followed by a rising volume force reflecting some
accumulation before a bottom develops.
You can change long to short in the Input Settings
Please, use it only for learning or paper trading.
Klinger Volume Oscillator (KVO) Strategy The Klinger Oscillator (KO) was developed by Stephen J. Klinger. Learning
from prior research on volume by such well-known technicians as Joseph Granville,
Larry Williams, and Marc Chaikin, Mr. Klinger set out to develop a volume-based
indicator to help in both short- and long-term analysis.
The KO was developed with two seemingly opposite goals in mind: to be sensitive
enough to signal short-term tops and bottoms, yet accurate enough to reflect the
long-term flow of money into and out of a security.
The KO is based on the following tenets:
Price range (i.e. High - Low) is a measure of movement and volume is the force behind
the movement. The sum of High + Low + Close defines a trend. Accumulation occurs when
today's sum is greater than the previous day's. Conversely, distribution occurs when
today's sum is less than the previous day's. When the sums are equal, the existing trend
is maintained.
Volume produces continuous intra-day changes in price reflecting buying and selling pressure.
The KO quantifies the difference between the number of shares being accumulated and distributed
each day as "volume force". A strong, rising volume force should accompany an uptrend and then
gradually contract over time during the latter stages of the uptrend and the early stages of
the following downtrend. This should be followed by a rising volume force reflecting some
accumulation before a bottom develops.
WARNING:
This script to change bars colors.
Williams AD + MA“I’ve added an MA to the Williams Accumulation/Distribution (AD) indicator. You can use it to infer potential trend inflection points and to assess the persistence of the trend.”
1D ATR Volatility Compression — with 5, 13, 22 WMA Trend FilterDiscover volatility before it explodes! 🚀
This powerful tool tracks the 1-Day Average True Range (ATR) together with its 5, 13, and 22-period Weighted Moving Averages (WMAs) to highlight volatility contraction zones — the calm before major market moves.
When ATR falls below all its WMAs, it signals a potential squeeze phase, often preceding sharp directional breakouts.
You can easily:
🌈 Highlight the chart background when volatility contracts
🔴 Show a dot above candles as a compact signal marker
Both features are fully toggleable for flexible chart visualization.
Use this indicator to:
Detect volatility compressions ahead of breakouts
Spot low-volatility accumulation or trend exhaustion zones
Combine with momentum or breakout setups for early entries
🎯 Works on all timeframes and symbols — ATR is always calculated from 1D data for consistent volatility context.
Volume Delta & Divergence (VDD) by CoryP1990 – Quant ToolkitVolume Delta & Divergence (VDD) visualizes directional order flow by tracking session-aware Cumulative Volume Delta (CVD) and highlighting structural mismatches between price pivots and CVD. It’s designed to catch persistent buying/selling pressure and to flag divergences where price moves without supporting order flow.
How it works
Per-bar delta: classify ticks as uptick or downtick using price change inside each bar; compute delta = uptickVol − downtickVol.
Cumulative Delta (CVD): sum delta across the session (optional continuous mode available).
Smooth: apply an EMA to the CVD (CVD-EMA) to reduce noise and reveal structural shifts.
Divergence detection: detect price pivots (left/right = X bars); sample the CVD-EMA at the exact pivot bars and compare the last two price pivots vs the corresponding CVD-EMA values.
Bear divergence: price makes a higher high while CVD-EMA makes a lower high → fading buy pressure at the top.
Bull divergence: price makes a lower low while CVD-EMA makes a higher low → improving buying pressure into the lows.
Markers: non-repainting pivot confirmation requirement (markers appear only after pivots are confirmed) and markers are placed on the actual pivot bar for clarity.
Visuals / legend
Teal line: CVD-EMA (smoothed cumulative delta). Rising → net buying pressure; falling → net selling pressure.
Red triangle (above): Bear divergence - price HH vs CVD LH.
Green triangle (below): Bull divergence - price LL vs CVD HL.
No background tint - VDD is a structural order flow tool (markers + CVD line only). Use the VWMA / trend overlays to provide directional context.
Use cases
Detect hidden exhaustion at highs (fade setups) and hidden accumulation at lows (bounce setups).
Confirm or invalidate momentum moves: price rising but CVD falling warns the move lacks order flow support.
Spot campaign-style pressure across a session (session reset) versus multi-day campaigns (disable reset).
Combine with VWMA(50) or higher-TF alignment to filter signals and increase quality.
Defaults
CVD EMA length = 34
Pivot left/right = 5
Reset CVD at session start = ON (recommended for intraday)
Show raw CVD = OFF
Marker size = small (use normal for screenshots)
Example — META (5m, 5-day view)
The 5-day time range 5-minute interval on META shows the pattern VDD is built for: a midday bear divergence (price ticks to a marginal high while the CVD-EMA flattens and then rolls lower) that precedes a multi-hour drift lower, and later bull divergences near intraday lows where the CVD-EMA prints higher lows as price prints lower lows, followed by constructive bounces. With resetSession=ON you can see these flows replay across sessions and judge whether a divergence is isolated or repeated (higher-quality).
Practical tips
Default demo: 5-minute chart on liquid names (META, AAPL, SPY) - lenEMA=34, pivot=5, resetSession=ON.
Scalp: 1m with shorter EMA (e.g., 13) and pivot=3.
Swing / campaign: 4H/Daily with resetSession=OFF and longer EMA (e.g., 89).
Filter with VWMA(50) and require above-average volume at the pivot region for higher-probability signals.
Use alerts (script exposes bear/bull alertconditions) to monitor divergences in real time.
Limitations / disclaimers
Markers are confirmation-based (non-repainting), i.e. they appear after the pivot completes, not as a predictive tick.
No single divergence equals a trade; combine with trend, volume, and risk management.
Part of the Quant Toolkit — transparent, open-source indicators for modern quantitative analysis. Built by CoryP1990.
MPI Burst Regime by CoryP1990 – Quant ToolkitThe Microstructure Pressure Index (MPI) Burst Regime indicator detects rare, clustered volume bursts (Percentile + Z-score), converts them into an MPI (% of bursts over a rolling window), then signals and shades short-term up-pressure regimes only when structural filters (VWMA slope, Close > VWMA / Bollinger Upper) align. Includes Anchored VWAP end-detector to spot regime neutralization.
Microstructure Pressure Index (MPI) — Burst → Cluster → Regime
Why this is different
Most volume tools flag single high-volume bars. MPI requires repeated bursts within a cluster window and then promotes them into a persistent regime (MPI%). This reduces noise and signals regime or campaign-style pressure rather than one-off spikes.
How it works
Burst gate: bar is a candidate if volume ≥ Xth percentile of recent history and/or Z-score ≥ threshold (user selectable).
Clustering: require ≥ minBursts within a clusWin window to avoid lone spikes.
MPI: percent of burst bars within lenMPI via SMA% or EMA%.
RegimeUp: MPI ≥ mpiTrig + cluster OK + structural filters (VWMA slope, Close > VW/BB) + optional session filter.
End detector: optional Session/Anchored VWAP + pin/flat/slope/volume collapse + IIP neutralization triggers regime end.
Recommended settings
Start: 5-minute charts.
Auto-tune: ON (recommended) - script adapts windows to timeframe.
If you want more sensitivity: lower mpiTrig or shorten lenMPI.
To be stricter/rarer: raise pctVol and zThr, increase minBursts.
Inputs
Auto-adapt - toggle timeframe auto-tuning.
MPI window, Percentrank lookback, Volume percentile, Z-score lookback, Z threshold, MPI trigger
Bollinger (len, mult), VWMA length
Structural filters: Close>VW, Close>UB, VWMA slope requirement
Clustering: minBursts, clusWin and SMA% / EMA% choice for MPI
Visualization: markers, shading, cooldown, confirm on close
VWAP: Session / Anchored (auto/manual) and end-detector thresholds
Alerts
Use the built-in alerts: MPI Burst Trigger (Up), MPI Regime Active (Up), MPI Regime END (VWAP), Single Burst Bar. The indicator supports “Confirm on close” gating to avoid intrabar noise.
Example - (BYND, 5min)
On BYND, MPI flagged multiple clustered volume bursts hours before the vertical move and maintained a shaded up-regime as price rode the Bollinger upper band and VWMA sloped up. The regime reliably ended as VWMA flattened, volume collapsed and VWAP neutralized.
What you’re looking at (walkthrough):
Pre-run clustering: several green MPI markers appear before the large gap/rally... these are clustered percentile+Z bursts (not one-offs).
Regime persistence: once MPI% crosses the threshold and structural filters (VWMA slope, Close>VWMA) hold, the indicator shades the regime (lime). This shading persisted through the main thrust.
Price structure confirmation: price tracks the BB upper band during the push - classic accumulation → expansion behavior.
Regime END: after the top, VWMA slopes down, volume collapses and VWAP conditions trend toward neutralization - end detector flags the regime end.
Settings used in this demo (recommended start):
Chart: 5-min (demo)
Auto-Tune: ON (recommended)
lenMPI = 60, lenRank = 300, pctVol = 98, zLen = 300, zThr = 1.96, mpiTrig = 25
minBursts = 3, clusWin = 10, mpiMode = SMA%
confirmOnClose = true, session only = true for the screenshot
Why this matters:
Most volume tools flag single prints. MPI requires repeated bursts within a window and converts that density into an MPI% regime. That reduces false positives and surfaces regime or campaign-style pressure you can act upon or study.
Part of the Quant Toolkit — transparent, open-source indicators for modern quantitative analysis. Built by CoryP1990.
Breakout Boxes [ChartPrime]⯁ OVERVIEW
The Breakout Boxes indicator identifies key structural levels by detecting and aligning two consecutive pivots — forming confirmation zones where potential breakouts are most likely to occur. Once two pivots align within a defined ATR range, the indicator constructs a Breakout Box around that area, tracking volume distribution and breakout strength. When price breaks above or below these boxes, breakout labels (⯁ BreakUp / BreakDn) are displayed to confirm trend continuation.
⯁ KEY FEATURES
Pivot-Based Detection: Uses a customizable pivot length to identify market swing highs and lows.
Two-Pivot Alignment Logic: A breakout box is only created when two pivot highs or lows form near the same level, confirming structural alignment and increasing breakout reliability.
Dynamic Box Generation: Builds upper and lower boxes once pivot alignment is confirmed, adapting automatically to new structures.
Volume Distribution Analysis: Each box measures total traded volume and separates it into bullish and bearish components, showing buy/sell percentages inside the range.
The volume data is calculated in real time as long as the box remains active and unbroken, allowing traders to monitor live accumulation or distribution before a breakout occurs.
Breakout Confirmation Signals: Labels appear when price decisively breaks above the upper box (⯁ BreakUp) or below the lower one (⯁ BreakDn).
Adaptive ATR Scaling: Box size dynamically adjusts to volatility, maintaining consistent proportions across assets and timeframes.
Color-Coded Visualization: Upper (bearish) boxes use pink tones; lower (bullish) boxes use green, both with transparent fill for volume clarity.
Automatic Box Resetting: Previous boxes close when a new pivot pair forms, ensuring only the most relevant structure is active.
⯁ USAGE
Watch for Two Pivot Alignments — the indicator only activates when structural confluence exists, reducing false breakout signals.
Upper Boxes represent resistance formed by two aligned swing highs; a breakout above indicates potential bullish continuation.
Lower Boxes represent support formed by two aligned swing lows; a breakdown below indicates bearish continuation.
Analyze the Volume Ratio inside each box — higher buy volume in upper boxes supports bullish breakouts, while higher sell volume in lower boxes supports bearish moves.
Use this tool alongside trend indicators or higher timeframe context to confirm the direction of breakouts.
⯁ CONCLUSION
The Breakout Boxes indicator refines breakout analysis by requiring two aligned pivots to validate structural zones. By combining pivot confluence with volume distribution and adaptive ATR scaling, it provides a precise, data-backed visualization of breakout strength and direction — a powerful tool for structure-based trading confirmation.
Volume Cluster Support and Resistance Levels [QuantAlgo]🟢 Overview
This indicator identifies statistically significant support and resistance levels through volume cluster analysis, isolating price zones characterized by elevated trading activity and institutional participation. By quantifying areas where volume concentration exceeded historical norms, it reveals price levels with demonstrated supply-demand imbalances that exhibit persistent influence on subsequent price action. The methodology is asset-agnostic and timeframe-independent, applicable across equities, cryptocurrencies, forex, and commodities from intraday to weekly intervals.
🟢 Key Features
1. Support and Resistance Levels
The indicator scans historical price data to identify bars where volume exceeds a user-defined threshold multiplier relative to the rolling average. For each qualifying bar, a representative price is calculated using the average of high, low, and close. Proximate price levels within a specified percentage range are then aggregated into discrete clusters using volume-weighted averaging, eliminating redundant signals. Clusters are ranked by cumulative volume to determine statistical significance. Finally, the indicator plots horizontal levels at each cluster price: support levels (green) below current price indicate zones where historical buying pressure exceeded selling pressure, while resistance levels (red) above current price mark zones where sellers historically dominated. These levels represent areas of established liquidity and price discovery, where institutional order flow previously concentrated.
The Touch Count (T) metric quantifies historical price interaction frequency, while Total Volume (TV) measures aggregate trading activity at each level, providing objective criteria for assessing level strength and trade execution decisions.
2. Volume Histogram
A histogram appears below the price chart, displaying relative volume for each bar within the lookback period, with bar height scaled to the maximum volume observed. Green bars represent up-periods (close > open) indicating buying pressure, while red bars show down-periods (close < open) indicating selling pressure. This visualization helps you confirm the validity of support/resistance levels by seeing where volume actually spiked, identify accumulation/distribution patterns, and validate breakouts by checking if they occur on above-average volume.
3. Built-in Alerts
Automated alerts trigger when price crosses below support levels or breaks above resistance levels, allowing you to monitor multiple assets without constant chart-watching.
4. Customizable Color Schemes
The indicator provides four preset color configurations (Classic, Aqua, Cosmic, Custom) optimized for visual clarity across different charting environments. Each scheme maintains consistent color mapping for support and resistance zones across both level lines and volume histogram components. The Custom configuration permits full color specification to accommodate individual charting setups, ensuring optimal visual contrast for extended analysis sessions.
Classic:
Aqua:
Cosmic:
Custom:
🟢 Pro Tips
→ Trade entry optimization: Execute long positions at support levels with high touch counts or upon confirmed resistance breakouts accompanied by above-average volume
→ Risk parameter definition: Position stop-loss orders near identified support/resistance zones with statistical significance to minimize premature exits
→ Breakout validation: Require volume confirmation exceeding historical average when price penetrates resistance to filter false breakouts
→ Level strength assessment: Prioritize levels with higher touch counts and total volume metrics for enhanced probability trade setups
→ Multi-timeframe confluence: Synthesize support/resistance levels across multiple timeframes to identify high-conviction zones where daily support aligns with 4-hour resistance structures
Simulated Fear & Greed (CNN-calibrated v2)🧭 Fear & Greed Index — TradingView Version (Simulated CNN Model)
🔍 Purpose
The Fear & Greed Index is a sentiment indicator that quantifies market emotion on a scale from 0 to 100, where:
0 represents Extreme Fear (capitulation, oversold conditions), and
100 represents Extreme Greed (euphoria, overbought conditions).
It helps traders assess whether the market is driven by fear (risk aversion) or greed (risk appetite) — giving a high-level view of potential turning points in market sentiment.
⚙️ How It Works in TradingView
Because TradingView cannot directly access CNN’s or alternative external sentiment feeds, this indicator simulates the Fear & Greed Index by analyzing in-chart technical data that reflect investor psychology.
It uses a multi-factor model, converting price and volume signals into a composite sentiment score.
🧩 Components Used (Simulated Metrics)
Category Metric Emotional Interpretation
Volatility ATR (Average True Range) High ATR = Fear, Low ATR = Greed
Momentum RSI + MACD Histogram Rising momentum = Greed, Falling = Fear
Volume Activity Volume Z-Score High positive deviation = Greed, Low = Fear
Trend Context SMA Regime Bias (50/200) Downtrend adds Fear penalty, Uptrend supports Greed
These elements are normalized into a 0–100 scale using percentile ranks (like statistical scoring) and then combined using user-adjustable weights.
⚖️ CNN-Style Calibration
The script follows CNN’s five sentiment bands for clarity:
Range Zone Colour Description
0–25 Extreme Fear 🔴 Red Panic, forced selling, capitulation risk
25–45 Fear 🟠 Orange Uncertainty, hesitation, early accumulation phase
45–55 Neutral ⚪ Gray Balanced sentiment, indecision
55–75 Greed 🟢 Light Green Optimism, trend continuation
75–100 Extreme Greed 💚 Bright Green Euphoria, risk of reversal
This structure aligns visually with CNN’s public gauge, making it easy to interpret.
Ethereum Sleepy Wallets – 6-Month DormancyWhat This Indicator Does
It measures how many Ethereum addresses have been completely inactive for at least 6 months (≥ 180 days) — using official Glassnode and CryptoQuant on-chain metrics.
This reveals deep conviction among long-term ETH holders
Core Concept: Direct 6-Month Dormancy
The indicator uses two precise on-chain signals:
Total Unique ETH Addresses
From GLASSNODE:ETH_ADDRESSES or CRYPTOQUANT:ETH_TOTAL_ADDRESSES
Counts every address ever used on Ethereum
Addresses Inactive ≥ 180 Days
From GLASSNODE:ETH_ADDRESSES_GREATER_THAN_180_DAYS
Counts every address that has not sent or received ETH in 6+ months
Sleepy ETH = Dormant ≥ 180 Days
Sleepy Ratio % = (Sleepy / Total) × 100
This is not an estimate — it’s direct, real dormancy.
Why 6-Month Dormancy Matters
Short-term activity (7-day) = noise from DeFi, NFTs, trading
180-day inactivity = true HODLing — coins untouched through entire market cycles
Historically:
Rising dormancy → supply drying up → bullish pressure
Falling dormancy → long-term holders selling → bearish warning
How It Works (Step-by-Step)
Fetches daily data from Glassnode (Pro+) or CryptoQuant (free)
Selects real data if available; otherwise uses robust fallback
Calculates raw sleepy wallets = addresses inactive ≥ 180 days
Smooths the signal with a 21-day simple moving average (SMA) to filter noise
Computes Sleepy Ratio % for instant conviction reading
Displays live info table with exact values on every bar
How to Use It
Signal
Interpretation
Suggested Action
Sleepy Ratio > 75% and rising
Extreme long-term HODLing
Strong accumulation — buy/hold
Smooth Sleepy trending up
Dormancy growing over 21 days
Bullish supply shock forming
Sleepy Ratio < 68% and falling
Long-term coins re-entering circulation
Caution — possible distribution
Smooth Sleepy dropping fast
HODLers breaking after 6+ months
Bearish warning — consider exits
Use on Daily (D) or Weekly (W) charts for clean, reliable signals.
Pro+ vs Free Mode
Mode
Data Source
Accuracy
Pro+ (Glassnode ON)
Real 180-day dormancy metric
100% precise
Free (Glassnode OFF)
CryptoQuant + price-scaled estimate
~80% historical correlation
Toggle in settings: Use Glassnode Data
What Makes This Indicator Original
First open-source script to directly plot Ethereum’s 6-month dormancy using official ADDRESSES_GREATER_THAN_180_DAYS
No fake math — uses true inactivity, not active address subtraction
Dual-source logic ensures usability on any TradingView plan
Dual output: raw sleepy count + 21-day SMA for precision and trend
Live info table shows real-time values and data source
Flow Control Oscillator (FCO)Flow Control Oscillator (FCO)
The Flow Control Oscillator (FCO) is a momentum-based indicator that combines volume analysis and money flow to determine who is in control of the market—buyers or sellers—and how strong that control is. Unlike pure price-based oscillators, FCO integrates both price action and volume distribution to provide a more complete picture of market dynamics.
How It Works
Core Components:
Money Flow Index (MFI) -
Scaled to -1 to +1 range
Measures the flow of money into and out of an asset
Identifies buying and selling pressure based on price and volume
Chaikin Money Flow (CMF) -
Already in -1 to +1 range
Measures the accumulation/distribution of volume
Shows whether volume is accumulating (buying) or distributing (selling)
Combined Flow Control Line (FCO Line) -
Equal-weighted composite of MFI and CMF
Smoothed with SMA (default: 3 periods)
Values above 0 = Buyers in control
Values below 0 = Sellers in control
Signal Line -
WMA of the FCO line (default: 6 periods)
Used for timing entries and confirming momentum shifts
Momentum Histogram-
Shows the rate of change in buyer/seller control
Weighted by ADX (Average Directional Index) when enabled
Larger bars = stronger momentum
ADX weighting filters out choppy, unreliable signals
Key Zones
Neutral Zone (-0.3 to +0.3): Balanced market, low conviction
Healthy Trend Zone (±0.3 to ±0.7): Clear control without exhaustion
Warning Zone (±0.7 to ±1.0): Extended, approaching exhaustion
Extreme Zone (beyond ±1.0): Overbought/oversold, reversal likely
What To Look For
Reversal Setups:
FCO in extreme zone (beyond ±1.0)
FCO crosses Signal line in opposite direction
Momentum histogram shrinking (weakening pressure)
Interpretation: Buyers or sellers are exhausted and losing control
Trend Strength Setups:
FCO crosses zero line (control shift)
Momentum histogram growing in the same direction
ADX confirms strong trend (no orange background)
Signal line moving in same direction as FCO
Interpretation: New control being established with building momentum
Divergences:
Price makes new high/low but FCO doesn't confirm
Indicates weakening momentum despite price movement
Early warning of potential reversal
Choppy Market Warning:
Orange background (ADX < 20)
Small momentum bars regardless of FCO position
Interpretation: Weak trend, avoid trading or use tight stops
Best Practices:
Use with context: Combine with support/resistance levels (like VWAP) for confluence
Multi-timeframe confirmation: Check higher timeframe FCO for overall bias
Wait for confirmation: Let signals develop rather than predicting turns
Respect extreme zones: Best reversal opportunities occur when FCO is beyond ±1.0
Filter with ADX: Pay attention to background coloring—avoid choppy conditions
The indicator includes comprehensive alert conditions for:
Reversal setups (extreme + cross + weakening momentum)
Trend strength signals (zero cross + growing momentum + strong ADX)
FCO/Signal crossovers
Extreme overbought/oversold conditions
Control shifts (buyers/sellers taking control)
💸 DCA Accumulation Strategy (USD‑Based Scaling)Buy when blue arrow appears, if the next arrow is lower than the last increase your position. This will pull your average cost down slowly over time.
Cumulative Volume DeltaThis Cumulative Volume Delta (CVD) indicator analyzes intra-bar volume dynamics. It introduces a periodic reset mechanism, anchoring the accumulation to a user-defined timeframe (e.g., daily, weekly) for cyclical analysis.
Key Features:
Dual CVD Calculation: The indicator computes two CVD values simultaneously:
Periodic CVD: Resets on the user-defined 'Anchor Timeframe'. This is plotted as "Delta Candles".
Continuous CVD: Accumulates volume continuously (non-resetting) and is used as the source for divergence detection.
Intra-Bar Delta Analysis: Uses a lower timeframe ('Intra-Bar Timeframe') to calculate buy/sell pressure based on the direction of the intra-bar candles.
"Delta Candle" Visualization: The periodic CVD is shown as a candle, where:
Open: The CVD value at the start of the period (or zero).
High/Low: Represent the peak buying (CVD High) and selling (CVD Low) pressure within that period.
Close: The final net delta value for that period.
Full Divergence Suite (Class A, B, C): A built-in engine automatically detects and plots Regular (A), Hidden (B), and Exaggerated (C) divergences between price and the continuous CVD line.
Dynamic Divergence Plotting: Divergence markers are plotted relative to the periodic (candle) CVD. They automatically adjust their vertical position after a reset to remain visually aligned with the plotted candles.
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF Output: The entire dual-CVD analysis can be run on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 18 comprehensive alerts for:
The start and end of all 6 divergence types.
The periodic CVD crossing the zero line.
Conditions of agreement or disagreement between the delta and the main bar's direction.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
COT Index v.2COT Index v.2 Indicator
( fix for extreme values)
📊 Overview
The COT (Commitment of Traders) Index Indicator transforms raw COT data into normalized indices ranging from 0-100, with extensions to 120 and -20 for extreme market conditions. This powerful tool helps traders analyze institutional positioning and market sentiment by tracking the net long positions of three key market participant groups.
🎯 What It Does
This indicator converts weekly CFTC Commitment of Traders data into easy-to-read oscillator format, showing:
Commercial Index (Blue Line) - Smart money/hedgers positioning
NonCommercial Index (Orange Line) - Large speculators/funds positioning
Nonreportable Index (Red Line) - Small traders positioning
📈 Key Features
Smart Scaling Algorithm
0-100 Range: Normal market conditions based on recent price action
120 Level: Extreme bullish positioning (above historical maximum)
-20 Level: Extreme bearish positioning (below historical minimum)
Dual Time Frame Analysis
Short Period (26 weeks default): For current market scaling
Historical Period (156 weeks default): For extreme condition detection
Flexible Data Sources
Futures Only reports
Futures and Options combined reports
Automatic symbol detection with manual overrides for HG and LBR
🔧 Customizable Settings
Data Configuration
Adjustable lookback periods for both current and historical analysis
Report type selection (Futures vs Futures & Options)
Display Options
Toggle individual trader categories on/off
Customizable reference lines (overbought/oversold levels)
Optional 0/100 boundary lines
Adjustable line widths and colors
Reference Levels
Upper Bound: 120 (extreme bullish)
Overbought: 80 (default)
Midline: 50 (neutral)
Oversold: 20 (default)
Lower Bound: -20 (extreme bearish)
💡 Trading Applications
Contrarian Signals
High Commercial Index + Low NonCommercial Index = Potential bullish reversal
Low Commercial Index + High NonCommercial Index = Potential bearish reversal
Market Sentiment Analysis
Track institutional vs retail positioning divergences
Identify extreme market conditions requiring attention
Monitor smart money accumulation/distribution patterns
Confirmation Tool
Use alongside technical analysis for trade confirmation
Validate breakouts with positioning data
Assess market structure changes
📊 Visual Elements
Status Table: Displays current settings and symbol information
Color-Coded Lines: Easy identification of each trader category
Reference Levels: Clear overbought/oversold boundaries
Extreme Indicators: Visual cues for unusual market conditions
⚠️ Important Notes
COT data is released weekly on Fridays (Tuesday data)
Best suited for weekly and daily timeframes
Requires symbols with available CFTC data
Works automatically for most futures contracts
🎯 Best Practices
Use in conjunction with price action analysis
Look for divergences between price and positioning
Pay special attention to extreme readings (120/-20 levels)
Consider all three indices together for complete market picture
Allow for data lag (3-day delay from CFTC)
This indicator is ideal for swing traders, position traders, and anyone interested in understanding the positioning dynamics of professional vs retail market participants.
3D Institutional Battlefield [SurgeGuru]Professional Presentation: 3D Institutional Flow Terrain Indicator
Overview
The 3D Institutional Flow Terrain is an advanced trading visualization tool that transforms complex market structure into an intuitive 3D landscape. This indicator synthesizes multiple institutional data points—volume profiles, order blocks, liquidity zones, and voids—into a single comprehensive view, helping you identify high-probability trading opportunities.
Key Features
🎥 Camera & Projection Controls
Yaw & Pitch: Adjust viewing angles (0-90°) for optimal perspective
Scale Controls: Fine-tune X (width), Y (depth), and Z (height) dimensions
Pro Tip: Increase Z-scale to amplify terrain features for better visibility
🌐 Grid & Surface Configuration
Resolution: Adjust X (16-64) and Y (12-48) grid density
Visual Elements: Toggle surface fill, wireframe, and node markers
Optimization: Higher resolution provides more detail but requires more processing power
📊 Data Integration
Lookback Period: 50-500 bars of historical analysis
Multi-Source Data: Combine volume profile, order blocks, liquidity zones, and voids
Weighted Analysis: Each data source contributes proportionally to the terrain height
How to Use the Frontend
💛 Price Line Tracking (Your Primary Focus)
The yellow price line is your most important guide:
Monitor Price Movement: Track how the yellow line interacts with the 3D terrain
Identify Key Levels: Watch for these critical interactions:
Order Blocks (Green/Red Zones):
When yellow price line enters green zones = Bullish order block
When yellow price line enters red zones = Bearish order block
These represent institutional accumulation/distribution areas
Liquidity Voids (Yellow Zones):
When yellow price line enters yellow void areas = Potential acceleration zones
Voids indicate price gaps where minimal trading occurred
Price often moves rapidly through voids toward next liquidity pool
Terrain Reading:
High Terrain Peaks: High volume/interest areas (support/resistance)
Low Terrain Valleys: Low volume areas (potential breakout zones)
Color Coding:
Green terrain = Bullish volume dominance
Red terrain = Bearish volume dominance
Purple = Neutral/transition areas
📈 Volume Profile Integration
POC (Point of Control): Automatically marks highest volume level
Volume Bins: Adjust granularity (10-50 bins)
Height Weight: Control how much volume affects terrain elevation
🏛️ Order Block Detection
Detection Length: 5-50 bar lookback for block identification
Strength Weighting: Recent blocks have greater impact on terrain
Candle Body Option: Use full candles or body-only for block definition
💧 Liquidity Zone Tracking
Multiple Levels: Track 3-10 key liquidity zones
Buy/Sell Side: Different colors for bid/ask liquidity
Strength Decay: Older zones have diminishing terrain impact
🌊 Liquidity Void Identification
Threshold Multiplier: Adjust sensitivity (0.5-2.0)
Height Amplification: Voids create significant terrain depressions
Acceleration Zones: Price typically moves quickly through void areas
Practical Trading Application
Bullish Scenario:
Yellow price line approaches green order block terrain
Price finds support in elevated bullish volume areas
Terrain shows consistent elevation through key levels
Bearish Scenario:
Yellow price line struggles at red order block resistance
Price falls through liquidity voids toward lower terrain
Bearish volume peaks dominate the landscape
Breakout Setup:
Yellow price line consolidates in flat terrain
Minimal resistance (low terrain) in projected direction
Clear path toward distant liquidity zones
Pro Tips
Start Simple: Begin with default settings, then gradually customize
Focus on Yellow Line: Your primary indicator of current price position
Combine Timeframes: Use the same terrain across multiple timeframes for confluence
Volume Confirmation: Ensure terrain peaks align with actual volume spikes
Void Anticipation: When price enters voids, prepare for potential rapid movement
Order Blocks & Voids Architecture
Order Blocks Calculation
Trigger: Price breaks fractal swing points
Bullish OB: When close > swing high → find lowest low in lookback period
Bearish OB: When close < swing low → find highest high in lookback period
Strength: Based on price distance from block extremes
Storage: Global array maintains last 50 blocks with FIFO management
Liquidity Voids Detection
Trigger: Price gaps exceeding ATR threshold
Bull Void: Low - high > (ATR200 × multiplier)
Bear Void: Low - high > (ATR200 × multiplier)
Validation: Close confirms gap direction
Storage: Global array maintains last 30 voids
Key Design Features
Real-time Updates: Calculated every bar, not just on last bar
Global Persistence: Arrays maintain state across executions
FIFO Management: Automatic cleanup of oldest entries
Configurable Sensitivity: Adjustable lookback periods and thresholds
Scientific Testing Framework
Hypothesis Testing
Primary Hypothesis: 3D terrain visualization improves detection of institutional order flow vs traditional 2D charts
Testable Metrics:
Prediction Accuracy: Does terrain structure predict future support/resistance?
Reaction Time: Faster identification of key levels vs conventional methods
False Positive Reduction: Lower rate of failed breakouts/breakdowns
Control Variables
Market Regime: Trending vs ranging conditions
Asset Classes: Forex, equities, cryptocurrencies
Timeframes: M5 to H4 for intraday, D1 for swing
Volume Conditions: High vs low volume environments
Data Collection Protocol
Terrain Features to Quantify:
Slope gradient changes at price inflection points
Volume peak clustering density
Order block terrain elevation vs subsequent price action
Void depth correlation with momentum acceleration
Control Group: Traditional support/resistance + volume profile
Experimental Group: 3D Institutional Flow Terrain
Statistical Measures
Signal-to-Noise Ratio: Terrain features vs random price movements
Lead Time: Terrain formation ahead of price confirmation
Effect Size: Performance difference between groups (Cohen's d)
Statistical Power: Sample size requirements for significance
Validation Methodology
Blind Testing:
Remove price labels from terrain screenshots
Have traders identify key levels from terrain alone
Measure accuracy vs actual price action
Backtesting Framework:
Automated terrain feature extraction
Correlation with future price reversals/breakouts
Monte Carlo simulation for significance testing
Expected Outcomes
If hypothesis valid:
Significant improvement in level prediction accuracy (p < 0.05)
Reduced latency in institutional level identification
Higher risk-reward ratios on terrain-confirmed trades
Research Questions:
Does terrain elevation reliably indicate institutional interest zones?
Are liquidity voids statistically significant momentum predictors?
Does multi-timeframe terrain analysis improve signal quality?
How does terrain persistence correlate with level strength?
LuxAlgo BigBeluga hapharmonic
Smart Money Volume Tools | Lyro RSSmart Money Volume Tools | Lyro RS
Overview
The Smart Money Volume Tools (SMVT) is a multi-dimensional volume-based analysis suite designed to visualize the interplay between price action, moving averages, and smart money behavior.
By integrating dynamic moving averages, volume normalization, and multi-timeframe intelligence, SMVT helps traders identify when institutional (smart money) or retail participants are influencing price movements — all in a single, adaptive display.
Unlike traditional oscillators or trend tools, SMVT dynamically adjusts its sensitivity and thresholds based on volume z-scores and normalized momentum, revealing true intent behind price shifts rather than reacting to them.
🔹 Key Features
4 Core Analytical Modes:
Trail Mode – Identifies directional bias using dynamic volume-weighted trails based on adaptive ATR multipliers.
Volume Mode – Displays normalized volume strength vs. price trend, highlighting volume-driven expansions.
Smart Money Volume Mode – Detects institutional buying/selling spikes from lower timeframes using volume z-score outliers.
Retail Money Volume Mode – Contrasts retail-driven impulses to visualize crowd behavior and exhaustion points.
Dynamic Volume Normalization: Converts volume impulses into a 0–100 range using a sigmoid function for smoother interpretation.
Multi-Timeframe Intelligence: Automatically reads lower timeframe volume data to distinguish smart vs. retail activity.
Adaptive Color Systems: Multiple palette modes ( Classic , Mystic , Accented , Royal ) or full custom color control.
Signal Table Overlay: Built-in real-time module summary showing status for Trail , Volume , Smart Money , and Retail Money — right on your chart.
🔹 How It Works
Volume Strength Calculation:
Calculates relative volume strength using a moving average baseline, then normalizes the result via a sigmoid function — mapping activity into a clean 0–100 range.
Smart Money Detection:
Scans lower timeframe data for extreme volume z-scores ( z > 2 ) to pinpoint institutional accumulation or distribution zones.
Trail Logic:
Uses adaptive upper and lower trails based on ATR and volume intensity to track volatility-adjusted trend direction.
Color Logic:
Trail, candle, and fill colors change dynamically according to the active signal type and selected palette — making directional bias instantly visible.
🔹 Practical Use
Swing Confirmation (Trail Mode): Confirms sustained bullish or bearish momentum supported by volume, ideal for trailing positions and managing exits.
Volume Expansion (Volume Mode): Highlights key moments when institutional liquidity pushes price before visible breakout confirmation.
Smart vs. Retail Divergence: Identify conflicts between retail activity and smart money to detect exhaustion or reversal points early.
Table Overlay Utility: Instantly see all active signals across modules in one compact, on-chart interface.
🔹 Customization
Custom color palettes or manual bullish/bearish color selection.
Adjustable EMA lengths and Volume SMA period .
Selectable lower timeframe source for Smart Money analysis.
Flexible table position & size controls — choose between Top, Middle, Bottom and Tiny to Huge.
Switch freely between Trail , Volume , Smart Money , and Retail Money modes.
Credits
Thank you to @AlgoAlpha for the smart money and retail activity source code.
⚠️Disclaimer
This indicator is a tool for technical analysis and does not provide guaranteed results. It should be used in conjunction with other analysis methods and proper risk management practices. The creators of this indicator are not responsible for any financial decisions made based on its signals.
Order Blocks Zones with Signals█ OVERVIEW
“Order Blocks Zones with Signals” is a technical analysis tool that automatically identifies Order Blocks (OB) and optionally Fair Value Gaps (FVG) on the chart.
The script visualizes these zones as colored rectangles, offering full customization of style, transparency, and signal display.
It also generates entry and exit signals (Break & Exit) that can serve as confirmations in strategies based on price action and market structure.
Thanks to flexible candle size filters and rich visual options, the indicator maintains chart clarity and readability.
█ CONCEPTS
Order Blocks (OB) are key zones on the chart where significant price movements previously occurred — areas where large market participants (institutions, so-called smart money) initiated or closed positions.
An OB is the last candle that followed the prior trend before the market reversed (e.g., for a Bullish OB: the last bearish candle before a pivot low and a strong upward impulse).
The script detects these levels using local price pivots, analyzing candle direction to filter out less significant movements.
FVG (Fair Value Gaps) represent areas of imbalance between buyers and sellers — price gaps formed by a sharp impulse where full trading did not occur due to one-sided order dominance (e.g., excess buy or sell orders).
Why combine OB and FVG in one indicator?
Combining OB and FVG analysis is essential because these phenomena often occur sequentially in the institutional market cycle:
1. Order Block — institutions enter the market in the OB zone, absorbing orders and building positions.
2. Strong impulse — after smart money entry, a rapid price move creates an FVG (imbalance gap).
3. Retest — price naturally returns to these zones (OB or FVG), drawn by unfilled orders and the search for equilibrium.
Such areas strongly attract price, as they represent not only historical institutional levels but also open “holes” in the order book. Retests of OB and FVG are ideal entry opportunities with high reaction probability (rebound or breakout). The indicator combines these two interconnected elements, enabling comprehensive market structure analysis in a single tool.
Order Blocks are labeled as:
Bullish OB – demand zones, often accumulation areas before an upmove.
Bearish OB – supply zones, signaling potential impulse end or correction start.
█ FEATURES
Order Block Detection (OB Detection):
- Automatic identification of demand and supply zones based on pivots.
- OB is the last candle aligned with the prior trend, just before the market reversal — precisely identified through candle sequence analysis around the pivot.
- OB zones appear with a delay equal to Pivot Length (default 10 bars).
- Break signals trigger when a candle’s body (close) fully pierces the zone, causing the zone to disappear immediately (e.g., close < low of Bullish OB → Break Down and zone deletion).
- Minimum size filtering via OB Size Multiplier.
- Option to create OB without wicks (Include Wicks in OB): when disabled, OB zones are based solely on candle bodies (open/close), ignoring wicks (high/low).
Fair Value Gap Detection (FVG Detection):
- Optional, with enable/disable capability.
- FVG are detected without delay — immediately upon gap occurrence.
- Size filtering via Candle Size Period and FVG Size Multiplier.
Customizable Styling:
- Separate colors and border styles (Solid / Dashed / Dotted) for each zone type.
- Adjustable transparency and border thickness.
- Unified color for box, border, and signal of the same type.
Breakout and Exit Signals:
- Break Up – triggered when a candle’s close breaks above a Bearish OB, causing the zone to disappear.
- Break Down – triggered when a candle’s close breaks below a Bullish OB, causing the zone to disappear.
- Exit Up / Exit Down – temporary exit from the zone without full breakout (price leaves the zone but doesn’t close beyond it). Signal type selection: Break, Exit, or Both.
- Alerts: built-in alerts for all signal types — triggered automatically on candle close confirming breakout or exit from OB.
█ HOW TO USE
Adding to chart: import the code into Pine Editor and run the script on TradingView.
Settings configuration:
- Pivot Length: controls swing detection sensitivity and OB display delay (default 10).
- Include Wicks in OB: enabled (default) – OB includes wicks; disabled – OB uses bodies only.
- Size Filter: adjust Candle Size Period and OB/FVG Size Multiplier to filter out small zones.
- Colors & Styles: set colors, styles, and transparency for each zone type.
- Signal Type: choose which signals to display (Break, Exit, or Both).
Signal interpretation:
- OB Break Up: price closes above Bearish OB → zone disappears → potential bullish continuation.
- OB Break Down: price closes below Bullish OB → zone disappears → potential bearish continuation.
- Exit Signals: price leaves the zone temporarily without breakout — often signals impending reversal or pullback.
Tips:
- Use OB signals alongside other indicators like RSI, MACD, SMI, or trend filters.
- Order Blocks from higher timeframes (e.g., 4H, 1D) carry greater significance and reaction strength.
- Remember: FVG are detected immediately, OB with delay — a complementary approach!
█ APPLICATIONS
- Smart Money Concepts (SMC): use OB zones as dynamic support and resistance levels. In an uptrend, look for buy opportunities in bullish OBs, which price often retests before further gains. Combining with RSI, MACD, or Fibonacci levels enhances zone significance, confirming institutional demand.
- Breakout Trading: trade based on OB breakout signals. A buy signal after breaking a bearish OB may indicate a strong upward impulse, especially if supported by rising MACD or RSI above 50. Similarly for sell signals after Break Down.
- Reversal Zones: Exit signals may indicate the end of a move or correction. Safest to use in alignment with higher-timeframe trend and confirmed by another indicator (e.g., RSI divergence, Fibonacci levels).
- Confluence Analysis: combine OB and FVG for deeper market structure and equilibrium insight. When an Order Block overlaps or borders an FVG, we get confluence of two institutional phenomena — OB (smart money entry) + FVG (imbalance) — making these areas particularly strong price magnets, increasing retest and reaction probability.
█ NOTES
- FVG can be fully disabled for a cleaner chart view.
- In consolidation periods, signals may appear more frequently — always confirm with additional trend filters.
- Works on all markets and timeframes (crypto, forex, indices, stocks).
Weis Wave Volume MTF 🎯 Indicator Name
Weis Wave Volume (Multi‑Timeframe) — adapted from the original “Weis Wave Volume by LazyBear.”
This version adds multi‑timeframe (MTF) readings, configurable colors, font size, and screen position for clear dashboard‑style display.
🧠 Concept Background — What is Weis Wave Volume (WWV)?
The Weis Wave Volume indicator originates from Wyckoff and David Weis’ techniques.
Its purpose is to link price movement “waves” with the amount of traded volume to reveal how strong or weak each wave is.
Instead of showing bars one by one, WWV accumulates the total volume while price keeps moving in the same direction.
When price direction changes (up → down or down → up), it:
Finishes the previous wave volume total.
Starts a new wave and begins accumulating again.
Those wave volumes help traders see:
Effort vs Result: Big volume with small price move ⇒ absorption; low volume with big move ⇒ weak participation.
Trend confirmation or exhaustion: High volume waves in trend direction strengthen it, while low‑volume waves hint exhaustion.
⚙️ How this Script Works
Trend & Wave Detection
Compares close with the previous bar to determine up or down movement (mov).
Detects trend reversals (when mov direction changes).
Builds “waves,” each representing a continuous run of bars in one direction.
Volume Accumulation
While price keeps the same direction, the script adds each bar’s volume to the running total (vol).
When direction flips, it resets that total and starts a new wave.
Multi‑Timeframe Computation
Calculates these wave volumes on three timeframes at once, chosen dynamically:
Active Chart Timeframe Displays WWV for:
1 min 1 min
5 min 5 min
15 min 15 min
Any other Chart TF
It uses request.security() to pull each timeframe’s latest WWV value and current wave direction.
Visual Output
Instead of plotting histogram bars, it shows a table with three numeric values:
WWV (1): 25.3 M | (15): 312 M | (240): 2.46 B
Each value is color‑coded:
user‑selected Uptrend Color when price wave = up
user‑selected Downtrend Color when wave = down
You can position this small table in any corner/center (top / bottom × left / center / right).
Font size is user‑adjustable (Tiny → Huge).
📈 How Traders Use It
Quickly gauge buying vs selling effort across multiple horizons.
Compare short‑term wave volume to higher‑timeframe waves to spot:
Alignment → all up and big volumes = strong trend
Divergence → small or opposite‑colored higher‑TF wave = potential reversal or pause
Combine with Wyckoff, VSA, or standard trend analysis to judge if a breakout or pullback has real participation.
🧩 Key Features of This Version
Feature Description
Multi‑Timeframe Panel Displays WWV values for 3 selected TFs at once
Dynamic TF Mapping Auto‑adjusts which TFs to use based on chart
Up/Down Color Coding Customizable colors for wave direction
Adjustable Font and Placement Set font size (Tiny→Huge) and screen corner/center
No Histograms Keeps chart clean; acts as a compact WWV dashboard
Volume-Price Shift Box (Lite Version)Description
This indicator is a clean and intuitive visual tool designed to help traders quickly assess the current balance of bullish and bearish forces in the market.
It combines volume, price movement, VWAP, and OBV dynamics into a compact on-chart table that updates in real time.
This version focuses on the core logic and visualization of momentum and volume shifts, making it ideal for traders who want actionable insight without complex configuration.
How It Works
The script measures the combined strength of multiple market components:
VWAP trend indicates price bias relative to fair value.
OBV (On-Balance Volume) tracks volume flow to confirm or contradict price movement.
Volume ratio compares current volume to its recent average.
Momentum evaluates directional price movement over a configurable lookback period.
Accumulation / Distribution (A/D) Line estimates buying or selling pressure within each candle:
↑ — A/D is rising (buying pressure is increasing)
↑↑ — A/D is rising faster than before (acceleration of buying)
↓ — A/D is falling (selling pressure is increasing)
↓↓ — A/D is falling faster than before (acceleration of selling)
Each of these components contributes to an overall shift score.
Depending on this score, the box displays:
🟢 Bullish Shift — strong upward alignment
🔴 Bearish Shift — downward alignment
⚪ Neutral — mixed or indecisive conditions
Key Features
Compact on-chart information box with color-coded parameters
Combined volume-price relationship model
Configurable lookback and sensitivity controls
Real-time shift strength and trend duration tracking
Adjustable EMA/SMA smoothing for all averages
Lightweight design optimized for clarity
Inputs Overview
Box Position / Size – Place and scale the on-chart info box
Lookback Period – Number of bars used for calculations
VWAP Lookback – Period for VWAP distance smoothing
Shift Sensitivity – Adjusts reaction strength of bullish/bearish shifts
Neutral Zone Threshold – Defines when the market is considered neutral
EMA or SMA – Choose exponential or simple moving averages
Component Weights – Set the influence of VWAP, OBV, Volume, and Momentum on the shift score
Display Toggles – Enable or disable metrics shown in the box (Strength, Volume, VWAP, Duration, OBV)
How to Use
Apply the indicator to any symbol and timeframe.
Observe the box on the chart — it updates dynamically.
Look for transitions between Neutral → Bullish or Neutral → Bearish shifts.
Combine with your existing price action or confirmation tools (e.g., support/resistance, trendlines).
Use the “Strength” and “Duration” values to assess consistency and momentum quality.
(This indicator is not a buy/sell signal generator — it is designed as a contextual analysis and confirmation tool.)
How It Helps
Merges several key volume and price metrics into a single view
Highlights transitions in market control between buyers and sellers
Reduces clutter by presenting only relevant context data
Works on any market and timeframe, from scalping to swing trading
⚠️Disclaimer:
This script is provided for educational and informational purposes only. It is not financial advice and should not be considered a recommendation to buy, sell, or hold any financial instrument. Trading involves significant risk of loss and is not suitable for every investor. Users should perform their own due diligence and consult with a licensed financial advisor before making any trading decisions. The author does not guarantee any profits or results from using this script, and assumes no liability for any losses incurred. Use this script at your own risk.
Retail vs Banker Net Positions – Symmetry BreakRetail vs Banker Net Positions – Symmetry Break (Institution Focus)
Description:
This advanced indicator is a volume-proxy-based positioning tool that separates institutional vs. retail behavior using bar structure, trend-following logic, and statistical analysis. It identifies net position flows over time, detects institutional aggression spikes, and highlights symmetry breaks—those moments when institutional action diverges sharply from retail behavior. Designed for intraday to swing traders, this is a powerful tool for gauging smart money activity and retail exhaustion.
What It Does:
Separates Volume into Two Groups:
Institutional Proxy: Volume on large bars in trend direction
Retail Proxy: Volume on small or counter-trend bars
Calculates Net Positions (%):
Smooths cumulative buying vs. selling behavior for each group over time.
Highlights Symmetry Breaks:
Alerts when institutions make statistically abnormal moves while retail is quiet or doing the opposite.
Detects Extremes in Institutional Activity:
Flags major tops/bottoms in institutional positioning using swing pivots or rolling windows.
Retail Sentiment Flips:
Marks when the retail line crosses the zero line (e.g., flipping from net short to net long).
How to Use It:
Interpreting the Two Lines:
Aqua/Orange Line (Institutional Proxy):
Rising above zero = Net buying bias
Falling below zero = Net selling bias
Lime/Red Line (Retail Proxy):
Green = Retail buying; Red = Retail selling
Watch for crosses of zero for sentiment shifts
Spotting Symmetry Breaks:
Pink Circle or Background Highlight =
Institutions made a sharp, outsized move while retail was:
Quiet (low ROC), or
Moving in the opposite direction
These often precede explosive directional moves or stop hunts.
Institutional Extremes:
Marked with aqua (top) or orange (bottom) dots
Based on swing pivot logic or rolling highs/lows in institutional positioning
Optional filter: Only show extremes that coincide with a symmetry break
Settings You Can Tune:
Lookback lengths for trend, z-scores, smoothing
Z-Score thresholds to control sensitivity
Retail quiet filters to reduce false positives
Cool-down timer to avoid rapid repeat signals
Toggle visual aids like shading, markers, and threshold lines
Alerts Included:
-Retail flips (green/red)
- Institutional symmetry breaks
- Institutional extreme tops/bottoms
Strategy Tip:
Use this indicator to track institutional accumulation or distribution phases and catch asymmetric inflection points where the "smart money" acts decisively. Confluence with price structure or FVGs (Fair Value Gaps) can further enhance signal quality.
