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DeltaFlow Volume Profile [BigBeluga]🔵 OVERVIEW The DeltaFlow Volume Profile builds a compact volume profile next to price and enriches every bin with flow context : bullish vs. bearish participation (%), a per-bin Delta % , an optional Delta Heat Map , and a PoC band with the bin’s absolute volume. This lets you see not just where volume clustered, but who (buyers or sellers) dominated inside each price slice. 🔵 CONCEPTS Binned Volume Profile : Price range over a user-defined LookBack is split into Bins ; each bin aggregates traded volume. Bull/Bear Split : Within every bin, volume is separated by candle direction into Bull Volume and Bear Volume , then normalized to % of the bin’s displayed size. Delta % : The difference between Bull % and Bear % for the bin. Positive = buyer dominance; negative = seller dominance. Delta Heat Map : Bin background shading that scales with both total volume strength and delta bias. PoC (Point of Control) : The most significant bin gets a PoC band and a label with its absolute volume. 🔵 FEATURES Profile with Flow : A clean horizontal volume bar per bin plus stacked Bull % and Bear % . Per-Bin Delta Label : A readable “Δ xx%” tag at the start of each bin shows dominance at a glance. Delta Heat Map : Optional gradient that intensifies with higher volume and stronger delta. PoC Highlight : Optional PoC band colored separately, labeled with absolute volume (e.g., “1.23M”). Configurable Inputs : LookBack, number of Bins (10–100), toggles for Delta, Heat Map, Volume Bars, and PoC color. Readable Colors : Separate inputs for bullish (volume +) and bearish (volume –) hues. 🔵 HOW TO USE Set the window : Choose LookBack and Bins to balance detail vs. performance (more bins = finer resolution). Enable “Volume Bars” to display the bull/bear split as two stacked percent bars inside each bin. High Bull % near support → constructive demand. High Bear % near resistance → active supply. Use Δ labels (toggle “Delta”) to quickly spot bins with clear buyer/seller control; combine with price position for confluence. Turn on Delta Heat Map to prioritize areas with both large volume and strong imbalance. Watch the PoC : The PoC band marks the most traded (and often magnet) level; its label shows absolute size for context. Trade ideas : Breakout continuation when Δ stays positive across consecutive upper bins. Reversion risk when price enters a large bearish-Δ cluster below. Manage risk around the PoC; reactions there can be sharp. 🔵 CONCLUSION DeltaFlow Volume Profile upgrades a classic profile with flow intelligence. The bull/bear split, explicit Δ %, heat-weighted backdrop, and PoC volume label make dominant participation and key price shelves obvious. Use it to filter levels, time entries with imbalance, and validate breakouts or fades with objective volume-flow evidence.
Pine Script®指标
由BigBeluga提供
18
IDKFAIDKFA - Advanced Order Blocks & Volume Profile with Market Structure Analysis Why IDKFA? Named after the legendary DOOM cheat code that gives players "all weapons and full ammo," IDKFA provides traders with a comprehensive arsenal of market analysis tools. Just as the cheat code arms players with everything needed for combat, this indicator equips traders with essential market structure tools: Order Blocks, Volume Profile, LVN/HVN areas, Fibonacci retracements, and intelligent buy/sell signals - all in one unified system. Core Features Order Blocks Detection Automatically identifies institutional order blocks using pivot high/low analysis Extends blocks dynamically until price interaction occurs Bullish blocks (demand zones) and bearish blocks (supply zones) Customizable opacity and extend functionality Advanced Volume Profile Real-time volume profile calculation for multiple session types Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL) Mode 1: Side-by-side bull/bear volume display Mode 2: Overlapped volume display with percentage analysis Shows buying vs selling pressure at each price level LVN/HVN Area Detection Low Volume Nodes (LVN): Areas below VAL where price moves quickly High Volume Nodes (HVN): Areas above VAH with strong resistance NPOC (Naked Point of Control): Single print areas within Value Area Volume-based gradient coloring shows relative activity levels Smart Fibonacci Retracements Auto-detects trend direction for proper fibonacci orientation Dynamic color coding: Red levels in uptrends, Gold in downtrends Special 88.6% level turns lime green in downtrends Key levels: 23.6%, 38.2%, 50%, 61.8%, 65%, 78.6%, 88.6% Intelligent Signal System Works best on higher timeframes Identifies high-probability reversal setups at key levels Buy signals: Large bearish rejection followed by bullish reclaim Sell signals: Large bullish rejection followed by bearish breakdown Signals only trigger near significant support/resistance areas Signal Analysis & Usage Guidelines Buy Signal Mechanics The buy signal triggers when: Previous candle shows significant bearish movement (minimum ATR multiplier) Current candle reclaims a configurable percentage of the previous candle's range Price is near a key support level (order blocks, fibonacci, volume levels) Sell Signal Mechanics The sell signal triggers when: Previous candle shows significant bullish movement (minimum ATR multiplier) Current candle rejects below a configurable percentage of the previous candle's range Price is near a key resistance level (order blocks, fibonacci, volume levels) When to TAKE Signals High Probability Buy Signals: Signal appears AT or BELOW the VAL (Value Area Low) Signal occurs at bullish order block confluence Price is in LVN area below VAL (momentum acceleration zone) Signal aligns with fibonacci 61.8% or 78.6% support Multiple session POC levels provide support confluence Previous session's VAL acting as current support High Probability Sell Signals: Signal appears AT or ABOVE the VAH (Value Area High) Signal occurs at bearish order block confluence Price is in HVN area above VAH (heavy resistance zone) Signal aligns with fibonacci 61.8% or 78.6% resistance Multiple session POC levels provide resistance confluence Previous session's VAH acting as current resistance When to AVOID Signals Avoid Buy Signals When: Signal appears ABOVE the VAH (buying into resistance) Price is in HVN red zones (high volume resistance areas) No clear support structure below current price Volume profile shows heavy selling pressure (high bear percentages) Signal occurs during low-volume periods between major sessions Multiple bearish order blocks exist below current price Avoid Sell Signals When: Signal appears BELOW the VAL (selling into support) Price is in LVN green zones (momentum could continue) No clear resistance structure above current price Volume profile shows heavy buying pressure (high bull percentages) Signal occurs during Asian session ranges without clear direction Multiple bullish order blocks exist above current price Volume Profile Context for Signals Understanding Bull/Bear Percentages: 70%+ Bull dominance at a level = Strong support expected 70%+ Bear dominance at a level = Strong resistance expected 50/50 Split = Neutral zone, less predictable Use percentages to gauge conviction behind moves POC (Point of Control) Interactions: Signals above POC in uptrend = Higher probability Signals below POC in downtrend = Higher probability Signals against POC bias require extra confirmation POC often acts as magnetic level for price return Trading Strategies Strategy 1: VAL/VAH Bounce Strategy Wait for price to approach VAL (support) or VAH (resistance) Look for signal confirmation at these critical levels Enter with tight stops beyond the Value Area Target opposite boundary or next session's levels Strategy 2: Order Block + Volume Confluence Identify order block alignment with VAL/VAH Wait for signal within the confluence zone Enter on signal with stop beyond order block Use LVN areas as acceleration zones for targets Strategy 3: LVN/HVN Strategy LVN (Green) Areas: "Go Zones" - expect quick price movement through low volume HVN (Red) Areas: "Stop Zones" - expect resistance and potential reversals NPOC Areas: "Fill Zones" - price often returns to fill single print gaps Strategy 4: Multi-Session Analysis Use Daily/Weekly for major structure context Use 4H for intermediate levels Use 1H for precise entry timing Ensure all timeframes align before taking signals Strategy 5: Fibonacci + Volume Profile Buy signals at 61.8% or 78.6% fibonacci near VAL Sell signals at 61.8% or 78.6% fibonacci near VAH Use 88.6% level as final support/resistance before major moves 50% level often aligns with POC for confluence Signal Quality Assessment Grade A Signals (Highest Probability): Signal at VAL/VAH with order block confluence Fibonacci level alignment (61.8%, 78.6%) Volume profile shows 70%+ dominance in signal direction Multiple timeframe structure alignment Signal occurs during high-volume sessions (London/NY) Grade B Signals (Moderate Probability): Signal near POC with some confluence Fibonacci 50% or 38.2% alignment Mixed volume profile readings (50-70% dominance) Some timeframe alignment present Signal during overlap sessions Grade C Signals (Lower Probability): Signal with minimal confluence Weak fibonacci alignment or none Volume profile neutral or against signal Conflicting timeframe signals Signal during low-volume periods Risk Management Guidelines Position Sizing Based on Signal Quality: Grade A: Standard position size Grade B: Reduced position size (50-75%) Grade C: Minimal position size (25%) or skip entirely Stop Loss Placement: Beyond order block boundaries Outside Value Area (VAL/VAH) Below/above fibonacci confluence levels Account for session volatility ranges Profit Targets: First target: Opposite VAL/VAH boundary Second target: Next session's key levels Final target: Major order blocks or fibonacci extensions Credits & Attribution Original components derived from: Market Sessions & Volume Profile by © Leviathan (Mozilla Public License 2.0) Volume Profile elements inspired by @LonesomeTheBlue's volume profile script Pivot Order Blocks by TradingWolf / © MensaTrader (Mozilla Public License 2.0) Auto Fibonacci Retracement code (public domain) Significant enhancements and modifications include: Advanced LVN/HVN detection and visualization Bull/Bear percentage analysis for Mode 2/3 Comprehensive alert system with market context Integrated buy/sell signals at key levels Performance optimizations and extended session support Enhanced Mode 2/3 with percentage pressure analysis Important Disclaimers This indicator is a technical analysis tool designed for educational purposes. It does not provide financial advice, investment recommendations, or trading signals that guarantee profits. All trading involves substantial risk of loss, and past performance does not guarantee future results. Users should conduct their own research, understand the risks involved, and consider consulting with qualified financial advisors before making trading decisions. The signals and analysis provided are based on historical price patterns and volume data, which may not predict future market movements accurately. Best Practices Never trade signals blindly - always consider volume profile context Wait for confluence between multiple tools before entering Respect the Value Area - avoid buying above VAH or selling below VAL Use session context - Asian ranges vs London/NY breakouts Practice proper risk management - position size based on signal quality Understand the bigger picture - use multiple timeframes for context Remember: Like the IDKFA cheat code, having all the tools doesn't guarantee success. The key is learning to use them together effectively and understanding when NOT to take a signal is often more important than knowing when to take one.
Pine Script®指标
由MessyJess提供
7
FVG Volume Profile [ChartPrime]⯁ OVERVIEW FVG Volume Profile is a smart volume analysis tool that identifies Fair Value Gaps (FVGs) and overlays a volume profile inside each gap using data from lower timeframes. The indicator automatically selects the best time resolution or allows for manual control, giving traders deeper insight into the volume structure within each imbalance. POC levels and total volumes gives a full microstructure view inside every FVG. ⯁ KEY FEATURES Fair Value Gap Detection (Bullish & Bearish) Detects price gaps where inefficiency exists using a 3-bar structure. -Bullish Gaps: Low > High with confirming middle bar. -Bearish Gaps: High < Low with confirming middle bar. Only significant gaps (filtered by standard deviation) are plotted to avoid noise. Multi-Timeframe Volume Profiling Pulls granular candle and volume data from a lower timeframe — In Auto Mode, uses a resolution ~10x lower than the current chart. In Manual Mode, lets the user select a custom timeframe. This ensures accurate intra-gap volume distribution. Dynamic Volume Binning Each FVG is divided into vertical volume bins based on the Resolution input. Each bin displays relative volume intensity as a horizontal box, scaled by percentage of the max bin volume. Point of Control (PoC) Line & Label The bin with the maximum volume inside each FVG is marked with: A horizontal line (PoC) extending from the left to right side. A label showing the absolute volume of that bin. Color-coded to match bullish or bearish FVGs. Total Volume Label Inside FVG Each FVG displays the total volume sum from its profile: For bullish FVGs , shown in the bottom-right corner. For bearish FVGs , shown in the top-right corner. Auto-Removal of Invalid Gaps If price fully closes the gap (crosses its bounds), the FVG, profile, and PoC are deleted automatically. This keeps the chart clean and focused only on active zones. Toggleable Volume Profile Display User can show or hide the volume profiles within FVGs using the "Display" toggle under the "FVG Volume Profile" group. Only the PoC and FVG boxes remain visible if toggled off. Volume Resolution Customization Control the number of bins used for each FVG profile. Higher resolution = more bins and finer volume analysis. (default 15) Auto Timeframe Validation Warning If the selected lower timeframe isn’t actually lower than the chart's, the script shows a visible warning label prompting adjustment. Helps prevent calculation errors. ⯁ USAGE Use this tool to identify active imbalance zones (FVGs) with embedded volume context. Look for PoC positioning inside gaps — near top may indicate absorption or reversal zones. Combine with price action at the PoC level for precision entries. Hide volume profile for a cleaner view while retaining key POC and FVG boxes. Use resolution controls to zoom into fine-grained profiles inside large gaps. Consider Auto mode for seamless multi-timeframe analysis, or switch to Manual for full control. ⯁ CONCLUSION FVG Volume Profile transforms raw imbalance detection into actionable insight by embedding lower-timeframe volume structure inside each Fair Value Gap. With PoC highlights, total volume labels, and customizable bin resolution, this indicator is essential for traders who want to understand not just where the gap is — but what volume did inside it .
Pine Script®指标
由ChartPrime提供
23
Dynamic Volume Trace Profile [ChartPrime]⯁ OVERVIEW Dynamic Volume Trace Profile is a reimagined take on volume profile analysis. Instead of plotting a static horizontal histogram on the side of your chart, this indicator projects dynamic volume trace lines directly onto the price action. Each bin is color-graded according to its relative strength, creating a living “volume skeleton” of the market. The orange trace highlights the current Point of Control (POC)—the price level with maximum historical traded volume within the lookback window. On the right side, the tool builds a mini profile, showing absolute volume per bin alongside its percentage share, where the POC always represents 100% strength . ⯁ KEY FEATURES Dynamic On-Chart Bins: The range between highest high and lowest low is split into 25 bins. Each bin is drawn as a horizontal trace line across the lookback chart period. Gradient Color Encoding: Trace lines fade from transparent to teal depending on relative volume size. The more intense the teal, the stronger the historical traded activity at that level. Automatic POC Highlight: The bin with the highest aggregated volume is flagged with an orange line . This POC adapts bar-by-bar as volume distribution shifts. Right-Side Volume Profile: At the chart’s right edge, the script prints a box-style profile. Each bin shows: • Total volume (absolute units). • Percentage of max volume, in parentheses (POC bin = 100%). This gives both raw and normalized context at a glance. Adjustable Lookback Window: The lookback defines how many bars feed the profile. Increase for stable HTF zones or decrease for responsive intraday distributions. POC Toggle & Styling: Optionally toggle POC highlighting on/off, adjust colors, and set line thickness for better integration with your chart theme. ⯁ HOW IT WORKS (UNDER THE HOOD) Step Sizing: over last 100 bars is divided by to calculate bin height. Volume Aggregation: For each bar in the , the script checks which bin the close falls into, then adds that bar’s volume to the bin’s counter. Gradient Mapping: Bin volume is normalized against the max volume across all bins. That value is mapped onto a gradient from transparent → teal. POC Logic: The bin with highest volume is colored orange both on the dynamic trace and in the right-side profile. Right-Hand Profile: Boxes are drawn for each bin proportional to volume / maxVolume × 50 units, with text labels showing both absolute volume and normalized %. ⯁ USAGE Use the orange trace as the dominant “magnet” level—price often gravitates to the POC. Watch for clusters of strong teal traces as areas of high acceptance; thin or faint zones mark low-liquidity gaps prone to fast moves. On intraday charts, tighten lookback to reveal session-based distributions . For swing or position trading, expand lookback to surface more durable volume shelves. Compare the right-side profile % to judge how “top-heavy” or “bottom-heavy” the current distribution is. Use bright, intense color traces as context for confluence with structure, OBs, or liquidity hunts. ⯁ CONCLUSION Dynamic Volume Trace Profile takes the traditional volume profile and fuses it into the body of price itself. Instead of a fixed sidebar, you see gradient traces layered directly on the chart, giving real-time context of where volume concentrated and where price may be drawn. With built-in POC highlighting, normalized % readouts, and an adaptive right-side profile, it offers both precision levels and market structure awareness in a cleaner, more intuitive form.
Pine Script®指标
由ChartPrime提供
11
Accumulation And Distribution Zones (Zeiierman)█ Overview Accumulation And Distribution Zones (Zeiierman) is a structural zone indicator that highlights where the market has recently been absorbing sell pressure (Accumulation) or releasing buy pressure (Distribution). The indicator tracks a refined sequence of swing highs and lows and measures how these swings tighten, expand, or step directionally. When they form staircase-style structures such as higher lows with compressing highs for Accumulation or lower highs with compressing lows for Distribution, the script marks these areas as shifts in market control. Once the full pattern completes, the indicator converts it into an Accumulation or Distribution zone. Each zone is based on a confirmed structural sequence rather than a single point, making it more reliable and reflective of actual market behavior. The indicator can also display a mini-volume profile within each zone and extend POC levels forward, showing where trading activity clustered most. Combined, these features reveal areas where price has recently shown acceptance, absorption, or rejection, helping you understand whether current price action is reacting to, breaking from, or retesting these important structural regions. █ How It Works ⚪ Swing Structure The indicator builds its foundation by detecting swing highs and lows using a configurable Swing Detection Window. Each confirmed swing is stored with its price, time, bar index, and direction. If two consecutive swings share the same direction, only the more extreme one is kept. This produces a clean structural sequence that removes noise and keeps only meaningful turning points. ⚪ Accumulation vs Distribution Pattern Logic Using the refined swing sequence, the script looks for staircase-style formations that signal shifts in control: Accumulation (bottoming): higher lows combined with compressing highs. Distribution (topping): lower highs combined with compressing lows. Two detection modes are available: Quick for compact 4-swing formations Slow for broader 6-swing structures When a full structural pattern completes, the indicator marks the zone and resets the swing buffer for the next formation. ⚪ Volume Profile Construction The price range between the zone’s upper and lower boundary is divided into several Rows. For every bar within the zone’s swing range, the bar’s volume is added to the appropriate price row. Volume is classified as: Bullish volume when close > open Bearish volume when close < open Each row is drawn as two horizontal segments (bull and bear), colored with smooth gradients based on your bull/bear color settings. This creates a compact profile that reveals where trading activity is concentrated inside the zone and whether buyers or sellers dominate those price levels. █ How to Use The indicator is designed to provide context and confluence, not raw buy/sell signals. ⚪ Spot Fresh Accumulation & Distribution Use newly printed zones as a map of where the market has recently: Absorbed selling and formed a floor (Accumulation below price). Absorbed buying and formed a cap (Distribution above price). In a trending environment, fresh accumulation zones below price are often areas to watch for pullbacks, while distribution zones above price can act as sell zones or targets. ⚪ Volume Profile Longer horizontal bars show where the market traded the most volume inside the zone. Bull-leaning rows inside an accumulation zone often signal strong buying interest during the formation. Bear-leaning rows inside a distribution zone highlight concentrated selling pressure. By combining this volume distribution with the zone label and the broader trend context, you can judge whether the structure is more likely to hold, break, or retest as the price approaches it again. ⚪ POC (Point of Control) Trading Extended POC zones (Regular or Faded) can be treated as dynamic support/resistance rails: When price revisits a prior accumulation POC and rejects it from above, the level may act as support. When price retests a distribution POC from below and fails to break through, it can act as resistance. ⚪ Combine with Your Own Strategy The script does not decide direction for you. You get the most value by combining it with: Your own trend filters (moving averages, higher timeframe structure, volatility measures). Your preferred entry models (reversal candles, momentum breaks, liquidity grabs, etc.). Higher-timeframe mapping. Think of this tool as a map of where the market did meaningful business. You decide how to trade around those areas. █ Settings Acc/Dist Ranges – Master switch for drawing all Accumulation and Distribution zones. Turn this off to temporarily hide boxes while leaving supporting logic active. Pattern – Shows or hides the swing-based pattern outline that formed each zone. Good for structural debugging and education. Pattern Sensitivity Quick – more responsive, detects smaller compact structures. Slow – stricter, focuses on wider and more established zones. Swing Detection Window – Pivot width used to confirm swing highs and lows. Larger values filter noise and produce bigger zones; smaller values pick up more minor structures. Volume Profile – Enables the embedded volume profile inside each zone. Rows – Number of price slices used to aggregate volume in the zone. Higher values give more detail but increase visual density. Switch Order – Flips the horizontal order of bull vs bear volume segments within each row. Extend Zones – Behaviour of POC and zone extension: None – No forward extension. Faded Zones – Store and draw up to four past POC zones as faded horizontal levels. Regular Zones – Extend POC boxes forward until price breaks out. ----------------- 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
4
Trend Pivots Profile [BigBeluga]🔵 OVERVIEW The Trend Pivots Profile is a dynamic volume profile tool that builds profiles around pivot points to reveal where liquidity accumulates during trend shifts. When the market is in an uptrend , the indicator generates profiles at low pivots . In a downtrend , it builds them at high pivots . Each profile is constructed using lower timeframe volume data for higher resolution, making it highly precise even in limited space. A colored trendline helps traders instantly recognize the prevailing trend and anticipate which type of profile (bullish or bearish) will form. 🔵 CONCEPTS Pivot-Driven Profiles : Profiles are only created when a new pivot forms, aligning liquidity analysis with market structure shifts. Trend-Contextual : Profiles form at low pivots in uptrends and at high pivots in downtrends. Lower Timeframe Data : Volume and close values are pulled from smaller timeframes to provide detailed, high-resolution profiles inside larger pivot windows. Adaptive Bin Sizing : Bin size is automatically calculated relative to ATR, ensuring consistent precision across different markets and volatility conditions. Point of Control (PoC) : The highest-volume level within each profile is marked with a PoC line that extends until the next pivot forms. Trendline Visualization : A wide, semi-transparent line follows the rolling average of highs and lows, colored blue in uptrends and orange in downtrends. 🔵 FEATURES Pivot Length Control : Adjust how far back the script looks to detect pivots (e.g., length 5 → profiles cover 10 bars after pivot). Pivot Profile toggle : On → draw the filled pivot profile + PoC + pivot label. Off → hide profiles; show only PoC level (clean S/R mode). Trend Length Filter : Smooths trendline detection to ensure reliable up/down bias. Precise Volume Distribution : Volume is aggregated into bins, creating a smooth volume curve around the pivot range. PoC Extension : Automatically extends the most active price level until a new pivot is confirmed. Profile Visualization : Profiles appear as filled shapes anchored at the pivot candle, colored based on trend. Trendline Overlay : Thick, semi-transparent trendline provides visual guidance on directional bias. Automatic Cleanup : Old profiles are deleted once they exceed the chart’s capacity (default 25 stored profiles). 🔵 HOW TO USE Spotting Trend Liquidity : In an uptrend, monitor profiles at low pivots to see where buyers concentrated. In downtrends, use high-pivot profiles to spot sell-side pressure. Watch the PoC : The PoC line highlights the strongest traded level of the pivot structure—expect reactions when price retests it. Anticipate Trend Continuation/Reversal : Use the trendline (blue = bullish, orange = bearish) together with pivot profiles to forecast directional momentum. Combine with HTF Context : Overlay with higher timeframe structure (order blocks, liquidity zones, or FVGs) for confluence. Fine-Tune with Inputs : Adjust Pivot Length for sensitivity and Trend Length for smoother or faster trend shifts. 🔵 CONCLUSION The Trend Pivots Profile blends pivot-based structure with precise volume profiling. By dynamically plotting profiles on pivots aligned with the prevailing trend, highlighting PoCs, and overlaying a directional trendline, it equips traders with a clear view of liquidity clusters and directional momentum—ideal for anticipating reactions, pullbacks, or breakouts.
Pine Script®指标
由BigBeluga提供
6
Candle Volume Profile Marker# 📊 Candle Volume Profile Marker (CVPM) **Transform your chart analysis with precision volume profile levels on every candle!** The Candle Volume Profile Marker displays key volume profile levels (POC, VAH, VAL) for individual candles, giving you granular insights into price acceptance and rejection zones at the micro level. ## 🎯 **Key Features** ### **Core Levels** - **POC (Point of Control)** - The price level with highest volume concentration - **VAH (Value Area High)** - Upper boundary of the value area - **VAL (Value Area Low)** - Lower boundary of the value area - **Customizable Value Area** - Adjust percentage from 50% to 90% ### **Flexible Display Options** - **Current Candle Only** or **Historical Lookback** (1-50 candles) - **Multiple Visual Styles** - Lines, dots, crosses, triangles, squares, diamonds - **Smart Line Extensions** - Right only, both sides, or left only - **4 Line Length Modes** - Normal, Short, Ultra Short, Micro (for ultra-clean charts) - **Full Color Customization** - Colors, opacity, line width - **Adjustable Marker Sizes** - Tiny to Large ### **Advanced Calculation Methods** Choose your POC calculation: - **Weighted** - Smart estimation based on volume distribution (default) - **Close** - Uses closing price - **Middle** - High-Low midpoint - **VWAP** - Volume weighted average price ### **Professional Tools** - **Real-time Info Table** - Current levels display - **Smart Alerts** - POC crosses and Value Area breakouts - **Highlight Current Candle** - Extended dotted lines for current levels - **Developing Levels** - Real-time updates for active candle ## 🚀 **Why Use CVPM?** ### **Precision Trading** - Identify exact support/resistance on each candle - Spot volume acceptance/rejection zones - Plan entries and exits with micro-level precision ### **Clean & Customizable** - Lines extend only right (eliminates confusion) - Ultra-short line options for minimal chart clutter - Professional appearance with full customization ### **Multiple Timeframes** - Works on any timeframe from 1-minute to monthly - Historical analysis with adjustable lookback - Real-time developing levels ## 📈 **Perfect For** - **Day Traders** - Micro-level entry/exit points - **Swing Traders** - Key levels for position management - **Volume Analysis** - Understanding price acceptance zones - **Support/Resistance Trading** - Precise level identification - **Breakout Trading** - Value area breakout alerts ## ⚙️ **Easy Setup** 1. Add indicator to your chart 2. Choose your preferred visual style (lines/dots) 3. Select line extension (right-only recommended) 4. Adjust line length (try "Ultra Short" for clean charts) 5. Customize colors and enable alerts ## 🎨 **Customization Groups** - **Display Options** - What to show and how many candles - **Calculation** - POC method and value area percentage - **POC Visual** - Style, color, width, length for Point of Control - **Value Area Visual** - Style, color, width, length for VAH/VAL - **Line Settings** - Extension direction and length modes - **Size** - Marker sizes and opacity ## 🔔 **Built-in Alerts** - Price crosses above/below POC - Value Area breakouts (up/down) - Fully customizable alert messages ## 💡 **Pro Tips** - Use "Right Only" extension to avoid confusion about which candle owns the levels - Try "Ultra Short" or "Micro" line modes for cleaner charts - Enable "Highlight Current Candle" for extended reference lines - Combine with volume indicators for enhanced analysis - Use different colors for easy POC/VAH/VAL identification --- **Transform your volume analysis today with the most flexible and customizable candle-level volume profile indicator available!** *Perfect for traders who demand precision and clean, professional charts.*
Pine Script®指标
由padavans提供
1
Advanced Trading System - Volume Profile + BB + RSI + FVG + FibAdvanced Multi-Indicator Trading System with Volume Profile, Bollinger Bands, RSI, FVG & Fibonacci Overview This comprehensive trading indicator combines five powerful technical analysis tools into one unified system, designed to identify high-probability trading opportunities with precision entry and exit signals. The indicator integrates Volume Profile analysis, Bollinger Bands, RSI momentum, Fair Value Gaps (FVG), and Fibonacci retracement levels to provide traders with a complete market analysis framework. Key Features 1. Volume Profile & Point of Control (POC) Automatically calculates the Point of Control - the price level with the highest trading volume Identifies Value Area High (VAH) and Value Area Low (VAL) Updates dynamically based on customizable lookback periods Helps identify key support and resistance zones where institutional traders are active 2. Bollinger Bands Integration Standard 20-period Bollinger Bands with customizable multiplier Identifies overbought and oversold conditions Measures market volatility through band width Signals generated when price approaches extreme levels 3. RSI Momentum Analysis 14-period Relative Strength Index with visual background coloring Overbought (70) and oversold (30) threshold alerts Integrated into buy/sell signal logic for confirmation Real-time momentum tracking in info dashboard 4. Fair Value Gap (FVG) Detection Automatically identifies bullish and bearish fair value gaps Visual representation with colored boxes Highlights imbalance zones where price may return Used for high-probability entry confirmation 5. Fibonacci Retracement Levels Auto-calculated based on recent swing high/low Key levels: 23.6%, 38.2%, 50%, 61.8%, 78.6% Perfect for identifying profit-taking zones Dynamic lines that update with market movement 6. Smart Signal Generation The indicator generates BUY and SELL signals based on multi-condition confluence: BUY Signal Requirements: Price near lower Bollinger Band RSI in oversold territory (< 30) High volume confirmation (optional) Bullish FVG or POC alignment SELL Signal Requirements: Price near upper Bollinger Band RSI in overbought territory (> 70) High volume confirmation (optional) Bearish FVG or POC alignment 7. Automated Take Profit Levels Three dynamic profit targets: 1%, 2%, and 3% Automatically calculated from entry price Visual markers on chart Individual alerts for each level 8. Comprehensive Alert System The indicator includes 10+ alert types: Buy signal alerts Sell signal alerts Take profit level alerts (TP1, TP2, TP3) Fibonacci level cross alerts RSI overbought/oversold alerts Bullish/Bearish FVG detection alerts 9. Real-Time Info Dashboard Live display of all key metrics Color-coded for quick visual analysis Shows RSI, BB Width, Volume ratio, POC, Fib levels Current signal status (BUY/SELL/WAIT) How to Use Setup Add the indicator to your chart Adjust parameters based on your trading style and timeframe Set up alerts by clicking "Create Alert" and selecting desired conditions Recommended Timeframes Scalping: 5m - 15m Day Trading: 15m - 1H Swing Trading: 4H - Daily Parameter Customization Volume Profile Settings: Length: 100 (adjust for more/less historical data) Rows: 24 (granularity of volume distribution) Bollinger Bands: Length: 20 (standard period) Multiplier: 2.0 (adjust for tighter/wider bands) RSI Settings: Length: 14 (standard momentum period) Overbought: 70 Oversold: 30 Fibonacci: Lookback: 50 (swing high/low detection period) Signal Settings: Volume Filter: Enable/disable volume confirmation Volume MA Length: 20 (for volume comparison) Trading Strategy Examples Strategy 1: Trend Reversal Wait for BUY signal at lower Bollinger Band Confirm with bullish FVG or POC support Enter position Take partial profits at Fib 38.2% and 50% Exit remaining position at TP3 or SELL signal Strategy 2: Breakout Confirmation Monitor price approaching POC level Wait for volume spike Enter on signal confirmation with FVG alignment Use Fibonacci levels for scaling out Strategy 3: Range Trading Identify POC as range midpoint Buy at lower BB with oversold RSI Sell at upper BB with overbought RSI Use FVG zones for additional confirmation Best Practices ✅ Do: Use multiple timeframe analysis Combine with price action analysis Set stop losses below/above recent swing points Scale out at Fibonacci levels Wait for volume confirmation on signals ❌ Don't: Trade every signal blindly Ignore overall market context Use on extremely low timeframes without testing Neglect risk management Trade during low liquidity periods Risk Management Always use stop losses Risk no more than 1-2% per trade Consider market conditions and volatility Scale position sizes based on signal strength Use the volume filter for additional confirmation Technical Specifications Pine Script Version: 6 Overlay: Yes (displays on main chart) Max Boxes: 500 (for FVG visualization) Max Lines: 500 (for Fibonacci levels) Alerts: 10+ customizable conditions Performance Notes This indicator works best in: Trending markets with clear momentum High-volume trading sessions Assets with good liquidity When multiple signals align Less effective in: Extremely choppy/sideways markets Low-volume periods During major news events (high volatility) Updates & Support This indicator is actively maintained and updated. Future enhancements may include: Additional volume profile features More sophisticated FVG tracking Enhanced alert customization Backtesting integration Disclaimer This indicator is for educational and informational purposes only. It does not constitute financial advice. Past performance does not guarantee future results. Always conduct your own research and consider consulting with a financial advisor before making trading decisions. Trading involves substantial risk of loss.
Pine Script®指标
由kariyappavinay提供
Smart Money Concepts [XoRonX]# Smart Money Concepts (SMC) - Advanced Trading Indicator ## 📊 Deskripsi **Smart Money Concepts ** adalah indicator trading komprehensif yang menggabungkan konsep Smart Money Trading dengan berbagai alat teknikal analisis modern. Indicator ini dirancang untuk membantu trader mengidentifikasi pergerakan institusional (smart money), struktur pasar, zona supply/demand, dan berbagai sinyal trading penting. Indicator ini mengintegrasikan multiple timeframe analysis, order blocks detection, fair value gaps, fibonacci retracement, volume profile, RSI multi-timeframe, dan moving averages dalam satu platform yang powerful dan mudah digunakan. --- ## 🎯 Fitur Utama ### 1. **Smart Money Structure** - **Internal Structure** - Struktur pasar jangka pendek untuk entry presisi - **Swing Structure** - Struktur pasar jangka panjang untuk trend analysis - **BOS (Break of Structure)** - Konfirmasi kelanjutan trend - **CHoCH (Change of Character)** - Deteksi potensi reversal ### 2. **Order Blocks** - **Internal Order Blocks** - Zona demand/supply jangka pendek - **Swing Order Blocks** - Zona demand/supply jangka panjang - Filter otomatis berdasarkan volatilitas (ATR/Range) - Mitigation tracking (High/Low atau Close) - Customizable display (jumlah order blocks yang ditampilkan) ### 3. **Equal Highs & Equal Lows (EQH/EQL)** - Deteksi otomatis equal highs/lows - Indikasi liquidity zones - Threshold adjustment untuk sensitivitas - Visual lines dan labels ### 4. **Fair Value Gaps (FVG)** - Multi-timeframe FVG detection - Auto threshold filtering - Bullish & Bearish FVG boxes - Extension control - Color customization ### 5. **Premium & Discount Zones** - Premium Zone (75-100% dari range) - Equilibrium Zone (47.5-52.5% dari range) - Discount Zone (0-25% dari range) - Auto-update berdasarkan swing high/low ### 6. **Fibonacci Retracement** - **Equilibrium to Discount** - Fib dari EQ ke discount zone - **Equilibrium to Premium** - Fib dari EQ ke premium zone - **Discount to Premium** - Fib full range - Reverse option - Show/hide lines - Custom colors ### 7. **Volume Profile (VRVP)** - Visible Range Volume Profile - Point of Control (POC) - Value Area (70% volume) - Auto-adjust rows - Placement options (Left/Right) - Width customization ### 8. **RSI Multi-Timeframe** - Monitor 3 timeframes sekaligus - Overbought/Oversold signals - Visual table display - Color-coded signals (Red OB, Green OS) - Customizable position & size ### 9. **Moving Averages** - 3 Moving Average lines - Pilihan tipe: EMA, SMA, WMA - Automatic/Manual period mode - Individual color & width settings - Cross alerts (MA vs MA, Price vs MA) ### 10. **Multi-Timeframe Levels** - Support up to 5 different timeframes - Previous high/low levels - Custom line styles - Color customization ### 11. **Candle Color** - Color candles berdasarkan trend - Bullish = Green, Bearish = Red - Optional toggle --- ## 🛠️ Cara Penggunaan ### **A. Setup Awal** 1. **Tambahkan Indicator ke Chart** - Buka TradingView - Klik "Indicators" → "My Scripts" atau paste code - Pilih "Smart Money Concepts " 2. **Pilih Mode Display** - **Historical**: Tampilkan semua struktur (untuk backtesting) - **Present**: Hanya tampilkan struktur terbaru (clean chart) 3. **Pilih Style** - **Colored**: Warna berbeda untuk bullish/bearish - **Monochrome**: Tema warna abu-abu --- ### **B. Penggunaan Fitur** #### **1. Smart Money Structure** **Internal Structure (Real-time):** - ✅ Aktifkan "Show Internal Structure" - Pilih tampilan: All, BOS only, atau CHoCH only - Gunakan untuk entry timing presisi - Filter confluence untuk mengurangi noise **Swing Structure:** - ✅ Aktifkan "Show Swing Structure" - Pilih tampilan struktur bullish/bearish - Adjust "Swings Length" (default: 50) - Gunakan untuk konfirmasi trend utama **Tips:** - BOS = Konfirmasi trend continuation - CHoCH = Warning untuk possible reversal - Tunggu price retest ke order block setelah BOS --- #### **2. Order Blocks** **Setup:** - ✅ Aktifkan Internal/Swing Order Blocks - Set jumlah blocks yang ditampil (1-20) - Pilih filter: ATR atau Cumulative Mean Range - Pilih mitigation: Close atau High/Low **Cara Trading:** 1. Tunggu BOS/CHoCH terbentuk 2. Identifikasi order block terdekat 3. Wait for price pullback ke order block 4. Entry saat price respek order block (rejection) 5. Stop loss di bawah/atas order block 6. Target: swing high/low berikutnya **Color Code:** - 🔵 Light Blue = Internal Bullish OB - 🔴 Light Red = Internal Bearish OB - 🔵 Dark Blue = Swing Bullish OB - 🔴 Dark Red = Swing Bearish OB --- #### **3. Equal Highs/Lows (EQH/EQL)** **Setup:** - ✅ Aktifkan "Equal High/Low" - Set "Bars Confirmation" (default: 3) - Adjust threshold (0-0.5, default: 0.1) **Interpretasi:** - EQH = Liquidity di atas, kemungkinan sweep lalu dump - EQL = Liquidity di bawah, kemungkinan sweep lalu pump - Biasanya smart money akan grab liquidity sebelum move besar **Trading Strategy:** - Wait for EQH/EQL formation - Anticipate liquidity grab - Entry setelah sweep dengan konfirmasi (order block, FVG, CHoCH) --- #### **4. Fair Value Gaps (FVG)** **Setup:** - ✅ Aktifkan "Fair Value Gaps" - Pilih timeframe (default: chart timeframe) - Enable/disable auto threshold - Set extension bars **Cara Trading:** 1. Bullish FVG = Support zone untuk buy 2. Bearish FVG = Resistance zone untuk sell 3. Price tends to fill FVG (retest) 4. Entry saat price kembali ke FVG 5. Partial fill = valid, full fill = invalidated **Tips:** - FVG + Order Block = High probability setup - Multi-timeframe FVG lebih kuat - Unfilled FVG = strong momentum --- #### **5. Premium & Discount Zones** **Setup:** - ✅ Aktifkan "Premium/Discount Zones" - Zones akan auto-update berdasarkan swing high/low **Interpretasi:** - 🟢 **Discount Zone** = Area BUY (price murah) - ⚪ **Equilibrium** = Neutral (50%) - 🔴 **Premium Zone** = Area SELL (price mahal) **Trading Strategy:** - BUY dari discount zone - SELL dari premium zone - Avoid trading di equilibrium - Combine dengan structure confirmation --- #### **6. Fibonacci Retracement** **Setup:** - Pilih Fib yang ingin ditampilkan: - Equilibrium to Discount - Equilibrium to Premium - Discount to Premium - Toggle show lines - Enable reverse jika perlu - Custom colors **Key Levels:** - 0.236 = Shallow retracement - 0.382 = Common retracement - 0.5 = 50% golden level - 0.618 = Golden ratio (penting!) - 0.786 = Deep retracement **Cara Pakai:** - 0.618-0.786 = Ideal entry zone dalam trend - Combine dengan order blocks - Wait for confirmation candle --- #### **7. Volume Profile (VRVP)** **Setup:** - ✅ Aktifkan "Show Volume Profile" - Set jumlah rows (10-100) - Adjust width (5-50%) - Pilih placement (Left/Right) - Enable POC dan Value Area **Interpretasi:** - **POC (Point of Control)** = Harga dengan volume tertinggi = magnet - **Value Area** = 70% volume = fair price range - **Low Volume Nodes** = Weak support/resistance - **High Volume Nodes** = Strong support/resistance **Trading:** - POC acts as support/resistance - Price tends to return to POC - Breakout dari Value Area = momentum --- #### **8. RSI Multi-Timeframe** **Setup:** - ✅ Aktifkan "Show RSI Table" - Set 3 timeframes (default: chart, 5m, 15m) - Set RSI period (default: 14) - Set Overbought level (default: 70) - Set Oversold level (default: 30) - Pilih posisi & ukuran table **Interpretasi:** - 🟢 **OS (Oversold)** = RSI ≤ 30 = Kondisi jenuh jual - 🔴 **OB (Overbought)** = RSI ≥ 70 = Kondisi jenuh beli - **-** = Neutral zone **Trading Strategy:** 1. Multi-timeframe alignment = strong signal 2. OS + Bullish structure = BUY signal 3. OB + Bearish structure = SELL signal 4. Divergence RSI vs Price = reversal warning **Contoh:** - TF1: OS, TF2: OS, TF3: OS + Price di discount zone = STRONG BUY --- #### **9. Moving Averages** **Setup:** - Pilih MA Type: EMA, SMA, atau WMA (berlaku untuk ketiga MA) - Pilih Period Mode: Automatic atau Manual - Set period untuk MA 1, 2, 3 (default: 20, 50, 100) - Custom color & width per MA - ✅ Enable Cross Alerts **Interpretasi:** - **Golden Cross** = MA fast cross above MA slow = Bullish - **Death Cross** = MA fast cross below MA slow = Bearish - Price above all MAs = Strong uptrend - Price below all MAs = Strong downtrend **Trading Strategy:** 1. MA1 (20) = Short-term trend 2. MA2 (50) = Medium-term trend 3. MA3 (100) = Long-term trend **Entry Signals:** - Price bounce dari MA dalam trend = continuation - MA cross dengan konfirmasi structure = entry - Multiple MA confluence = strong support/resistance **Alerts Available:** - MA1 cross MA2/MA3 - MA2 cross MA3 - Price cross any MA --- #### **10. Multi-Timeframe Levels** **Setup:** - Enable HTF Level 1-5 - Set timeframes (contoh: 5m, 1H, 4H, D, W) - Pilih line style (solid/dashed/dotted) - Custom colors **Cara Pakai:** - Previous high/low dari HTF = strong S/R - Breakout HTF level = significant move - Multiple HTF levels confluence = major zone --- ### **C. Trading Setup Combination** #### **Setup 1: High Probability Buy (Bullish)** 1. ✅ Swing structure: Bullish BOS 2. ✅ Price di Discount Zone 3. ✅ Pullback ke Bullish Order Block 4. ✅ Bullish FVG di bawah 5. ✅ RSI Multi-TF: Oversold 6. ✅ Price bounce dari MA 7. ✅ POC/Value Area support 8. ✅ Fibonacci 0.618-0.786 retracement **Entry:** Saat price reject dari order block dengan confirmation candle **Stop Loss:** Below order block **Target:** Swing high atau premium zone --- #### **Setup 2: High Probability Sell (Bearish)** 1. ✅ Swing structure: Bearish BOS 2. ✅ Price di Premium Zone 3. ✅ Pullback ke Bearish Order Block 4. ✅ Bearish FVG di atas 5. ✅ RSI Multi-TF: Overbought 6. ✅ Price reject dari MA 7. ✅ POC/Value Area resistance 8. ✅ Fibonacci 0.618-0.786 retracement **Entry:** Saat price reject dari order block dengan confirmation candle **Stop Loss:** Above order block **Target:** Swing low atau discount zone --- #### **Setup 3: Liquidity Grab (EQH/EQL)** 1. ✅ Identifikasi EQH atau EQL 2. ✅ Wait for liquidity sweep 3. ✅ Konfirmasi dengan CHoCH 4. ✅ Order block terbentuk setelah sweep 5. ✅ Entry saat retest order block --- ### **D. Tips & Best Practices** **Risk Management:** - Selalu gunakan stop loss - Risk 1-2% per trade - Risk:Reward minimum 1:2 - Jangan over-leverage **Confluence adalah Kunci:** - Minimal 3-4 konfirmasi sebelum entry - Lebih banyak konfirmasi = higher probability - Quality over quantity **Timeframe Analysis:** - HTF (Higher Timeframe) = Trend direction - LTF (Lower Timeframe) = Entry timing - Align dengan HTF trend **Backtesting:** - Gunakan mode "Historical" - Test strategy di berbagai market condition - Record dan analyze hasil **Market Condition:** - Trending market = Follow BOS, use order blocks - Ranging market = Use premium/discount zones, EQH/EQL - High volatility = Wider stops, wait for clear structure **Avoid:** - Trading di equilibrium zone - Entry tanpa konfirmasi - Fighting the trend - Overleveraging - Emotional trading --- ## 📈 Recommended Settings ### **For Scalping (1m - 5m):** - Internal Structure: ON - Swing Structure: OFF - Order Blocks: Internal only - RSI Timeframes: 1m, 5m, 15m - MA Periods: 9, 21, 50 ### **For Day Trading (15m - 1H):** - Internal Structure: ON - Swing Structure: ON - Order Blocks: Both - RSI Timeframes: 15m, 1H, 4H - MA Periods: 20, 50, 100 ### **For Swing Trading (4H - D):** - Internal Structure: OFF - Swing Structure: ON - Order Blocks: Swing only - RSI Timeframes: 4H, D, W - MA Periods: 20, 50, 200 --- ## ⚠️ Disclaimer Indicator ini adalah alat bantu analisis teknikal. Tidak ada indicator yang 100% akurat. Selalu: - Lakukan analisa fundamental - Gunakan proper risk management - Praktik di demo account terlebih dahulu - Trading memiliki resiko, trade at your own risk --- ## 📝 Version Info **Version:** 5.0 **Platform:** TradingView Pine Script v5 **Author:** XoRonX **Max Labels:** 500 **Max Lines:** 500 **Max Boxes:** 500 --- ## 🔄 Updates & Support Untuk update, bug reports, atau pertanyaan: - Check documentation regularly - Test new features in replay mode - Backup your settings before updates --- ## 🎓 Learning Resources **Recommended Study:** 1. Smart Money Concepts (SMC) basics 2. Order blocks theory 3. Liquidity concepts 4. ICT (Inner Circle Trader) concepts 5. Volume profile analysis 6. Multi-timeframe analysis **Practice:** - Start with higher timeframes - Master one concept at a time - Keep a trading journal - Review your trades weekly --- **Happy Trading! 🚀📊** _Remember: The best indicator is your own analysis and discipline._
Pine Script®指标
由groupyproo提供
RightFlow Universal Volume Profile - Any Market Any TimeframeSummary in one paragraph RightFlow is a right anchored microstructure volume profile for stocks, futures, FX, and liquid crypto on intraday and daily timeframes. It acts only when several conditions align inside a session window and presents the result as a compact right side profile with value area, POC, a bull bear mix by price bin, and a HUD of profile VWAP and pressure shares. It is original because it distributes each bar’s weight into multiple mid price slices, blends bull bear pressure per bin with a CLV based split, and grows the profile to the right so price action stays readable. Add to a clean chart, read the table, and use the visuals. For conservative workflows read on bar close. Scope and intent • Markets. Major FX pairs, index futures, large cap equities and ETFs, liquid crypto. • Timeframes. One minute to daily. • Default demo used in the publication. SPY on 15 minute. • Purpose. See where participation concentrates, which side dominated by price level, and how far price sits from VA and POC. Originality and usefulness • Unique fusion. Right anchored growth plus per bar slicing and CLV split, with weight modes Raw, Notional, and DeltaProxy. • Failure mode addressed. False reads from single bar direction and coarse binning. • Testability. All parts sit in Inputs and the HUD. • Portable yardstick. Value Area percent and POC are universal across symbols. • Protected scripts. Not applicable. Method and use are fully disclosed. Method overview in plain language Pick a scope Rolling or Today or This Week. Define a window and number of price bins. For each bar, split its range into small slices, assign each slice a weight from the selected mode, and split that weight by CLV or by bar direction. Accumulate totals per bin. Find the bin with the highest total as POC. Expand left and right until the chosen share of total volume is covered to form the value area. Compute profile VWAP for all, buyers, and sellers and show them with pressure shares. Base measures Range basis. High minus low and mid price samples across the bar window. Return basis. Not used. VWAP trio is price weighted by weights. Components • RightFlow Bins. Price histogram that grows to the right. • Bull Bear Split. CLV based 0 to 1 share or pure bar direction. • Weight Mode. Raw volume, notional volume times close, or DeltaProxy focus. • Value Area Engine. POC then outward expansion to target share. • HUD. Profile VWAP, Buy and Sell percent, winner delta, split and weight mode. • Session windows optional. Scope resets on day or week. Fusion rule Color of each bin is the convex blend of bull and bear shares. Value area shading is lighter inside and darker outside. Signal rule This is context, not a trade signal. A strong separation between buy and sell percent with price holding inside VA often confirms balance. Price outside VA with skewed pressure often marks initiative moves. What you will see on the chart • Right side bins with blended colors. • A POC line across the profile width. • Labels for POC, VAH, and VAL. • A compact HUD table in the top right. Table fields and quick reading guide • VWAP. Profile VWAP. • Buy and Sell. Pressure shares in percent. • Delta Winner. Winner side and margin in percent. • Split and Weight. The active modes. Reading tip. When Session scope is Today or This Week and Buy minus Sell is clearly positive or negative, that side often controls the day’s narrative. Inputs with guidance Setup • Profile scope. Rolling or session reset. Rolling uses window bars. • Rolling window bars. Typical 100 to 300. Larger is smoother. Binning • Price bins. Typical 32 to 128. More bins increase detail. • Slices per bar. Typical 3 to 7. Raising it smooths distribution. Weighting • Weight mode. Raw, Notional, DeltaProxy. Notional emphasizes expensive prints. • Bull Bear split. CLV or BarDir. CLV is more nuanced. • Value Area percent. Typical 68 to 75. View • Profile width in bars, color split toggle, value area shading, opacities, POC line, VA labels. Usage recipes Intraday trend focus • Scope Today, bins 64, slices 5, Value Area 70. • Split CLV, Weight Notional. Intraday mean reversion • Scope Today, bins 96, Value Area 75. • Watch fades back to POC after initiative pushes. Swing continuation • Scope Rolling 200 bars, bins 48. • Use Buy Sell skew with price relative to VA. Realism and responsible publication No performance claims. Shapes can move while a bar forms and settle on close. Education only. Honest limitations and failure modes Thin liquidity and data gaps can distort bin weights. Very quiet regimes reduce contrast. Session time is the chart venue time. Open source reuse and credits None. Legal Education and research only. Not investment advice. Test on history and simulation before live use.
Pine Script®指标
由exlux提供
Volume Profile Area [BigBeluga]🔵 OVERVIEW The Volume Profile Area is an advanced profiling tool that calculates and visualizes the value area within a chosen period’s volume distribution. It first builds a main profile of the entire range, then constructs a secondary profile inside the defined value area, allowing traders to examine market balance and key trading zones in greater detail. 🔵 CONCEPTS Volume Profile – Distributes traded volume across price levels to highlight areas of market activity. Value Area (VA) – The price range containing a chosen percentage of total volume (commonly 50–70%). Point of Control (PoC) – The price level with the highest traded volume, often acting as a magnet for price. Nested Profiles – A profile inside the VA adds a second layer of precision, showing where liquidity clusters within the “fair value” zone. 🔵 FEATURES Main Profile – Full distribution of volume over the selected lookback period. Secondary Profile – Built only inside the VA of the main profile, highlighting intrabalance structure. Customizable PoC Selection – Choose between showing the PoC of the Main Profile , the Area Profile , their Average , or None . Dynamic Value Area Levels – Automatically plots VAL (Value Area Low) and VAH (Value Area High) with labels. Overlay Toggles – Show/hide range extremes, VA lines, or PoCs for a cleaner chart view. Visual Profiles – Main profile shaded in darker blue; the VA profile inside is lighter for clear separation. Automatic Scaling – Profiles adapt to period highs/lows and auto-adjust bins for consistent resolution. Volume Labels – PoCs can display traded volume, giving numeric confirmation of liquidity concentration. 🔵 HOW TO USE Set the Period to define how many bars to include in the main profile. Adjust the Value Area % to control how much volume defines the VA (e.g., 50% by default). Pick your PoC option: Main , Area , or Average , depending on focus. Use VAH/VAL lines as support/resistance levels where most trading occurred. Compare reactions at Main vs VA PoC levels to spot potential breakouts or mean reversions. 🔵 CONCLUSION The Volume Profile Area extends traditional profiling by nesting a secondary VA profile inside the main distribution. This dual-layer approach reveals not just where the market was active overall, but where liquidity concentrated within the “fair value” zone—powerful for refining entries, exits, and risk placement across intraday and swing horizons.
Pine Script®指标
由BigBeluga提供
2
Volume Cluster Support & ResistanceVolume Cluster Support & Resistance This indicator identifies potential Support and Resistance (S/R) levels on the chart using Volume-Based Point of Control (POC) Clustering. It offers extensive customization for calculation parameters, display styles, and visualization options, including S/R zones, color gradients, and historical reaction markers. How It Works Volume Based S/R: Scans the specified Clustering Lookback period for "High Volume Bars", defined as bars where volume exceeds the average volume (over Volume Lookback Period) multiplied by the High Volume Threshold Multiplier. Calculates the Point of Control (POC) for each high-volume bar using hl2. Clusters these high-volume bar POCs: POCs within a proximity defined by Cluster Proximity (ATR) (Average True Range multiplier) are grouped together. Filters these clusters, requiring a Min Bars in Cluster to form a valid S/R zone. (Image showing the indicator being used on the Bitcoin 5min chart) The center price of valid clusters determines the S/R level. Clusters above the current price become potential Resistance, and those below become potential Support. Calculates the offset based on the most recent bar included in the cluster. Level Selection & Display: The indicator identifies multiple potential S/R levels. It then selects and displays the top Number of S/R Levels to Display support levels below the current price and resistance levels above the current price. (Image showing the indicator on the GBP/USD 5min chart) ATR Usage: The Average True Range (ta.atr(14)) is used in two key areas: Determining the proximity threshold for grouping POCs in the 'Volume Based' clustering (clusterProximityAtr). Calculating the width of the S/R zones when 'Use Zone Visualization' is enabled (zoneAtrMultiplier). Key Features & Components Dual Calculation Methods: Choose between Pivot-based S/R or Volume-based POC clustering. Volume Confirmation: Pivots require volume confirmation; Volume method directly analyzes high-volume bars. POC Clustering: Groups high-volume areas to identify significant price zones. Configurable Lookbacks: Adjust periods for volume averaging, pivot detection, and clustering analysis. Dynamic S/R Display: Shows a configurable number of the most relevant S/R levels relative to the current price. Optional Zone Visualization: Display levels as filled zones with configurable width (ATR-based), fill transparency, and border transparency. Includes a dashed center line. Optional Historical Reactions: Mark past price interactions (lows bouncing off support zones, highs rejecting from resistance zones) directly on the chart (Warning: Can significantly impact performance). Customizable Styling: Control line style (Solid, Dashed, Dotted), width, color (separate for Support & Resistance), and horizontal extension (None, Left, Right, Both). Price Labels: Toggle visibility of price labels next to each S/R level/zone. Visual Elements Explained S/R Lines/Zones: Plotted lines or filled zones representing calculated support and resistance levels. Color-coded for Support (default green) and Resistance (default magenta). Line/Zone Borders: Appearance controlled by Style settings (Style, Width, Extension). Can have a gradient color effect based on age if enabled. Zone Fills: Semi-transparent fills for zones (if enabled), with configurable transparency. Fill color matches the border color (including gradient effect if enabled). Zone Center Line: A thin, dashed line indicating the exact calculated S/R price within a zone. Price Labels: Text labels showing the exact price of the S/R level. Historical Reactions: Small dot markers appearing on historical bars where price potentially reacted to a displayed zone (only if Show Historical Reactions is enabled). Configuration Options Users can adjust the following parameters in the indicator settings: Calculation Method: Select "Pivot Based" or "Volume Based". Volume Zone Settings (Volume Based): Threshold multiplier, clustering lookback, cluster proximity (ATR), minimum bars per cluster. Display Options: Toggle S/R visibility, price tags, set the number of levels to show. Volume Settings: Volume lookback period, volume multiplier (for Pivot confirmation). Style Settings: Line style, width, extension, support/resistance text and line colors, enable gradient coloring, set gradient start/end colors. Zone Visualization: Enable/disable zones, set zone width (ATR multiplier), fill and border transparency, enable/disable historical reaction markers (performance warning). Interpretation Notes This indicator identifies potential areas of support and resistance based on historical price action and volume analysis. These levels are not guaranteed reversal points. The 'Volume Based' method focuses on areas where significant trading activity occurred, while the 'Pivot Based' method focuses on price turning points confirmed by volume. Use the displayed levels in conjunction with other technical analysis tools, price action patterns, and risk management strategies. Be mindful of the performance impact when enabling Show Historical Reactions, especially on longer timeframes or with large lookback periods. The default setting is false for optimal performance. The max_bars_back setting is optimized for performance; increasing it significantly may slow down chart loading. Risk Disclaimer Trading involves significant risk. This indicator is provided for analytical and educational purposes only and does not constitute financial advice or a trading recommendation. Past performance is not indicative of future results. Always use sound risk management practices and never trade with capital you cannot afford to lose.
Pine Script®指标
由sizzlinsoft提供
1
Price & Volume Profile (Expo)█ Overview The Price & Volume Profile provides a holistic perspective on market dynamics by simultaneously tracking price action and trading volume across a range of price levels. So it is not only a volume-based indicator but also a price-based one. In addition to illustrating volume distribution, it quantifies how frequently the price has fallen within a particular range, thus offering a holistic perspective on market dynamics. This unique and comprehensive approach to market analysis by considering both price action and trading volume, two crucial dimensions of market activity. Its distinctive methodology offers several advantages: Holistic Market View: By simultaneously tracking the frequency of specific price ranges (Price Profile) and the volume traded at those ranges (Volume Profile), this indicator provides a more complete picture of market behavior. It shows not only where the market is trading but also how much it's trading, reflecting both price acceptance levels and market participation intensity. Point of Control (POC): The POC, as highlighted by this indicator, serves as a significant reference point for traders. It identifies the price level with the highest trading activity, thus indicating a strong consensus among market participants about the asset's fair value. Observing how price interacts with the POC can offer valuable insights into market sentiment and potential trend reversals. Support and Resistance Levels: Price levels with high trading activity often act as support or resistance in future price movements. The indicator visually represents these levels, enabling traders to anticipate potential price reactions. Price Profile Price and Volume Profile █ Calculations The algorithm analyzes both trade frequency and volume across different price levels. It identifies these levels within the visible chart range, then examines each bar to determine if the selected price falls within these levels. If so, it increases a counter and adds the trading volume. This process repeats across the visible range and is visualized as a horizontal histogram, each bar representing a price level and the bar length reflecting trade frequency and volume. Additionally, it calculates the Point of Control (POC), signifying the price level with the highest activity. In summary: The histogram presents a dual perspective - not only the traded volume at each price level but also the frequency of the price hitting each range. The longer the bar, the more times the price has frequented that specific range, revealing key insights into price behavior and acceptance levels. These frequently visited areas often emerge as strong support or resistance zones, helping traders navigate market movements. Please note that the indicator adjusts to the visible price range, making it adaptable to changing market conditions. This dynamic analysis can provide more relevant and timely information than static indicators. █ How to use This indicator is beneficial for traders as it offers insights into the distribution of trading activity across different price levels. It helps identify key areas of support and resistance and gives a visual representation of market sentiment and liquidity. The point of control (POC) , which is the price level with the highest traded volume or frequency count, becomes even more crucial in this context. It marks the price at which the most trading activity occurred, signaling a strong consensus among market participants about the asset's fair value. If the market price deviates significantly from the POC, it could suggest an overbought or oversold condition, potentially leading to a price reversion. Fair Price Areas/gaps are specific price levels or zones where an asset has spent limited time in the past. These areas are considered interesting or significant because they may have an impact on future price action. Similar to the concept of fair value gaps, which refers to discrepancies between an asset's market price and its estimated intrinsic value, Fair Price Areas/gaps focus on price levels that have been relatively underutilized in terms of trading activity. When an asset's price reaches a Fair Price Area/gap, traders and investors pay attention because they expect the price to react in some way. The rationale behind this concept is that price tends to gravitate towards areas where it has spent less time in the past, as the market perceives them as significant levels. █ Settings The indicator is customizable, allowing users to define the number of price levels (rows), the offset, the data source, and whether to display volume or frequency count. It also adjusts dynamically to the visible price range on the chart, ensuring that the analysis remains relevant and timely with changing market conditions. Source: The price to use for the calculation. Typically, this is the closing price. By considering the user-selected Source (typically the closing price), the indicator determines the frequency with which the price lands within each designated price level (row) over the selected period. In essence, the indicator provides a count of bars where the Source price falls within each range, essentially creating a "Price Profile." Row Size: The number of price levels (rows) to divide the visible price range into. Display: Choose whether to display the number of bars ("Counter") or the total volume ("Volume") for each price level. Offset: The distance of the histogram from the price chart. Point of Control (POC): If enabled, the indicator will highlight the price level with the most activity. ----------------- Disclaimer The information contained in my Scripts/Indicators/Ideas/Algos/Systems does not constitute financial advice or a solicitation to buy or sell any securities of any type. 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. My Scripts/Indicators/Ideas/Algos/Systems are only for educational purposes!
Pine Script®指标
由Zeiierman提供
26
Chart Champions - Part 3 - SessionsThank you for sparing you time to read my indicator. This indicator has been created as a suite of 3. This was to ensure that those with only the Free Trading View account could benefit (with their restriction to 3 indicators). Please ensure you install each indicator and read each indicator write up to fully understand what has tried to achieved. Chart Champions – Part 1 –Lvls nPOC VWAPS This indicator is broken down into: • Levels • VWAPS • Naked Point of Control Levels It displays the levels to the right of the price Axis to enable the user to have a cleaner chart. The below levels will automatically appear: dOpen – pdHigh – pdLow – pdEQ – pwEQ Optional Levels include: mOpen – pmOpen – pdOpen – dbyOpen – wOpen – pwOpen VWAPs Optional VWAPs Daily (including pdVWAP close) – Weekly – Monthly Naked Points of Control (nPOC) To view the nPOC move the chart back in time to pick up the nPOCs. Chart Champions – Part 2 – CCV IBs POC This indicator is broken down into: • Chart Champions Value • Initial Balance • Points of Control Chart Champions Value (CCV) CCV is based on the 80% rule of the dOpen opening outside of the pdVAH/pdVAL. Please do you own research to fully understand how this trading strategy works (readily avaliable online). Initial Balance (IB) IB is based on the first 60 minutes of the market opening. It captures the highest and lowest points within that 60 minutes. Please do you own research to fully understand how this trading strategy works (readily avaliable online). Points of Control (POCs) POC are the price levels where the most volume was traded. Developing POC (dPOC) will constantly move with volume/price action through out the day. Optional POCs Previous Day POC (pdPOC) – Day Before Yesterday POC (dbyPOC) Chart Champions – Part 3 – Sessions - Manual Input This indicator is broken down into: • Manual Inputs (daily, weekly, monthly) • IGOR SessionsTtimes • Pre + Market Openings Manual Input Daily x3 Weekly x 3 Monthly x 3 This allows the trader to put in specific levels. IGOR Session Times This is a user specific requirement to highlight cetain times during the day, displayed at the bottom of the chart in the colour strip. Pre + Market Openings This allows the user to see when pre market trading has started and with the live maket has started, displayed at the top of the chart in colours. A huge thank you goes out to: Stackoverflow users AnyDozer and Bjorn. TV user ahancock for allow me use of this code. Disclaimer the lower the timeframe the more information it processes.
Pine Script®指标
由Frien_dd-DisDev提供
30
Chart Champions - Part 1 - nPOC - Levels - VWAPsThank you for sparing you time to read my indicator. This indicator has been created as a suite of 3. This was to ensure that those with only the Free Trading View account could benefit (with their restriction to 3 indicators). Please ensure you install each indicator and read each indicator write up to fully understand what has tried to achieved. Chart Champions – Part 1 –Lvls nPOC VWAPS This indicator is broken down into: • Levels • VWAPS • Naked Point of Control Levels It displays the levels to the right of the price Axis to enable the user to have a cleaner chart. The below levels will automatically appear: dOpen – pdHigh – pdLow – pdEQ – pwEQ Optional Levels include: mOpen – pmOpen – pdOpen – dbyOpen – wOpen – pwOpen VWAPs Optional VWAPs Daily (including pdVWAP close) – Weekly – Monthly Naked Points of Control (nPOC) To view the nPOC move the chart back in time to pick up the nPOCs. Chart Champions – Part 2 – CCV IBs POC This indicator is broken down into: • Chart Champions Value • Initial Balance • Points of Control Chart Champions Value (CCV) CCV is based on the 80% rule of the dOpen opening outside of the pdVAH/pdVAL. Please do you own research to fully understand how this trading strategy works (readily avaliable online). Initial Balance (IB) IB is based on the first 60 minutes of the market opening. It captures the highest and lowest points within that 60 minutes. Please do you own research to fully understand how this trading strategy works (readily avaliable online). Points of Control (POCs) POC are the price levels where the most volume was traded. Developing POC (dPOC) will constantly move with volume/price action through out the day. Optional POCs Previous Day POC (pdPOC) – Day Before Yesterday POC (dbyPOC) Chart Champions – Part 3 – Sessions - Manual Input This indicator is broken down into: • Manual Inputs (daily, weekly, monthly) • IGOR SessionsTtimes • Pre + Market Openings Manual Input Daily x3 Weekly x 3 Monthly x 3 This allows the trader to put in specific levels. IGOR Session Times This is a user specific requirement to highlight cetain times during the day, displayed at the bottom of the chart in the colour strip. Pre + Market Openings This allows the user to see when pre market trading has started and with the live maket has started, displayed at the top of the chart in colours. A huge thank you goes out to: Stackoverflow users AnyDozer and Bjorn. TV user ahancock for allow me use of this code. Disclaimer the lower the timeframe the more information it processes.
Pine Script®指标
由Frien_dd-DisDev提供
62
able zone# able zone ## 📋 Overview **able zone** is an advanced Support & Resistance zone detection indicator optimized for **15-minute timeframe trading**. It combines Price Action, Volume Profile, and intelligent zone analysis to identify high-probability trading areas with precise entry and exit points. ## 🎯 Core Features ### 1. **Zone Detection Methods** - **Auto Detect**: Automatically finds the best zones using combined analysis - **Price Action**: Based on pivot points and price structure - **Volume Profile**: Identifies High Volume Nodes (HVN) where most trading occurred - **Combined**: Uses all methods together for comprehensive analysis ### 2. **Zone Types & Colors** - 🟢 **Support Zones** (Green): Price tends to bounce up from these areas - 🔴 **Resistance Zones** (Red): Price tends to reverse down from these areas - 🟣 **HVN Zones** (Purple): High volume areas from Volume Profile - **Strong Zones**: Darker colors indicate zones with more touches (higher reliability) ### 3. **Zone Strength Indicators** - **Labels**: "S3" = Support with 3 touches, "R5" = Resistance with 5 touches - **Touch Count**: More touches = stronger zone - **Min Touch Count Setting**: Adjust to filter weak zones (default: 3) ## ⚙️ Settings Guide ### **Zone Detection Settings** - **Detection Method**: Choose your preferred analysis method - **Lookback Period** (50-500): How many bars to analyze (default: 200) - For 15min: 200 bars = ~50 hours of data - Shorter = Recent zones only - Longer = Historical zones included - **Min Touch Count** (2-10): Minimum touches to qualify as a zone (default: 3) - **Zone Thickness %** (0.1-2.0): How thick the zones appear (default: 0.5) - Based on ATR for dynamic sizing on 15min chart ### **Zone Colors** Fully customizable colors for: - Support Zone (default: Green) - Resistance Zone (default: Red) - Strong Support/Resistance (darker shades) - Volume Profile Zone (default: Purple) ### **Zone Touch Detection** - **Enable Touch Alerts**: Get notifications when price enters zones - **Touch Distance %** (0.1-1.0): How close to zone counts as "touch" (default: 0.3%) - On 15min chart, this gives early warning signals - **Show Touch Markers**: Visual indicators when price touches zones - 🔺 = Support touch (potential buy) - 🔻 = Resistance touch (potential sell) - 💎 = HVN touch (watch for breakout/rejection) ### **Volume Profile Integration** - **Show VP Zones**: Display high volume node zones - **VP Resolution** (20-50): Number of price levels analyzed (default: 30) - **POC Line** (orange): Point of Control - highest volume price level - **POC Width**: Line thickness (1-3) - **Show HVN**: Display High Volume Node zones - **HVN Threshold** (0.5-0.9): Volume % to qualify as HVN (default: 0.7) ### **Display Options** - **Zone Labels**: Show S/R labels with touch count - **Zone Border Lines**: Dotted lines at zone boundaries - **Extend Zones Right**: Project zones into future - **Max Visible Zones** (5-50): Maximum number of zones displayed (default: 20) - Adjust based on chart clarity needs - **Info Table**: Real-time information dashboard ## 📊 Info Table Explained The info table (top-right corner) provides real-time zone analysis: ### **Row 1: ZONE Header** - Shows current timeframe (15m) - Total active zones - "able" branding ### **Row 2: 🎯 TOUCH Status** - **RES**: Currently touching resistance (⚠️ potential reversal down) - **SUP**: Currently touching support (🚀 potential bounce up) - **HVN**: Currently in high volume area (⚡ watch for direction) - **FREE**: Not near any zone (⏳ wait for setup) - Progress bar shows proximity strength - Arrows indicate zone type ### **Row 3: 🟢 SUP - Support Zones** - Number of active support zones below current price - Progress bar shows relative quantity - More support = stronger floor ### **Row 4: 🔴 RES - Resistance Zones** - Number of active resistance zones above current price - Progress bar shows relative quantity - More resistance = stronger ceiling ### **Row 5: 🟣 HVN - High Volume Nodes** - Number of HVN zones (from Volume Profile) - These are areas where most trading activity occurred - Often act as magnets for price ### **Row 6: 📍 NEAR - Nearest Zone** - Shows closest zone type (SUP/RES/HVN) - Distance in % to nearest zone - Arrow shows if zone is above or below ### **Row 7: POSITION - Price Position** - **HIGH**: Price near range top (70%+) - watch for resistance - **MID**: Price in middle range (30-70%) - neutral zone - **LOW**: Price near range bottom (<30%) - watch for support - Shows exact position % in lookback range ### **Row 8: ═ SIGNAL ═** - **🚀 BUY**: Touching support zone (entry opportunity) - **⚠️ SELL**: Touching resistance zone (exit/short opportunity) - **⚡ WATCH**: At HVN (prepare for breakout or rejection) - **⏳ WAIT**: No clear setup (be patient) ## 🎓 Trading Strategy for 15-Minute Timeframe ### **Basic Setup** 1. Set timeframe to **15 minutes** 2. Use **Auto Detect** or **Combined** method 3. Set **Lookback Period**: 200 bars (~50 hours) 4. Set **Min Touch Count**: 3 (proven zones) ### **Entry Signals** #### **Long Entry (Buy)** - Price touches green support zone - Table shows "🚀 BUY" signal - Look for bullish candle pattern (hammer, engulfing) - Volume increases on bounce - **Best Entry**: Bottom of support zone - **Stop Loss**: Below support zone (1-2 ATR) - **Target**: Next resistance zone or 2:1 RR #### **Short Entry (Sell)** - Price touches red resistance zone - Table shows "⚠️ SELL" signal - Look for bearish candle pattern (shooting star, engulfing) - Volume increases on rejection - **Best Entry**: Top of resistance zone - **Stop Loss**: Above resistance zone (1-2 ATR) - **Target**: Next support zone or 2:1 RR #### **HVN Breakout Strategy** - Price approaches purple HVN zone - Table shows "⚡ WATCH" - Wait for breakout with strong volume - **If breaks up**: Go long, target next resistance - **If breaks down**: Go short, target next support ### **Zone Strength Rules** - **S5+ or R5+**: Very strong zones (high probability) - **S3-S4 or R3-R4**: Reliable zones (good setups) - **S2 or R2**: Weak zones (use caution) ### **Best Trading Times (15min)** - **London Open**: 08:00-12:00 GMT (high volume) - **NY Open**: 13:00-17:00 GMT (high volatility) - **Overlap**: 13:00-16:00 GMT (best setups) - **Avoid**: Asian session low volatility periods ### **Risk Management** - Never risk more than 1-2% per trade - Use stop loss ALWAYS (place outside zones) - Take partial profits at 1:1, let rest run to 2:1 or 3:1 - If price consolidates in zone > 3 candles, exit ## ⚠️ Important Notes ### **When Zones Work Best** ✅ Clear trending markets ✅ After significant price movements ✅ At session opens (London/NY) ✅ When multiple zones align ✅ Strong zone with 5+ touches ### **When to Be Cautious** ❌ During major news releases (use economic calendar) ❌ Very low volume periods ❌ Price consolidating inside zone ❌ Weak zones with only 2 touches ❌ Conflicting signals from multiple indicators ### **15-Minute Specific Tips** - **Lookback 200**: Captures 2-3 trading days of zones - **Touch Distance 0.3%**: Early signals on 15min moves - **Max Zones 20**: Keeps chart clean but comprehensive - **Watch POC**: Often acts as pivot on 15min - **Volume spike + zone touch** = high probability setup ## 🔧 Recommended Settings for 15min ### **Conservative Trader** - Detection Method: Combined - Min Touch Count: 4 - Max Zones: 15 - Touch Distance: 0.2% ### **Aggressive Trader** - Detection Method: Auto Detect - Min Touch Count: 2 - Max Zones: 25 - Touch Distance: 0.5% ### **Volume Profile Focused** - Detection Method: Volume Profile - Show HVN: Yes - HVN Threshold: 0.6 - Show POC: Yes ## 📈 Example Trade Scenario (15min) **Setup**: BTC/USD on 15-minute chart 1. Price approaching green support zone at $42,000 2. Zone label shows "S4" (touched 4 times) 3. Table shows "🚀 BUY" signal 4. Volume increasing on approach 5. Bullish hammer candle forms **Entry**: $42,050 (bottom of zone) **Stop Loss**: $41,900 (below zone) **Target 1**: $42,350 (2:1 RR) **Target 2**: Next resistance at $42,650 **Result**: Price bounces, hits Target 1 in 3 candles (~45min) ## 💡 Pro Tips 1. **Combine with trend**: Trade in direction of higher timeframe trend 2. **Multiple touches**: Zones with 5+ touches are highest probability 3. **Volume confirmation**: Always check volume on zone touch 4. **POC magnet**: Price often returns to POC line 5. **False breakouts**: If price barely breaks zone and returns = strong signal 6. **Zone-to-zone**: Trade from support to resistance, resistance to support 7. **Time of day**: Best setups occur during peak volume hours 8. **Chart timeframe**: Use 1H to confirm trend, 15min for entry 9. **News avoidance**: Close trades before high-impact news 10. **Zone clusters**: Multiple zones together = strong area --- **Created by able** | Optimized for 15-minute trading **Version**: 1.0 | Compatible with TradingView Pine Script v5 For support and updates, enable alerts and monitor the info table in real-time!
Pine Script®指标
由Able-terminal提供
2
ULTIMATE ORDER FLOW SYSTEM🔥 ULTIMATE ORDER FLOW SYSTEM Overview This comprehensive order flow analysis tool combines **Volume Profile**, **Cumulative Delta**, and **Large Order Detection** to identify high-probability trading setups. The script analyzes institutional order flow patterns and volume distribution to pinpoint key levels where price is likely to react. 📊 Core Components & Methodology 🔥 ULTIMATE ORDER FLOW SYSTEM Overview This comprehensive order flow analysis tool combines Volume Profile, Cumulative Delta, and Large Order Detection to identify high-probability trading setups. The script analyzes institutional order flow patterns and volume distribution to pinpoint key levels where price is likely to react. ________________________________________ 📊 Core Components & Methodology 1. Volume Profile Analysis The script constructs a horizontal volume profile by: • Dividing the price range into configurable rows (default: 20) • Accumulating volume at each price level over a lookback period (default: 50 bars) • Separating buy volume (green bars close > open) from sell volume (red bars) • Identifying three critical levels: o POC (Point of Control): Price level with highest traded volume - acts as a strong magnet o VAH/VAL (Value Area High/Low): Contains 70% of total volume - defines fair value zone o HVN (High Volume Nodes): Resistance zones where institutions accumulated positions o LVN (Low Volume Nodes): Thin zones that price moves through quickly - ideal targets Why This Matters: Institutional traders leave footprints through volume. HVN zones show where large players defended levels, making them reliable support/resistance. ________________________________________ 2. Cumulative Delta (Order Flow) Tracks the running total of buying vs selling pressure: • Bar Delta: Difference between buy and sell volume per candle • Cumulative Delta: Sum of all bar deltas - shows net directional pressure • Delta Moving Average: Smoothed delta (20-period) to identify trend • Delta Divergences: o Bullish: Price makes lower low, but delta makes higher low (absorption at bottom) o Bearish: Price makes higher high, but delta makes lower high (exhaustion at top) How It Works: When cumulative delta trends up while price consolidates, it signals accumulation. Delta divergences reveal when smart money is positioned opposite to retail expectations. ________________________________________ 3. Large Order Detection Identifies institutional-sized orders in real-time: • Compares current bar volume to 20-period moving average • Flags orders exceeding 2.5x average volume (configurable multiplier) • Distinguishes bullish (green circles below) vs bearish (red circles above) large orders Rationale: Sudden volume spikes at key levels indicate institutional participation - the "fuel" needed for breakouts or reversals. ________________________________________ 🎯 Trading Signal Logic Combined Setup Criteria The script generates SHORT and LONG signals when multiple conditions align: SHORT Signal Requirements: 1. Price reaches an HVN resistance zone (within 0.2%) 2. Large sell order detected (volume spike + red candle) 3. Cumulative delta is bearish OR bearish divergence present 4. 10-bar cooldown between signals (prevents overtrading) LONG Signal Requirements: 1. Price reaches an HVN support zone 2. Large buy order detected (volume spike + green candle) 3. Cumulative delta is bullish OR bullish divergence present 4. 10-bar cooldown enforced ________________________________________ 🔧 Customization Options Setting - Purpose - Recommendation Volume Profile Rows - Granularity of level detection - 20 (balanced) Lookback Period - Historical data analyzed - 50 bars (intraday), 200 (swing) Large Order Multiplier - Sensitivity to volume spikes - 2.5x (standard), 3.5x (conservative) HVN Threshold - Resistance zone detection - 1.3 (default) LVN Threshold - Target zone identification - 0.6 (default) Divergence Lookback - Pivot detection period - 5 bars (responsive) ________________________________________ 📈 Dashboard Indicators The real-time panel displays: • POC: Current Point of Control price • Location: Whether price is at HVN resistance • Orders: Current large buy/sell activity • Cumulative Δ: Net order flow value + trend direction • Divergence: Active bullish/bearish divergences • Bar Strength: % of candle volume that's directional (>65% = strong) • SETUP: Current trade signal (LONG/SHORT/WAIT) ________________________________________ 🎨 Visual System • Yellow POC Line: Highest volume level - primary pivot • Blue Value Area Box: Fair value zone (VAH to VAL) • Red HVN Zones: Resistance/support from institutional accumulation • Green LVN Zones: Low-liquidity targets for quick moves • Volume Bars: Green (buy pressure) vs Red (sell pressure) distribution • Triangles: LONG (green up) and SHORT (red down) entry signals • Diamonds: Divergence warnings (cyan=bullish, fuchsia=bearish) ________________________________________ 💡 How This Script Is Unique Unlike standalone volume profile or delta indicators, this script: 1. Synthesizes three complementary methods - volume structure, order flow momentum, and liquidity detection 2. Requires multi-factor confirmation - signals only trigger when price, volume, and delta align at key zones 3. Adapts to market regime - delta filters ensure you're trading with the dominant order flow direction 4. Provides context, not just signals - the dashboard helps you understand why a setup is forming ________________________________________ ⚙️ Best Practices Timeframes: • 5-15 min: Scalping (use 30-50 bar lookback) • 1-4 hour: Swing trading (use 100-200 bar lookback) Risk Management: • Enter on signal candle close • Stop loss: Beyond nearest HVN/LVN zone • Target 1: Next LVN level • Target 2: Opposite value area boundary Filters: • Avoid signals during major news events • Require bar delta strength >65% for aggressive entries • Wait for delta MA cross confirmation in ranging markets ________________________________________ 🚨 Alerts Available • Long Setup Trigger • Short Setup Trigger • Bullish/Bearish Divergence Detection • Large Buy/Sell Order Execution ________________________________________ 📚 Educational Context This methodology is based on principles used by professional order flow traders: • Market Profile Theory: Volume distribution reveals fair value • Tape Reading: Large orders show institutional intent • Auction Theory: Price seeks areas of liquidity imbalance (LVN zones) The script automates pattern recognition that discretionary traders spend years learning to identify manually. ________________________________________ ⚠️ Disclaimer This indicator is a trading tool, not a trading system. It identifies high-probability setups based on order flow analysis but requires proper risk management, market context, and trader discretion. Past performance does not guarantee future results. ________________________________________ Version: 6 (Pine Script) Type: Overlay + Separate Pane (Delta Panel) Resource Usage: Moderate (500 bars history, 500 lines/boxes) ________________________________________ For questions or support, please comment below. If you find this script valuable, please boost and favorite! 🚀 1. Volume Profile Analysis The script constructs a horizontal volume profile by: - Dividing the price range into configurable rows (default: 20) - Accumulating volume at each price level over a lookback period (default: 50 bars) - Separating buy volume (green bars close > open) from sell volume (red bars) - Identifying three critical levels: - POC (Point of Control): Price level with highest traded volume - acts as a strong magnet - VAH/VAL (Value Area High/Low): Contains 70% of total volume - defines fair value zone - HVN (High Volume Nodes): Resistance zones where institutions accumulated positions - LVN (Low Volume Nodes): Thin zones that price moves through quickly - ideal targets Why This Matters: Institutional traders leave footprints through volume. HVN zones show where large players defended levels, making them reliable support/resistance. --- 2. Cumulative Delta (Order Flow) Tracks the running total of buying vs selling pressure: - **Bar Delta**: Difference between buy and sell volume per candle - **Cumulative Delta**: Sum of all bar deltas - shows net directional pressure - **Delta Moving Average**: Smoothed delta (20-period) to identify trend - **Delta Divergences**: - **Bullish**: Price makes lower low, but delta makes higher low (absorption at bottom) - **Bearish**: Price makes higher high, but delta makes lower high (exhaustion at top) **How It Works**: When cumulative delta trends up while price consolidates, it signals accumulation. Delta divergences reveal when smart money is positioned opposite to retail expectations. --- ### 3. **Large Order Detection** Identifies **institutional-sized orders** in real-time: - Compares current bar volume to 20-period moving average - Flags orders exceeding 2.5x average volume (configurable multiplier) - Distinguishes bullish (green circles below) vs bearish (red circles above) large orders **Rationale**: Sudden volume spikes at key levels indicate institutional participation - the "fuel" needed for breakouts or reversals. --- ## 🎯 Trading Signal Logic ### Combined Setup Criteria The script generates **SHORT** and **LONG** signals when multiple conditions align: **SHORT Signal Requirements:** 1. Price reaches an HVN resistance zone (within 0.2%) 2. Large sell order detected (volume spike + red candle) 3. Cumulative delta is bearish OR bearish divergence present 4. 10-bar cooldown between signals (prevents overtrading) **LONG Signal Requirements:** 1. Price reaches an HVN support zone 2. Large buy order detected (volume spike + green candle) 3. Cumulative delta is bullish OR bullish divergence present 4. 10-bar cooldown enforced --- ## 🔧 Customization Options | Setting | Purpose | Recommendation | |---------|---------|----------------| | **Volume Profile Rows** | Granularity of level detection | 20 (balanced) | | **Lookback Period** | Historical data analyzed | 50 bars (intraday), 200 (swing) | | **Large Order Multiplier** | Sensitivity to volume spikes | 2.5x (standard), 3.5x (conservative) | | **HVN Threshold** | Resistance zone detection | 1.3 (default) | | **LVN Threshold** | Target zone identification | 0.6 (default) | | **Divergence Lookback** | Pivot detection period | 5 bars (responsive) | --- ## 📈 Dashboard Indicators The real-time panel displays: - **POC**: Current Point of Control price - **Location**: Whether price is at HVN resistance - **Orders**: Current large buy/sell activity - **Cumulative Δ**: Net order flow value + trend direction - **Divergence**: Active bullish/bearish divergences - **Bar Strength**: % of candle volume that's directional (>65% = strong) - **SETUP**: Current trade signal (LONG/SHORT/WAIT) --- ## 🎨 Visual System - **Yellow POC Line**: Highest volume level - primary pivot - **Blue Value Area Box**: Fair value zone (VAH to VAL) - **Red HVN Zones**: Resistance/support from institutional accumulation - **Green LVN Zones**: Low-liquidity targets for quick moves - **Volume Bars**: Green (buy pressure) vs Red (sell pressure) distribution - **Triangles**: LONG (green up) and SHORT (red down) entry signals - **Diamonds**: Divergence warnings (cyan=bullish, fuchsia=bearish) --- ## 💡 How This Script Is Unique Unlike standalone volume profile or delta indicators, this script: 1. **Synthesizes three complementary methods** - volume structure, order flow momentum, and liquidity detection 2. **Requires multi-factor confirmation** - signals only trigger when price, volume, and delta align at key zones 3. **Adapts to market regime** - delta filters ensure you're trading with the dominant order flow direction 4. **Provides context, not just signals** - the dashboard helps you understand *why* a setup is forming --- ## ⚙️ Best Practices **Timeframes:** - 5-15 min: Scalping (use 30-50 bar lookback) - 1-4 hour: Swing trading (use 100-200 bar lookback) **Risk Management:** - Enter on signal candle close - Stop loss: Beyond nearest HVN/LVN zone - Target 1: Next LVN level - Target 2: Opposite value area boundary **Filters:** - Avoid signals during major news events - Require bar delta strength >65% for aggressive entries - Wait for delta MA cross confirmation in ranging markets --- ## 🚨 Alerts Available - Long Setup Trigger - Short Setup Trigger - Bullish/Bearish Divergence Detection - Large Buy/Sell Order Execution --- ## 📚 Educational Context This methodology is based on principles used by professional order flow traders: - **Market Profile Theory**: Volume distribution reveals fair value - **Tape Reading**: Large orders show institutional intent - **Auction Theory**: Price seeks areas of liquidity imbalance (LVN zones) The script automates pattern recognition that discretionary traders spend years learning to identify manually. --- ## ⚠️ Disclaimer This indicator is a **trading tool, not a trading system**. It identifies high-probability setups based on order flow analysis but requires proper risk management, market context, and trader discretion. Past performance does not guarantee future results. --- **Version**: 6 (Pine Script) **Type**: Overlay + Separate Pane (Delta Panel) **Resource Usage**: Moderate (500 bars history, 500 lines/boxes) --- *For questions or support, please comment below. If you find this script valuable, please boost and favorite!* 🚀
Pine Script®指标
由harshivsymposium提供
LibVPrfLibrary "LibVPrf" This library provides an object-oriented framework for volume profile analysis in Pine Script®. It is built around the `VProf` User-Defined Type (UDT), which encapsulates all data, settings, and statistical metrics for a single profile, enabling stateful analysis with on-demand calculations. Key Features: 1. **Object-Oriented Design (UDT):** The library is built around the `VProf` UDT. This object encapsulates all profile data and provides methods for its full lifecycle management, including creation, cloning, clearing, and merging of profiles. 2. **Volume Allocation (`AllotMode`):** Offers two methods for allocating a bar's volume: - **Classic:** Assigns the entire bar's volume to the close price bucket. - **PDF:** Distributes volume across the bar's range using a statistical price distribution model from the `LibBrSt` library. 3. **Buy/Sell Volume Splitting (`SplitMode`):** Provides methods for classifying volume into buying and selling pressure: - **Classic:** Classifies volume based on the bar's color (Close vs. Open). - **Dynamic:** A specific model that analyzes candle structure (body vs. wicks) and a short-term trend factor to estimate the buy/sell share at each price level. 4. **Statistical Analysis (On-Demand):** Offers a suite of statistical metrics calculated using a "Lazy Evaluation" pattern (computed only when requested via `get...` methods): - **Central Tendency:** Point of Control (POC), VWAP, and Median. - **Dispersion:** Value Area (VA) and Population Standard Deviation. - **Shape:** Skewness and Excess Kurtosis. - **Delta:** Cumulative Volume Delta, including its historical high/low watermarks. 5. **Structural Analysis:** Includes a parameter-free method (`getSegments`) to decompose a profile into its fundamental unimodal segments, allowing for modality detection (e.g., identifying bimodal profiles). 6. **Dynamic Profile Management:** - **Auto-Fitting:** Profiles set to `dynamic = true` will automatically expand their price range to fit new data. - **Manipulation:** The resolution, price range, and Value Area of a dynamic profile can be changed at any time. This triggers a resampling process that uses a **linear interpolation model** to re-bucket existing volume. - **Assumption:** Non-dynamic profiles are fixed and will throw a `runtime.error` if `addBar` is called with data outside their initial range. 7. **Bucket-Level Access:** Provides getter methods for direct iteration and analysis of the raw buy/sell volume and price boundaries of each individual price bucket. --- **DISCLAIMER** This library is provided "AS IS" and for informational and educational purposes only. It does not constitute financial, investment, or trading advice. The author assumes no liability for any errors, inaccuracies, or omissions in the code. Using this library to build trading indicators or strategies is entirely at your own risk. As a developer using this library, you are solely responsible for the rigorous testing, validation, and performance of any scripts you create based on these functions. The author shall not be held liable for any financial losses incurred directly or indirectly from the use of this library or any scripts derived from it. create(buckets, rangeUp, rangeLo, dynamic, valueArea, allot, estimator, cdfSteps, split, trendLen)   Construct a new `VProf` object with fixed bucket count & range.   Parameters:      buckets (int) : series int number of price buckets ≥ 1      rangeUp (float) : series float upper price bound (absolute)      rangeLo (float) : series float lower price bound (absolute)      dynamic (bool) : series bool Flag for dynamic adaption of profile ranges      valueArea (int) : series int Percentage of total volume to include in the Value Area (1..100)      allot (series AllotMode) : series AllotMode Allocation mode `classic` or `pdf` (default `classic`)      estimator (series PriceEst enum from AustrianTradingMachine/LibBrSt/1) : series LibBrSt.PriceEst PDF model when `model == PDF`. (deflault = 'uniform')      cdfSteps (int) : series int even #sub-intervals for Simpson rule (default 20)      split (series SplitMode) : series SplitMode Buy/Sell determination (default `classic`)      trendLen (int) : series int Look‑back bars for trend factor (default 3)   Returns: VProf freshly initialised profile method clone(self)   Create a deep copy of the volume profile.   Namespace types: VProf   Parameters:      self (VProf) : VProf Profile object to copy   Returns: VProf A new, independent copy of the profile method clear(self)   Reset all bucket tallies while keeping configuration intact.   Namespace types: VProf   Parameters:      self (VProf) : VProf profile object   Returns: VProf cleared profile (chaining) method merge(self, srcABuy, srcASell, srcRangeUp, srcRangeLo, srcCvd, srcCvdHi, srcCvdLo)   Merges volume data from a source profile into the current profile. If resizing is needed, it performs a high-fidelity re-bucketing of existing volume using a linear interpolation model inferred from neighboring buckets, preventing aliasing artifacts and ensuring accurate volume preservation.   Namespace types: VProf   Parameters:      self (VProf) : VProf The target profile object to merge into.      srcABuy (array) : array The source profile's buy volume bucket array.      srcASell (array) : array The source profile's sell volume bucket array.      srcRangeUp (float) : series float The upper price bound of the source profile.      srcRangeLo (float) : series float The lower price bound of the source profile.      srcCvd (float) : series float The final Cumulative Volume Delta (CVD) value of the source profile.      srcCvdHi (float) : series float The historical high-water mark of the CVD from the source profile.      srcCvdLo (float) : series float The historical low-water mark of the CVD from the source profile.   Returns: VProf `self` (chaining), now containing the merged data. method addBar(self, offset)   Add current bar’s volume to the profile (call once per realtime bar). classic mode: allocates all volume to the close bucket and classifies by `close >= open`. PDF mode: distributes volume across buckets by the estimator’s CDF mass. For `split = dynamic`, the buy/sell share per price is computed via context-driven piecewise s(u).   Namespace types: VProf   Parameters:      self (VProf) : VProf Profile object      offset (int) : series int To offset the calculated bar   Returns: VProf `self` (method chaining) method setBuckets(self, buckets)   Sets the number of buckets for the volume profile. Behavior depends on the `isDynamic` flag. - If `dynamic = true`: Works on filled profiles by re-bucketing to a new resolution. - If `dynamic = false`: Only works on empty profiles to prevent accidental changes.   Namespace types: VProf   Parameters:      self (VProf) : VProf Profile object      buckets (int) : series int The new number of buckets   Returns: VProf `self` (chaining) method setRanges(self, rangeUp, rangeLo)   Sets the price range for the volume profile. Behavior depends on the `dynamic` flag. - If `dynamic = true`: Works on filled profiles by re-bucketing existing volume. - If `dynamic = false`: Only works on empty profiles to prevent accidental changes.   Namespace types: VProf   Parameters:      self (VProf) : VProf Profile object      rangeUp (float) : series float The new upper price bound      rangeLo (float) : series float The new lower price bound   Returns: VProf `self` (chaining) method setValueArea(self, valueArea)   Set the percentage of volume for the Value Area. If the value changes, the profile is finalized again.   Namespace types: VProf   Parameters:      self (VProf) : VProf Profile object      valueArea (int) : series int The new Value Area percentage (0..100)   Returns: VProf `self` (chaining) method getBktBuyVol(self, idx)   Get Buy volume of a bucket.   Namespace types: VProf   Parameters:      self (VProf) : VProf Profile object      idx (int) : series int Bucket index   Returns: series float Buy volume ≥ 0 method getBktSellVol(self, idx)   Get Sell volume of a bucket.   Namespace types: VProf   Parameters:      self (VProf) : VProf Profile object      idx (int) : series int Bucket index   Returns: series float Sell volume ≥ 0 method getBktBnds(self, idx)   Get Bounds of a bucket.   Namespace types: VProf   Parameters:      self (VProf) : VProf Profile object      idx (int) : series int Bucket index   Returns: up series float The upper price bound of the bucket. lo series float The lower price bound of the bucket. method getPoc(self)   Get POC information.   Namespace types: VProf   Parameters:      self (VProf) : VProf Profile object   Returns: pocIndex series int The index of the Point of Control (POC) bucket. pocPrice. series float The mid-price of the Point of Control (POC) bucket. method getVA(self)   Get Value Area (VA) information.   Namespace types: VProf   Parameters:      self (VProf) : VProf Profile object   Returns: vaUpIndex series int The index of the upper bound bucket of the Value Area. vaUpPrice series float The upper price bound of the Value Area. vaLoIndex series int The index of the lower bound bucket of the Value Area. vaLoPrice series float The lower price bound of the Value Area. method getMedian(self)   Get the profile's median price and its bucket index. Calculates the value on-demand if stale.   Namespace types: VProf   Parameters:      self (VProf) : VProf Profile object.   Returns: medianIndex series int The index of the bucket containing the Median. medianPrice series float The Median price of the profile. method getVwap(self)   Get the profile's VWAP and its bucket index. Calculates the value on-demand if stale.   Namespace types: VProf   Parameters:      self (VProf) : VProf Profile object.   Returns: vwapIndex series int The index of the bucket containing the VWAP. vwapPrice series float The Volume Weighted Average Price of the profile. method getStdDev(self)   Get the profile's volume-weighted standard deviation. Calculates the value on-demand if stale.   Namespace types: VProf   Parameters:      self (VProf) : VProf Profile object.   Returns: series float The Standard deviation of the profile. method getSkewness(self)   Get the profile's skewness. Calculates the value on-demand if stale.   Namespace types: VProf   Parameters:      self (VProf) : VProf Profile object.   Returns: series float The Skewness of the profile. method getKurtosis(self)   Get the profile's excess kurtosis. Calculates the value on-demand if stale.   Namespace types: VProf   Parameters:      self (VProf) : VProf Profile object.   Returns: series float The Kurtosis of the profile. method getSegments(self)   Get the profile's fundamental unimodal segments. Calculates on-demand if stale. Uses a parameter-free, pivot-based recursive algorithm.   Namespace types: VProf   Parameters:      self (VProf) : VProf The profile object.   Returns: matrix A 2-column matrix where each row is an pair. method getCvd(self)   Cumulative Volume Delta (CVD) like metric over all buckets.   Namespace types: VProf   Parameters:      self (VProf) : VProf Profile object.   Returns: cvd series float The final Cumulative Volume Delta (Total Buy Vol - Total Sell Vol). cvdHi series float The running high-water mark of the CVD as volume was added. cvdLo series float The running low-water mark of the CVD as volume was added. VProf   VProf Bucketed Buy/Sell volume profile plus meta information.   Fields:      buckets (series int) : int Number of price buckets (granularity ≥1)      rangeUp (series float) : float Upper price range (absolute)      rangeLo (series float) : float Lower price range (absolute)      dynamic (series bool) : bool Flag for dynamic adaption of profile ranges      valueArea (series int) : int Percentage of total volume to include in the Value Area (1..100)      allot (series AllotMode) : AllotMode Allocation mode `classic` or `pdf`      estimator (series PriceEst enum from AustrianTradingMachine/LibBrSt/1) : LibBrSt.PriceEst Price density model when `model == PDF`      cdfSteps (series int) : int Simpson integration resolution (even ≥2)      split (series SplitMode) : SplitMode Buy/Sell split strategy per bar      trendLen (series int) : int Look‑back length for trend factor (≥1)      maxBkt (series int) : int User-defined number of buckets (unclamped)      aBuy (array) : array Buy volume per bucket      aSell (array) : array Sell volume per bucket      cvd (series float) : float Final Cumulative Volume Delta (Total Buy Vol - Total Sell Vol).      cvdHi (series float) : float Running high-water mark of the CVD as volume was added.      cvdLo (series float) : float Running low-water mark of the CVD as volume was added.      poc (series int) : int Index of max‑volume bucket (POC). Is `na` until calculated.      vaUp (series int) : int Index of upper Value‑Area bound. Is `na` until calculated.      vaLo (series int) : int Index of lower value‑Area bound. Is `na` until calculated.      median (series float) : float Median price of the volume distribution. Is `na` until calculated.      vwap (series float) : float Profile VWAP (Volume Weighted Average Price). Is `na` until calculated.      stdDev (series float) : float Standard Deviation of volume around the VWAP. Is `na` until calculated.      skewness (series float) : float Skewness of the volume distribution. Is `na` until calculated.      kurtosis (series float) : float Excess Kurtosis of the volume distribution. Is `na` until calculated.      segments (matrix) : matrix A 2-column matrix where each row is an pair. Is `na` until calculated.
Pine Script®库
由AustrianTradingMachine提供
WorldCup Dashboard + Institutional Sessions© 2025 NewMeta™ — Educational use only. # Full, Premium Description ## WorldCup Dashboard + Institutional Sessions **A trade-ready, intraday framework that combines market structure, real flow, and institutional timing.** This toolkit fuses **Institutional Sessions** with a **price–volume decision engine** so you can see *who is active*, *where value sits*, and *whether the drive is real*. You get: **CVD/Delta**, volume-weighted **Momentum**, **Aggression** spikes, **FVG (MTF)** with nearest side, **Daily Volume Profile (VAH/POC/VAL)**, **ATR regime**, a **24h position gauge**, classic **candle patterns**, IBH/IBL + **first-hour “true close”** lines, and a **10-vote confluence scoreboard**—all in one view. --- ## What’s inside (and how to trade it) ### 🌍 Institutional Sessions (Sydney • Tokyo • London • New York) * Session boxes + a highlighted **first hour**. * Plots the **true close** (first-hour close) as a running line with a label. **Use:** Many desks anchor risk to this print. Above = bullish bias; below = bearish. **IBH/IBL** breaks during London/NY carry the most signal. ### 📊 CVD / Delta (Flow) * Net buyer vs seller pressure with smooth trend state. **Use:** **Rising CVD + acceptance above mid/POC** confirms continuation. Bearish price + rising CVD = caution (possible absorption). ### ⚡ Volume-Weighted Momentum * Momentum adjusted by participation quality (volume). **Use:** Momentum>MA and >0 → trend drive is “real”; <0 and falling → distribution risk. ### 🔥 Aggression Detector * ROC × normalized volume × wick factor to flag **forceful** candles. **Use:** On spikes, avoid fading blindly—wait for pullbacks into **aligned FVG** or for aggression to cool. ### 🟦🟪 Fair Value Gaps (with MTF) * Detects up to 3 recent FVGs and marks the **nearest** side to price. **Use:** Trend pullbacks into **bullish FVG** for longs; bounces into **bearish FVG** for shorts. Optional threshold to filter weak gaps. ### 🧭 24h Gauge (positioning) * Shows current price across the 24h low⇢high with a mid reference. **Use:** Above mid and pushing upper third = momentum continuation setups; below mid = sell the rips bias. ### 🧱 Daily Volume Profile (manual per day) * **VAH / POC / VAL** derived from discretized rows. **Use:** **POC below** supports longs; **POC above** caps rallies. Fade VAH/VAL in ranges; treat them as break/hold levels in trends. ### 📈 ATR Regime * **ATR vs ATR-avg** with direction and regime flag (**HIGH / NORMAL / LOW**). **Use:** HIGH ⇒ give trades room & favor trend following. LOW ⇒ fade edges, scale targets. ### 🕯️ Candle Patterns (contextual, not standalone) * Engulfings, Morning/Evening Star, 3 Soldiers/Crows, Harami, Hammer/Shooting Star, Double Top/Bottom. **Use:** Only with session + flow + momentum alignment. ### 🤝 Price–Volume Classification * Labels each bar as **continuation**, **exhaustion**, **distribution**, or **healthy pullback**. **Use:** Align continuation reads with trend; treat “Price↑ + Vol↓” as a caution flag. ### 🧪 Confluence Scoreboard & B/S Meter * Ten elements vote: 🔵 bull, ⚪ neutral, 🟣 bear. **Use:** Execution filter—take setups when the board’s skew matches your trade direction. --- ## Playbooks (actionable) **Trend Pullback (Long)** 1. London/NY active, Momentum↑, CVD↑, price above 24h mid & POC. 2. Pullback into **nearest bullish FVG**. 3. Invalidate under FVG low or **true-close** line. 4. Targets: IBH → VAH → 24h high. **Range Fade (Short)** 1. Asia/quiet regime, **Price↑ + Vol↓** into **VAH**, ATR low. 2. Nearest FVG bearish or scoreboard skew bearish. 3. Invalidate above VAH/IBH. 4. Targets: POC → VAL. **News/Impulse** Aggression spike? Don’t chase. Let it pull back into the aligned FVG; require CVD/Momentum agreement before entry. --- ## Alerts (included) * **Bull/Bear Confluence ≥ 7/10** * **Intraday Target Achieved** / **Daily Target Achieved** * **Session True-Close Retests** (Sydney/Tokyo/London/NY) *(Keep alerts “Once per bar” unless you specifically want intrabar triggers.)* --- ## Setup Tips * **UTC**: Choose the reference that matches how you track sessions (default UTC+2). * **Volume threshold**: 2.0× is a strong baseline; raise for noisy alts, lower for majors. * **CVD smoothing**: 14–24 for scalps; 24–34 for slower markets. * **ATR lengths**: Keep defaults unless your asset has a persistent regime shift. --- ## Why this framework? Because **timing (sessions)**, **truth (flow)**, and **location (value/FVG)** together beat any single signal. You get *who is trading*, *how strong the push is*, and *where risk lives*—on one screen—so execution is faster and cleaner. --- **Disclaimer**: Educational use only. Not financial advice. Markets are risky—backtest and size responsibly.
Pine Script®指标
由onedaywillbebillionaire提供
Previous TPOIndicator Summary This Pine Script indicator, "Previous TPO," is designed to calculate and display five key price levels from the previous trading day's market activity. It uses a 30-minute TPO (Time Price Opportunity) profile, which is a method of organizing price by time to find areas of high and low activity. The five levels it plots on the current day are: 1. Previous Value Area High (VAH) 2. Previous Value Area Low (VAL) 3. Previous Point of Control (POC) 4. Previous Initial Balance High (IBH) 5. Previous Initial Balance Low (IBL) The script is built to be efficient, running its main calculation only once at the beginning of each new day. It also includes an automatic line management system to delete old lines, preventing the "Too many lines" error and keeping the chart clean. How the Code Works 1. Data Collection: At the start of a new day (00:00), the script looks back at the chart's history. It uses request.security to access 30-minute bar data. 2. Collector Loop: It then loops backward, bar by bar, to find and store 48 unique 30-minute High/Low data points, which represents the full 24-hour range of the previous day. 3. TPO Profile: With this 30-minute data, it builds a TPO profile. It divides the previous day's price range into small bins (price levels) and counts how many 30-minute periods "touched" each price bin. 4. Level Calculation: o POC: It finds the price bin with the highest TPO count (the most traded price) and sets it as the Point of Control. o VAH/VAL: It starts at the POC and expands outward, adding the next-most-traded price bins until 70% (or the user-defined percentage) of the day's TPOs are included. The highest and lowest prices of this range are the Value Area High and Value Area Low. o IBH/IBL: It identifies the high and low of the first hour (the first two 30-minute bars) of the previous day to set the Initial Balance High and Initial Balance Low. 5. Drawing: The script draws these five levels as horizontal lines across the current trading day, providing a constant reference. 6. Line Management: It keeps track of all lines in an array. When the total number of lines exceeds the user's limit (e.g., 50 days * 5 lines = 250), it automatically deletes the oldest lines from the chart. Usefulness for Trading This indicator provides a powerful framework for intraday traders by contextualizing the current day's price action against the previous day's "auction." • Key Support/Resistance: The VAH, VAL, and POC act as significant support and resistance lev-els. Price reacting at these levels can signal mean reversion, while acceptance beyond them can signal a trend or expansion day. • Value Area as Context: Trading inside the previous day's value area (between VAH and VAL) is often seen as "balanced" or "range-bound" trading. Trading outside of it is "unbalanced" or "trending." • POC as a "Magnet": The POC, being the area of highest volume/time, often acts as a "magnet" or "center of gravity" for price. • Opening Range: The Initial Balance (IB) levels show the opening range. A breakout from this range is often a key signal for the day's initial direction. • 80% Rule: The script contains (currently commented-out) setup logic for the "80% Rule." This is a specific Market Profile strategy where: 1. The market opens inside the previous day's Value Area. 2. The Initial Balance fails to extend outside the VA (e.g., in a short setup, the IB high stays below the VAH). 3. This setup suggests an 80% probability that the price will rotate and test the other side of the Value Area (e.g., test the VAL). Publication and restrictions This script is published under the Mozilla Public Licence 2.0 (MPL 2.0) and is therefore suitable for publi-cation as an open source indicator on TradingView. Timeframe limitation: The indicator is designed for intraday timeframes. Timeframes below 10 minutes do not work and lead to an error. Recommended time frame 30 minutes. It will not work correctly on: Time frame under 10 minutes: The data collection loop (max_bars_to_check = 3000) is not large enough to collect the bars required for a full day on a 5-minute chart or smaller. High time frames (e.g. 1H, 4H, Daily): The script's logic is based on a chart timeframe 30-minute data that it requests. If higher time frames are selected, the script works but the zones are no longer correct or become irrelevant.
Pine Script®指标
由Demech提供
Dobrusky Volume PulseWhat it does & who it’s for Volume Pulse is a lightweight, customizable volume profile overlay that shows traders how volume is distributed across price levels over a chosen lookback window. Unlike standard profiles, it also maps cumulative buy/sell pressure at each level, so you see not just where volume clustered, but which side dominated. Core ideas Cumulative volume by price: Builds a horizontal profile of traded volume at each level, based on user-defined depth and resolution. Directional pressure mapping: At every price level, the script accumulates bullish vs. bearish volume based on candle closes vs. opens, providing a directional read on whether buyers or sellers had the upper hand. POC: Automatically highlights the Point of Control (POC) — the level with the most activity. Customizable presentation: Adjustable profile resolution, bar width, offset, colors, and whether to show cumulative, directional, or both. How the components work together The profile provides the “where,” while the buy/sell mapping adds the “who.” By combining these, traders can see whether a high-volume node was buyer-driven absorption or seller-driven distribution — a distinction classic profiles don’t reveal. This directional overlay reduces the guesswork of interpreting raw volume clusters. How to use Apply the overlay to your chart. Watch the POC and areas of significant increase or decrease in volume (and pressure) as natural magnets or rejection areas. When trading intraday, I've found that higher timeframe volume levels act as strong magnets. In the chart, you can see the volume levels I've drawn on the SPY daily chart. These levels are targets I use when trading the 5-minute chart. Pay attention to color dominance at those zones — green-heavy nodes suggest buyer control; red-heavy nodes suggest seller control. Combine with time-based volume tools and price-action for a more comprehensive trade plan. Settings overview Lookback depth: Number of bars used for profile calculation. Profile resolution: Number of horizontal bars to split volume across price. Bar style: Width, offset, and multiplier for scaling. Toggle layers: Choose cumulative, directional, or both. POC display: Optional highlight of the most traded level. Limitations & best practices This is a contextual overlay, not a trade-signal system. Works best on liquid instruments (indices, futures, major stocks, liquid crypto) where volume distribution is meaningful. Directional mapping uses candle body bias (close vs. open), not raw order flow. For full tape analysis, pair with actual order flow data. Originality justification Dual profile: combines cumulative volume-by-price and buyer/seller pressure per bin (close vs. open) — not a standard VP clone. From-scratch binning + POC in a single pass for speed; no reused libraries. Flexible display (cumulative / directional / both) with independent resolution, width, and offset for intraday or HTF use. Clear visuals (optional POC, balanced node coloring) and open-source code so traders can audit and extend.
Pine Script®指标
由adobtrades提供
2
CVD Divergence & Volume ProfileThis Pine Script indicator, named "CVD Divergence & Volume Profile," is designed to identify potential trading opportunities by combining Cumulative Volume Delta (CVD) divergence with Volume Profile levels and an optional Simple Moving Average (SMA) trend filter. It plots signals directly on the price chart. Here's a breakdown of what each component does and how to potentially trade with it: 1. Cumulative Volume Delta (CVD) Divergence What it does: CVD measures the cumulative difference between buying and selling volume. A rising CVD indicates more buying pressure, while a falling CVD indicates more selling pressure. Divergence occurs when the price action contradicts the CVD's direction, suggesting a potential shift in momentum or trend reversal. Bearish Divergence: The price makes a higher high, but the CVD makes a lower high (or fails to make a new high). This suggests that despite the price increasing, the underlying buying pressure is weakening. Bullish Divergence: The price makes a lower low, but the CVD makes a higher low (or fails to make a new low). This suggests that despite the price decreasing, the underlying selling pressure is weakening. Visualization: Red triangle pointing down on the chart indicates a Bearish Divergence signal. Green triangle pointing up on the chart indicates a Bullish Divergence signal. 2. Volume Profile Levels (VAH, VAL, POC) What it does: The indicator calculates simplified Volume Profile levels over a user-defined vp_range (number of candles). These levels represent areas where significant trading activity has occurred: VAH (Value Area High): The upper boundary of the "Value Area," where 70% of the volume traded. VAL (Value Area Low): The lower boundary of the "Value Area," where 70% of the volume traded. POC (Point of Control): The price level within the vp_range where the most volume was traded. Significance: These levels often act as significant support and resistance zones. Visualization: Orange lines for VAH and VAL. Yellow line for POC. Zone Proximity (zone_thresh): The indicator only generates divergence signals if the current close price is within a specified percentage zone_thresh of either VAH, VAL, or POC. This filters signals to areas of high liquidity and potential turning points. 3. Trend Filter (SMA) What it does: This is an optional filter (use_trend_filter) that uses a Simple Moving Average (sma_period, default 200). Significance: It helps ensure that divergence signals are traded in alignment with the broader market trend, potentially increasing their reliability. For long signals (bullish divergence), the price (close) must be above the SMA (indicating an uptrend). For short signals (bearish divergence), the price (close) must be below the SMA (indicating a downtrend). Visualization: A blue line on the chart representing the SMA. How to Trade with It (Potential Strategies) The indicator aims to provide high-probability entry points by combining multiple confirming factors. Here's how you might interpret and trade the signals: Identify Divergence: Look for the triangle signals on your chart (red for bearish, green for bullish). Confirm Proximity to Volume Profile Levels: The signal itself confirms that the price is near a significant Volume Profile level (VAH, VAL, or POC). These are areas where price often reacts. Bullish Signal (Green Triangle): This suggests buying momentum is returning after a price decline, especially when the price is near VAL or POC, which might act as support. Bearish Signal (Red Triangle): This suggests selling momentum is increasing after a price rally, especially when the price is near VAH or POC, which might act as resistance. Check Trend Alignment (SMA Filter): For a long trade: You would ideally want to see a green triangle (bullish divergence) while the price is above the blue SMA line. This indicates a bullish divergence confirming a potential bounce within an existing uptrend. For a short trade: You would ideally want to see a red triangle (bearish divergence) while the price is below the blue SMA line. This indicates a bearish divergence confirming a potential rejection within an existing downtrend. Entry and Exit Considerations: Entry: Consider entering a trade on the candle where the signal appears, or on the subsequent candle for confirmation. Stop Loss: For a long trade, a logical stop-loss could be placed below the lowest point of the divergence, or below the VAL/POC if the signal occurred near it. For a short trade, above the highest point of the divergence or VAH/POC. Take Profit: Targets could be set at the opposite Volume Profile level, previous swing highs/lows, or using a fixed risk-reward ratio. Example Trading Scenario: Long Trade: You see a green triangle (bullish divergence) printed on the chart. You notice the price is currently at the VAL (orange line). You check the blue SMA line and confirm that the price is above it (uptrend). This confluence of factors (bullish divergence, support at VAL, and uptrend) provides a strong potential long entry signal. You might enter, place your stop loss just below VAL, and target VAH or the next resistance level. Short Trade: You see a red triangle (bearish divergence). The price is at the VAH (orange line). The price is also below the blue SMA line (downtrend). This suggests a potential short entry. You might enter, place your stop loss just above VAH, and target VAL or the next support level.
Pine Script®指标
由Makadave提供
1
Realtime Delta Volume Action [LucF]█  OVERVIEW This indicator displays on-chart, realtime, delta volume​ and delta ticks information for each bar. It aims to provide traders who trade price action on small timeframes with volume​ and tick information gathered as updates come in the chart's feed. It builds its own candles, which are optimized to display volume​ delta information. It only works in realtime. █  WARNING This script is intended for traders who can already profitably trade discretionary on small timeframes. The high cost in fees and the excitement of trading at small timeframes have ruined many newcomers to trading. While trading at small timeframes can work magic for adrenaline junkies in search of thrills rather than profits, I DO NOT recommend it to most traders. Only seasoned discretionary traders able to factor in the relatively high cost of such a trading practice can ever hope to take money out of markets in that type of environment, and I would venture​ they account for an infinitesimal percentage of traders. If you are a newcomer to trading, AVOID THIS TOOL AT ALL COSTS — unless you are interested in experimenting with the interpretation of volume​ delta combined with price action. No tool currently available on TradingView provides this type of close monitoring of volume​ delta information, but if you are not already trading small timeframes profitably, please do not let yourself become convinced that it is the missing piece you needed. Avoid becoming a sucker who only contributes by providing liquidity to markets. The information calculated by the indicator cannot be saved on charts, nor can it be recalculated from historical bars. If you refresh the chart or restart the script, the accumulated information will be lost. █  FEATURES Key values The script displays the following key values:  • Above the bar: ticks delta​ (DT​), the total ticks​ for the bar, the percentage of total ticks that DT​ represents (DT%)  • Below the bar: volume delta​ (DV​), the total volume​ for the bar, the percentage of total volume​ that DV​ represents (DV%). Candles Candles are composed of four components:  1. A top shaped like this: ┴, and a bottom shaped like this: ┬ (picture a normal Japanese candle without a body outline; the values used are the same).  2. The candle bodies are filled with the bull/bear color representing the polarity of DV​. The intensity of the body's color is determined by the DV% value.    When DV% is 100, the intensity of the fill is brightest. This plays well in interpreting the body colors, as the smaller, less significant DV% values will produce less vivid colors.  3. The bright-colored borders of the candle bodies occur on "strong bars", i.e., bars meeting the criteria selected in the script's inputs, which you can configure.  4. The POC line is a small horizontal line that appears to the left of the candle. It is the volume-weighted average of all price updates during the bar. Calculations This script monitors each realtime update of the chart's feed. It first determines if price has moved up or down since the last update. The polarity of the price change, in turn, determines the polarity of the volume​​ and tick for that specific update. If price does not move between consecutive updates, then the last known polarity is used. Using this method, we can calculate a running volume​ delta and ticks delta for the bar, which becomes the bar's final​ delta values when the bar closes (you can inspect values of elapsed realtime bars in the Data Window or the indicator's values). Note that these values will all reset if the script re-executes because of a change in inputs or a chart refresh. While this method of calculating is not perfect, it is by far the most precise way of calculating volume​ delta available on TradingView at the moment. Calculating more precise results would require scripts to have access to tick data from any chart timeframe. Charts at seconds timeframes do use exchange/broker ticks when the feeds you are using allow for it, and this indicator will run on them, but tick data is not yet available from higher timeframes. Also, note that the method used in this script is far superior to the intrabar inspection technique used on historical bars in my other "Delta Volume​" indicators. This is because volume​ and ticks delta here are calculated from many more realtime updates than the available intrabars in history. Unfortunately, the calculation method used here cannot be used on historical bars, where intrabar inspection remains, in my opinion, the optimal method. Inputs The script's inputs provide many ways to personalize all the components: what is displayed, the colors used to display the information, and the marker conditions. Tooltips provide details for many of the inputs; I leave their exploration to you. Markers Markers provide a way for you to identify the points of interest of your choice on the chart. You control the set of conditions that trigger each of the five available markers. You select conditions by entering, in the field for each marker, the number of each condition you want to include, separated by a comma. The conditions are:   1 —  The bar's polarity is up/dn​.   2 —  `close` rises/falls ("rises" means it is higher than its value on the previous bar).   3 —  DV's polarity is +/–.   4 —  DV% rises (↕).   5 —  POC rises/falls.   6 —  The quantity of realtime updates rises (↕).   7 —  DV​ > limit (You specify the limit in the inputs. Since DV​ can be +/–, DV– must be less than `–limit` for a short marker).   8 —  DV% > limit (↕).   9 —  DV+ rises for a long marker, DV– falls for a short.  10 —  Consecutive DV+/DV– on two bars.  11 —  Total volume rises (↕).  12 —  DT's polarity is +/–.  13 —  DT% rises (↕).  14 —  DT+ rises for a long marker, DT– falls for a short. Conditions showing the (↕) symbol do not have symmetrical states; they act more like filters. If you only include condition 4 in a marker's setup, for example, both long and short markers will trigger on bars where DV% rises. To trigger only long or short markers, you must add a condition providing directional differentiation, such as conditions 1 or 2. Accordingly, you would enter "1,4" or "2,4". For a marker to trigger, ALL the conditions you specified for it must be met. Long markers appear on the chart as "Mx▲" signs under the values displayed below candles. Short markers display "Mx▼" over the number of updates displayed above candles. The marker's number will replace the "x" in "Mx▲". The script loads with five markers that will not trigger because no conditions are associated with them. To activate markers, you will need to select and enter the set of conditions you require for each one. Alerts You can configure alerts on this script. They will trigger whenever one of the configured markers triggers. Alerts do not repaint, so they trigger at the bar's close—which is also when the markers will appear. █  HOW TO USE IT As a rule, I do not prescribe expected use of my indicators, as traders have proved to be much more creative than me in using them. Additionally, I tend to think that if you expect detailed recommendations from me to be able to use my indicators, it's a sign you are in a precarious situation and should go back to the drawing board and master the necessary basics that will allow you to explore and decide for yourself if my indicators can be useful to you, and how you will use them. I will make an exception for this thing, as it presents fairly novel information. I will use simple logic to surmise potential uses, as contrary to most of my other indicators, I have NOT used this one to actually trade. Markets have a way of throwing wrenches in our seemingly bullet-proof rationalizing, so drive cautiously and please forgive me if the pointers I share here don't pan out. The first thing to do is to disable your normal bars. You can do this by clicking on the eye icon that appears when you hover over the symbol's name in the upper-left corner of your chart. The absolute value and polarity of DV​ mean little without perspective; that's why I include both total volume​ for the bar and the percentage that DV​ represents of that total volume​. I interpret a low DV% value as indecision. If you share that opinion, you could, let's say, configure one of the markers on "DV% > 80%", for example (to do so you would enter "8" in the condition field of any marker, and "80" in the limit field for condition 8, below the marker conditions). I also like to analyze price action on the bar with DV%. Small DV% values should often produce small candle bodies. If a small DV% value occurs on a bar with much movement and high volume​, I'm thinking "tough battle with potential explosive power when one side wins". Conversely, large bodies with high DV% mean that large volume​ is breaching through multiple levels, or that nobody is suddenly willing to take the other side of a normal volume of trades. I find the POC lines really interesting. First, they tell us the price point where the most significant action (taking into account both price occurrences AND volume​) during the bar occurred. Second, they can be useful when compared against past values. Third, their color helps us in figuring out which ones are the most significant. Unsurprisingly, bunches of orange POCs tend to appear in consolidation zones, in pauses, and before reversals. It may be useful to often focus more on POC progression than on `close` values. This is not to say that OHLC values are not useful; looking, as is customary, for higher highs or lower lows, or for repeated tests of precise levels can of course still be useful. I do like how POCs add another dimension to chart readings. What should you do with the ticks delta above bars? Old-time ticker tape readers paid attention to the sounds coming from it (the "ticker" moniker actually comes from the sound they made). They knew activity was picking up when the frequency of the "ticks" increased. My thinking is that the total number of ticks will help you in the same way, since increasing updates usually mean growing interest—and thus perhaps price movement, as increasing volatility​ or volume​ would lead us to surmise. Ticks delta can help you figure out when proportionally large, random orders come in from traders with other perspectives than the short-term price action you are typically working with when you use this tool. Just as volume delta, ticks delta are one more informational component that can help you confirm convergence when building your opinions on price action. What are strong bars? They are an attempt to identify significance. They are like a default marker, except that instead of displaying "Mx▲/▼" below/above the bar, the candle's body is outlined in bright​ bull/bear color when one is detected. Strong bars require a respectable amount of conditions to be met (you can see and re-configure them in the inputs). Think of them as pushes rather than indications of an upcoming, strong and multi-bar move. Pushes do, for sure, often occur at the beginning of strong trends. You will often see a few strong bars occur at 2-3 bar intervals at the beginning or middle of trends. But they also tend to occur at tops/bottoms, which makes their interpretation problematic. Another pattern that you will see quite frequently is a final strong bar in the direction of the trend, followed a few bars later by another strong bar in the reverse direction. My summary analyses seemed to indicate these were perhaps good points where one could make a bet on an early, risky reversal entry. The last piece of information displayed by the indicator is the color of the candle bodies. Three possible colors are used. Bull/bear is determined by the polarity of DV​, but only when the bar's polarity matches that of DV​. When it doesn't, the color is the divergence color (orange, by default). Whichever color is used for the body, its intensity is determined by the DV% value. Maximum intensity occurs when DV%=100, so the more significant DV% values generate more noticeable colors. Body colors can be useful when looking to confirm the convergence of other components. The visual effect this creates hopefully makes it easier to detect patterns on the chart. One obvious methodology that comes to mind to trade with this tool would be to use another indicator like Technical Ratings at a higher timeframe to identify the larger context's trend, and then use this tool to identify entries for short-term trades in that direction. █  NOTES AND RAMBLINGS Instant Calculations This indicator uses instant values calculated on the bar only. No moving averages or calculations involving historical periods are used. The only exception to this rule is in some of the marker conditions like "Two consecutive DV+ values", where information from the previous bar is used. Trading Small vs Long Timeframes I never trade discretionary at the 5sec–5min timeframes this indicator was designed to be used with; I trade discretionary at 1D, 1W and 1M timeframes, and let systems trade at smaller timeframes. The higher the timeframe you trade at, the fewer fees you will pay because you trade less and are not churning trading volume​, as is inevitable at smaller timeframes. Trading at higher timeframes is also a good way to gain an instant edge on most of the trading crowd that has its nose to the ground and often tends to forget the big picture. It also makes for a much less demanding trading practice, where you have lots of time to research and build your long-term opinions on potential future outcomes. While the future is always uncertain, I believe trades riding on long-term trends have stronger underlying support from the reality outside markets. To traders who will ask why I publish an indicator designed for small timeframes, let me say that my main purpose here is to showcase what can be done with Pine. I often see comments by coders who are obviously not aware of what Pine is capable of in 2021. Since its humble beginnings seven years ago, Pine has grown and become a serious programming language. TradingView's growing popularity and its ongoing commitment to keep Pine accessible to newcomers to programming is gradually making Pine more and more of a standard in indicator and strategy programming. The technical barriers to entry for traders interested in owning their trading practice by developing their personal tools to trade have never been so low. I am also publishing this script because I value volume​ delta information, and I present here what I think is an original way of analyzing it. Performance The script puts a heavy load on the Pine runtime and the charting engine. After running the script for a while, you will often notice your chart becoming less responsive, and your chart tab can take longer to activate when you go back to it after using other tabs. That is the reason I encourage you to set the number of historical values displayed on bars to the minimum that meets your needs. When your chart becomes less responsive because the script has been running on it for many hours, refreshing the browser tab will restart everything and bring the chart's speed back up. You will then lose the information displayed on elapsed bars. Neutral Volume This script represents a departure from the way I have previously calculated volume​ delta in my scripts. I used the notion of "neutral volume" when inspecting intrabar timeframes, for bars where price did not move. No longer. While this had little impact​ when using intrabar inspection because the minimum usable timeframe was 1min (where bars with zero movement are relatively infrequent), a more precise way was required to handle realtime updates, where multiple consecutive prices often have the same value. This will usually happen whenever orders are unable to move across the bid/ask levels, either because of slow action or because a large-volume​ bid/ask level is taking time to breach. In either case, the proper way to calculate the polarity of volume​ delta for those updates is to use the last known polarity, which is how I calculate now. The Order Book Without access to the order book's levels (the depth of market), we are limited to analyzing transactions that come in the TradingView feed for the chart. That does not mean the volume​ delta information calculated this way is irrelevant; on the contrary, much of the information calculated here is not available in trading consoles supplied by exchanges/brokers. Yet it's important to realize that without access to the order book, you are forfeiting the valuable information that can be gleaned from it. The order book's levels are always in movement, of course, and some of the information they contain is mere posturing, i.e., attempts to influence the behavior of other players in the market by traders/systems who will often remove their orders when price comes near their order levels. Nonetheless, the order book is an essential tool for serious traders operating at intraday timeframes. It can be used to time entries/exits, to explain the causes of particular price movements, to determine optimal stop levels, to get to know the traders/systems you are betting against (they tend to exhibit behavioral patterns only recognizable through the order book), etc. This tool in no way makes the order book less useful; I encourage all intraday traders to become familiar with it and avoid trading without one.
Pine Script®指标
由LucF提供
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