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BK AK-2 POC🦁👑 BK AK-2 POC — THE LEDGER. THE COURT. THE RECEIPTS. 👑🦁 All glory to Gd — the only true source of wisdom, restraint, and right timing. AK is honor — my mentor’s standard: clarity, patience, no shortcuts, no gambling. Update / Record: A previous version of this publication was hidden by PineCoders moderation due to insufficient description. This republish includes a fully self-contained explanation of what the script does, how it works, and how to use it. 1) What this script does (outputs) BK AK-2 POC plots Volume Profile levels for New York RTH (and optional anchored profiles) so you can track current value, prior value, and event-based value. RTH (current session): POC (Point of Control): highest-volume price level (session “gravity”) VAH / VAL (Value Area High/Low): boundaries of accepted trade (Value Area % input) Prior RTH (previous session): Prior POC + VAH/VAL Optional Prior High / Prior Low Anchored Profile (optional): Anchored POC + VAH/VAL Anchor types: Time, Last Pivot Low, Last Pivot High Optional anchor time marker Extras: Optional histogram (Total or Delta Split) Labels in Text / Icons / Compact with optional price + distance readouts Optional “Open Anchored POC” and “Swing/Channel POC” overlays (toggleable) 2) How it works (calculation method) This script builds a profile by: Taking the price range over the selected window and dividing it into Bins. Distributing each bar’s volume into the bins that overlap that bar’s range If range is tiny, volume is attributed near the close (fallback behavior) Selecting POC as the bin with maximum total volume Building Value Area by expanding outward from POC until Value Area % is reached. Histogram mode: Total = total volume per bin Delta Split = splits volume into buy/sell using candle direction (close ≥ open = buy, else sell) for a consistent approximation. 3) Data source options (Chart vs Lower TF) You can build the profile from: Chart volume (simpler / faster), or Lower TF volume (higher fidelity): pulls lower timeframe candles using request.security_lower_tf, stores them internally, and uses them to distribute volume more accurately across bins. This matters because a single HTF candle can hide a lot of internal structure—Lower TF reduces that “blocky” profile effect. Performance controls: lookback tiers, max bars, bins, and max LTF candles are included to prevent overload. 4) How to use it (practical rules) This tool doesn’t predict. It shows where business proved acceptance. Inside Value (VA): balance / rotation conditions mean/POC acts like gravity fade extremes carefully, manage risk, don’t chase Outside Value: acceptance vs rejection test hold outside VA = acceptance (new regime) fail back inside VA = rejection (often leads back toward value) POC is not a buy/sell signal — it’s the highest agreement price. Use it to judge whether continuation is real or just noise. Anchored profiles are for “new agreement” zones (after events/turns). Prior session levels act like “contracts” — revisits are tests. 5) What’s original about this script (why it’s not a clone) Compared to typical session POC/VA scripts, BK AK-2 POC adds: Dual profile system: RTH session + optional Anchored profile in one tool Multiple anchor types: exact time anchor + pivot-based anchors Lower-TF volume engine with internal storage and safety caps for stability RTH Open anchored POC option (separately toggleable) Swing/Channel POC (last N swings) for structure-based “chapter” profiling Label system (icons/compact/text) with optional distance readouts Line clutter control (left cutoff) to keep charts readable 6) Limitations (honest constraints) This is bar-based volume distribution across candle ranges (not tick-by-tick order flow). Delta split is an approximation using candle direction; it’s meant for consistency, not perfect bid/ask classification. Lower TF mode can be heavier; use bins/lookback responsibly. 👑 Joseph’s Lens — Pit → Prison → Viceroy (Dreams Turned Into Governance) Joseph didn’t become viceroy because he “called direction.” He became viceroy because he did something rarer: he translated revelation into an operating system. Pharaoh had the dream. Joseph delivered the edge: interpretation + structure + timing. He didn’t stop at “what will happen.” He immediately moved to what must be built so the nation survives it: storehouses, measurements, release protocol, and discipline under pressure. That’s why authority was placed on him — because he could govern reality, not react to it. Joseph’s Viceroy Blueprint is exactly what this indicator enforces: The Dream = the market’s story. The Ledger = the market’s proof. You don’t trade candles. You trade where business proved acceptance. Storehouses = where the grain actually accumulates (POC). POC is where the crowd paid rent — undeniable commitment. Granary walls = boundaries separating order from panic (VAH/VAL). Inside value is order; outside value is regime-change territory where acceptance/rejection decides outcomes. The ring = permission to execute, not permission to improvise. Joseph released grain on timing, not emotion. Same here: acceptance grants permission; rejection demands stand-down. Viceroy mindset: second in rank, first in discipline. Measure first. Act only when the record is established. ZENITH: Joseph built the infrastructure that made the crisis survivable. BK AK-2 POC is that same law on-chart: value is the inventory, POC is the storehouse, VA is the boundary, and execution only happens when proof grants permission. 🙏 Respect Respect to AK — the standard behind the discipline. All glory to Gd — the source of wisdom and endurance. 🦁👑 BK AK-2 POC — mapped like a viceroy… executed like a lion. 👑🦁
Pine Script®指标
由Ki11a_B提供
Consolidation Value Zones (Recio)Consolidation Value Zones introduces an original algorithm to identify consolidation ranges and locate areas of importance within them. This new method "looks" at the chart and draws zones based on price with the goal of producing actionable zones which appear natural, as if they were found through a human analysis. > Consider the following... The chart image above displays Bitcoin, at no specific date, for no specific reason. What I have done here is simply glanced at the chart for about 5 seconds, and circled a few areas which stood out as "obvious" consolidation. It does not take a savant to look at a chart and circle ranging price. However, what we have just done defies many common systems for identifying consolidation. We have located ranges of various zone lengths, as small as roughly 25 bars to as large as roughly 100 bars. Regardless of this, we still determined these zones with our eyes and brain in a few seconds, for some it's practically instant. The issue with us humans doing this, is that we are subjective. We did not really use any concrete rules to determine these areas with our eyes. So the problem becomes "How do we identify these zones in a way which seems natural to us with a repeatable system?" Because of this, my approach is simply a logical attempt to reverse engineer our human intuition. > Consolidation Value Zones The name of this indicator is generic. To dissect it, we are identifying consolidation ranges, then using a volume profile to determine the value zone within that range. The specific method used to identify these consolidation zones is something I've personally been referring to as the "skewer" method. Another name that may fit better is "Linear Range Alignment/Overlap". Ultimately, the goal is to locate a single price level or range that overlaps many adjacent bars. This should, in theory, return areas of visually obvious consolidation. > The Skewer Method (Identification Method & Bar Gap Allowances) One consistent concept across the different identification methods for determining consolidation is time. How long do we chop around before calling it consolidation? This is the "Identification Threshold". Once we have located a consolidation zone "this" wide, we will then consider it as consolidation. In the chart image above, we are considering a six-bar consolidation formation. The figure on the left shows an example of a perfect raw bar overlap, we can see that the six bars all overlap at one price range. This is a perfect example of what we are looking to identify as consolidation. Unfortunately, if this was all we looked at, we would have a very scarce identification method. For that reason, we have the example on the right, which shows the additional allowances for the identification of these ranges. At most, the example on the right shows a gapless three-bar overlap. However, if we allow the identification to bridge across the gaps, we are able to draw a zone directly through the center and still be within our parameters. This allowance is the "Bar Gap Allowance" and will determine the leniency of the identification. Between our identification threshold and bar gap allowance, we can start to piece together how the script is "looking" at our chart. > Detecting Consolidation (Live Detection) To aid in transparency and user understanding, the live detection calculation can be seen on the chart as a box, skewering the recent historical bars with a number next to it, indicating the number of bars found as potential consolidation. As we can see in the chart image above, the script, by default, is looking for a 15-bar consolidation, with a 5-bar gap allowance. In the image, the specific gap count is labeled, we can see the script scan backwards as far as it can before counting five gaps in the data. Once that occurs, the detection stops. Notice how the zone found is a range, consisting of all price levels which meet the parameters. The lower level of the range only had two gaps, but the upper level reached five. > Consolidation Range and Value Zones (Volume Profiles) Once the script has identified the consolidation formation, it calculates a volume profile across the identified consolidation range. From this it calculates and draws the Point of Control (POC) and Value Area in addition to the full consolidation range. Once we have our zones drawn, and understand what they identify, we can go one step further and apply concepts from volume profile trading. Range High/Low: Displays the current extent of the identified consolidation. Value High/Low: Shows the specific area within the consolidation where buyers and sellers found the most value. POC: The single point, where the most volume was transacted during consolidation. In a balanced market, we would anticipate price to rotate around POC, oscillating from Value High (VAH) to Value Low (VAL). In contrast, a market in motion moves directionally, building volume at new price levels as value, naturally the POC shifts with it. > Zone Extensions Unlike many other scripts, there is no mitigation logic at play here, since crossing a zone simply tells us "buyers and sellers are not currently active here", but it does not guarantee that value cannot return or react from previous areas of value. Obviously the current zone will always be most relevant, but historical zones can retain relevance depending on the context of the market. Remember: Each area of consolidation is an area where buyers and sellers were once facing off, resulting in price's consolidation. Amidst this, the value zone was the area of greatest agreement between the participants at that time. When moving outside of a range, we would typically look at historical value areas and price's interaction with them for further context. Due to the ever changing market, there is no fixed extension lookback that will cover every scenario. By default, the Extension Lookback is "1", meaning the script will extend the most recent zone forward until a new zone is detected. Note: For clarity, zone extensions are colored differently from core zones. The following chart image shows a few examples of these unique interactions. As seen in the chart image, looking to previous areas of value as well as POC can provide context in the form of acceptance or rejection at these levels, providing further insight into the auction for us to respond to. The zones do contain logic to maintain a clean display. By default, the zones extend conditionally when price returns to the previous consolidation range. If desired, the zones can be extended regardless of price action; this can be toggled with the option "Regardless Extension Mode", as seen below. > Hollow Candles & Zone Merging When consolidation is identified, a hollow candle is drawn; these can be used to see exactly when each zone is identified. It is important to understand that consolidation zones stemming from the same origin are merged into one zone. This is a frequent occurrence when the consolidation threshold is passed, but the consolidation continues. For this reason you will often see multiple hollow candles in the later areas of the zones. Similarly, zones from different origin points that overlap are also merged into one consolidation zone. This ensures that no core zones overlap. Additionally, every time a zone is merged, a new volume profile for the area is calculated. > Bar Gap Allowance Type (Technical Explanation) The specific bar gap allowance value can be altered, but so can the type of allowance being used. While some analyses may benefit from counting the total amount of bar gaps within the consolidation, others may benefit from detecting based on consecutive bar gaps. The chart image above displays the gap counts for each gap allowance type. The total bar gap allowance type will count until the gap amount is reached, then terminate detection once the allowed number of gaps has been exceeded. The consecutive bar gap allowance type resets its count once it finds a valid bar within range, by doing so, it only counts the bars that separate each island of in-range bars. Both methods have merit. > Implementation This identification method has proven effective to identify consolidation across market types. As a result, there cannot be one configuration of settings to fit every application. Adapting the detection type and method for each trader's specific market conditions is highly recommended. When determining parameters, it is helpful to consider time, as it plays a major role in the identification method. On a 1D chart, the default threshold of 15 corresponds to 15 days, or about 3 weeks depending on the ticker. To identify periods of one-week consolidation, a threshold of 5 would be suitable. To detect perfect gapless weeks, a bar gap allowance of 0 could be used, as seen in the chart image below. Additional Example: In the chart image above, we see a 15-second forex chart over the span of a few hours. The detection parameters are set up to detect 15-minute consolidation with a 2-minute max dead zone (consecutive bar gap). > Detection Source By default, the script detects consolidation ranges using the full extent of candle wicks. While this is traditional, detection can also be done using only the candle bodies. These identifications are much more nuanced, detecting only from confirmed candle price action; they do not trigger at the same frequency as wick detection. Optionally, a "Wick/Body Average" can be chosen as the source for detection; as the name implies, this uses the average value between the candle body and its respective wick. > Additional Settings The settings mentioned thus far serve as core parameters for identifying consolidation. The following parameters are simply included for the benefit of the advanced user. It is not recommended to adjust these settings under normal circumstances. - Value Area Percent: Default = 68.26, while traditionally 70 for volume profiles, 68.26 is accurate to the values of a standard bell-curve distribution. The differences are minimal in application. - VP Rows: Default = 99, Sets the number of rows to be used when calculating the Volume Profiles (VP); note that higher values will lead to a slower calculation. Max value: 999 > Final Notes If you have made it this far, thank you for reading. I hope you find value in this new consolidation identification system and understand the logic behind it. That's it.
Pine Script®指标付费脚本
由SamRecio提供
1
Fair Value Gap Profiles [AlgoAlpha]🟠 OVERVIEW This script draws and manages Fair Value Gap (FVG) zones by detecting unfilled gaps in price action and then augmenting them with intra-gap volume profiles from a lower timeframe. It is designed to help traders find potential areas where price may return to fill liquidity voids, and to provide extra detail about volume distribution inside each gap to assess strength and likely mitigation. The script automatically tracks each gap, updates its state over time, and can show which gaps are still unfilled or have been mitigated. 🟠 CONCEPTS A Fair Value Gap is a zone between candles where no trades occurred, often seen as an inefficiency that price later revisits. The script checks each bar to see if a bullish (low above 2-bars-ago high) or bearish (high below 2-bars-ago low) gap has formed, and measures whether the gap’s size exceeds a threshold defined by a volatility-adjusted multiplier of past gap widths (to only detect significantly large gaps). Once a qualified gap is found, it gets recorded and visualized with a box that can stretch forward in time until filled. To add more context, a mini volume profile is built from a lower timeframe’s price and volume data, showing how volume is distributed inside the gap. The lowest-volume subzone is also highlighted using a sliding window scan method to visualise the true gap (area with least trading activity) 🟠 FEATURES Visual gap boxes that appear automatically when bullish or bearish fair value gaps are detected on the chart. Color-coded zones showing bullish gaps in one color and bearish gaps in another so you can easily see which side the gap favors. Volume profile histograms plotted inside each gap using data from a lower timeframe, helping you see where volume concentrated inside the gap area. Highlight of the lowest-volume subzone within each gap so you can spot areas price may target when filling the gap. Dynamic extension of the gap boxes across the chart until price comes back and fills them, marking them as mitigated. Customizable colors and transparency settings for gap boxes, profiles, and low-volume highlights to match your chart style. Alerts that notify you when a new gap is created or when price fills an existing gap. 🟠 USAGE This indicator helps you find and track unfilled price gaps that often act as magnets for price to revisit. You can use it to spot areas where liquidity may rest and plan entries or exits around these zones. The colored gap boxes show you exactly where a fair value gap starts and ends, so you can anticipate potential pullbacks or continuations when price approaches them. The intra-gap volume profile lets you gauge whether the gap was created on strong or thin participation, which can help judge how likely it is to be filled. The highlighted lowest-volume subzone shows where price might accelerate once inside the gap. Traders often look for entries when price returns to a gap, aiming for a reaction or reversal in that area. You can also combine the mitigation alerts with your trade management to track when gaps have been closed and adjust your bias accordingly. Overall, the tool gives a clear visual reference for imbalance zones that can help structure trades around supply and demand dynamics.
Pine Script®指标
由AlgoAlpha提供
10
TPO[Fixed Range, Anchored, Bars Back]TPO Bars Back, Fixed Range and Anchored Overview The TPO Profile (Time Price Opportunity Profile) is a powerful market profile indicator that displays the amount of time price spent at different levels during a specified period. Unlike traditional volume profile indicators that show volume distribution, TPO Profile shows time distribution , providing insights into where price has spent the most time and identifying key support and resistance levels. Key Advantages Over TradingView's Built-in TPO Simplified Composite Creation : Automatically creates TPO profiles for any time range without manual split/merge operations Instant Value Area Calculation : Immediately shows Value Area, POC, VAH, and VAL for your selected period No Manual Assembly Required : TradingView's native TPO requires you to manually split sessions and merge them to create composites - this indicator does it automatically Flexible Time Ranges : Create composites for any custom time period (multiple days, weeks, specific events) with a few clicks Real-time Composite Updates : Anchor mode creates live composites that update as new data arrives Multiple Composite Analysis : Easily compare different time periods without the tedious manual process Key Features Core Functionality Time-Based Analysis : Shows time spent at each price level rather than volume Configurable Time Blocks : Use any timeframe for TPO counting (30min, 1H, 4H, etc.) Multiple Price Levels : Adjustable from 5 to 200 levels for granular analysis Point of Control (POC) : Automatically identifies the price level with highest time activity Value Area Calculation : Shows the price range containing 70% (configurable) of time activity Automatic Composite Generation : Creates multi-session composites without manual intervention Three Operating Modes 1. Bars Back Mode Analyzes the last N bars from the current bar Perfect for recent market activity analysis Range: 10-500 bars Use Case : Intraday analysis, recent session review 2. Fixed Range Mode Analyzes a specific time period between start and end times Ideal for historical analysis of specific events Creates perfect composites for multi-day periods Use Case : Earnings periods, news events, specific trading sessions, weekly/monthly composites 3. Anchor Mode (NEW) Starts from a specific time and extends to the current bar Dynamically updates as new bars form Perfect for building live composites from any starting point Use Case : Live session monitoring, event-based analysis from a specific point, growing composites Visual Elements TPO Bars Horizontal bars showing time distribution at each price level Longer bars = more time spent at that level Color-coded to distinguish Value Area from outlying levels Point of Control (POC) Red line marking the price level with highest time activity Most significant support/resistance level Configurable line style (Solid/Dashed/Dotted) and width Value Area High/Low (VAH/VAL) Green and Orange lines marking the boundaries of the Value Area Shows the price range containing the specified percentage of time activity Optional display with customizable line styles Single Print Detection Identifies price levels touched by only one time block Display options: Lines or Boxes Purple color highlighting these significant levels Often act as strong support/resistance in future trading Customization Options Time Block Configuration Block Time : Choose timeframe for TPO counting (30min, 1H, 4H, etc.) Allows analysis at different time granularities Higher timeframes = broader perspective, Lower timeframes = finer detail Visual Styling Line Styles : Solid, Dashed, or Dotted for all line elements Line Widths : 1-5 pixels for POC, VAH, and VAL lines Colors : Fully customizable colors for all elements Transparency : Adjustable transparency for better chart readability Label Management Show/Hide Labels : Toggle POC, VAH, VAL labels Font Sizes : Tiny, Small, Normal, Large, Huge Label Positioning : 8 different position options relative to lines Offset Controls : Fine-tune label positioning Line Extension Level Offset Right : Controls how far lines extend Smart extension logic: Value ≤ 0: Infinite extension (extend.right) Value ≥ 1: Extends exactly N bars ahead Trading Applications Support & Resistance POC often acts as strong support/resistance Value Area boundaries provide key levels Single prints frequently become significant levels Market Structure Analysis Identify areas of price acceptance (thick TPO bars) Spot areas of price rejection (thin TPO bars) Understand where market participants are comfortable trading Composite Profile Analysis Create multi-day, weekly, or monthly composites instantly Compare different composite periods without manual work Analyze longer-term price acceptance levels Build composites around specific events or announcements Session Analysis Monitor intraday session development in real-time Compare different sessions (London, New York, Asia) Track how profiles change throughout the trading day Build live composites across multiple sessions Event Analysis Use Fixed Range mode for earnings, news events Use Anchor mode to track price development from specific events Compare pre/post event price acceptance levels Create event-based composites automatically Input Parameters Mode Selection Mode : Bars Back | Fixed Range | Anchor Bars Back : Number of bars to analyze (10-500) Start Time : Beginning time for Fixed Range and Anchor modes End Time : Ending time for Fixed Range mode only Analysis Configuration Block Time : Timeframe for TPO blocks (e.g., "30" for 30-minute blocks) TPO Levels : Number of price levels (5-200) Value Area % : Percentage for Value Area calculation (50-95%) Display Options Show POC : Display Point of Control line Show Value Area : Display Value Area box Show VAH/VAL Lines : Display Value Area boundary lines Show Single Prints : Display single print detection Single Print Style : Lines or Boxes Styling Controls Colors : TPO, POC, Value Area, VAH, VAL, Single Print colors Line Styles : POC, VAH, VAL line styles Line Widths : POC, VAH, VAL line widths Labels : Show/hide, font size, position, offset controls Technical Details Calculation Method Divides the price range into equal levels based on TPO Levels setting For each time block, determines which price levels it crosses Adds +1 count to each crossed level Identifies POC as the level with highest count Calculates Value Area by expanding from POC until target percentage is reached Performance Considerations Historical data limited to prevent buffer overflow errors Smart bounds checking for different timeframes Optimized cleanup routines to prevent drawing object accumulation Pine Script Version Built on Pine Script v6 Uses modern Pine Script best practices Efficient array handling and drawing object management Best Practices Timeframe Selection Block Time = Chart Timeframe : Traditional TPO approach Block Time > Chart Timeframe : Smoother, broader perspective Block Time < Chart Timeframe : More granular, detailed analysis Level Count Guidelines Low levels (10-20) : Better for swing trading, major levels High levels (50-100) : Better for scalping, precise entries Very high levels (100+) : For very detailed analysis Mode Selection Bars Back : Daily analysis, recent activity Fixed Range : Historical events, specific periods, manual composites Anchor : Live monitoring, event-based analysis, growing composites Composite Creation Workflow Select Fixed Range or Anchor mode Set your desired start time (and end time for Fixed Range) Adjust TPO Levels for desired granularity Enable VAH/VAL lines to see Value Area boundaries The composite profile generates automatically with all key levels This indicator eliminates the tedious manual process of creating composite TPO profiles in TradingView. Instead of splitting sessions and manually merging them, you get instant composite analysis with automatic Value Area calculation, POC identification, and single print detection. The combination of time-based analysis, multiple operating modes, and extensive customization options makes it a powerful tool for understanding market structure and price acceptance levels across any time period.
Pine Script®指标
由mindyourbuisness提供
32
Market Core [BigBeluga]MARKET CORE Toolkit The BigBeluga Market Core Toolkit is a comprehensive suite of advanced trading indicators designed to provide traders with a holistic view of market dynamics, structure, and potential opportunities. In an ever-evolving market, relying on a single indicator can leave traders vulnerable to gaps in their analysis. The BigBeluga Market Core Toolkit addresses this challenge by integrating a range of complementary indicators that work synergistically to reveal the full picture. From detecting key support and resistance levels to identifying market structure shifts, volume imbalances, inefficiencies or analysis of money flow, this toolkit covers every aspect of market behavior. ⬤ Order Blocks BigBeluga Order Blocks revolutionize the way traders visualize potential areas of significant market activity. Unlike traditional order block indicators that often result in cluttered, noisy charts, these Order Blocks are designed for clarity and effectiveness. They simulate and predict where large areas of market orders may rest by analyzing volume and volatility, providing excellent support or resistance areas. The blocks offer cleaner chart presentation with reasonable distribution, volume ratio visualization within each block, and categorization into Strong, High and Balanced blocks. Additionally, a third line has been introduced to rank order blocks by volume using a modified percent rank method for more precise ranking. This ranking system uses percentile ranks, a concept commonly used in standardized tests. In the context of order blocks, the percentile rank of a particular order block's volume is interpreted as the percentage of the order blocks strength. This method provides a more nuanced and statistically robust way of comparing and prioritizing order blocks. Key features: Cleaner chart presentation with reasonable distribution of blocks Volume ratio visualization within each block (bullish vs bearish) Categorization into High and Balanced blocks for easy identification of significant levels Relative volume percentage and volume delta display Advanced ranking system using modified percent rank method for volume comparison These Order Blocks help traders: Forecast excellent support or resistance areas Gain insight into the balance of the market at specific levels Identify significant market levels at a glance Visualize market imbalances through volume delta Prioritize order blocks based on their relative volume importance Make more informed decisions about potential entry and exit points ⬤ Beluga Profile The Beluga Profile is a revolutionary market analysis tool that transforms complex market data into a clear, intuitive visual narrative. At its core, it combines a Dual-Profile Analysis, merging Delta Volume Profile with Money Flow Profile to give traders a comprehensive view of market dynamics. The percentage scale on the left side aren't just numbers; they represent the Levels Strength Percentage, a crucial ranking system that immediately draws your attention to the most significant price zones. Complementing this, a heat map overlay brings these strength levels to life, offering an instant, color-coded representation of where the market's most influential areas lie. To the right, a detailed breakdown of volume and money flow for each level provides the hard data behind the visual cues. This granular information allows you to dive deep into the market's structure, understanding not just where the significant levels are, but why they matter. Below the main chart, the Delta Volume Bar serves as a foundation, showing the average delta of the volume profile. This bar is more than just a measure of volume – it's a window into the underlying forces driving price movement. Just above this bar, a macro trend indicator in the form of an arrow offers a quick, clear signal of the overall market direction based on these delta volume calculations. But the Beluga Profile doesn't just show you what's happening – it helps you understand the 'why' and 'how'. The Adaptive Points of Interest feature allows you to customize your analysis, focusing on the areas that matter most to your trading strategy. You can select from various options including Money Flow, Delta+, Delta-, Volume+, and Level % (Highest), tailoring the display to your specific analytical needs. This flexibility ensures you can focus on the most relevant data for your trading style. Real-time Active Price Tracking ensures you're always in sync with the latest market movements. All of these elements work in concert, creating a symphony of market information. They empower you to: Spot key price levels with uncanny precision Foresee potential market turns before they happen Grasp the quality and strength of price moves Adjust your strategy on the fly as market conditions shift Develop a holistic understanding of market structure and participant behavior Make informed decisions backed by a clear view of the overall market trend In essence, the Beluga Profile isn't just a tool – it's your market storyteller, translating the complex language of price, volume, and money flow into a narrative that you can understand and act upon with confidence. ⬤ Smart Money Concepts (SMC) The Smart Money Concepts component of the toolkit focuses on automatically detecting key market structures crucial in technical analysis. It identifies and visualizes Break of Structure (BOS) and Change of Character (CHOCH) patterns, helping traders spot potential trend reversals and significant market movements. This includes BOS identification when price breaks previous support or resistance and CHOCH detection for potential trend reversals, with automatic detection of both bullish and bearish patterns. The latest enhancement to this feature adds a new layer of analysis through Delta Volume Calculation. When a BOS or CHOCH is detected, the toolkit calculates the delta volume within the range from the high or low point to the break point. This analysis considers all the candles in this range and determines whether the volume is predominantly bullish, bearish, or neutral. Bullish Volume: If the delta volume is bullish, a green diamond is plotted at the high or low point, indicating potential upward momentum. Bearish Volume: If the delta volume is bearish, a red diamond is plotted, suggesting downward pressure. Neutral Volume: When the volume is neutral, a yellow diamond is displayed, indicating a balance in buying and selling forces. This visual representation of volume dynamics provides an additional layer of insight, helping traders assess the strength and direction of price movements following a structure break. You can see an example of this on the attached image, where the diamonds clearly indicate the type of volume driving the breakout. The toolkit also incorporates Fair Value Gap (FVG) Detection. Fair Value Gaps represent inefficiencies in the market, where there is an imbalance between buy and sell orders. These gaps often act as magnets for price, potentially leading to future reversals or continuations when filled. The toolkit identifies and highlights these gaps, allowing traders to recognize areas where the market may seek to rebalance. Additionally, Double Top and Bottom Pattern Detection has been integrated, identifying potential reversal points at these classic price formations. Double tops signal potential bearish reversals after a price peak, while double bottoms suggest potential bullish reversals after a price dip. These patterns can be crucial indicators for traders looking to capitalize on upcoming trend changes. Smart Money Concepts help traders: Identify potential trend reversals early with a clearer view of market structure. Recognize significant changes in market structure and volume participation. Differentiate between temporary pullbacks and genuine trend changes using volume insights (color coded diamonds). Shows Fair Value gaps which helps to identify price momentum and inefficiencies in the market. This enhancement ensures that traders can not only see structural changes but also understand the volume behind those moves, leading to more informed and confident trading decisions. ⬤ Support and Resistance Levels This powerful tool is designed to identify key price levels in the market, providing traders with a clear visual representation of potential support and resistance areas. It goes beyond simple level identification by incorporating a sophisticated ranking system and adjustable sensitivity. The grading system of levels is a unique feature that evaluates the significance of high and low points in the price action. It takes into consideration how many times the price has touched or interacted with specific levels. This means that levels which have been tested multiple times are given higher importance in the ranking. For example, a price level that has acted as support or resistance three times will be ranked higher than a level that has only been touched once. By leveraging this grading system, traders can focus on the most significant levels that have repeatedly influenced price action, potentially improving the accuracy of their trading decisions and risk management strategies. This Support and Resistance Levels indicator helps traders: Identify and prioritize potential reversal points based on their historical significance and frequency of price interaction Set more accurate entry and exit points aligned with key market levels, focusing on those with higher ranking Understand the hierarchical structure of market support and resistance, distinguishing between major and minor levels Plan stop-loss and take-profit levels with greater precision, using the ranking to gauge the strength of each level Adapt their analysis to varying market strengths and volatilities, with the ability to filter out less significant levels Recognize recurring price patterns and potential breakout levels based on the ranked historical price interactions ⬤ How to Use the Toolkit Each of these indicators, while powerful on its own, works synergistically with the others to provide a more complete picture of the market. The strength of this toolkit lies in its ability to analyze the market from multiple perspectives Combining these advanced trading indicators into a cohesive toolkit empowers traders with a comprehensive, multi-dimensional view of the market that no single indicator could provide on its own. The market's complexity demands an approach that goes beyond relying on just one aspect, such as price action, volume, or order flow. Integrating these diverse indicators creates a robust analytical framework that captures the market from multiple angles, leading to more accurate insights and better-informed decision-making. Analyze Order Blocks to identify potential support/resistance and volume imbalances Use Beluga Profile for comprehensive market structure and trend analysis Monitor SMC indicators for potential trend reversals and breakouts Utilize Support and Resistance Levels for precise entry/exit points and risk management Combine insights from all tools for a multi-dimensional view of market conditions ⬤ Customization Each component of the toolkit offers various customization options to suit different trading styles and preferences. These inputs allow traders to adjust settings to better fit their analysis needs and strategies: Order Blocks - Order Blocks : Set the amount of Order Blocks on the chart. - Color Selection : Choose the color for highlighting the order blocks on your chart. Market Structure - Sensitivity : Adjust the sensitivity for detecting market structure breaks. Higher sensitivity will detect more granular breaks, while lower sensitivity focuses on more significant movements. - Data : Enable or disable the display of market structure data. - Zigzag Option : Toggle Zigzag displays from highs and lows. S/R (Support and Resistance) - Sensitivity : Control how sensitive the tool is in detecting support and resistance levels. Lower sensitivity will highlight fewer but stronger levels, while higher sensitivity may reveal more levels. - Width % : Adjust the width of the support and resistance zones to visually emphasize their importance. - Color Selection : Choose colors for both support and resistance levels for better clarity. FVG (Fair Value Gap) - Max : Set the maximum number of fair value gaps to display. Higher values will show more gaps, while lower values will focus on the most prominent ones. - Color Selection : Customize the color for the fair value gap areas. Volume Profile - Length : Define the look-back period for the volume profile analysis. A longer length considers more historical data, while a shorter length focuses on recent data. - Levs : Choose the number of volume levels to display, allowing for more or fewer volume bars within the profile. - BG : Enable or disable background shading for the volume profile. - HeatMap : Activate or deactivate the heat map overlay for volume intensity visualization. - POC (Point of Control) : Toggle the Point of Control display and choose between different metrics, such as volume+, money flow, Delta+ and Delta-, Level % (Highesr), to base the POC on. - Color Selection : Customize the color for the Point of Control line. These customization options provide traders with the flexibility to tailor the toolkit to their specific trading strategies, enhancing their ability to identify key market signals with precision. Each component of the toolkit offers various customization options to suit different trading styles and preferences. The BigBeluga Market Core Toolkit synthesizes complex market data into clear, actionable formats, providing traders with professional-level insights. It's a comprehensive market analysis system that can give traders a significant edge in understanding market behavior and identifying high-probability trade setups. While highly effective, it's recommended to use this toolkit in conjunction with fundamental analysis and sound risk management practices for optimal trading results.
Pine Script®指标付费脚本
由BigBeluga提供
118
Supply, Demand and Equilibrium Zones, Interactive by DGTSupply, Demand and Equilibrium Zones, Interactive The law of supply and demand is a theory that explains the interaction between the sellers of an asset and the buyers for that asset. The theory defines the relationship between the price of a given asset and the willingness of traders to either buy or sell it. Generally, as price increases, traders are willing to supply more and demand less and vice versa when the price falls. Simply said, the higher the price, the lower the quantity demanded, and from the seller's perspective, the higher the price, the higher the quantity supplied Equilibrium zones are the price levels where both selling and buying trading activity is high, both sellers and buyres are interested at that price levels. More correctly, there is a great deal of activity on both the buy and sell side and the market stays at that price level for a great deal of time. Supply and demand are balanced or in equilibrium Supply and Demand Shifts may occur when institutional investors step in, a change in both price and quantity demanded from one point to another This experimental study attempts to presend Supply, Demand and Equilibrium Zones by measuring traded volume at all price levels on the market over a specified time period. Then the result is plotted as horizontal zones on the finacial isntrumnet's chart that highlights supply, demand and equilibrium zones at specific price levels It is important for supply, demand and equilibrium zones to understand that time is always a dimension on charts. The quantity demanded or supplied, found along the horizontal axis, is always measured in traded volume of the asset over a given time interval. Longer or shorter time intervals can influence the levels of supply, demand and equilibrium zones The study is made interactive, which requires the users to select two points on the chart, by simply clicking on the chart. In case the user would like to view different range then just dragging the vertical lines will be enough By increasing/decreasing values for supply and demand zones or equilibrium zones, you will either get the zones enlarged or detect supply and demand shifts or other equilibrium zones It is adviced to use this study in conjuction with a Volume Profile study, such as Volume-Profile-and-Volume-Indicator , Volume-Profile-Custom-Range , Anchored-Volume-Profile , and Price-Action-Support-Resistance , where volume profiles presents trading activities at specific price levels and Supply and Demand Zones can be treated as Value Area (they are not exact same but similar) for Volume Profiles Disclaimer: Trading success is all about following your trading strategy and the indicators should fit within your trading strategy, and not to be traded upon solely The script is for informational and educational purposes only. Use of the script does not constitutes professional and/or financial advice. You alone the sole responsibility of evaluating the script output and risks associated with the use of the script. In exchange for using the script, you agree not to hold dgtrd TradingView user liable for any possible claim for damages arising from any decision you make based on use of the script
Pine Script®指标
由dgtrd提供
262
MTF+ QuantMTF+ Quant - User Guide 📊 Overview MTF+ Quant Enhanced is a professional-grade technical indicator that combines correlation analysis with advanced market microstructure metrics. It's designed for traders who want institutional-level insights into trend strength, market regime, and order flow dynamics. 🎯 What It Measures Core Components Three Correlation Lines (Fast/Medium/Slow) Measures statistical correlation between price and time Values range from -1.0 to +1.0 Positive values = Uptrend (price rising over time) Negative values = Downtrend (price falling over time) Near zero = No clear trend / choppy market Microstructure Indicators Volume Profile (purple circles): Price deviation from volume-weighted average Order Flow Imbalance (orange stepped line): Buy vs sell pressure Autocorrelation: Measures momentum persistence Amplitude Overlay (blue line) Volume-weighted momentum indicator Shows price acceleration/deceleration Leads the correlation lines Regime Detection (background color) Green background: Low volatility regime (trending favorable) Red background: High volatility regime (caution) No color: Normal volatility Metrics Table (top right) Real-time quantitative measurements Order Flow, Vol Profile, Autocorrelation values Hurst Exponent (if enabled) Current volatility regime 📈 How to Read the Indicator Signal Zones +0.8 ═══════ EXTREME ZONE (overbought/exhaustion risk) +0.4 ─────── STRONG UPTREND ZONE +0.2 ······· SOFT UPTREND ZONE 0.0 ═══════ NEUTRAL (trend transition) -0.2 ······· SOFT DOWNTREND ZONE -0.4 ─────── STRONG DOWNTREND ZONE -0.8 ═══════ EXTREME ZONE (oversold/exhaustion risk) Line Interpretation Fast Line (tan/beige): Short-term trend (12 bars) Medium Line (cyan): Intermediate trend (24 bars) Slow Line (white): Long-term trend (36 bars) 🚀 Trading Strategies 1. Trend Following (Recommended) Entry Signals: ✅ All three lines above +0.2 and rising = Strong uptrend ✅ Fast crosses above Medium with both above zero = Buy signal ✅ Order Flow > 0.2 confirms buying pressure Exit Signals: 🛑 Fast line reaches +0.8 (extreme zone) = Take profits 🛑 Fast crosses below Medium = Exit longs 🛑 Order Flow turns negative while Fast > +0.6 = Divergence warning Example Trade: Setup: Fast (0.35) > Medium (0.28) > Slow (0.15) Order Flow: +0.25 Vol Profile: +0.18 Action: Enter long, target Fast = 0.7, stop below 0.0 2. Mean Reversion (Counter-Trend) Entry Signals: ✅ Fast > +0.8 with Order Flow < 0 = Exhaustion, short opportunity ✅ Fast < -0.8 with Order Flow > 0 = Capitulation, long opportunity ✅ Hurst Exponent < 0.45 confirms mean-reverting market Exit Signals: 🛑 Fast returns to zero line 🛑 Order Flow aligns with direction (divergence resolved) Example Trade: Setup: Fast = +0.85, Order Flow = -0.15 Autocorr: -0.3 (mean reversion mode) Action: Short, target Fast = +0.2, tight stop 3. Regime-Based Trading High Volatility Regime (red background): Reduce position size 50% Widen stops Avoid breakout trades Focus on support/resistance Low Volatility Regime (green background): Standard position sizing Trend following works best Breakouts more reliable Normal Regime (no color): Standard strategies apply 🔧 Configuration Guide For Day Trading (scalping/intraday) Fast: 8 Medium: 16 Slow: 24 Order Flow Window: 5 Vol Profile Window: 10 For Swing Trading (default - recommended) Fast: 12 Medium: 24 Slow: 36 Order Flow Window: 10 Vol Profile Window: 20 For Position Trading (long-term) Fast: 24 Medium: 50 Slow: 100 Order Flow Window: 20 Vol Profile Window: 50 📊 Advanced Features Hurst Exponent (Enable in settings) H > 0.55: Market is trending - use trend following H = 0.45-0.55: Random walk - be cautious H < 0.45: Mean reverting - use counter-trend strategies Z-Score Normalization When enabled, correlations are standardized across time periods. This helps identify truly extreme conditions vs normal volatility. ⚠️ Important Warnings Extreme zones (±0.8) are NOT automatic reversal signals Markets can stay extreme for extended periods Always confirm with Order Flow divergence Use multiple timeframes Check higher timeframe (4H/Daily) for major trend Use this indicator on your trading timeframe Volume matters Low volume signals are less reliable Order Flow needs volume to be meaningful Not a standalone system Combine with support/resistance Use proper risk management Consider market context (news, events) 🎓 Practical Examples Example 1: Perfect Bull Setup Fast: +0.45 (rising) Medium: +0.35 (rising) Slow: +0.22 (rising) Order Flow: +0.30 Vol Profile: +0.15 Amplitude: Rising Background: Green (low vol) Interpretation: Strong confirmed uptrend Action: Hold longs, add on pullbacks to +0.3 Example 2: Exhaustion Warning Fast: +0.82 (flattening) Medium: +0.65 (still rising) Slow: +0.48 (rising) Order Flow: -0.10 (negative!) Amplitude: Declining Interpretation: Buyers exhausted despite high correlation Action: Take profits, prepare for reversal Example 3: Choppy Market Fast: +0.15 → -0.10 → +0.05 (oscillating) Medium: -0.05 (near zero) Slow: +0.08 (near zero) Autocorr: -0.25 (mean reverting) Background: Red (high vol) Interpretation: No clear trend, range-bound Action: Avoid trend trades, wait for clarity
Pine Script®指标
由ONLYORDERFLOW提供
Delta Profile SpaceManBTCDelta Profile SpaceManBTC Delta Profile SpaceManBTC, provides 2 very useful functions to tradingview traders with increased statistic for their candles in which case they can use to add confluence to their trading style. Profile Types: There are 2 main modes as it stands: Delta Profile: Comes with the ability to show where buyers and sellers are stepping in more aggressively at which points to show a representation of trapped traders easier and aggression in the market. Volume Profile: Can be used to do the same but in a more pure volume form, as well as allows for an ease in detecting a momentum shift. Statistic Types: works with all modes Ask/Bid Ask bid gives you the pure representation of that data showing at which points buyers stepped in and seller stepped in, no additional calculation on top. Delta Delta shows the difference between, ie delta, for the ask and bid so its easier to view the difference at loss of the exact values used. Volume Volume, shows the pure volumetric values no explanation of who buyers and sellers are allowing for a clean view of what is happening in the market with no code functionality applied. The statistics are not isolated to their desired profile type as this provides the ability to use the volume profile type and delta values and vice versa, allowing users to choose which UI representation they want but which data. This allows users to get both parts of the picture at any one time! Using the tick data provided i am able to accurately caclulate the information, however this means for historical data there is none until the script is run for a period of time without stopping. The tool is a method of providing flow data to the tradingview community, it can allow for good confluences at key levels of interaction E.G., key swing points/S/R points is when its accuracy for trading shines and can give you a good understanding of whats happening at that time in the market. Highly recommend dialing the ticksize manually. this provides greater consistency, auto ticksize was made for entry level users to quickly get a feel of the indicator but manually tuning to get the data you require without too much noise is very useful. TO DO: Sessions: accounting for Asia,Europe and North America Tick based candles. e.g number of ticks before a new candle is generated.
Pine Script®指标
由spacemanbtc提供
71
AMT Orderflow Profile + Imbalance Highlight + DashboardAMT Orderflow Profile + Imbalance Highlight + Dashboard This indicator is a price-bin-based orderflow profile designed to expose where aggressive participation is concentrated and sustained, not just where volume traded. Unlike traditional volume profiles that show where activity occurred, this script focuses on how volume behaved inside price, separating buying and selling pressure and highlighting only statistically dominant imbalance. 🔹 Why This Script Is Original Most volume profiles and orderflow tools suffer from one or more of the following: Single-bin imbalance noise Repeating alerts from already-accepted imbalance Visual imbalance that does not align with alerts No distinction between fresh initiative vs historical volume This script solves those issues by combining price-bin profiling, directional volume classification, and strict imbalance persistence rules into one unified model. The result is a contextual orderflow tool, not a signal spammer. 🔹 How It Works (Concepts) Price-Based Binning The script divides the price range of the lookback window into fixed bins. Directional Volume Separation Buy volume: candles closing above open Sell volume: candles closing below open Bin-Level Imbalance Calculation A bin is imbalanced only when one side controls a configurable percentage of total volume: Side Volume ÷ (Buy + Sell Volume) ≥ Threshold Persistence Requirement (Noise Filter) Imbalance is only considered valid when it appears across 3 or more consecutive bins, filtering out isolated prints. Fresh Print Enforcement Alerts trigger only when imbalance first appears, never while it persists or after it has already been accepted by price. 🔹 Visual Output Each bin is drawn as a horizontal box Imbalanced bins display: Bold borders Highlighted background Text label: BUY IMB or SELL IMB Box width represents relative volume intensity Alerts are mathematically locked to these visual labels, ensuring perfect alignment between what you see and what you’re alerted on. 🔹 How Traders Use It This tool is best used for: Identifying initiative buying or selling Spotting absorption vs acceptance Confirming auction direction within a larger framework Providing orderflow context alongside VWAP, IB, CVD, or market structure It is not intended as a standalone entry signal, but as a confirmation and context engine. 🔹 Alerts (Non-Repainting) BUY alert → fresh 3+ bin buy-side imbalance SELL alert → fresh 3+ bin sell-side imbalance Alerts do not repeat unless imbalance fully disappears and reappears ⚠️ Notes Candle-based volume (not tick footprint) Non-repainting Designed for futures and liquid markets Best used with clean charts for clarity
Pine Script®指标
由samb817提供
Pristine Value Areas & MGIThe Pristine Value Areas indicator enables users to perform comprehensive technical analysis through the lens of the market profile in a fraction of the time! 🏆 A Market Profile is a charting technique devised by J. Peter Steidlmayer, a trader at the Chicago Board of Trade (CBOT), in the 1980's. He created it to gain a deeper understanding of market behavior and to analyze the auction process in financial markets. A market profile is used to analyze an auction using price, volume, and time to create a distribution-based view of trading activity. It organizes market data into a bell-curve-like structure, which reveals areas of value, balance, and imbalance. 💠 How is a Value Area Calculated? A value area is a distribution of 68%-70% of the trading volume over a specific time interval, which represents one standard deviation above and below the point of control, which is the most highly traded level over that period. The key reference points are as follows: Value area low (VAL) - The lower boundary of a value area Value area high (VAH) - The upper boundary of a value area Point of Control (POC) - The price level at which the highest amount of a trading period's volume occurred If we take the probability distribution of trading activity and flip it 90 degrees, the result is our Pristine Value Area! Market Profile is our preferred method of technical analysis at Pristine Capital because it provides an objective and repeatable assessment of whether an asset is being accumulated or distributed by institutional investors. Market Profile levels work remarkably well for identifying areas of interest, because so many institutional trading algorithms have been programmed to use these levels since the 1980's! The benefits of using Market Profile include better trade location, improved risk management, and enhanced market context. It helps traders differentiate between trending and consolidating markets, identify high-probability trade setups, and adjust their strategies based on whether the market is in balance (consolidation) or imbalance (trending). Unlike traditional indicators that rely on past price movements, Market Profile provides real-time insights into trader behavior, giving an edge to those who can interpret its nuances effectively. Virgin Point of Control (VPOC) - A point of control from a previous time period that has not yet been revisited in subsequent periods. VPOCs are great for identifying prior supply or demand zones. Below is a great example of price reversing lower after taking out an upside VPOC 💠 Are all POCs Created Equal? If POCs are used to gauge supply & demand zones at key levels, then a POC with higher volume should be viewed as more significant than a POC that traded lower volume, right? We created Golden POCs as a tool to identify high volume POCs on all timeframes. Golden POC (GPOC) - A POC that traded the highest volume compared to prior POCs (proprietary to Pristine Capital) We calculate value areas for the following time intervals based on the user selected timeframe: 5 Minute and 15 Minute Timeframes -> Daily Value Area The daily value area paints the distribution of the PRIOR session's trading activity. The "d" in the label references for VAHd, POCd and VALd is a visual cue that value area shown is daily. 1 Hour Timeframe -> Weekly Value Area The weekly value area paints the distribution of the PRIOR week's trading activity. The "w" in the label references for VAHw, POCw and VALw is a visual cue that value area shown is weekly. 1 Day Timeframe -> Monthly Value Area The monthly value area paints the distribution of the PRIOR month's trading activity. The "m" in the label references for VAHm, POCm and VALm is a visual cue that value area shown is monthly. 1 Week Timeframe -> Yearly Value Area The yearly value area paints the distribution of the PRIOR year's trading activity. The "y" in the label references for VAHy, POCy and VALy is a visual cue that value area shown is yearly. 💠 What is a developing value area? The developing value area provides insight into the upcoming value area while it is still forming! It appears when 80% of the way through the current value area. As the end of a trading period approaches, it can make sense to start trading off the developing value area. When the time period flips, the developing value area becomes the active value area! 💠 Value Areas Trading Setups Two popular market profile concepts are the bullish and bearish 80% rules. The concept is that there is an 80% probability that the market will traverse the entire relevant value area. Bullish 80% Rule - If a security opens a period below the value area low , and subsequently closes above it, the bullish 80% rule triggers, turning the value area green. One can trade for a move to the top of the value area, using a close below the value area low as a potential stop! In the below example, HOOD triggered the bullish 80% rule after it reclaimed the monthly value area! HOOD proceeded to rally through the monthly value area and beyond in subsequent trading sessions. Finding the first stocks to trigger the bullish 80% rule after a market correction is key for spotting the next market leaders! Bearish 80% Rule - If a security opens a period above the value area high , and subsequently closes below it, the bearish 80% rule triggers, turning the value area red. One can trade for a move to the bottom of the value area, using a close above the value area high as a potential stop! ES proceeded to follow through and test the value area low before trending below the weekly value area Value Area Breakouts - When a security is inside of value, the auction is in balance. When it breaks out from a value area, it could be entering a period of price discovery. One can trade these breaks out of value with tight risk control by setting a stop inside the value area! These breakouts can be traded on all chart timeframes depending on the timeframe of the individual trader. Combining multiple timeframes can result in even more effective trading setups. RBLX broke out from the monthly value area on 4/22/25👇 RBLX proceeded to rally +62.78% in 39 trading sessions following the monthly VAH breakout! 💠 Market Generated Information to Improve Your Situational Awareness! In addition to the value areas, we've also included stat tables with useful market generated information. The stats displayed vary based on the timeframe the user has up on their screen. This incentivizes traders to check the chart on multiple timeframes before taking a trade! Metrics Grouped By Use Case Performance ▪ YTD α - YTD Alpha (α) measures the risk-adjusted, excess return of a security over its user defined benchmark, on a year-to-date basis. ▪ MTD α - MTD Alpha (α) measures the risk-adjusted, excess return of a security over its user defined benchmark, on a month-to-date basis. ▪ WTD α - WTD Alpha (α) measures the risk-adjusted, excess return of a security over its user defined benchmark, on a week-to-date basis. ▪ YTD %Δ - Year-to-date percent change in price ▪ MTD %Δ - Month-to-date percent change in price ▪ WTD %Δ - Week-to-date percent change in price Volatility ▪ ATR % - The Average True Range (ATR) expressed as a percentage of an asset's price. ▪ Beta - Measures the price volatility of a security compared to the S&P 500 over the prior 5 years (since inception if 5 years of data is not available) Risk Analysis ▪ LODx - Low-of-day extension - ATR % multiple from the low of day (measures how extended a stock is from its low of day) ▪ MAx - Moving average extension - ATR % multiple from the user-defined moving average (measures how extended a security is from its moving average). Default moving average = 50D SMA Why does MAx matter? MAx measures the number of ATR % multiples a security is trading away from a key moving average. The default moving average length is 50 days. MAx can be used to identify mean reversion trades . When a security trends strongly in one direction and moves significantly above or below its moving average, the price often tends to revert back toward the average. Example, if the ATR % of the security is 5%, and the stock is trading 50% higher than the 50D SMA, the MAx would be 50%/5% = 10. A user might opt to take a countertrend trade when the MAx exceeds a predetermined level. The MAx can also be useful when trading breakouts above or below the key moving average of your choosing. The lower the MAx, the tighter stop loss one can take if trading against that level. Identifying an extreme price extension using MAx 👇 Price mean reverted immediately following the high MAx 👇 💠 Trend Analysis The Trend Analysis section consists of short-term and long-term stage analysis data as well as the value area timeframe and price in relation to the value area. Stage Analysis ▪ ST ⇅ - Short-term stage analysis indicator ▪ LT ⇅ - Long-term stage analysis indicator Short-term and long-term stage analysis data is provided in the two rightmost columns of each table. The columns are labeled ST ⇅ and LT ⇅. Why is Stage Analysis important? Popularized by Stan Weinstein, stage analysis is a trend following system that classifies assets into four stages based on price-trend analysis. The problem? The interpretation of stage analysis is highly subjective. Based on the methodology provided in Stan Weinstein’s books, five different traders could look at the same chart, and come to different conclusions as to which stage the security is in! We solved for this by creating our own methodology for classifying stocks into stages using moving averages. This indicator automates that analysis, and produces short-term and long-term trend signals based on user-defined key moving averages. You won’t find this in any textbook or course, because it’s completely unique to the Pristine trading methodology. Our indicator calculates a short-term trend signal using two moving averages; a fast moving average, and a slow moving average. We default to the 10D EMA as the fast moving average & the 20D SMA as the slow moving average. A trend signal is generated based on where price is currently trading with respect to the fast moving average and the slow moving average. We use the signal to guide shorter-term swing trades. In general, we want to take long trades in stocks with strengthening trends, and short trades in stocks with weakening trends. The user is free to change the moving averages based on their own short-term timeframe. Every trader is unique! The same process is applied to calculate the long-term trend signal. We default to the 50D SMA as our fast moving average, and the 200D SMA as the slow moving average for the LT ⇅ signal calculation, but users can change these to fit their own unique trading style. What is Stage 1? Stage 1 identifies stocks that transitioned from downtrends, into bottoming bases. Stage 1A - Bottom Signal: Marks the first day a security shows initial signs of recovery after a downtrend, with early indications of strength emerging.👇 Stage 1B - Bottoming Process: Identifies the ongoing phase where the security continues to stabilize and strengthen, confirming the base-building process after the initial signal.👇 Stage 1R - Failed Uptrend: Detects when a security that had entered an early uptrend loses momentum and slips back into a bottoming phase, signaling a failed breakout.👇 What is Stage 2? Stage 2 identifies stocks that transitioned from bottoming bases to uptrends. Stage 2A - Breakout: Marks the first day a security decisively breaks out, signaling the start of a new uptrend.👇 Stage 2B - Uptrend: Identifies when the security continues to trade in an established uptrend following the initial breakout, with momentum building but not yet showing full strength.👇 Stage 2C - Strong Uptrend: Detects when the uptrend strengthens further, with the security displaying clear signs of accelerating strength and buying pressure.👇 Stage 2R - Failed Breakdown: Detects when a security that had recently entered a corrective phase reverses course and reclaims its upward trajectory, moving back into an uptrend.👇 What is Stage 3? Stage 3 identifies stocks that transitioned from uptrends to topping bases. Stage 3A - Top Signal: Marks the first day a security shows initial signs of weakness after an uptrend, indicating the start of a potential topping phase.👇 Stage 3B - Topping Process: Identifies the period following the initial signal when the security continues to show signs of distribution and potential trend exhaustion.👇 Stage 3R - Failed Breakdown: Detects when a security that had entered a deeper corrective phase reverses upward, recovering enough strength to re-enter the topping phase.👇 What is Stage 4? Stage 4 identifies stocks that transitioned from topping bases to downtrends. Stage 4A - Breakdown: Marks the first day a security decisively breaks below key support levels, signaling the start of a new downward trend.👇 Stage 4B - Downtrend: Identifies when the security continues to trend lower following the initial breakdown, with sustained bearish momentum, though not yet fully entrenched.👇 Stage 4C - Strong Downtrend: Detects when the downtrend intensifies, with the security displaying clear signs of accelerating weakness and selling pressure.👇 Stage 4R - Failed Bottom: Detects when a security that had begun to show early signs of bottoming reverses course and resumes its decline, falling back into a downtrend.👇 Stage N/A - Recent IPO: Applies to stocks that recently IPO’ed and don’t have enough data to calculate all necessary moving averages. Value Area In Trend Analysis, the value area information is helpful to gauge price in relation to the value area. ▪ VA(y) - Categorizes the security based on the relation of price to the yearly value area ▪ VA(m) - Categorizes the security based on the relation of price to the monthly value area ▪ VA(w) - Categorizes the security based on the relation of price to the weekly value area Value area states: ▪ ABOVE = Price above the value area high ▪ BELOW = Price below the value area low ▪ INSIDE = Price inside the value area ▪ Bull 80% = Bullish 80% rule in effect ▪ Bear 80% rule = Bearish 80% rule in effect For example, in the chart above, VA(m) - ABOVE indicates a monthly value area and price is above the VAH. 💠 What Makes This Indicator Unique There are many value area indicators, however... Value Area ▪ Golden POC (GPOC) - This is a proprietary concept. ▪ Unique Label Customization Pristine value areas often comprehensive and unique label customizations. Styles include options to display any combination of the following on your labels: • Price levels associated with market profile levels • % distance of market profile levels from security price • ATR% extension of market profile levels from security price Multi-Timeframe Analysis Based on the chart timeframe, unique market generated information is shown to facilitate multi-timeframe analysis. ▪ Weekly Timeframe On the weekly timeframe the focus is the bigger picture and the metrics reflect this perspective. Performance data includes YTD Alpha and YTD percent change in price. Volatility is measured using ATR % and the industry standard beta. Trend analysis for this higher timeframe include the 52-week range, which measures where a security is trading in relation to its 52wk high and 52wk low. Also included is the where price is in relation to yearly value area. ▪ Daily Timeframe As one drills down to the daily timeframe, the performance metrics include MTD alpha and MTD percent change in price. Risk analysis includes the low-of-day extension (LODx), which is the ATR % multiple from the low of the day, to measures how extended a stock is from its low of day. In addition, the moving average extension (MAx) is the ATR % multiple from the user-defined moving average, measures how extended a security is from its moving average. The default moving average is the 50D SMA, however this can be customized in Settings. Trend Analysis on the daily timeframe includes the Pristine Capital methodology for classifying stocks into stages using moving averages. Both short-term and long-term stage analysis data is included. Finally, price in relation to monthly value area is shown. ▪ Hourly Timeframe An the hourly timeframe, performance metrics include WTD alpha and WTD percent change in price. Trend analysis includes the daily closing range (DCR) and price in relation to weekly value area. 💠 Settings and Preferences 💠 Acknowledgements We'd like to thank @dgtrd, a TradingView Pine Wizard, for his insight on the finer details when working with volume profiles.
Pine Script®指标
由pristinecap提供
4
Pivot Point Profile [LuxAlgo]The Pivot Point Profile indicator groups and displays data accumulated from previous pivot points, providing a comprehensive method for prioritizing and displaying areas of interest directly given by swing highs and lows. Users have access to common settings present in other profile-type indicators. 🔶 USAGE The Pivot Point Profile is particularly helpful in identifying highly active reversal zones that have been visited multiple times by price. Because of this, we could generally expect these areas to serve as future points of interest, often acting as support or resistance when re-visited. The profile displays data associated with both Pivot Highs and Pivot Lows. Each row consists of pivot high and pivot low counts side-by-side, forming the total width of the row. By analyzing the row as a whole, we can gain a better understanding of WHERE to look for interactions. By analyzing the pivot counts independently, we can gain a better understanding of WHAT to expect when returning to these areas. For example: If a row in the profile contains entirely Pivot Lows, this could be seen as an indication to look for buyers to hold that level for a continuation upwards. A break of this level could be interpreted as a lack of interest from previous buyers at this level, indicating a further move down. 🔹 Concentrated Areas Each row in the profile displays the current count of high pivots and low pivots within the selected lookback. The largest count for each pivot direction is identified as a "Concentrated Area (CA)", these CAs are highlighted over the chart with a line displaying the average of all pivots within that CA. The CA Average is the average of all pivot points (in the majority direction) within the given row. These can hold more importance as potential support/resistance areas. Note: The CA Threshold can be manually adjusted to highlight all rows based on a user-selected value. 🔶 DETAILS 🔹 Calculation The idea behind the Pivot Point Profile is a new analysis method for pivot points, taking the idea of a volume profile and adapting it to display pivot points instead of volume. By using this data, in theory, we should be able to better prioritize zones to anticipate reversals, as well as identify key levels to watch for buyer & seller interactions to use as confirmations in direction. The (vertical) width of each row is the product of the script's "Row Size", this is the number of rows that the profile will consist of. With a max of 250, the profile can be decently granular. That being said, A more granular profile will have fewer overlapping pivot points. By decreasing the row size (Using fewer rows in the profile) you will increase the tolerance for grouping pivot points. Potentially leading to a more comprehensive Profile. Inversely, By reducing the tolerance for grouping, you will better visualize only similar highs and lows but may have noisier data to sift through. The Profile is calculated based on a "Lookback" parameter, using only the lookback amount of previous high and low pivots to calculate the profile. Configuring this parameter alongside "Pivot Length", will allow for great control over the frame of reference of the profile. Note: This indicator is capable of utilizing the full chart history of pivot points, this can be done by enabling the "Use Full Chart History" setting, this will cause the script will calculate from everything it has access to on your current chart. 🔹 Display The Pivot Point Profile display can be customized to fit a various range of chart styles and visual needs. The specific settings to adjust these can be located in the "Profile Display" Section of the User Inputs. Profile Width: Sets the Left to Right Width of the Profile. This is the maximum width that the profile will occupy and will scale to fit within this width. Profile Offset: Sets the distance of the Profile's Axis from the current chart candle. This moves the entire profile left and right to enable to user to set the distance between the profile and the current candle. Direction: Changes the display direction of the profile, allowing for "Left", "Right", or "Center" display styles. 🔶 SETTINGS 🔹 Pivot Point Parameters Pivot Type: Choose between "Fractal Pivots" or "SMC Structure" to use as the basis for pivots. Length: Sets the length for the pivot calculations. 🔹 Profile Calculations Parameters Lookback: Sets the number of pivots to calculate within, in increments of high and low pairs. (Setting this to 1 = 1 Pivot High & 1 Pivot Low) Use Full Chart History: Disregards the set lookback and instead uses all available chart data to calculate from. Row Size: Sets the total number of rows to calculate the profile with. 🔹 Profile Display Profile Width: Sets the max left & right width (in bars) that the profile will occupy. Profile Offset: Sets the distance of the profile axis from the last chart bar. Direction: Sets the display direction 🔹 Concentrated Areas Highlight CAs: Extends the rows left from concentrated areas. CA Threshold: Manually set the threshold for determining concentrated areas, when disabled, only the largest rows will be displayed. CA Averages: Toggles the concentrated area averages for each pivot direction. Note: CA Averages can be displayed independently without CA Highlights being displayed, and vice versa.
Pine Script®指标
由LuxAlgo提供
4
Quantum Volume Point of Control (VPOC)Many forex traders are familiar with the concepts of volume price analysis as enshrined in Wyckoff’s three laws of effort and result, cause and effect and supply and demand. This is the linear relationship between volume and price. Now with the Volume Point of Control, this relationship is taken to the next level adding the concept of time and inspired by the ideas behind market profile. The Quantum Volume Point of Control, or VPOC indicator blends ALL THREE of these important aspects of trading into a single powerful and visual indicator. The Quantum VPOC indicator takes the analysis of volume and price to a higher level, which both complements and expands the VPA relationship. Whilst the Quantum tick volumes indicator considers the relationship between a single volume bar and its associated candle on the price time x-axis or groups of candles and volume bars, the Quantum VPOC indicator analyses the density and intensity of volume over time against price. In other words, the volume price relationship on the y axis. It does this in three distinct ways as follows: First, the Quantum VPOC indicator constructs the Volume Profile from a set number of bars in history to the most current bar. The Volume Profile is then presented as a vertical histogram shown at the right edge of the chart – a stack of horizontal bars of varying lengths, but of equal height representing the amount of activity at each price level. Second, the Quantum VPOC analyzes the Volume Profile to find the key price levels where activity is strong and rising, or weak and falling. In other words, the indicator looks for peaks (long bars) of the Volume Profile where price tends to be attracted as these are areas where price was previously accepted. These are called High Volume Nodes (HVN). The indicator also looks for troughs or valleys (short bars) of the Volume Profile where price tends to be repelled as these are areas where price was previously rejected. These are referred to as Low Volume Nodes (LVN). Both types of price level act as precise zones of support and resistance and as such are projected across the chart within the given period. Third, the Quantum VPOC indicator looks for the Highest Volume Node or the highest peak in the Volume Profile and marks it as the Volume Point of Control – the price level which acts as the fulcrum from which price pivots. The indicator completes its calculations and updates as each new volume bar is delivered. The result is a chart revealing the overarching influence of volume at price, coupled with time. The Quantum VPOC indicator displays several key pieces of information on the chart as follows: - Volume Profile – this appears as a histogram of volume on the vertical price axis on the right-hand side of the chart. The peaks and troughs are clearly displayed highlighting both High and Low Volume nodes. - High volume node (HVN) – this is where we have a bulge in the volume profile generally because of an extended phase of price congestion. As a result, as the market approaches these regions on the chart price action is likely to become waterlogged with further congestion likely with the node acting as a strong area of support or resistance. As we have seen a strong acceptance of price at this level in the past, this is likely to be repeated with the market swinging in a range. Ultimately the market may reverse off these levels, with any move through then confirming the current sentiment. - Low volume node (LVN) – this is where we see low volume in the volume profile. In these regions, the market has only paused temporarily – in other words a region where price has been rejected in the past. As such we are likely to see the market move quickly through these regions with little in the way of resistance or support acting to prevent a further advance of decline in price. The current sentiment is likely to continue and build quickly through these levels. - Support and Resistance Zones – these are drawn at the High and Low Volume nodes to highlight the various HVN and LVN levels on the price axis. - Volume Point of Control Line – this is drawn as a single line on the highest volume of the High Volume Node in the timeframe and clearly defines the tipping point of sentiment. This moves dynamically and represents the fulcrum of market sentiment where price has reached agreement, before moving on. If it is above the price action, then the current market sentiment is bearish. If it is below the current price action, then the current market sentiment is bullish. The VPOC Line reveals this balance simply, quickly, and clearly allowing you to judge market sentiment with accuracy and confidence. As with all the Quantum Trading indicators, the VPOC indicator is dynamic, constantly changing and updating to reflect the relentless shift in sentiment as the market moves from bullish to bearish and back again. The indicator works in all timeframes and provides a powerful and much deeper understanding of support and resistance through the prism of volume and the associated High and Low Volume Nodes, with the Point of Control itself, acting as the fulcrum of the market.
Pine Script®指标
由QuantumTradingSoftware提供
258
T21 Market Profile + VPDescription T21 Market Profile + Volume Profile is a session-based profiling indicator that combines TPO Market Profile, an independently configurable Volume Profile, Developing POC / Value Area, a fixed-duration Initial Balance (IB), and Session VWAP into a single, integrated tool. The indicator is designed to help traders understand price acceptance, balance vs. imbalance, and auction structure within each session, while keeping TPO and Volume Profile calculations logically separated and independently configurable. Core Concepts TPO Market Profile The TPO profile is built using lower-timeframe price data. Each price row represents how many lower-TF bars traded through that price level (TPO count). The vertical resolution of the TPO profile is controlled by TPO Ticks Per Row, allowing fine or coarse profiles depending on market conditions. The TPO profile is drawn as a time-scaled shape, where wider areas represent higher price acceptance. Point of Control (POC) and Value Area POC is derived from the TPO distribution as the price level with the highest TPO count. Value Area High (VAH) and Value Area Low (VAL) are calculated by expanding outward from the POC until the selected Value Area percentage is reached. Developing POC, VAH, and VAL lines update dynamically during the session. Independent Volume Profile (Key Feature) The Volume Profile uses its own price-row resolution, controlled by VP Ticks Per Row, completely independent from the TPO grid. This allows traders to: Keep a smooth, readable TPO profile While simultaneously running a high-detail or low-detail Volume Profile, without increasing TPO complexity Volume is aggregated from lower-timeframe bars and distributed across the price range traded during each bar. The Volume Profile can be aligned to the right or left side of the session and scaled proportionally to session duration. This separation between TPO resolution and Volume Profile resolution is intentional and represents a core design feature of the indicator. Initial Balance (IB) The Initial Balance is calculated using a fixed time duration in minutes, not a fixed number of bars. High and Low values are updated only during the defined IB window. After the IB period ends, the IB range remains fixed and is displayed as a box extending through the session. This approach ensures consistent IB behavior across different chart timeframes and instruments. Historical Context Previous sessions’ POC, VAH, VAL, and Initial Balance boxes can be displayed for contextual reference. The number of historical sessions retained is user-configurable. This allows traders to identify prior acceptance levels, balance zones, and structural references. Session VWAP A session-anchored VWAP is included. VWAP resets automatically at each new session defined by the Profile Timeframe. Useful for contextual alignment between auction structure and volume-weighted price. How to Use Set Profile Timeframe to define the session (e.g., Daily). Adjust TPO Ticks Per Row to control TPO profile detail. Adjust VP Ticks Per Row independently to fine-tune Volume Profile resolution. Select lower-timeframe inputs based on market volatility and instrument liquidity. Use Developing POC, VAH, VAL, IB, and VWAP together to assess balance, acceptance, and potential directional bias. Limitations and Notes The Volume Profile distributes bar volume across the price range traded during each lower-timeframe bar. It is an approximation and not true tick-by-tick volume-at-price. Results depend on the selected lower-timeframe resolution and data quality. The script does not use lookahead or future data. Higher resolution settings increase computational load. Why the Script Is Closed-Source This indicator implements a custom architecture that separates TPO and Volume Profile resolution, combines fixed-duration Initial Balance logic, and manages dynamic session-based drawing and historical context within a single framework. The source code is protected to preserve this implementation while still allowing full public use of the indicator.
Pine Script®指标
由Famouzx提供
Janus Atlas - Multi-Timeframe Auto-LevelsJanus Atlas: Multi-Timeframe Auto-Levels Janus Atlas transforms scattered price reference points into a unified level-mapping system. The indicator is designed to help traders identify potential support and resistance zones through 15 integrated analytical layers: Higher-Timeframe Levels, Session Ranges, Opening Range, Killzones, Gap Levels, CME Gaps, VWAP Suite, Volume Profile, Previous Period Levels, Fibonacci Retracements, Confluence Zones with Strength Scoring, Market Structure, Fair Value Gaps, and a real-time Distance Table with Hidden Confluence Discovery. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗢𝗩𝗘𝗥𝗩𝗜𝗘𝗪 Price levels are not random. They represent points where market participants previously made decisions. Traders have long tracked daily highs, weekly opens, VWAP, and other reference points to anticipate where price may find support or resistance. Janus Atlas builds on this foundation by consolidating multiple level types into a single, organized overlay: • HTF Levels : Daily, Weekly, Monthly, Quarterly, and Yearly Opens/Highs/Lows/Midpoints provide macro context for intraday decisions. • Session & Custom Ranges : Asian, European, and North American session highs/lows, plus two fully customizable session windows. • Institutional References : Opening Range, VWAP with standard deviation bands, Volume Profile (POC/VAH/VAL), and naked POC tracking. • CME Gap Tracking : Weekend gaps from CME futures markets, with automatic fill detection and multi-asset support. • Previous Period Levels : Yesterday's high/low, last week's range, and prior VWAP values serve as potential memory points for price. • Technical Overlays : Fibonacci retracements, Fair Value Gaps, Market Structure (BOS/CHoCH), and automatic Confluence Zone detection. • Distance Table : Real-time distance to nearest levels above and below current price. Rather than running multiple indicators, Janus Atlas provides a single comprehensive view with smart label management that prevents chart clutter. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗛𝗢𝗪 𝗜𝗧 𝗪𝗢𝗥𝗞𝗦 The indicator operates on one core principle: levels where price previously reacted may warrant attention when revisited, though past reactions do not guarantee future behavior. Higher-Timeframe Levels (HTF) What it does: Tracks the Open, High, Low, and Midpoint of the current Day, Week, Month, Quarter, and Year. Monday's range is tracked separately as it often sets the tone for the trading week. All calculations use confirmed bar data with no repainting. How to interpret it: HTF levels provide context for where price sits within larger structures. A move toward the weekly high while already extended from the monthly midpoint may suggest different conditions than the same move occurring near the monthly low. These levels do not predict direction but help frame the current market position. Session Levels What it does: Calculates the Open, High, Low, and Midpoint for three preset sessions (Asian, European, North American) plus two fully customizable session windows. All times respect your selected timezone. How to interpret it: Session ranges often contain price during their active hours. When price breaks and holds beyond a session range during a subsequent session, this may indicate directional interest, though false breakouts are common and should be considered. Opening Range (OR) What it does: Captures the high and low established during a configurable window at market open (default: first 30 minutes). The range is calculated once the window closes and remains fixed for the trading day. How to interpret it: The Opening Range represents early price discovery. Some traders watch for price to break and hold beyond OR boundaries as a potential indication of intraday direction. OR levels may also act as support/resistance when revisited. Killzones What it does: Displays background shading for five high-volume trading windows: Asian (20:00-00:00), London Open (02:00-05:00), NY Open (08:30-11:00), London Close (10:00-12:00), and NY PM (13:00-16:00). All times are configurable. How to interpret it: Killzones highlight periods of historically elevated volatility and liquidity. Price moves during these windows may carry more significance than moves during quieter periods, though this is not guaranteed. Gap Levels What it does: Identifies the gap between the previous session's close and the current session's open for both daily and weekly timeframes. Gap levels are drawn and can trigger alerts when touched. How to interpret it: Gaps represent price inefficiencies that may attract price back toward them. This concept is sometimes called "gap fill." However, many gaps remain unfilled for extended periods, so gap levels should be viewed as areas of potential interest rather than guaranteed targets. CME Gaps What it does: Tracks weekend price gaps from CME futures markets. CME closes Friday at 4pm CT and reopens Sunday at 5pm CT. The indicator compares each week's opening price against the previous week's closing price to identify gaps. Auto-detects the correct CME symbol based on your chart, supporting Bitcoin (BTC1!), Ethereum (ETH1!), S&P 500 (ES1!), Nasdaq (NQ1!), Gold (GC1!), Oil (CL1!), and more. How to interpret it: CME gaps are widely watched by institutional traders as price magnets. The gap zone represents a price inefficiency that often gets "filled" when price returns to that level. Gap-up zones may act as support while gap-down zones may act as resistance. Gaps auto-remove from the chart once price completely fills them. Not all gaps fill quickly; some remain open for weeks or months. VWAP Suite What it does: Calculates Volume-Weighted Average Price for Daily, Weekly, Monthly, Quarterly, and Yearly anchors. Optional standard deviation bands (±1σ, ±2σ) and previous period VWAP values are also available. How to interpret it: VWAP represents the average price weighted by volume, a benchmark used by institutional traders. Price above VWAP may suggest bullish conditions while price below may suggest bearish conditions, though VWAP alone does not determine trend. The bands indicate statistical extensions from the mean. Volume Profile What it does: Displays the Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL) for configurable daily and weekly periods. Naked POC tracking identifies prior POC levels that price has not revisited. How to interpret it: The POC represents the price with the most traded volume, a potential equilibrium point. VAH and VAL bound the area containing 70% of volume. Price may find support or resistance at these levels, particularly naked POCs that have not been "filled." Previous Period Levels What it does: Draws the prior period's Open, High, Low, and Midpoint for Day, Week, Month, Quarter, and Year. These are fixed historical values that update only when a new period begins. How to interpret it: Previous period levels represent established reference points that many traders monitor. Yesterday's high or last week's low may act as support/resistance when retested, as these levels often coincide with stop placements and pending orders. Fibonacci Levels What it does: Provides two independent Fibonacci retracement sets with 20 different anchor options (session highs/lows, HTF extremes, OR boundaries). Standard levels (0.236, 0.382, 0.5, 0.618, 0.786, 0.886) plus extensions (1.272, 1.618) are available. How to interpret it: Fibonacci retracements identify potential support/resistance based on mathematical ratios. The 0.618 and 0.786 levels are commonly watched for pullback entries, while extensions project potential targets. Effectiveness varies by market conditions. Confluence Zones What it does: Automatically detects when multiple levels converge at the same price and displays confluence strength directly on the combined labels. When two or more levels cluster together, the label shows a strength indicator like (×2), (×3), or (×4). An optional shaded zone box can also be enabled. How to interpret it: Higher confluence counts suggest stronger potential support or resistance. A level showing (×3) means three independent analytical methods identified the same price zone. While this may increase the probability of price reaction, confluence alone does not guarantee support or resistance. Single levels may be less significant than high-confluence zones. Hidden Confluence Discovery What it does: The Distance Table can reveal confluence you're missing. When "Show Hidden Confluence" is enabled, the table shows disabled levels that would add confluence to your active levels. For example, seeing "+0.618 (Fib)" next to a level means enabling Fibonacci would create additional confluence at that price. How to interpret it: This feature helps discover high-confluence zones without needing to enable every system. Orange-highlighted rows indicate potential confluence exists from systems you haven't enabled. Consider enabling those systems to see the full picture. Market Structure What it does: Identifies swing highs and lows using pivot detection, then labels them as HH (Higher High), HL (Higher Low), LH (Lower High), or LL (Lower Low) based on comparison to the previous swing. Break of Structure (BOS) and Change of Character (CHoCH) events are marked when price breaks through a labeled swing level. How to interpret it: HH/HL sequences suggest uptrend. LH/LL sequences suggest downtrend. BOS indicates trend continuation while CHoCH may signal potential trend reversal. The first swing point is tracked silently as a reference, with labeling beginning on subsequent swings. These labels help visualize market structure but should not be followed blindly. False breaks are common. Fair Value Gaps (FVG) What it does: Detects price imbalances where a candle's range does not overlap with the candle two bars prior. Bullish FVGs (gaps up) and Bearish FVGs (gaps down) are drawn as boxes. Mitigation tracking shows when price returns to fill these gaps. How to interpret it: FVGs represent inefficient price delivery that may attract price back for "rebalancing." Unmitigated FVGs may act as support/resistance zones, though not all gaps get filled. Distance Table What it does: Displays a real-time table split into ▲ RESISTANCE (levels above price) and ▼ SUPPORT (levels below price) sections. Each row shows the level name, distance (in ticks, percentage, or price), strength rating (★), and hidden confluence discovery (+). Three layout options: Vertical (stacked full columns), Horizontal (side-by-side columns), and Compact (single column). How to interpret it: The split design provides instant identification of support vs resistance zones. The Strength column shows TOTAL confluence (both enabled AND hidden levels combined), so ★★★★ means four levels converge at that price regardless of what you have enabled. The + column (orange) reveals exactly which disabled systems would add to that confluence. This shows you the TRUE strength of each zone and what to enable to see the full picture on your chart. In this way, the table serves as a learning tool: it teaches you about confluence on your chart that you may not have discovered yet, helping you understand which systems to explore further. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗪𝗛𝗬 𝗧𝗛𝗘𝗦𝗘 𝗖𝗢𝗠𝗣𝗢𝗡𝗘𝗡𝗧𝗦 𝗪𝗢𝗥𝗞 𝗧𝗢𝗚𝗘𝗧𝗛𝗘𝗥 Each level type captures a different aspect of market structure: 1. Time-Based Levels (HTF, Sessions, OR): Anchor price to calendar-driven reference points that reset on predictable schedules. 2. Volume-Based Levels (VWAP, Volume Profile): Identify where actual trading activity concentrated, revealing institutional positioning. 3. Historical Levels (Previous Periods, Naked POC, CME Gaps): Mark where price previously found significance, creating potential "memory" points. 4. Technical Levels (Fibonacci, FVG, Market Structure): Apply mathematical and structural analysis to identify potential reaction zones. 5. Synthesis (Confluence Zones, Distance Table): Combine multiple inputs to highlight high-priority areas and provide real-time context. When multiple factors align (for example, the weekly VWAP coinciding with yesterday's high near a 0.618 Fibonacci level), this represents confluence that may warrant additional analysis. Such conditions do not guarantee any particular outcome but may help prioritize attention. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗛𝗢𝗪 𝗧𝗢 𝗨𝗦𝗘 This section provides step-by-step guidance for interpreting the indicator's visual elements and incorporating them into analysis. Step 1: Enable Relevant Systems Begin by selecting which level types match your trading approach. The Controls section provides master toggles for all 15 systems. For intraday trading, you might enable HTF Levels, VWAP, Previous Periods, and Opening Range. For swing trading, HTF Levels, Volume Profile, and Fibonacci may be more relevant. Start with fewer systems enabled and add more as you become familiar with each. Enabling all systems simultaneously can create visual clutter despite the smart label management. Step 2: Identify the Current Context Before analyzing specific levels, establish where price sits within the broader structure: • Is price above or below the daily VWAP? • Is price in the upper or lower half of the weekly range? • Has price broken beyond yesterday's high or low? This context helps interpret whether individual level touches represent potential support, resistance, or continuation. Step 3: Watch for Level Approaches As price approaches a level, observe the behavior: • Does price slow down and consolidate near the level? • Does price pierce through quickly then reverse? • Does price break through with momentum and hold? These observations provide clues about the level's significance, though no single pattern guarantees a particular outcome. Step 4: Note Confluence Areas Enable Confluence Zones to automatically highlight areas where multiple levels cluster. When approaching a confluence zone: • Multiple independent analytical methods agree on the area's significance • The label shows strength: (×2), (×3), (×4) indicate how many levels converge • Higher confluence counts may represent higher-probability reaction points • However, strong momentum can push through even strong confluence Example Scenario A: Support Confluence BTC down 2.3% from the open. A combined label shows "pdL · wVWAP · 0.618 (×3)" at 94,200 (yesterday's low, weekly VWAP, and a Fib level converging). The (×3) indicates three independent methods agree on this zone. Distance Table shows ★★★ for this level. Price reaches the zone, wicks through by $50, prints a hammer. High-confluence zones often attract reactions. Example Scenario B: Hidden Confluence Discovery ES approaching a level labeled "wH ★★" in the Distance Table. You notice "+0.618 (Fib)" in orange next to it. This means enabling Fibonacci would reveal a third level at this price. You enable Fibs and now see "wH · 0.618 (×3) ★★★" - confluence you didn't know existed. Example Scenario C: Breakout Setup NY Open killzone active (purple shading). Price consolidates between Opening Range levels (orH at 4,520, orL at 4,508) for 20 minutes. A candle breaks above orH while also clearing the Asian session high (asH). Two levels broken together during a high-volume window. Clustered breakouts during active sessions may indicate directional interest, though false breaks remain common. Example Scenario D: Trend Continuation ES trending higher for three sessions. Price pulls back to dVWAP, touches it, bounces. This pattern repeats twice more over the day. Each dip to VWAP finds buyers. No bearish signals present: price remains above all daily levels, no divergence with higher timeframes. VWAP acting as dynamic support during established trends often indicates institutional accumulation on pullbacks. Step 5: Use the Distance Table Position the Distance Table in a corner that doesn't obstruct price action. Use it to: • Quickly identify the nearest level above and below • See confluence strength (★★★ = high priority, ★ = lower priority) • Discover hidden confluence: orange text shows what you're missing (e.g., "+0.618 (Fib)") • Plan potential target areas for existing positions The table scans 45+ levels across all systems. Even disabled systems are checked so you can discover confluence opportunities you didn't know existed. For mobile trading, use Compact layout with Tiny text size and Bottom Center position. Step 6: Set Relevant Alerts With 52 alert conditions available, focus on the levels most relevant to your trading: • Previous Day High/Low touches for day trading • Weekly VWAP touches for swing positioning • Opening Range breakouts for momentum plays • CME Gap fills for magnet-level targets Alerts fire on confirmed bar close only, preventing false triggers from wicks. Step 7: Adjust Visual Settings Customize the appearance to match your preferences: • Line Dim % reduces line brightness relative to labels • Extend Lines Right can be disabled for cleaner charts • Label Combine % controls when nearby labels merge • Label Style switches between Box and Text Only modes ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗡𝗔𝗩𝗜𝗚𝗔𝗧𝗜𝗡𝗚 𝗗𝗜𝗙𝗙𝗘𝗥𝗘𝗡𝗧 𝗠𝗔𝗥𝗞𝗘𝗧 𝗖𝗢𝗡𝗗𝗜𝗧𝗜𝗢𝗡𝗦 Trending Markets In strong uptrends, price often holds above dVWAP for extended periods. Pullbacks to VWAP frequently find support as institutions accumulate at fair value. Levels below price (pdL, wL) become less relevant while levels ahead gain importance. Focus shifts to resistance references in the direction of the move. Ranging Markets During consolidation, price oscillates between previous period highs and lows. The Volume Profile POC often acts as an equilibrium point, with price returning to it repeatedly. Market Structure may show alternating BOS labels in both directions without clear CHoCH. Opening Range boundaries frequently contain price on range-bound days. Confluence zones near range extremes may produce stronger reactions than mid-range levels. High Volatility Events During major news events, price may break through multiple levels rapidly. VWAP bands help gauge statistical extension: price at d+2σ or d-2σ represents 2 standard deviations from mean, an uncommon reading. Levels created during volatile sessions (gaps, new swing points) often become significant references once volatility subsides. Killzone shading helps identify whether moves occur during expected high-activity windows or quiet periods. Weekend Gap Scenarios CME gaps created over the weekend often act as price magnets during the following week. A gap-up zone (where Sunday's open was higher than Friday's close) may provide support if price pulls back to that level. Unfilled CME gaps from weeks or months prior can suddenly become relevant when price returns to those zones. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗧𝗘𝗖𝗛𝗡𝗜𝗖𝗔𝗟 𝗗𝗘𝗧𝗔𝗜𝗟𝗦 • HTF data retrieved using request.security() with lookahead disabled for non-repainting behavior • VWAP calculated using cumulative (price × volume) / cumulative volume methodology • Volume Profile uses configurable lookback periods with session-based anchoring • Market Structure pivot detection uses left/right bar confirmation with configurable sensitivity • FVG detection requires complete non-overlap between current candle and two bars prior • Confluence zones calculated by scanning all active levels within threshold percentage • Hidden confluence discovery scans 45+ potential levels from all systems regardless of enable state • CME gaps retrieved via weekly request.security() calls comparing week open vs previous week close • All signals fire on bar close only. Historical display matches live behavior. • Smart label combining merges labels within configurable price threshold ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗨𝗡𝗜𝗤𝗨𝗘 𝗙𝗘𝗔𝗧𝗨𝗥𝗘𝗦 • Hidden Confluence Discovery : The Distance Table reveals confluence you're missing. Stars show TOTAL strength (enabled + hidden combined), and orange text shows exactly which disabled levels would add to that confluence. Scans 45+ levels across all systems to show you the TRUE strength of each zone. • Split Support/Resistance Table : Distance Table separates levels into ▲ RESISTANCE (above price) and ▼ SUPPORT (below price) sections for instant directional identification. Three layouts: Vertical (full columns), Horizontal (side-by-side), and Compact (single column). • Confluence Strength Scoring : Combined labels show (×2), (×3), (×4) indicating how many independent systems agree on a level. Stars reflect total confluence including hidden levels. • 15 Integrated Systems : Comprehensive level mapping without indicator stacking • Smart Label Management : Nearby labels automatically combine to prevent clutter (e.g., "dH · wH · mH" when highs align) • CME Gap Tracking : Weekend gaps with auto-detection for 22+ futures symbols • Flexible Timezones : All session times configurable with six timezone options including Exchange time • Dual Fibonacci Sets : Two independent retracement systems with 20 anchor options each • Naked POC Tracking : Historical POC levels that price has not revisited • Non-Repainting Architecture : All calculations use confirmed bar data only; historical display matches live behavior ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗦𝗘𝗧𝗧𝗜𝗡𝗚𝗦 𝗢𝗩𝗘𝗥𝗩𝗜𝗘𝗪 • Controls : Master toggles for all 15 level systems • Appearance : Label style, size, spacing, line width, dimming, timezone selection • HTF Levels : Daily/Weekly/Monthly/Quarterly/Yearly Open/High/Low/Mid toggles • Session Levels : Asian/European/NA session times and display options • Custom Sessions : Two user-defined session windows with custom names • Opening Range : Duration and display settings • Killzones : Five preset killzone windows with individual toggles • Gap Levels : Daily and weekly gap display options • CME Gaps : Auto-detect toggle, manual symbol selection, display style, max gaps, colors • VWAP Levels : Multi-timeframe VWAP with band settings and previous values • Volume Profile : POC/VAH/VAL display with naked POC tracking • Previous Periods : Prior period level toggles across all timeframes • Fibonacci Levels : Dual retracement sets with anchor and level selection • Confluence Zones : Strength display toggle, optional zone box, proximity settings (Ticks/Price/%), minimum levels • Market Structure : Pivot sensitivity, label display, connection lines • Fair Value Gaps : Lookback, mitigation tracking, display options • Distance Table : Position, layout (Vertical/Horizontal), size, units, level limit, strength column (★), and hidden confluence discovery • Alerts : 52 selectable alert conditions ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗔𝗟𝗘𝗥𝗧𝗦 Janus Atlas provides 52 alert conditions organized into Individual Alerts and Grouped Alerts. Individual Alerts fire for specific high-priority levels: • Previous Day: pdO, pdH, pdL • Daily: dO, dH, dL • Weekly: wO, wH, wL • Monday: moO, moH, moL • Opening Range: orH, orL • VWAP: dVWAP, wVWAP, pdVWAP • Volume Profile: dPOC, dVAH, dVAL, wPOC, wVAH, wVAL • Gap: gapH, gapL, Gap Filled • CME Gap: CME Gap New, CME Gap Filled • Market Structure: CHoCH Bullish, CHoCH Bearish, BOS Bullish, BOS Bearish • FVG: Bullish FVG, Bearish FVG • Naked POC: dnPOC, wnPOC • Other: Fib Level Touched, Confluence Zone Grouped Alerts cover multiple related levels efficiently: • Monthly (mO, mH, mL) • Quarterly (qO, qH, qL) • Yearly (yO, yH, yL) • Sessions (Asia/Euro/NY O/H/L) • Custom Sessions (CS1/CS2 H/L) • Previous Week/Month/Quarter/Year • HTF VWAP (mVWAP, qVWAP, yVWAP) • Previous VWAP (pwVWAP, pmVWAP, pqVWAP, pyVWAP) • Monthly/Quarterly/Yearly Volume Profile ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗟𝗜𝗠𝗜𝗧𝗔𝗧𝗜𝗢𝗡𝗦 • Levels indicate areas of potential interest, not guaranteed support or resistance • Past level reactions do not predict future behavior • Strong momentum can push through even high-confluence zones • CME gap data requires a supported chart symbol (auto-detect handles most cases) • Enabling too many systems simultaneously may create visual clutter • Volume Profile accuracy depends on available volume data from exchange ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗖𝗢𝗡𝗖𝗟𝗨𝗦𝗜𝗢𝗡 Janus Atlas consolidates 15 distinct level systems into a unified overlay, providing comprehensive price structure analysis without indicator stacking. From time-based references (HTF, sessions) to volume-based levels (VWAP, POC) to technical overlays (Fibonacci, FVG, Market Structure, CME Gaps), the indicator maps potential areas of interest across multiple analytical frameworks. The smart label management, automatic confluence detection, and real-time distance table help traders quickly identify high-priority zones while maintaining chart clarity. Whether used for intraday scalping or swing trading, Janus Atlas provides the structural context to frame trading decisions. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗗𝗜𝗦𝗖𝗟𝗔𝗜𝗠𝗘𝗥 Trading is risky and most traders lose money. This indicator is provided for informational and educational purposes only. It does not constitute financial advice, and past performance does not guarantee future results. All content, tools, and analysis should not be considered as recommendations to buy or sell any asset. Users are solely responsible for their own trading decisions. Always use proper risk management and consider consulting a qualified financial advisor before making trading decisions. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ For access and support, please send a private message.
Pine Script®指标
由SignalPilotLabs提供
Institutional Dominance/Trapped Trader Profile @MaxMaserati 3.0📊 Institutional Dominance & Trapped Trader Delta Profile @MaxMaserati 3.0 ═════════════════════════════════════════════════════════════ 🎯 OVERVIEW The IDT Auction Profile is a professional-grade volume order flow analysis tool that reveals where institutional traders hold Positional Advantage and where retail participants are Trapped. Unlike traditional Volume Profile indicators, the IDT Profile integrates Volume Point Delta (VPD) analysis with advanced pattern recognition to identify the exact price levels where profitable institutional positions create support/resistance, and where losing positions are forced to exit. This indicator answers the critical questions: Who is in profit? Who is trapped? And where will they defend or exit their positions? ═════════════════════════════════════════════════════════════ ✨ FEATURES ═════════════════════════════════════════════════════════════ ⚡ Quick Presets - One-click configuration for: • Scalper (1m-5m): 75 bars, 50 rows, ★3 confluence • Day Trader (15m-1h): 150 bars, 60 rows, ★3 confluence • Swing Trader (4h-D): 300 bars, 80 rows, ★4 confluence 🔔 Price Alerts - Get notified when price touches: • VAH (Value Area High) - Resistance zone • VAL (Value Area Low) - Support zone • Adjustable sensitivity (0.05% - 1.0%) 📏 POC Line Extensions - Historical context lines extending left from key institutional levels 👻 Previous Session POCs - Dotted reference lines showing prior period levels (carry-over zones) 📊 Real-Time Statistics Panel: • Total Volume • Net Delta • Buy/Sell Pressure % 🎨 Visual Enhancements: • Column dividers for clarity • Transparency controls • Profile auto-hide when price moves away • Cached color schemes for 30% performance boost ═════════════════════════════════════════════════════════════ 🧠 CORE CONCEPT: DOMINANCE VS TRAPPED POSITIONING ═════════════════════════════════════════════════════════════ The indicator categorizes all market participants into two strategic positions based on their entry price relative to current market price: 📍 ABOVE CURRENT PRICE (Resistance Zones) 🔴 Aggressive Sellers in Profit - Sold higher, currently winning. Will defend positions or add to winners. 🟥 Trapped Buyers at Loss - Bought higher, currently losing. Must exit at breakeven, creating resistance. 📍 BELOW CURRENT PRICE (Support Zones) 🟢 Aggressive Buyers in Profit - Bought lower, currently winning. Will defend positions or add to winners. 🟩 Trapped Sellers at Loss - Sold lower, currently losing. Must cover at breakeven, creating support. ⚡ MAXIMUM CONFLUENCE ZONES When Dominant (Profitable) and Trapped (Loss) positions align at the same level, you get the strongest support/resistance zones: 🟧 Orange Boxes (Above Price) = Aggressive Sellers + Trapped Buyers = STRONGEST RESISTANCE 🟨 Yellow Boxes (Below Price) = Aggressive Buyers + Trapped Sellers = STRONGEST SUPPORT ═════════════════════════════════════════════════════════════ 📊 VOLUME ANALYSIS COLUMNS ═════════════════════════════════════════════════════════════ 1️⃣ VPD Column (Volume Point Delta) Net aggressive pressure at each price level (Buying Volume - Selling Volume) - Bullish Delta (Green): Buyers dominated the auction at this level - Bearish Delta (Red): Sellers dominated the auction at this level - Smart Coloring: Automatically highlights institutional patterns 2️⃣ VPS Column (Volume Point of Sell - ASK Volume) Aggressive buying volume that "lifted the offer" by hitting ask prices - Represents participants who paid the ask price to enter long - When price is below this level = These buyers are in profit - When price is above this level = These sellers who got hit are in profit - Shows institutional bid volume absorption 3️⃣ VPB Column (Volume Point of Buy - BID Volume) Aggressive selling volume that "hit the bid" by taking bid prices - Represents participants who sold at bid price to enter short - When price is above this level = These sellers are in profit - When price is below this level = These buyers who got hit are in profit - Shows institutional ask volume absorption 4️⃣ SVP Column (Optional - Session Volume Profile) Traditional combined volume profile without bid/ask separation ═════════════════════════════════════════════════════════════ 🔍 ADVANCED INSTITUTIONAL PATTERNS DETECTION ═════════════════════════════════════════════════════════════ The indicator uses statistical analysis (standard deviation, moving averages, hit counting) to identify institutional footprints: ⚡ Failed Auctions - "BUYERS TRAPPED" or "SELLERS TRAPPED" labels • High volume entered, but price immediately reversed • Creates extreme concentrations of losing positions • Trading Implication: High-probability reversal zones where trapped participants must exit 📈 Volume Spikes - Bright green/red bars in VPD column • Volume exceeds average by 2+ standard deviations • Represents aggressive institutional entry • Trading Implication: Potential trend continuation or setup for failed auction 🛡️ Absorption Zones - Yellow/Orange colored bars • Large passive orders absorbing aggressive volume without price movement • Indicates accumulation (bullish) or distribution (bearish) • Trading Implication: Institutional positioning before major moves 🧊 Iceberg Orders - Cyan colored bars with high hit counts • Same price level shows repeated volume without clearing • Reveals hidden institutional limit orders split into small pieces • Trading Implication: Strong liquidity magnets, price often returns here 💜 Volume Exhaustion - Purple colored bars • Sharp volume drop (50%+) after spike • Momentum exhausted, participants depleted • Trading Implication: Potential reversal or consolidation ahead ═════════════════════════════════════════════════════════════ 🎨 SMART INSTITUTIONAL COLORING ═════════════════════════════════════════════════════════════ Colors bars based on detected patterns vs simple red/green: 🟨 Yellow = Bullish battles won (buyers + trapped sellers) 🟧 Orange = Bearish battles won (sellers + trapped buyers) 🔵 Cyan = Iceberg orders (hidden liquidity) 🟣 Purple = Large passive orders 🟢 Bright Green = Buying spikes (institutional aggression) 🔴 Bright Red = Selling spikes (institutional aggression) ═════════════════════════════════════════════════════════════ ⭐ CONFLUENCE SCORING SYSTEM ═════════════════════════════════════════════════════════════ Each price level receives 1-5 stars based on: ★★ Volume spike presence (+2 stars) ★ Absorption pattern (+1 star) ★ Large passive orders (+1 star) ★ Proximity to Value Area (+1 star) ★★ Iceberg detection (+2 stars) ★★ Failed auction (+2 stars) Minimum Signal Strength filter lets you show only levels with ★3+ confluence for highest-quality signals. ═════════════════════════════════════════════════════════════ 🎯 VALUE AREA ANALYSIS ═════════════════════════════════════════════════════════════ VAH (Value Area High) - Blue Line - Top of the 70% volume acceptance zone - Price at VAH often rejects downward (resistance) - Alert triggers when price approaches VAL (Value Area Low) - Red Line - Bottom of the 70% volume acceptance zone - Price at VAL often bounces upward (support) - Alert triggers when price approaches Trading Applications: - Price outside Value Area → Mean reversion opportunity - Price breaks VA with volume → Trend continuation - Price oscillates within VA → Range-bound, fade extremes - Previous session VA lines show carryover levels ═════════════════════════════════════════════════════════════ 📋 EXPECTED PRICE BEHAVIOR AT KEY LEVELS ═════════════════════════════════════════════════════════════ ⚠️ IMPORTANT: These are observed behavioral patterns for educational purposes and backtesting research. Always validate with 250-500+ backtest trades before risking capital. 1️⃣ POC BOX ZONES (Highest Statistical Relevance) 🟨 Yellow Boxes (Below Current Price - SUPPORT) Expected Behavior: - Price approaching from above typically encounters buying pressure - Both profitable institutional buyers and trapped short sellers create demand - Common reaction: Price slows, consolidates, or bounces - Failed bounces often lead to rapid breakdown (trapped buyers capitulate) What Often Happens: - Initial dip into zone → Weak bounce attempt - Second test → Stronger bounce (trapped sellers covering + buyers defending) - Break below → Quick acceleration as both groups exit 🟧 Orange Boxes (Above Current Price - RESISTANCE) Expected Behavior: - Price rallying into zone typically encounters selling pressure - Both profitable institutional sellers and trapped long buyers create supply - Common reaction: Price stalls, consolidates, or rejects What Often Happens: - Initial push into zone → Weak rejection - Second test → Stronger rejection (trapped buyers exiting + sellers defending) - Break above → Quick acceleration as resistance becomes support 2️⃣ FAILED AUCTION ZONES "SELLERS TRAPPED" Labels (Below Price): - High-volume selling that immediately reversed = maximum trapped shorts - When price returns, trapped sellers face pressure to cover - Typical pattern: Price approaches → Initial hesitation → Sharp bounce "BUYERS TRAPPED" Labels (Above Price): - High-volume buying that immediately failed = maximum trapped longs - Price returning forces trapped buyers to exit at breakeven - Typical pattern: Price approaches → Distribution → Rejection 3️⃣ VALUE AREA DYNAMICS Price Outside Value Area (VAH/VAL): - Price beyond 70% volume zone = statistical outlier - Two outcomes: Mean reversion OR trend continuation - Key differentiator: Presence of confluence zones Mean Reversion Pattern (No Strong Confluence): - Price extends 1-2% beyond VA → Typically reverts toward POC - Weak volume on extension → Higher probability of reversal Breakout Pattern (With ★4+ Confluence): - Price breaks VA with institutional patterns → Often continues - Strong volume + confluence = New value area forming 4️⃣ ICEBERG ORDER BEHAVIOR Cyan Bars with High Hit Counts: - Repeated volume at same level = Large hidden order absorbing - Price typically "tests" iceberg multiple times before resolution - Two outcomes: Absorption complete (break) OR rejection (bounce) 5️⃣ VOLUME SPIKE PATTERNS Bright Green/Red Bars (Institutional Aggression): - Extreme delta spikes indicate institutional entry - Trend Continuation Spikes: Spike aligned with trend = Often continues - Exhaustion Spikes: Spike against trend = Failed auction forming ═════════════════════════════════════════════════════════════ ⚙️ CONFIGURATION GUIDE ═════════════════════════════════════════════════════════════ 🎯 QUICK START 1. Select your trading style preset (Scalper/Day/Swing) 2. Enable VAH/VAL alerts in settings 3. Adjust alert sensitivity (0.1% recommended) 4. Add alert condition to TradingView alert system 📊 CORE SETTINGS - Lookback Period: How many bars to analyze - Scalping: 50-100 bars - Day Trading: 100-200 bars - Swing Trading: 200-500 bars - Price Row Granularity: How finely to divide price - 40-50 rows = Fast markets - 60-80 rows = Balanced (RECOMMENDED) - 100+ rows = Maximum precision - Minimum Signal Strength: Filter weak signals - ★3 = Balanced quality/quantity (RECOMMENDED) - ★4-5 = Highest quality, fewer opportunities 🎨 VISUAL SETTINGS - Color Theme: Classic/Institutional/Monochrome/Bold/Minimal/Custom - Smart Coloring: ON (recommended) - Shows institutional patterns - Transparency: Adjust profile opacity - Column Dividers: Visual separators between columns - POC Extensions: Show historical level significance 📈 ADVANCED FEATURES - Auto-Hide Distance: Hide profile when price moves X% away - Statistics Panel: Real-time metrics display - Previous POCs: Show prior session levels - Alert Sensitivity: How close price must be to trigger alerts ═════════════════════════════════════════════════════════════ 💡 BEST PRACTICES ═════════════════════════════════════════════════════════════ ✅ Start with defaults (200 lookback, 60 rows, ★3 confluence, Smart Coloring ON) ✅ Focus on POC boxes first - These are your highest-probability zones ✅ Combine with price action - Use the profile to explain WHY support/resistance exists ✅ Watch for alignment - Yellow/Orange boxes = strongest levels ✅ Respect failed auctions - "TRAPPED" labels are extreme reversal setups ✅ Use Value Area for context - Price outside VA = mean reversion opportunity ✅ Trust confluence scores - ★4-5 signals are institutional-grade setups ✅ Set up alerts for VAH/VAL touches - Don't miss key levels ✅ Check previous session POCs - Institutions defend same zones across sessions ✅ Monitor statistics panel - Understand market conviction in real-time ═════════════════════════════════════════════════════════════ 🔧 TECHNICAL SPECIFICATIONS ═════════════════════════════════════════════════════════════ Calculation Method: Enhanced delta using OHLC and volume with wick ratio analysis Update Frequency: Real-time on every bar close Performance: Optimized with color caching and pre-calculated values (~30% faster) Max Capacity: Supports up to 1500 bars lookback and 250 price rows Compatibility: Works on all symbols and timeframes Memory Usage: Efficient array management with proper initialization Alert System: Built-in VAH/VAL touch detection with visual markers ═════════════════════════════════════════════════════════════ 🎯 UNIQUE VALUE PROPOSITION ═════════════════════════════════════════════════════════════ Unlike standard Volume Profile indicators that only show where volume occurred, the IDT Auction Profile: ✅ Separates bid vs ask volume to reveal true order flow ✅ Identifies who is profitable vs who is trapped at each level ✅ Detects institutional patterns (icebergs, absorption, failed auctions) ✅ Calculates confluence scores combining multiple factors ✅ Provides clear POC boxes showing exact institutional positioning ✅ Maps positional advantage rather than just volume density ✅ Alerts you to key level touches in real-time ✅ Shows historical context with POC extensions ✅ Displays live statistics for market conviction This transforms Volume Profile from a historical volume chart into a strategic positioning map showing institutional dominance and trapped participants. ═════════════════════════════════════════════════════════════ 📖 HOW TO INTEGRATE WITH YOUR STRATEGY ═════════════════════════════════════════════════════════════ ✅ PROPER USES: - Entry refinement within your existing setups - Intelligent stop placement beyond institutional levels - Objective profit targets at next confluence zones - Trade filtering (only take setups at ★4+ zones) - Understanding market positioning before entry - Alert-based monitoring of key support/resistance levels ❌ WHAT IT CANNOT DO: - Predict direction with certainty - Replace risk management - Account for news/external events - Guarantee profitability - Work in all market conditions ═════════════════════════════════════════════════════════════ 📚 DEVELOPMENT PATH (12-16 Weeks) ═════════════════════════════════════════════════════════════ Weeks 1-2: Observation Only - Watch price behavior at key levels - Document patterns without trading - Set up alerts and observe responses Weeks 3-8: Paper Trading - Simulate trades, track all metrics - Minimum 100 paper trades - Test different confluence thresholds Weeks 9-16: Small Size Testing - Minimal capital, real market conditions - Continue tracking, refine rules - Adjust alert sensitivity based on results After Proven Edge you could potentially include it in your set-up ═════════════════════════════════════════════════════════════ ⚠️ CRITICAL DISCLAIMERS ═════════════════════════════════════════════════════════════ ⚠️ Past volume ≠ Future price action ⚠️ Institutional positions change rapidly - these are static snapshots ⚠️ No indicator works 100% - risk management is mandatory ⚠️ Market conditions change - adapt your approach ⚠️ Backtest with YOUR style, YOUR timeframe, YOUR risk tolerance ⚠️ Alerts are notifications, not trade signals - you decide the action The indicator reveals WHERE institutions are positioned and HOW they might behave. YOU decide IF, WHEN, and HOW to trade that information. ═════════════════════════════════════════════════════════════ 📞 SUPPORT & UPDATES ═════════════════════════════════════════════════════════════ For questions, suggestions, or bug reports: - Comment below the indicator - Follow for updates and new features - Check documentation for detailed examples ═════════════════════════════════════════════════════════════ Not financial advice. For educational and research purposes only.
Pine Script®指标
由MaxMaserati提供
1
Price Volume Heatmap [MHA Finverse]Price Volume Heatmap - Advanced Volume Profile Analysis Unlock the power of institutional-level volume analysis with the Price Volume Heatmap indicator. This sophisticated tool visualizes market structure through volume distribution across price levels, helping you identify key support/resistance zones, high-probability reversal areas, and optimal entry/exit points. 🎯 What Makes This Indicator Unique? Unlike traditional volume indicators that only show volume over time, this heatmap displays volume distribution across price levels , revealing where the most significant trading activity occurred. The gradient coloring system instantly highlights high-volume nodes (areas of strong interest) and low-volume nodes (potential breakout zones). 📊 Core Features 1. Dynamic Volume Heatmap - Visualizes volume concentration across 250 customizable price levels - Gradient color scheme from high volume (white) to low volume (teal/green) - Adjustable brightness multiplier for enhanced contrast and clarity - Real-time updates as market conditions evolve 2. Point of Control (POC) - Automatically identifies the price level with the highest traded volume - Acts as a magnetic price level where markets often return - Critical for identifying fair value areas and potential reversal zones - Customizable line style, width, and color 3. Flexible Lookback Settings - Lookback Bars: Set any value from 1-5000 bars to control analysis depth - Visible Range Mode: Analyze only what's currently visible on your chart - Timeframe-Specific Settings: Different lookback periods for 1m, 5m, 15m, 30m, 1h, Daily, and Weekly charts - Adapts to your trading style - scalping to position trading 4. Session Separation Analysis - Tokyo Session: 00:00-09:00 UTC - London Session: 07:00-16:00 UTC - New York Session: 13:00-22:00 UTC - Sydney Session: 21:00-06:00 UTC - Daily Reset: Analyze each trading day independently Session separation allows you to understand volume distribution specific to each major trading session, revealing institutional order flow patterns and session-specific support/resistance levels. 5. Profile Width Options - Dynamic: Profile width adjusts based on lookback period - Fixed Bars: Set a specific bar count for consistent profile width - Extend Forward: Project the profile into future bars for planning trades 6. Smart Alerts - POC crossover/crossunder alerts - New session start notifications - Never miss critical price action at high-volume nodes 📈 How to Use This Indicator Professionally Understanding Market Structure: High Volume Nodes (HVN): - Appear as bright/white areas in the heatmap - Represent price levels where significant trading occurred - Act as strong support/resistance zones - Markets often consolidate or bounce from these levels - Trading Strategy: Look for entries when price tests HVN areas with confluence from other indicators Low Volume Nodes (LVN): - Appear as darker/teal areas in the heatmap - Represent price levels with minimal trading activity - Price tends to move quickly through these areas - Often form "gaps" in the volume profile - Trading Strategy: Expect rapid price movement through LVN zones; avoid placing stop losses here Point of Control (POC): - The single most important price level in your analysis window - Represents the fairest price where maximum volume traded - Price gravitates toward POC like a magnet - Trading Strategy: * When price is above POC: bullish bias, POC acts as support * When price is below POC: bearish bias, POC acts as resistance * POC breaks often lead to significant trend changes Session-Based Analysis: Use session separation to understand how different market participants trade: Asian Session (Tokyo/Sydney): - Typically lower volatility and range-bound - Volume profiles often show tight, balanced distribution - Use for identifying overnight ranges and gap fill zones London Session: - Highest volume session for forex pairs - Often shows strong directional bias - Look for breakouts from Asian ranges during London open New York Session: - Maximum participation when overlapping with London - Institutional order flow most visible - POC during NY session often becomes key level for following sessions 🎯 Practical Trading Applications 1. Identifying Support & Resistance: High volume nodes from the heatmap are far more reliable than traditional swing highs/lows. When price approaches an HVN, expect reaction - either a bounce or a significant breakout if breached. 2. Trend Confirmation: - Healthy uptrend: POC rising over time, HVN forming at higher levels - Healthy downtrend: POC falling over time, HVN forming at lower levels - Consolidation: POC relatively flat, volume balanced across range 3. Breakout Trading: When price breaks through a Low Volume Node with momentum, it often continues to the next High Volume Node. Use LVN areas as measured move targets. 4. Reversal Zones: Multiple HVN stacking on top of each other creates a "volume shelf" - an extremely strong support/resistance zone where reversals are highly probable. 5. Risk Management: - Place stops beyond HVN areas (not within LVN zones) - Size positions based on distance to nearest HVN - Use POC as trailing stop level in trending markets ⚙️ Recommended Settings For Day Trading (Scalping/Intraday): - Lookback: 200-500 bars - Rows: 200-250 - Enable session separation for your primary trading session - Profile Width: Dynamic or Fixed Bars (30-50) For Swing Trading: - Lookback: 500-1000 bars - Rows: 250 - Session separation: Daily Reset - Profile Width: Dynamic For Position Trading: - Lookback: 1000-3000 bars - Rows: 250 - Use timeframe-specific settings - Profile Width: Extend Forward (20-50 bars) 💡 Pro Tips 1. Combine this indicator with price action analysis - volume confirms what price is telling you 2. Watch for POC convergence with other technical levels (fibonacci, pivot points, moving averages) 3. Volume at extremes (tops/bottoms of heatmap) often indicates exhaustion 4. Session POC from previous sessions often acts as magnet for current session 5. Increase brightness multiplier (1.5-2.5) for clearer visualization on busy charts 6. Use "Number of Sessions to Display" to analyze consistency of volume levels across multiple sessions 🎨 Customization Fully customizable visual appearance: - Gradient colors for volume visualization - POC line thickness, color, and style - Session line colors and visibility - All settings organized in intuitive groups ⚠️ Disclaimer This indicator is a technical analysis tool and should not be used as the sole basis for trading decisions. Always combine volume analysis with proper risk management, fundamental analysis, and other technical indicators. Past performance does not guarantee future results. --- Support & Updates Regular updates and improvements are made to enhance functionality. For questions, suggestions, or bug reports, please use the comments section below. Happy Trading! 📊💹
Pine Script®指标
由humayunmha提供
Institutional Dominance & Trapped Trader @MaxMaserati 3.0 Institutional Dominance & Trapped Trader Delta Profile @MaxMaserati 3.0 ═════════════════════════════════════════════════════════════ Overview The IDT Auction Profile is a professional-grade volume order flow analysis tool that reveals where institutional traders hold Positional Advantage and where retail participants are Trapped. Unlike traditional Volume Profile indicators, the IDT Profile integrates Volume Point Delta (VPD) analysis with advanced pattern recognition to identify the exact price levels where profitable institutional positions create support/resistance, and where losing positions are forced to exit. This indicator answers the critical questions: Who is in profit? Who is trapped? And where will they defend or exit their positions? ═════════════════════════════════════════════════════════════ Core Concept: Dominance vs Trapped Positioning ════════════════════════════════════════════════════════════TThe indicator categorizes all market participants into two strategic positions based on their entry price relative to current market price: Above Current Price (Resistance Zones) 🔴 Aggressive Sellers in Profit - Sold higher, currently winning. Will defend positions or add to winners. 🟥 Trapped Buyers at Loss - Bought higher, currently losing. Must exit at breakeven, creating resistance. Below Current Price (Support Zones) 🟢 Aggressive Buyers in Profit - Bought lower, currently winning. Will defend positions or add to winners. 🟩 Trapped Sellers at Loss - Sold lower, currently losing. Must cover at breakeven, creating support. Maximum Confluence Zones When Dominant (Profitable) and Trapped (Loss) positions align at the same level, you get the strongest support/resistance zones. These appear as: 🟧 Orange Boxes (Above Price) = Aggressive Sellers + Trapped Buyers = STRONGEST RESISTANCE 🟨 Yellow Boxes (Below Price) = Aggressive Buyers + Trapped Sellers = STRONGEST SUPPORT ═════════════════════════════════════════════════════════════ VOLUME ANALYSIS ═════════════════════════════════════════════════════════════ 1. VPD Column (Volume Point Delta) Net aggressive pressure at each price level (Buying Volume - Selling Volume). Bullish Delta (Green): Buyers dominated the auction at this level Bearish Delta (Red): Sellers dominated the auction at this level Smart Coloring: Automatically highlights institutional patterns (icebergs, absorption, spikes, failed auctions) 2. VPS Column (Volume Point of Sell - ASK Volume) Aggressive buying volume that "lifted the offer" by hitting ask prices. Represents participants who paid the ask price to enter long When price is below this level = These buyers are in profit When price is above this level = These sellers who got hit are in profit 3. VPB Column (Volume Point of Buy - BID Volume) Aggressive selling volume that "hit the bid" by taking bid prices. Represents participants who sold at bid price to enter short When price is above this level = These sellers are in profit When price is below this level = These buyers who got hit are in profit ═════════════════════════════════════════════════════════════ 🧠 ADVANCED INSTITUTIONAL PATTERNS DETECTION ═════════════════════════════════════════════════════════════ The indicator uses statistical analysis (standard deviation, moving averages, hit counting) to identify institutional footprints: Failed Auctions ⚡ "BUYERS TRAPPED" or "SELLERS TRAPPED" labels High volume entered, but price immediately reversed Creates extreme concentrations of losing positions Trading Implication: High-probability reversal zones where trapped participants must exit Volume Spikes 📈📉 Bright green/red bars in VPD column Volume exceeds average by 2+ standard deviations Represents aggressive institutional entry Trading Implication: Potential trend continuation or setup for failed auction Absorption Zones 🛡️ Yellow/Orange colored bars Large passive orders absorbing aggressive volume without price movement Indicates accumulation (bullish) or distribution (bearish) Trading Implication: Institutional positioning before major moves Iceberg Orders 🧊 Cyan colored bars with high hit counts Same price level shows repeated volume without clearing Reveals hidden institutional limit orders split into small pieces Trading Implication: Strong liquidity magnets, price often returns here Volume Exhaustion 💜 Purple colored bars Sharp volume drop (50%+) after spike Momentum exhausted, participants depleted Trading Implication: Potential reversal or consolidation ahead ═════════════════════════════════════════════════════════════ Colors bars based on detected patterns vs simple red/green ═════════════════════════════════════════════════════════════ Yellow = Bullish battles won Orange = Bearish battles won Cyan = Iceberg orders Purple = Large passive orders Bright Green = Buying spikes Bright Red = Selling spikes ═════════════════════════════════════════════════════════════ Confluence Scoring ⭐ ═════════════════════════════════════════════════════════════ Each price level receives 1-5 stars based on: Volume spike presence (+2 stars) Absorption pattern (+1 star) Large passive orders (+1 star) Proximity to Value Area (+1 star) Iceberg detection (+2 stars) Failed auction (+2 stars) Minimum Signal Strength filter lets you show only levels with ★3+ confluence for highest-quality signals. ═════════════════════════════════════════════════════════════ 📍 Value Area Analysis ═════════════════════════════════════════════════════════════ VAH (Value Area High) - Blue Line Top of the 70% volume acceptance zone. Price at VAH often rejects downward. VAL (Value Area Low) - Red Line Bottom of the 70% volume acceptance zone. Price at VAL often bounces upward. Trading Applications: Price outside Value Area → Mean reversion opportunity Price breaks VA with volume → Trend continuation Price oscillates within VA → Range-bound, fade extremes ═════════════════════════════════════════════════════════════ EXPECTED PORICE BEHAVIOR AT KEY LEVELS ═════════════════════════════════════════════════════════════ ⚠️ IMPORTANT: These are observed behavioral patterns for educational purposes and backtesting research. Always validate with 250-500+ backtest trades before risking capital. Use this indicator to enhance your existing strategy, not as a standalone system. 1. POC Box Zones (Highest Statistical Relevance) ═════════════════════════════════════════════════════════════ 🟨 Yellow Boxes (Below Current Price) Expected Behavior: Price approaching from above typically encounters buying pressure Both profitable institutional buyers and trapped short sellers create demand Common reaction: Price slows, consolidates, or bounces Failed bounces often lead to rapid breakdown (trapped buyers capitulate) What Often Happens: Initial dip into zone → Weak bounce attempt Second test → Stronger bounce (trapped sellers covering + buyers defending) Break below → Quick acceleration as both groups exit Backtesting Focus: Measure bounce success rate at ★3+ vs ★4-5 zones Track how often price returns after initial rejection Compare behavior during trending vs ranging markets 🟧 Orange Boxes (Above Current Price) Expected Behavior: Price rallying into zone typically encounters selling pressure Both profitable institutional sellers and trapped long buyers create supply Common reaction: Price stalls, consolidates, or rejects What Often Happens: Initial push into zone → Weak rejection Second test → Stronger rejection (trapped buyers exiting + sellers defending) Break above → Quick acceleration as resistance becomes support Backtesting Focus: Measure rejection success rate by confluence score Track false breakouts vs genuine breakouts Identify market conditions that favor breakouts vs reversals 2. Failed Auction Zones ═════════════════════════════════════════════════════════════ "SELLERS TRAPPED" Labels (Below Price) Expected Behavior: High-volume selling that immediately reversed = maximum trapped short positions When price returns to this level, trapped sellers face pressure to cover Typical pattern: Price approaches → Initial hesitation → Sharp bounce Common Price Action: First retest: Quick spike through level then immediate recovery Subsequent retests: Stronger bounces as fewer trapped sellers remain Level becomes support after trapped positions cleared Backtesting Focus: Success rate of bounces on first vs second retest Time decay: Does signal strength diminish after X bars? Volume characteristics during successful bounces "BUYERS TRAPPED" Labels (Above Price) Expected Behavior: High-volume buying that immediately failed = maximum trapped long positions Price returning forces trapped buyers to exit at breakeven Typical pattern: Price approaches → Distribution → Rejection Common Price Action: First retest: Shallow penetration then swift rejection Multiple retests: Weaker rallies as trapped positions cleared Level becomes resistance until breakout occurs Backtesting Focus: How many retests before level breaks? Volume profile changes on each successive test Correlation with broader market direction 3. Value Area Dynamics ═════════════════════════════════════════════════════════════ Price Outside Value Area (VAH/VAL) Expected Behavior: Price beyond 70% volume zone = statistical outlier Two outcomes: Mean reversion OR trend continuation Key differentiator: Presence of confluence zones Mean Reversion Pattern (No Strong Confluence): Price extends 1-2% beyond VA → Typically reverts toward POC Weak volume on extension → Higher probability of reversal Price oscillates back into value area over several bars Breakout Pattern (With ★4+ Confluence): Price breaks VA with institutional patterns → Often continues Strong volume + confluence = New value area forming Old VA becomes reference point for pullbacks Backtesting Focus: Success rate of fades based on distance from VA Confluence requirements for successful breakouts Time of day / session impact on VA behavior 4. Iceberg Order Behavior ═════════════════════════════════════════════════════════════ Cyan Bars with High Hit Counts Expected Behavior: Repeated volume at same level = Large hidden order absorbing Price typically "tests" iceberg multiple times before resolution Two outcomes: Absorption complete (break) OR rejection (bounce) Absorption Phase: Price approaches → Slows near iceberg → Minimal movement Volume increases but price range contracts Acts as temporary support/resistance Resolution Phase: Iceberg filled → Sudden acceleration through level Iceberg defended → Sharp rejection away from level Post-resolution: Level often becomes support/resistance flip Backtesting Focus: Average number of tests before resolution Volume characteristics when iceberg breaks vs holds Timeframe impact on iceberg effectiveness 5. Volume Spike Patterns ═════════════════════════════════════════════════════════════ Bright Green/Red Bars (Institutional Aggression) Expected Behavior: Extreme delta spikes indicate institutional entry Two scenarios: Continuation (spike in trend direction) OR Exhaustion (spike against trend) Trend Continuation Spikes: Spike + ★4+ confluence + aligned with trend = Often continues Price may consolidate briefly then resume direction These levels become support/resistance on pullbacks Exhaustion Spikes: Spike against trend + followed by reversal = Failed auction forming High probability of "TRAPPED" label appearing Often marks short-term extremes Backtesting Focus: Distinguish continuation vs exhaustion spikes Success rate based on trend alignment Time holding before reversal occurs ═════════════════════════════════════════════════════════════ 💡 Best Practices ═════════════════════════════════════════════════════════════ Start with defaults (200 lookback, 60 rows, ★3 confluence, Classic colors, Smart Coloring ON) Focus on POC boxes first - These are your highest-probability zones Combine with price action - Use the profile to explain WHY support/resistance exists Watch for alignment - Yellow/Orange boxes (both participant types) = strongest levels Respect failed auctions - "TRAPPED" labels are extreme reversal setups Use Value Area for context - Price outside VA = opportunity for mean reversion Trust confluence scores - ★4-5 signals are institutional-grade setups Adjust timeframe settings - Lower lookback for scalping, higher for position trading 🔧 Technical Notes Calculation: Enhanced delta using OHLC and volume with wick ratio analysis Updates: Real-time on every bar close Performance: Optimized for up to 500 bars lookback and 250 price rows Compatibility: Works on all symbols and timeframes Indicator Unique Value ═════════════════════════════════════════════════════════════ Unlike standard Volume Profile indicators that only show where volume occurred, the IDT Auction Profile: ✅ Separates bid vs ask volume to reveal true order flow ✅ Identifies who is profitable vs who is trapped at each level ✅ Detects institutional patterns (icebergs, absorption, failed auctions) ✅ Calculates confluence scores combining multiple factors ✅ Provides clear POC boxes showing exact institutional positioning ✅ Maps positional advantage rather than just volume density This transforms Volume Profile from a historical volume chart into a strategic positioning map showing institutional dominance and trapped participants. How to Integrate with Your Strategy ═════════════════════════════════════════════════════════════ ✅ Proper Uses: Entry refinement within your existing setups Intelligent stop placement beyond institutional levels Objective profit targets at next confluence zones Trade filtering (only take setups at ★4+ zones) Understanding market positioning before entry ❌ What It Cannot Do: Predict direction with certainty Replace risk management Account for news/external events Guarantee profitability Work in all market conditions Development Path (12-16 Weeks) Weeks 1-2: Observation Only Watch price behavior at key levels Document patterns without trading Weeks 3-8: Paper Trading Simulate trades, track all metrics Minimum 100 paper trades Weeks 9-16: Small Size Testing Minimal capital, real market conditions Continue tracking, refine rules After Proven Edge: Scale Position Sizing Critical Disclaimers ⚠️ Past volume ≠ Future price action ⚠️ Institutional positions change rapidly - these are static snapshots ⚠️ No indicator works 100% - risk management is mandatory ⚠️ Market conditions change - adapt your approach ⚠️ Backtest with YOUR style, YOUR timeframe, YOUR risk tolerance The indicator reveals WHERE institutions are positioned and HOW they might behave. YOU decide IF, WHEN, and HOW to trade that information. Not financial advice. For educational and research purposes only.
Pine Script®指标
由MaxMaserati提供
2
Market Structure Volume Time Velocity ProfileThis is the Market Structure Volume Time Velocity Profile (MSVTVP). It combines event-based profiling with advanced metrics like Time and Velocity (Flow Rate). Instead of fixed time periods, profiles are anchored to critical market events (Swings, Structure Breaks, Delta Breaks), giving you a precise view of value development during specific market phases. ## The 3 Dimensions of the Market Unlike standard tools that only show Volume, MSVTVP allows you to switch between three critical metrics: 1. **VOLUME Profile (The "Where"):** * Shows standard acceptance. High volume nodes (HVN) are magnets for price. 2. **TIME Profile (The "How Long"):** * Similar to TPO, it measures how long price spent at each level. * **High Time:** True acceptance and fair value. * **Low Time:** Rejection or rapid movement. 3. **VELOCITY Profile (The "How Fast"):** * Measures the **speed of trading** (Contracts per Second). This reveals the hidden intent of market participants. * **High Velocity (Fast Flow):** Aggression. Initiative buyers/sellers are hitting market orders rapidly. Often seen at breakouts or in liquidity vacu. * **Low Velocity (Slow Flow):** Absorption. Massive passive limit orders are slowing price down despite high volume. Often seen at major reversals ("hitting a brick wall"). Key Features: 1. **Event-Based Profile Anchoring:** The indicator starts a new profile based on one of three user-selected events ('Profile Anchor'): - **Swing:** A new profile begins when the 'impulse baseline' (derived from intra-bar delta) changes. This baseline adjusts when a new **price pivot** is confirmed: When a price **high** forms, the baseline moves to the **lower** of its previous level or the peak delta (max of delta O/C) at the pivot. When a price **low** forms, it moves to the **higher** of its previous level or the trough delta (min of delta O/C) at the pivot. - **Structure:** A new profile begins immediately on the bar that *confirms* a market structure break (e.g., a new HH or LL, based on a sequence of price pivots). - **Delta:** A new profile begins immediately on the bar that *confirms* a break in the *cumulative delta's* market structure (e.g., a new HH or LL in the delta). Both 'Swing' and 'Delta' anchors are derived from the same **continuous (non-resetting) Cumulative Volume Profile Delta (CVPD)**, which is built from the intra-bar statistical analysis. 2. **Statistical Profile Engine:** For each bar in the anchored period, the indicator builds a volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses advanced statistical models: - **Allocation ('Allot model'):** 'PDF' (Probability Density Function) distributes volume proportionally across the bar's range based on an assumed statistical model (e.g., T4-Skew). 'Classic' assigns all volume to the close. - **Buy/Sell Split ('Volume Estimator'):** 'Dynamic' applies a model that analyzes candle wicks and recent trend to estimate buy/sell pressure. 'Classic' classifies all volume based on the candle color. 3. **Visualization & Lag:** The indicator plots the final profile (as a polygon) and the developing statistical lines (POC, VA, VWAP, StdDev). - **Note on Lag:** All anchor events require `Pivot Right Bars` for confirmation. - In 'Structure' and 'Delta' mode, the developing lines (POC, VA, etc.) are plotted using a **non-repainting** method (showing the value from `pivRi` bars ago). - In 'Swing' mode, the profile is plotted **retroactively**, starting *from the bar where the pivot occurred*. The developing lines are also plotted with this full `pivRi` lag to align with the past data. 4. **Flexible Display Modes:** The finalized profile can be displayed in three ways: 'Up/Down' (buy vs. sell), 'Total' (combined volume), and 'Delta' (net difference). 5. **Dynamic Row Sizing:** Includes an option ('Rows per Percent') to automatically adjust the number of profile rows (buckets) based on the profile's price range. 6. **Integrated Alerts:** Includes 13 alerts that trigger for: - A new profile reset ('Profile was resetted'). - Price crossing any of the 6 developing levels (POC, VA High/Low, VWAP, StdDev High/Low). - **Alert Lag Assumption:** In 'Swing' mode, alerts are delayed to match the retroactively plotted lines. In 'Structure' and 'Delta' modes, alerts fire in **real-time** based on the *current price* crossing the *current (repainting)* value of the metric, which may **differ from the non-repainting plotted line.** **Caution: Real-Time Data Behavior (Intra-Bar Repainting)** This indicator uses high-resolution intra-bar data. As a result, the values on the **current, unclosed bar** (the real-time bar) will update dynamically as new intra-bar data arrives. This includes the values used for real-time alerts in 'Structure' and 'Delta' modes. --- **DISCLAIMER** 1. **For Informational/Educational Use Only:** This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. 2. **Use at Your Own Risk:** All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. 3. **No Guarantee of Performance:** Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. 4. **No Liability:** The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. 5. **Signals Are Not Recommendations:** The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Pine Script®指标
由AustrianTradingMachine提供
Money Flow Profile [Angel Algo]Money Flow Profile Overview This indicator is designed to analyze trading activity and identify key supply and demand zones using volume and money flow data. It is an advanced tool for traders who want to incorporate volume profile analysis into their trading strategy, enhancing their ability to spot potential reversal zones and understand market sentiment. Features 1. Customizable Lookback Period Description: Users can specify the number of bars to consider in the volume profile calculation, allowing for flexible analysis over different periods. Functionality: This setting adjusts the depth of historical data analyzed, enabling traders to tailor the indicator to various trading styles and timeframes. 2. Row Size Configuration Description: This input determines the number of rows (or price levels) displayed in the volume profile. Functionality: By adjusting the row size, traders can get a more granular or more generalized view of trading activity at different price levels. 3. Data Source Selection Options: Volume, Money Flow Description: Traders can choose between using traditional volume data or money flow for the volume profile calculation. Functionality: Money flow incorporates both price and volume to give a more comprehensive view of market buying and selling pressure, while volume focuses solely on trading activity. Volume: Money Flow: 4. Color Gradient for Volume Intensity Description: The script allows setting maximum and minimum colors to create a gradient that visually represents the intensity of trading activity. Functionality: This visual aid helps traders quickly identify areas of high and low trading activity, enhancing the interpretability of the volume profile. Advanced Analysis: Supply and Demand Zones 1. Sentiment Analysis-Based Zoning Description: The script analyzes the volume profile bars above and below the current close price to detect zones with significant buying or selling pressure. Methodology: Supply Zones: Identified by analyzing bars above the current close and finding the area with the highest selling pressure, indicated by volume delta. Demand Zones: Identified by analyzing bars below the current close and finding the area with the highest buying pressure. 2. Volume Delta Calculation Description: Volume delta, the difference between buy and sell volumes, is used to gauge the strength of buying or selling pressure at each price level. Functionality: This calculation helps pinpoint the most significant supply and demand zones, providing traders with potential entry and exit points based on market sentiment. Usage Scenario This indicator is particularly useful for traders who focus on intraday trading, swing trading, or any strategy that benefits from understanding volume dynamics and sentiment at specific price levels. It allows traders to visually assess which levels are likely to act as resistance or support, based on historical trading activity and current market sentiment. Conclusion By integrating both traditional and innovative analytical methods, this Indicator offers a powerful tool for market analysis. Its flexibility and depth provide traders with valuable insights into market dynamics.
Pine Script®指标
由AngelAlgo提供
7
Juice RemedyThis Remedy suite is a remake of the Auto Remedy suite. We have improved the performance and added a few new features. Updated: - Converted some boxes to lines to mitigate the limit of 500. - Rewrote the code and disabled blocks if features are turned off New features: - RSI based candle colors - Added features to limit historical renders --- RSI Candles tells you the RSI and volatility by coloring the candlesticks. The different stages are: overbought, oversold, neutral and a top and bottom RSI / EMA crossover. There is also an option to enable the RSI signal on the chart to see when it's entering an overbought or oversold area. --- Volume Profile displays a vertical histogram on the right side of the price chart, representing the volume traded at each price level. The length of each bar corresponds to the total volume traded at that particular price level. Traders can analyze the shape and distribution of the Volume Profile to gain valuable information about the market structure. Here's how Volume Profile is used and applied in trading: Identifying Areas of High Volume: Volume Profile helps traders identify areas of high trading activity. Peaks in the Volume Profile histogram indicate price levels where significant buying or selling pressure was present. These areas can act as support or resistance levels in the future, as they represent levels where traders have previously shown interest. Understanding Price Acceptance and Rejection: Volume Profile assists in determining whether the market has accepted or rejected specific price levels. When the volume is higher at a particular price level, it suggests that traders have accepted that price and consider it fair. On the other hand, low volume at a price level indicates rejection, suggesting that traders are not willing to transact at that price. Identifying Value Areas: Volume Profile can help identify value areas, which are price regions where the most volume has been traded. These areas are considered significant as they reflect levels where the market has found fair value and attracted substantial trading activity. Traders often pay attention to these value areas as potential support or resistance zones. Confirming Breakouts and Reversals: Volume Profile can be used to confirm the validity of breakouts and reversals. If a price breaks out of a range with high volume, it suggests strong conviction and increases the likelihood of a sustained move. Similarly, if a price reverses near a high-volume area, it provides additional confirmation of a potential trend reversal. Assessing Market Sentiment: By analyzing the shape and structure of the Volume Profile, traders can gain insights into market sentiment. A balanced Volume Profile with volume evenly distributed across price levels indicates a neutral market. Skewed or asymmetrical Volume Profiles may suggest bullish or bearish sentiment, depending on where the volume is concentrated. It's important to note that traders often combine Volume Profile with price patterns, trendlines, and momentum indicators to validate signals and develop a comprehensive understanding of the market. By studying the Volume Profile, traders can gain a clearer picture of where significant trading activity has occurred and identify levels of potential support, resistance, and value. This information can assist in making more informed trading decisions and improving overall market analysis. --- VWAP(Volume Weighted Average Price) is a technical analysis tool that calculates the average price weighted by trading volume over a specified time period. It provides traders with insights into the average price at which a particular asset has traded during a given period, considering the volume traded at each price level. Here's a general explanation of VWAP and its application in trading: Calculation of VWAP: VWAP is calculated by multiplying the price of each trade by its corresponding volume, summing these values over a specific time period, and dividing the total by the cumulative volume. The calculation continuously updates as new trades occur within the specified time frame. Interpretation of VWAP: VWAP is primarily used as a reference point to assess whether a current price is relatively high or low compared to the average price weighted by volume. Traders compare the current price to the VWAP to gauge whether the price is trading above or below the average level. If the price is above VWAP, it suggests that the asset is trading at a premium, while a price below VWAP indicates a discount. VWAP as a Trading Indicator: Traders use VWAP in various ways to support their trading decisions. Here are a few common applications: a. Trend Identification: Traders analyze the relationship between the current price and VWAP to identify the prevailing market trend. If the price consistently trades above VWAP, it is often seen as a bullish signal, while prices below the VWAP is considered a bearish signal. This approach helps traders align their trades with the overall market direction. b. Support and Resistance Levels: VWAP can act as a dynamic support or resistance level. Traders observe how the price reacts when approaching the VWAP. If the price bounces off the VWAP and continues in the direction of the prevailing trend, it may indicate support or resistance. Traders can use the VWAP as a reference for setting stop-loss levels or determining potential entry or exit points. c. Reversal Signals: In some cases, when the price deviates significantly from VWAP, it may indicate overbought or oversold conditions. Traders watch for price reversals when the price moves away from the VWAP, potentially signaling a short-term market reversal. d. Volume Analysis: VWAP considers volume along with price, providing insights into the significance of price moves. Traders analyze the relationship between volume and VWAP to evaluate the strength of price movements. Higher volume trading near the VWAP may suggest increased market interest and potential continuation of the trend. It's worth noting that the VWAP is often used in intra-day trading and is more relevant for short-term analysis. Traders typically adjust the VWAP time frame based on their trading style and the asset being analyzed. --- The Zig Zag works by filtering out price movements below a certain threshold (percentage or points) and only displaying significant price changes. This helps to eliminate minor price fluctuations and focus on the more substantial market movements. When applying the Zig Zag indicator, traders typically select a percentage or point value as the threshold. For example, if a 5% threshold is chosen, the Zig Zag indicator will only plot a new point when the price has moved up or down by at least 5% from the previous significant high or low. The indicator plots lines connecting the significant highs and lows on the price chart, creating a zigzag pattern. The lines are drawn in a way that reflects the change in the trend direction. The indicator can be adjusted to suit different timeframes and trading styles. The primary purpose of the Zig Zag indicator is to identify and highlight trend reversals and price swings. Traders often use it to: Identify major turning points: The Zig Zag indicator helps traders spot major highs and lows in the price action. These levels can act as potential support or resistance areas for future price movements. Filter out noise: By filtering out minor price fluctuations, the Zig Zag indicator helps traders focus on the more significant price moves and trends. This can provide a clearer picture of the overall market direction. Confirm chart patterns: The Zig Zag indicator can be used to confirm the validity of chart patterns, such as trendlines, channels, or chart formations. It can help traders validate breakouts, pullbacks, or continuation patterns. Set trailing stops: Traders may use the Zig Zag indicator to set trailing stops based on the significant swing highs and lows. This allows them to trail their stop-loss orders behind the price action and potentially lock in profits as the trend develops. Additionally, it's essential to customize the settings of the Zig Zag indicator according to the specific market being analyzed, as different markets and timeframes may require different threshold values for optimal performance. Please keep in mind that while the Zig Zag indicator can provide valuable insights, it should be used alongside other analysis tools and not solely relied upon for trading decisions. --- Fibonacci extensions and retracements are both technical analysis tools that traders use to identify potential levels of support and resistance in financial markets. Here's a clear understanding of each concept and how they are used in trading: 1. Fibonacci Retracement: Fibonacci retracement is based on the idea that after an upward or downward price movement, the price tends to retrace a portion of that move before continuing in the original direction. The key levels used in Fibonacci retracement are based on ratios derived from the Fibonacci sequence, such as 0.382 (38.2%), 0.500 (50%), and 0.618 (61.8%). To apply Fibonacci retracements, traders typically select two significant points on a price chart: a swing high and a swing low. The retracement levels are then plotted as horizontal lines based on the Fibonacci ratios. These levels act as potential support (in an uptrend) or resistance (in a downtrend) where the price may reverse or consolidate before resuming the overall trend. Traders often use Fibonacci retracement levels to identify potential entry or exit points, place stop-loss orders, or assess the strength of a trend. The most commonly used retracement levels are 38.2%, 50%, and 61.8%, but other Fibonacci ratios like 23.6% and 78.6% are also sometimes used. 2. Fibonacci Extension: Fibonacci extension is used to identify potential price targets beyond the initial trend or price move. It helps traders determine where the price may reach once it surpasses the previous swing high or swing low. Similar to Fibonacci retracement, Fibonacci extension levels are derived from the Fibonacci sequence. The most commonly used extension levels are 138.2%, 161.8%, 261.8%, and 423.6%, although other ratios can also be applied. To use Fibonacci extension, traders select three points on a price chart: a swing low, a swing high (corresponding to the previous trend), and a subsequent swing low or swing high (from where the extension is projected). The extension levels are then projected beyond the swing high or swing low, acting as potential price targets or areas of interest. Fibonacci extension levels are often used to determine potential profit targets or to identify areas where a trend may reverse or consolidate. Traders may also use extensions in conjunction with other technical analysis tools to confirm trade signals or assess the overall market structure --- The Pitchfan tool is based on the concept of Andrew's Pitchfork, which is a popular technical analysis tool developed by Dr. Alan H. Andrews. It consists of three parallel trendlines that are drawn to encompass the price action of an asset. The trendlines are typically drawn by connecting three significant points on a price chart - usually a pivot high, a pivot low, and another pivot high. Once the Pitchfork is plotted, the Pitchfan tool extends the concept by adding additional trendlines that are parallel to the original Pitchfork. These additional trendlines are drawn based on certain mathematical ratios (e.g., Fibonacci ratios) applied to the distance between the original trendlines. The Pitchfan can be used to identify potential support and resistance levels, as well as potential areas for price reversal or continuation. Traders may look for price reactions near these trendlines, with the expectation that the price may find support or encounter resistance at these levels. --- Higher timeframe opens refer to the opening prices of different sessions or timeframes above the one being currently analyzed. For example, in intra-day trading, higher timeframe opens can refer to the daily session open or the opening prices of other significant market sessions in the forex market. In addition to higher timeframe opens, traders often utilize daily reference ranges by incorporating indicators such as Average True Range (ATR) and the previous day's range. These tools help traders gauge the potential price volatility for the day and establish reference levels for stop-loss orders, profit targets, overall risk management strategies and market knowledge to develop a comprehensive trading approach. --- Disclaimer : Please note that trading success relies on adhering to your trading strategy, and indicators should be used in accordance with your strategy rather than being the sole basis for trading decisions. The provided script is intended solely for informational and educational purposes. Its use does not constitute professional or financial advice. It is your sole responsibility to evaluate the script's output and assess the risks associated with its use. By utilizing the script, you agree not to hold "JuiceSignals" TradingView user liable for any potential claims for damages that may arise from decisions made based on the use of the script.
Pine Script®指标
由JuiceSignals提供
10
TwV Multi-timeframe Dynamic VRVPMulti-timeframe Dynamic Visible Range Volume Profile The volume profile is an indicator that displays trading activity over a specified period and plots a histogram on the chart which reveals dominant and significant price levels based on volume and in essence gives a clear indication of Supply or demand at a certain price rather than volume in a certain period. What makes this VRVP indicator different from other is that it is multi-timeframe and dynamic, meaning that it has the ability to show the POC for a higher timeframe and that it also recalculates the main POC every single time traders adjust the chart. Most VRVP need to be adjusted to a fixed position for the Main POC, I made an improvement by giving the indicator the ability to identify the bars that are being look at in the screen, this really gives traders the possibility and agility to identify potential support and resistance areas without the need to be changing any settings on the indicator. Furthermore, giving the ability to the indicator to be multi-timeframe allows traders not only to work with a point of control in one timeframe, but also have a dashed line plotting the Point of Control of a HIGHER timeframe, which could potentially be a strongest support or resistance. The multi-timeframe point of control is fixed only. This VRVP is completely similar to the official Trading View paid subscription one. Fundamentals Point of Control (POC): The price level for the time period with the highest traded volume. The POC is represented by an amber line within the indicator. Profile High: The highest reached price level during the specified time period Profile Low: The lowest reached price level during the specified time period. Value Area (VA): The range of price levels in which a specified percentage of all volume was traded during the time period. Typically, this percentage is set to 70% however it is up to the trader’s discretion. Value Area High (VAH): The highest price level within the value area. Value Area Low (VAL): The lowest price level within the value area. Usage The Resistance and Support levels can be provided by the Volume profile using a reactive method so they constantly change with price action and give a clearer picture to predict future price movements. The Reactive method relies on past price movements at certain price levels and applies a more significant understanding of price reaction at certain meaningful levels Support levels will be areas where price will be supported on the way down. Resistance levels will be areas that resist price on the way up. A basic understanding of this is that Buyers will enter the market at the bottom of a profile and sellers will enter the market at the top of the profile. Configuration By the default the indicator has enabled plotting the charts timeframe Volume Profile. Multi-timeframe option needs to be enabled and desired timeframe chosen from selector menu. Bars back value for fixed calculation of the multi-timeframe point of control. Traders can adjust default settings as follows: Charts timeframe VRVP Main POC color – Yellow Positive Volume – Green Negative Volume – Red VRVP Width – 100 (Refers to the plotting width for better suiting on small screens) Multi timeframe VRVP Enable or disable calculations Bars back - Fixed numbers of bars for calculation (Consider that max bars back limit is 5000, but it considers 5000 bars on the current charts timeframe, therefore traders need to take into consideration converting number of bars in higher timeframe to charts timeframe) e.g. Charts timeframe 15m – MTF desired 1H 1H = 60 min 15m = 15 min – 100 bars back equivalent to (60 min * 100) / 15 = 400 Lower than 5000 then calculations takes place, otherwise calculations will be disabled. Multi-timeframe POC color = Light blue DASHED Timeframe desired – 1H by default Summary box Enable or disable box Box shows information regarding the exact price where Main POC and MTF POC reside Table Size for better fitting on mobile devices able Position for adjusting to each trader’s preference or use in combination with other indicators
Pine Script®指标
由haimico提供
14
OutsiderEdge - Adaptive Session Flow Engine🔹 OVERVIEW The OutsiderEdge – Adaptive Session Flow Engine (ASFE) is a professional-grade session analysis tool that visualizes true session-based volume distribution, key auction nodes, and institutional interaction levels across Asia, London, and New York. ASFE is designed to help traders understand where price actually traded, where it was accepted or rejected, and how liquidity reacts around session-defined control levels without repainting or hindsight bias. 🔹 FEATURES Session Volume Profile Core True session-anchored volume profiles (Asia / London / New York) Independent profiles per session with automatic close handling Configurable row resolution and value area coverage Optional background session shading Control Nodes (POC & POV) Point of Control (POC): highest volume acceptance level Point of Volume (POV): lowest volume / thin auction node inside value area Displayed for both closed and developing sessions Visual separation between acceptance and rejection zones Adaptive Extension Logic POC / POV levels extend forward until interaction Two extension modes: Until Breach or Until N Retests Non-repainting, bar-confirmed logic Fully session-aware behavior Retest Engine (NBE-Compatible) Optional retest mode with configurable retest count Retest logic based on clean approach + rejection Supports final-retest-only signaling Consistent behavior with OutsiderEdge NBE methodology Session Filters & Trade Windows Trade Inside / Skip Inside session logic Independent control for Asia, London, and New York Ensures signals only occur during intended trading windows Visual Feedback & Labels Directional breach labels (bullish / bearish) Clear differentiation between POC and POV interactions Optional body-based rejection filtering Minimalist, chart-friendly visuals 🔹 ALERT SYSTEM Breach Alerts Alert on any POC or POV interaction Directional alerts (Long / Short) Separate alerts for POC and POV Retest Alerts Alerts on valid retests when retest mode is enabled Optional final-retest-only signaling Designed for automation and discretionary workflows 🔹 WHY ASFE? Session-First Design Levels are derived from session structure, not arbitrary lookbacks Respects real market transitions between sessions Auction Market Logic POC = acceptance POV = rejection / inefficiency Helps distinguish continuation vs rotation environments Built for Confluence Works alongside price action, footprint, delta, and orderflow tools Designed as a decision-support engine, not a signal spam indicator 🔹 WHO IS THIS FOR? Discretionary Traders Session-based traders Liquidity and auction-theory traders Index, FX, and futures traders System & Automation Traders Clear, deterministic alert conditions Non-repainting logic Suitable for strategy integration and execution layers 🔹 IMPORTANT NOTES This indicator does NOT repaint All signals are generated on confirmed bars ASFE does NOT provide trade entries or exits by itself Always combine with proper risk management and context Trading involves substantial risk. This tool is for educational purposes only and is not financial advice. Past performance does not guarantee future results. You are solely responsible for your trading decisions and risk management.
Pine Script®指标
由OutsiderEdge提供
1
Max. Liquidity & Delta Bias Profile @MaxMaserati 3.0MAX. LIQUIDITY & DELTA BIAS PROFILE @MAXMASERATI 3.0 ═══════════════════════════════════════════════════════════════ OVERVIEW ──────── An advanced volume profile tool that analyzes market liquidity and order flow dynamics across different timeframes. This indicator helps traders identify key price levels where significant trading activity and directional bias converge. DUAL PROFILE SYSTEM ─────────────────── 🔷 LIQUIDITY PROFILE (Right Side) Displays total volume traded at each price level, colored by market bias: • Green nodes = Bullish dominance (buyers in control) • Red nodes = Bearish dominance (sellers in control) • Width represents volume concentration at that level 🔷 DELTA BIAS PROFILE (Left Side) Shows net buying vs selling pressure at each price level: • Blue nodes = Positive delta (buying pressure dominates) • Purple nodes = Negative delta (selling pressure dominates) • Width represents strength of the imbalance KEY REFERENCE LEVELS ───────────── 📍 POC (Point of Control) Yellow horizontal line marking the price with highest traded volume - represents the most accepted fair value during the period. 📍 MAX BULL Level Green line highlighting the price with strongest bullish conviction - where buyers showed maximum aggression and commitment. 📍 MAX BEAR Level Red line highlighting the price with strongest bearish conviction - where sellers demonstrated maximum pressure and control. TOGGLE OFF EVERYTHING EXCEPT THE MAX LINES TO HAVE THIS SETUP PROFILE STATUS INDICATORS ────────────────────────── • ▶ ONGOING (Green) = Current developing profile • ⬛ STOPPED (Red) = Completed profile, new period started CUSTOMIZATION FEATURES ────────────────────── ✓ Multiple anchor periods (Auto/Session/Day/Week/Month/Quarter/Year) ✓ Independent toggles for each visual element ✓ Individual color and size controls for every label ✓ Adjustable profile width and transparency ✓ Customizable line widths and styles TRADING APPLICATIONS ──────────────────── • Identify high-probability support/resistance zones • Spot institutional accumulation/distribution levels • Detect order flow imbalances before major moves • Track intraday value areas and fair price zones • Confirm trend strength through delta analysis • Find optimal entry/exit levels based on volume WHO THIS IS FOR ─────────────── Designed for active traders who: • Trade futures, stocks, forex with volume data • Use volume profile and market profile concepts • Analyze order flow and institutional footprints • Seek data-driven price level identification • Want visual clarity on market structure NOTES ───── • Requires volume data to function properly • Best used on liquid instruments with consistent volume • Profiles reset based on selected anchor period • All visual elements can be toggled independently • Performance optimized for real-time analysis ⚠️ DISCLAIMER Educational Tool Only - This indicator is for educational and informational purposes only and does not constitute financial, investment, or trading advice. Risk Warning - Trading involves substantial risk of loss and is not suitable for all investors. Past performance does not guarantee future results. No representation is made that this indicator will achieve profits or prevent losses. User Responsibility - All trading decisions are solely your responsibility. The developer and Max Maserati Model assume no liability for losses incurred from using this indicator. Conduct your own research and consult a qualified financial advisor before making investment decisions. Data Dependency - Indicator accuracy depends on your TradingView plan's data availability and selected timeframe support. By using this indicator, you acknowledge and agree to these terms.
Pine Script®指标
由MaxMaserati提供
1