Volume-Adjusted CCI Trend [Alpha Extract]A sophisticated trend identification system that combines dual EMA direction analysis with volume-weighted normalization and CCI momentum filtering for comprehensive trend validation. Utilizing Volume RSI integration and standard deviation-based bands that expand and contract with volume characteristics, this indicator delivers institutional-grade trend detection with multi-layered confirmation requirements. The system's volume adjustment mechanism modulates signal sensitivity based on participation strength while CCI thresholds prevent false signals during weak momentum conditions, creating a robust trend-following framework with reduced whipsaw susceptibility.
🔶 Advanced Dual EMA Direction Engine
Implements fast and slow exponential moving average comparison to establish primary trend direction bias with configurable period parameters for timeframe optimization. The system calculates trend direction as binary +1 (bullish when fast EMA exceeds slow EMA) or -1 (bearish when slow exceeds fast), providing foundational directional input that requires additional confirmation before generating actionable trend states.
🔶 Volume-Adjusted Normalization Framework
Features sophisticated normalization calculation that measures price deviation from basis EMA, scales by standard deviation, then applies volume-weighted adjustment factor for participation-sensitive signal generation. The system calculates Volume RSI to quantify relative volume strength, converts to ratio format, and multiplies normalized deviation by volume factor scaled by impact parameter, creating signals that strengthen during high-volume confirmations and weaken during low-volume moves.
// Volume-Adjusted Normalization
Vol_Ratio = Volume_RSI / 50
Vol_Factor = 1 + (Vol_Ratio - 1) * Vol_Impact
Dev = src - Basis_EMA
Raw_Normalized = Dev / (StdDev * Multiplier)
Vol_Adjusted_Norm = Raw_Normalized * Vol_Factor
🔶 CCI Momentum Filter Integration
Implements Commodity Channel Index threshold system with configurable upper and lower bounds to validate trend strength and filter sideways market conditions. The system calculates standard CCI with adjustable length, compares against asymmetric thresholds (default +100 bullish, -50 bearish), and requires CCI confirmation in addition to EMA direction and normalized deviation before transitioning trend states, ensuring only high-conviction signals generate entries.
🔶 Multi-Layer Trend State Logic
Provides intelligent trend state machine requiring simultaneous confirmation from EMA direction, volume-adjusted normalization threshold breach, and optional CCI momentum validation. The system maintains persistent trend state that only transitions when all three conditions align, preventing premature reversals during temporary retracements or low-volume fluctuations while capturing genuine trend changes with institutional-grade confirmation requirements.
🔶 Dynamic Volume Band Architecture
Creates volatility-adjusted bands around basis EMA using standard deviation multiplied by volume factor, producing channels that widen during high-volume periods and contract during low-volume consolidations. The system applies identical volume adjustment to band calculations as normalization metric, ensuring visual envelope consistency with underlying signal logic and providing intuitive reference boundaries for trend-following price action.
🔶 Gradient Strength Visualization System
Implements color intensity modulation based on normalized signal strength relative to threshold requirements, creating visual feedback that communicates trend conviction. The system calculates strength ratio by dividing absolute normalized value by threshold, caps at 1.0, and applies gradient interpolation from muted to vivid colors, instantly conveying whether current trend exhibits marginal or strong characteristics through line and candle coloring.
🔶 Volume RSI Calculation Engine
Utilizes RSI methodology applied to volume series rather than price to quantify relative participation strength with normalization to 0.5-1.5 range for factor multiplication. The system processes volume through standard RSI calculation, divides by 50 to center around 1.0, and produces ratio values where readings above 1.0 indicate above-average volume and below 1.0 suggest below-average participation for signal adjustment purposes.
🔶 Asymmetric Threshold Configuration
Features separate positive and negative normalization thresholds with independent CCI upper and lower bounds enabling optimization for bullish versus bearish signal generation characteristics. The system defaults to symmetric normalized thresholds (±0.2) but asymmetric CCI levels (+100/-50), recognizing that bullish momentum often requires stronger confirmation than bearish reversals in typical market structures.
🔶 Comprehensive Visual Integration
Provides multi-dimensional trend visualization through color-coded basis line, volume-adjusted bands with gradient fills, trend-synchronized candle coloring, and transition signal labels. The system enables selective display toggling for each visual component while maintaining consistent color scheme and strength-based intensity across all elements for cohesive chart presentation without overwhelming information density.
🔶 Alert and Signal Framework
Generates trend change alerts when state transitions occur with all confirmation requirements satisfied, providing notifications for bullish (transition to +1) and bearish (transition to -1) signals. The system implements state change detection through comparison with previous bar trend state, ensuring single alert per transition rather than continuous notifications during sustained trends.
🔶 Performance Optimization Architecture
Employs efficient calculation methods with null value handling for Volume RSI initialization and nz() functions preventing calculation errors during early bars. The system includes intelligent state persistence maintaining previous trend during ambiguous conditions and optimized gradient calculations balancing visual quality with computational efficiency across extended historical periods.
🔶 Why Choose Volume-Adjusted CCI Trend ?
This indicator delivers sophisticated trend identification through multi-layered confirmation combining directional EMA analysis, volume-weighted normalization, and momentum validation via CCI filtering. Unlike traditional trend indicators relying solely on price-based calculations, the volume adjustment mechanism ensures signals strengthen during high-participation moves and weaken during low-volume drifts, reducing false breakouts and choppy market whipsaws. The system's requirement for simultaneous EMA direction, normalized threshold breach, and CCI momentum confirmation creates institutional-grade signal quality suitable for systematic trend-following approaches across cryptocurrency, forex, and equity markets. The volume-adjusted bands provide dynamic support/resistance references while the gradient strength visualization enables instant assessment of trend conviction for position sizing and risk management decisions.
Volumeanalysis
Point of Control [BigBeluga]🔵 OVERVIEW
Point of Control identifies the exact price level with the highest traded volume over a selected lookback period.
This level—called the Point of Control (PoC) —marks where the greatest market participation occurred, representing a zone of highest volume.
The indicator helps traders visualize dominant volume concentrations, fair-value levels, and structural balance within recent price action.
🔵 CONCEPTS
Point of Control (PoC) — The single price level within the defined lookback range that has accumulated the most traded volume.
Volume Distribution Bins — The price range is divided into 25 equal bins, and volume is aggregated per bin to locate the maximum concentration.
Range Boundaries — The highest and lowest price within the lookback window are used to form the upper and lower reference limits.
PoC Channel — Optional upper and lower bands plotted around the main PoC to visualize a fair-value corridor.
Volume Intensity Mapping — Candle color dynamically shifts based on the candle’s position relative to the PoC channel, showing whether price is balanced or trending away from high-volume levels.
🔵 FEATURES
Configurable Lookback Range — Adjust how many bars (10–400) are used for calculating the PoC.
Precise PoC Calculation — Volume aggregation across 25 bins to identify the exact volume peak.
Dynamic Channel Visualization — PoC bands above and below the central level to indicate equilibrium tolerance.
Adaptive Candle Coloring —
- Neutral → price inside PoC channel. Gray
- Bullish → price above PoC channel. Blue 🔵
- Bearish → price below PoC channel. Orange 🟠
Automatic Volume Labeling — Displays total volume at the active PoC level for quick reference.
Directional Indicators — 🔵 or 🟠 markers appear when price shifts above or below the PoC channel.
Range Visualization — Plots the highest and lowest points of the active lookback window for contextual awareness.
Live Updating Logic — PoC recalculates automatically every 15 bars for efficient chart performance and accuracy.
🔵 HOW TO USE
Volume Anchoring — Use PoC as a reference for where the majority of volume occurred; price often reacts to or consolidates around this level.
Trend Confirmation — Sustained price movement away from PoC channel may signal developing directional imbalance.
Value Tracking — Watch the shifting of PoC across time to identify where fair value migrates during market evolution.
Equilibrium Mapping — When price hovers around PoC, the market is balanced; when it departs, a new value zone may form.
Combine With Volume Profiles — Use alongside profile tools for higher-resolution analysis of institutional activity.
🔵 CONCLUSION
Point of Control provides a pure, volume-centric view of market balance by pinpointing where most transactions occurred within any chosen range.
It delivers a clean and efficient visualization of fair value zones—helping traders track the heartbeat of market participation, recognize dominant liquidity areas, and stay aligned with where true market interest resides.
APC HIRO Proxy Flow PressureAP Capital – HIRO Proxy (Flow Pressure)
AP Capital – HIRO Proxy is a price- and volume-based flow pressure oscillator designed to approximate institutional hedging / directional pressure using only native chart data.
⚠️ This is a proxy model. It does not use options-market data or real SpotGamma HIRO feeds.
🔍 What this indicator does
The indicator measures directional efficiency × volume pressure on every bar, accumulates it intraday, and then normalizes the result using a Z-score so it adapts cleanly across symbols and timeframes.
The output is displayed as candle-style pressure bars, making momentum shifts and pressure flips visually obvious.
🧠 Core Logic
Directional Efficiency
Measures how effectively price closes within its candle range
Strong closes near highs/lows increase pressure
Volume Weighting
Pressure is weighted by volume (optionally logarithmic)
Prevents single spikes from distorting the signal
Cumulative Flow
Pressure accumulates bar-by-bar
Optional daily reset for intraday trading
Z-Score Normalization
Normalizes pressure relative to recent history
Allows consistent thresholds across assets
📊 How to read the indicator
Green candles above zero
→ Net bullish pressure (buyers in control)
Red candles below zero
→ Net bearish pressure (sellers in control)
Zero line
→ Neutral balance / transition zone
±1 / ±2 Z-Bands
→ Elevated or extreme pressure conditions
Triangle signals
▲ Up Pressure → Z-score crosses above positive threshold
▼ Down Pressure → Z-score crosses below negative threshold
⚙️ Inputs & Controls
Core
Smoothing length
Z-score lookback
Log-volume weighting
Daily reset toggle
Filters
ATR-based dead-market filter
ATR length
Display
Zero line on/off
Z-score bands on/off
Signal threshold control
📈 Best use cases
Intraday momentum confirmation
Detecting pressure shifts before breakouts
Trend continuation filtering
Compression → expansion environments
Pairing with structure, VWAP, EMAs, or session levels
🚫 What this indicator is NOT
Not real options flow
Not SpotGamma HIRO
Not predictive on its own
This tool is designed to support decision-making, not replace risk management.
⚠️ Disclaimer
This indicator is provided for educational purposes only.
No financial advice. Trading involves risk.
Liquidation Map [Alpha Extract]A sophisticated liquidity distribution visualization system that identifies potential liquidation zones through pivot-based detection and renders them as an interactive histogram with cumulative distance-to-liquidation curves. Utilizing multi-exchange volume aggregation and ATR-scaled pocket detection, this indicator delivers institutional-grade liquidity mapping with real-time histogram display showing relative concentration of long and short liquidation levels across configurable price ranges. The system's box-based rendering architecture combined with cumulative distribution overlays provides comprehensive visual assessment of asymmetric liquidity positioning for strategic trade planning.
🔶 Advanced Multi-Exchange Aggregation Framework
Implements intelligent ticker detection and multi-source volume aggregation across major exchanges including Binance, Bybit, KuCoin, OKX, and MEXC for accurate liquidity weight calculations. The system automatically identifies base currency (BTC, ETH, SOL) from chart ticker, retrieves volume data from matching perpetual contracts across multiple venues, and aggregates into composite volume metric for enhanced pocket weighting accuracy.
🔶 Pivot-Based Liquidation Pocket Detection
Features sophisticated swing point identification using configurable pivot width with ATR-scaled vertical zone construction for volatility-adaptive pocket sizing. The system detects pivot highs for short liquidation zones (placed above swing) and pivot lows for long liquidation zones (placed below swing), applying 200-period ATR with percentage multipliers to determine pocket heights that adjust to market volatility conditions.
🔶 Interactive Histogram Visualization Engine
Provides real-time box-based histogram rendering in indicator pane with configurable bin counts (up to 400 columns) and adjustable height, displaying liquidity concentration across fixed percentage range above and below current price. The system calculates bin sizes from view range, accumulates pocket weights into price bins, and renders vertical bars with gradient color intensity reflecting relative liquidity concentration at each price level.
🔶 Cumulative Distance Overlay System
Implements innovative cumulative distribution curves showing aggregate liquidity distance from current price for both long (left) and short (right) positions. The system calculates running totals of pocket weights from current price outward in both directions, normalizes against maximum span, and overlays line segments showing how much total liquidity exists at various distances, enabling instant assessment of liquidation cascade potential.
🔶 Dynamic Price Range Adaptation
Features fixed percentage-based view window that maintains consistent price range visualization across all timeframes and instruments, automatically centering histogram on current price with configurable +/- percentage bounds. The system recalculates histogram bins and pocket distributions on each bar close, ensuring visualization adapts to price movement while maintaining interpretable scale regardless of volatility regime.
🔶 Touch Detection and Weight Adjustment
Provides intelligent pocket state tracking that identifies when price trades through liquidation zones and applies configurable weight multipliers to touched pockets for historical context. The system monitors price interaction with pocket midpoints, marks pockets as "hit" when violated, and optionally increases their visual weight (default 5x) to emphasize historical liquidation levels while distinguishing from untouched future zones.
🔶 Gradient Intensity Color System
Implements sophisticated color gradient engine that modulates bar opacity from transparent to opaque based on relative liquidity concentration within each bin. The system normalizes bin values against maximum liquidity, applies color interpolation from faded to vivid hues, and distinguishes long liquidation zones (cyan) from short liquidation zones (yellow/gold) with current price column highlighted in red for instant orientation.
🔶 Performance-Optimized Rendering Architecture
Utilizes efficient box and line object management with dynamic allocation based on histogram configuration, implementing intelligent cleanup and reuse to maintain smooth performance. The system includes adaptive line budget calculations that adjust segment density for cumulative curves based on available object limits, ensuring consistent operation even with maximum histogram resolution settings.
🔶 Asymmetric Distribution Analysis
Calculates separate cumulative distributions for long and short liquidation zones split at current price, enabling identification of imbalanced liquidity positioning. The system normalizes distributions against respective maximums and overlays both curves on single histogram, allowing traders to instantly assess whether more liquidation risk exists above (shorts vulnerable) or below (longs vulnerable) current price levels.
🔶 Configurable Label and Scale System
Provides price axis labeling with adjustable frequency to reduce clutter while maintaining reference points, displaying price values at regular column intervals with configurable offset positioning. The system includes current price label showing exact value and percentile position within view range, offering both absolute price reference and relative positioning context for distribution interpretation.
🔶 Historical Pocket Persistence Framework
Maintains rolling window of liquidation pockets up to 3000 bars with automatic expiration management and optional preservation of touched zones for historical analysis. The system tracks pocket creation time, monitors age against lookback limits, and manages array cleanup to prevent memory overflow while retaining relevant historical liquidation levels for pattern recognition and support/resistance validation.
This indicator delivers sophisticated liquidity distribution analysis through histogram visualization and cumulative distance curves that reveal asymmetric positioning of potential liquidation levels. Unlike simple liquidation heatmaps that show absolute levels, the Liquidation Map's cumulative distribution overlays instantly communicate how much total liquidity exists at various distances from current price, enabling assessment of cascade potential. The system's multi-exchange volume aggregation, touch-weighted historical zones, and fixed-range visualization make it essential for traders seeking strategic positioning around institutional liquidity clusters in cryptocurrency futures markets. The histogram format enables instant identification of price levels where concentrated liquidations may trigger significant volatility or reversal events, while the asymmetric distribution curves reveal whether market structure favors upside or downside cascades.
Volume MAs Cloud Trend | Lyro RSVolume MAs Cloud Trend is a volume-weighted trend-following indicator designed to identify market direction, momentum strength, and dynamic trade management directly on price. By combining volume-adjusted moving averages, adaptive deviation bands, and an integrated ATR trailing stop, it delivers clear visual trend structure and actionable signals in a single overlay.
Key Features
Volume-Adjusted Moving Average
Uses a normalized formula: (Price × Volume) MA ÷ Volume MA, ensuring high-participation price moves carry greater influence. Supports 16+ MA types, with VWMA handled natively.
Deviation Band Cloud
Upper and lower bands are built from standard deviation over the MA length, scaled by independent positive and negative multipliers to adapt to volatility.
Cloud & Trail Modes
Cloud Mode visualizes trend structure using a filled band cloud.
Trail Mode switches to an ATR-based trailing stop for trend management.
Automatic Trend Signals
Bullish signals trigger when price crosses above the positive band.
Bearish signals trigger when price crosses below the negative band.
ATR Trailing Stop (Built-In)
A volatility-adjusted trailing stop initializes on each new trend and updates only in the trade direction, helping lock in gains while staying with the trend.
Custom Visuals & Palettes
Choose from Classic, Mystic, Accented, or Royal palettes, or define your own bullish and bearish colors. Includes MA glow, trend cloud fill, and trend-colored candles.
How It Works
MA Construction
Applies the selected moving average to volume-weighted price (or VWMA when selected) to create a participation-aware trend baseline.
Band Calculation
Calculates rolling standard deviation and offsets it using user-defined multipliers to form adaptive upper and lower trend bands.
Trend Detection
Crosses above the upper band confirm bullish momentum.
Crosses below the lower band confirm bearish momentum.
Trailing Stop Logic
On each new trend signal, an ATR-based trailing stop is initialized and dynamically updated in the trend direction.
Visual Synchronization
MA, cloud, trailing stop, and candles all change color in real time to reflect the current trend state.
Practical Use
Trend Confirmation
Sustained price action outside the cloud indicates strong directional momentum.
Breakout Identification
Band crosses highlight potential trend starts, especially when aligned with volatility expansion.
Trade Management
Trail Mode provides objective, volatility-based exits for trend-following strategies.
Quick Market Scanning
Color-coded candles and cloud structure allow fast visual assessment across multiple symbols and timeframes.
Customization
Adjust MA type and length to control responsiveness
Tune band multipliers for volatility sensitivity
Switch between Cloud and Trail modes depending on strategy
Customize color schemes to match your chart layout
⚠️ Disclaimer
This indicator is intended for technical analysis and educational purposes only. It does not guarantee results and should be used alongside proper risk management and additional analysis. The creator is not responsible for any financial decisions made using this tool.
Smart Money Concept, Modern ViewSmart Money Concept, Modern View (SMCMV)
Institutional Volume Flow Analysis with VWMA Matrix
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📌 OVERVIEW
SMCMV is an advanced institutional-grade indicator that combines Volume-Weighted Moving Average (VWMA) matrix analysis with sophisticated volume decomposition to detect buyer and seller entry points. The indicator provides a comprehensive real-time dashboard displaying market structure, volume dynamics, and validated trading signals.
Key Features:
• Dual Volume Model: Geometry-based (candle range split) and Intrabar (precise LTF data)
• 10-Period VWMA Spectrum: Multi-timeframe support/resistance matrix (7, 13, 19, 23, 31, 41, 47, 67, 83, 97)
• 5-Layer Scoring System: 100-point institutional-grade signal quality assessment
• State Machine Signal Engine: Validated entry/exit signals with timer and range confirmation
• Real-time Prediction Engine: Candle-by-candle buyer/seller probability estimation
• High Volume Node Detection: Automatic identification of significant volume zones
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📊 DASHBOARD REFERENCE
1) NOW VECTOR (Current Market State)
This section captures the immediate market conditions:
• FLOW ANGLE: Directional angle of price movement in degrees (from VWMA-5). Positive = bullish, Negative = bearish.
• LTP: Last Traded Price - current close price.
• NET FLOW (Δ): Volume Delta - net difference between buying and selling volume. Shows ⚡+ or ⚡-.
• LIQUIDITY: Total volume on the current bar (K/M format).
• BUY VOL: Estimated buying volume based on selected model.
• SELL VOL: Estimated selling volume.
• BID PRES.: Buying volume as percentage of total volume.
• ASK PRES.: Selling volume as percentage of total volume.
• DIRECTION: Current state with hysteresis: BULL (🐂), BEAR (🐻), or NEUT (⚪).
2) DATA QUALITY / CONFIG
Configuration status and data integrity monitoring:
• VOL MODEL: INTRABAR (uses LTF data) or GEOMETRY (estimates from candle structure).
• IB LTF: Intrabar Lower Timeframe for precise volume decomposition.
• MODE: Micro (7 periods: 7-47) or Macro (10 periods: 7-97).
• IB OK: Intrabar data validity - OK or NO.
• IB STREAK: Consecutive bars with valid intrabar data.
• LATENCY: Data freshness indicator. ✓ = current, ↺ = using historical reference.
3) STRUCTURE RADAR
Market structure analysis showing price position relative to VWMA matrix:
• WIRES ▲/▼: Count of VWMAs above (resistance) and below (support).
• RES: Nearest Resistance - shows MA period, "ZN RES", or "BLUE SKY".
• SUPP: Nearest Support - shows MA period, "ZN SUPP", or "FREE FALL".
4) ACTIVE INTERACTION
Real-time analysis of price interaction with key levels:
• Header Status: "⚠ TESTING SUPPLY (ASK SIDE)" / "⚠ TESTING DEMAND (BID SIDE)" / "--- NO KEY INTERACTION ---"
• TARGET: Active level being tested (MA period or zone type).
• TEST LEVEL: Exact price level being tested.
• SCORE: Total score (0-100%) with letter grade .
• VOLUME POWER: Volume ratio vs historical average (e.g., "2.5x").
• BREAKOUT: "CONFIRMED" if attacking volume exceeds defending, "REJECTED" otherwise.
• DELTA DIR: "ALIGNED" if delta matches accumulation trend, "CONFLICT" if opposing.
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🎯 5-LAYER SCORING SYSTEM (100 Points Total)
Layer 1: Volume Quality (Max 25 pts)
• Mass (0-10): Volume ratio vs average. 0.5x=0, 1.0x=5, 2.0x=8, 3.0x+=10
• Spike (0-8): Volume Z-Score intensity
• Trend (0-7): Volume trend alignment with price direction
Layer 2: Battle Structure (Max 25 pts)
• Break (0-10): Breakout intensity ratio (attacker vs defender)
• Dom (0-8): Internal dominance ratio
• Pres (0-7): Pressure imbalance percentage
Layer 3: Flow & Energy (Max 20 pts)
• Delta (0-8): Delta alignment with accumulation trend
• Accel (0-6): Delta acceleration
• Mom (0-6): Flow momentum
Layer 4: Geometry (Max 15 pts)
• Impact (0-7): Impact angle directness
• Vec (0-5): Vector alignment
• PriceZ (0-3): Price Z-Score position
Layer 5: Army Structure (Max 15 pts)
• Stack (0-5): MA stack depth
• Conf (0-5): Confluence percentage
• Trend (0-5): Trend alignment count (7>13, 13>23, 23>97)
Grade Scale:
• A+ = 90-100 pts (Exceptional)
• A = 80-89 pts (Strong)
• B+ = 70-79 pts (Good)
• B = 60-69 pts (Moderate)
• C+ = 50-59 pts (Below average)
• C/D/F = Below 50 pts (Weak)
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5) SIGNAL STATUS PANEL
Real-time signal state machine status:
• Header: "🐂 BUYERS ACTIVE" / "🐻 SELLERS ACTIVE" / "⏳ VALIDATING..." / "⏸ RANGE / FLAT"
• LOCK PRICE: Price at which signal was locked/confirmed.
• RANGE ±: Validation range percentage.
• POSITION: Price vs lock: "▲ ABOVE" / "▼ BELOW" / "● AT LOCK"
• DISTANCE: Percentage distance from lock price.
• vs RANGE: Position vs validation range: "IN_RANGE" / "ABOVE" / "BELOW"
• VAL TICKS: Validation progress (current/required ticks).
6) REALTIME PREDICTION PANEL
Candle prediction engine:
• WINNER: Predicted dominant side: "BUYERS" / "SELLERS" / "NEUTRAL"
• CONFIDENCE: Prediction confidence percentage.
• ACCURACY: Historical prediction accuracy (session-specific).
• BUY/SELL PROB: Individual probabilities for each side.
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🏷️ SIGNAL LABELS REFERENCE
• 🐂 BUYER ENTRY (Green): Confirmed buyer entry signal. Validation complete.
• 🐻 SELLER ENTRY (Red): Confirmed seller entry signal. Validation complete.
• 🔻 REVERSAL BUY→SELL (Magenta): Reversal from buyer to seller position.
• 🔺 REVERSAL SELL→BUY (Cyan): Reversal from seller to buyer position.
• ⏹ EXIT → FLAT (Gray): Position exit to flat/neutral state.
• ⬆ BUYER STRONGER (Small Green): Lock price updated higher during buyer state.
• ⬇ SELLER STRONGER (Small Red): Lock price updated lower during seller state.
Display Modes:
• Minimal: Icon only (hover for tooltip details)
• Normal: Icon + Price level
• Detailed: Full information (price, score, grade)
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📈 CHART ELEMENTS
VWMA Spectrum Lines
Colored gradient lines representing the 10-period VWMA matrix. Color progresses from light blue (fast: 7-period) through purple to orange (slow: 97-period). These act as dynamic support/resistance levels weighted by volume.
High Volume Node Lines
• Blue Lines: High Buy Volume zones - potential demand areas
• Red Lines: High Sell Volume zones - potential supply areas
• Yellow Lines: Overlapping zones (buy + sell extremes) - high conflict areas
Lock Price Line & Range Band
• Dashed Line: Locked price level (green for buyers, red for sellers)
• Dotted Lines: Upper/lower bounds of validation range
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⚙️ INPUT SETTINGS GUIDE
Volume Model
• Calculation Method: "Geometry (Candle-Range Split)" for universal compatibility or "Intrabar (Precise)" for accurate buy/sell separation.
• Intrabar LTF: Lower timeframe for Intrabar mode (e.g., "1" for 1-minute).
Direction Filter
• Direction Trigger Angle: Threshold for directional state change (default: 1.5°)
• Neutral Reset Angle: Threshold for returning to neutral (default: 0.7°)
Testing Filter
• Level Proximity (%): How close price must be to "test" a level (default: 0.25%)
• Require Wick Touch: If enabled, requires high/low to touch proximity band.
Signal Validation
• Lock Range (%): Price range for validation (default: 0.5%)
• Validation Ticks: Consecutive bars required (default: 3)
• Validation Time: Minimum seconds for real-time confirmation (default: 5)
• Minimum Hold Bars: Stay in position for at least this many bars (default: 5)
• Exit Mode: "Reversal Only" / "Signal Loss" / "Price Stop"
• Stop Loss (%): Exit threshold (default: 1.0%)
Signal Score Filter
• Score Range Minimum: Minimum score for signal generation (default: 10%)
• Score Range Maximum: Maximum score threshold (default: 100%)
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💡 USAGE RECOMMENDATIONS
1. Start with Macro mode to see the complete VWMA spectrum, then switch to Micro for cleaner charts.
2. Use Intrabar mode when your broker provides lower timeframe data.
3. Focus on high-grade signals (B+ or better) for higher probability setups.
4. Wait for validation to complete before acting on signals.
5. Use the Lock Price line as your reference for position management.
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⚠️ IMPORTANT NOTES
• This indicator is designed for educational and analytical purposes.
• Always combine with proper risk management and additional confirmation.
• Past performance and signal quality do not guarantee future results.
• The prediction accuracy is session-specific and resets on chart reload.
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Volume-Based Indicator — Data Granularity & Table Guide
1) Critical warning about data granularity (read first)
Important: This indicator is built entirely on volume-derived calculations (volume, volume delta, and related flow metrics). Because of that, its precision is only as good as the granularity and history of the data you feed it.
The most granular view is a tick-based interval (e.g., 1T = one trade/tick). If tick-based intervals are not available for your symbol or your plan, the closest time-based approximation is a 1-second chart (1S).
If you enable any "high-precision / intrabar" options (anything that relies on the smallest updates), make sure you understand which TradingView plan you are using, because intrabar historical depth (how many bars you can load) varies by plan. More history generally means more stable baselines for volume statistics, regime detection, and long lookback features.
Plan-related notes (TradingView)
TradingView limits how many intrabar historical bars can be loaded, depending on your plan. The exact limits are defined by TradingView and can change over time, but as of the current documentation, the intrabar limits are:
• Basic: 5,000 bars
• Essential: 10,000 bars
• Plus: 10,000 bars
• Premium: 20,000 bars
• Expert: 25,000 bars
• Ultimate: 40,000 bars
Tick charts / tick-based intervals are currently positioned as a feature of professional-tier plans (e.g., Expert/Elite/Ultimate). Availability may also vary by symbol and data feed.
Volume Flow and Delta Analysis [MarkitTick]💡This comprehensive technical indicator is designed for traders who require a granular view of market participation that goes beyond standard volume bars. By leveraging the advanced "Intrabar Analysis" capabilities of Pine Script, this tool deconstructs every single price candle on your chart into its constituent lower-timeframe components. It effectively "X-rays" the market to determine whether the volume inside a bar was primarily driven by aggressive buying or aggressive selling, providing a definitive read on market sentiment and institutional control.
● Originality and Utility
Most standard volume indicators display a simple aggregate total—a single block of volume that fails to distinguish between buying pressure and selling pressure. A high-volume candle could represent a strong breakout, or it could represent a "selling tail" where buyers were absorbed. This script solves that ambiguity. It is not a standard oscillator; it is a quantitative flow analyzer. It reconstructs the "Delta" (the net difference between buying and selling volume) by querying lower-timeframe data (e.g., analyzing 1-minute data inside a 60-minute bar). This allows traders to spot "Hidden Accumulation" (where price is flat but Delta is rising) or "Exhaustion" (where price rises but Delta falls), offering a significant edge in identifying reversals and trend continuations.
● Methodology
The script operates through a sophisticated three-stage quantitative process:
• Intrabar Data Acquisition
The script uses the security_lower_tf function to fetch granular price and volume data from a lower timeframe (automatically detected or user-defined). This allows the script to see what happened "inside" the current chart's bar.
• Directional Flow Distribution
For every lower-timeframe interval, the script assigns volume to either "Bullish Flow" or "Bearish Flow." If the close is higher than the open on the lower timeframe, the volume is credited to buyers. If the close is lower, it is credited to sellers. This logic is far more accurate than simple "Up/Down" tick data, as it respects price action.
• Statistical Volatility Normalization
To filter out noise, the script calculates a dynamic baseline using an Exponential Moving Average (EMA) of the absolute Delta values. It then compares the current bar's Delta against this baseline. This generates an "Intensity Score" (measured in Sigma or Standard Deviations). This ensures that a "High Volume" signal is relevant to the current market volatility, rather than relying on fixed, arbitrary thresholds.
● How to Use
This tool is designed to be a complete decision-support system. Here is how to interpret its various components:
• The Volume Histogram
The background histogram displays Total Volume, while the foreground bars show the split between Buying (Teal) and Selling (Red) flow. Use this to gauge the "quality" of a move. A price rally accompanied by high Teal volume is healthy; a rally on low volume or high Red volume is suspect.
• The Delta Histogram
This plots the net difference.
Strong Positive (Green) Delta: Indicates aggressive market buy orders are hitting the ask.
Strong Negative (Red) Delta: Indicates aggressive market sell orders are hitting the bid.
Divergence: If Price makes a New High but the Delta Histogram makes a Lower High, this is a classic signal of exhaustion and potential reversal.
• The Heads-Up Display (HUD)
A dashboard table pinned to the chart provides real-time metrics:
Session Delta: The cumulative buy/sell pressure for the current trading day.
Flow Regime: Clearly states if the market is in "ACCUMULATION" or "DISTRIBUTION."
Intensity: Shows how statistically significant the current volume is (e.g., "2.5x" means the volume is 2.5 times the standard deviation, indicating an anomaly).
• Visual Signals
The script plots triangle markers on top of the chart when the Delta Intensity exceeds the user-defined threshold.
Up Triangle (Green): Signals strong institutional buying pressure (Delta > Threshold).
Down Triangle (Red): Signals strong institutional selling pressure (Delta < Threshold).
● Inputs and Configuration
Lower Timeframe: By default, the script auto-selects the best resolution (e.g., 1-minute data for hourly charts). Users can override this to fine-tune the granularity.
Volume MA Length: Defines the lookback period for the volume moving average.
Delta Volatility Threshold (Sigma): This is the sensitivity filter for signals. A higher value (e.g., 2.0) results in fewer but more significant signals. A lower value (e.g., 1.0) provides more frequent alerts.
Visual Logic: Users can toggle the Dashboard, Delta Histogram, and Moving Averages on or off to suit their charting aesthetic.
● Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
SNIPER Trend Continuation V1TC SNIPER (Trend Continuation)
### When to Use
- Market is **OUT OF BALANCE** (trending, momentum)
- Clear **displacement** away from prior value
- **New York session** (AVOID London open fakeouts!)
- Strong directional moves with follow-through
### The Setup Sequence
```
1. IMPULSE DETECTED
└── Strong directional move (2× ATR+)
└── Multiple momentum bars
└── Price above/below fast EMA
2. LVN ZONE IDENTIFIED
└── 23.6% - 61.8% Fibonacci retracement
└── Low volume pullback area
3. PRICE PULLS BACK TO LVN
└── Retraces into the zone
└── Volume decreases (exhaustion)
4. AGGRESSION CONFIRMATION
└── Entry candle in trend direction
└── Volume spikes (1.3×+ average)
└── Fat body, minimal adverse wick
└── EMA alignment confirms trend
5. ENTRY → TARGET: PREV POC
```
Harmonic Liquidity Waves [JOAT]Harmonic Liquidity Waves
Overview
Harmonic Liquidity Waves is an open-source oscillator indicator that combines multiple volume-based analysis techniques into a unified liquidity flow framework. It integrates VWAP calculations, Chaikin Money Flow (CMF), Money Flow Index (MFI), and Klinger Volume Oscillator (KVO) with custom harmonic wave calculations to provide a comprehensive view of volume dynamics and money flow.
What This Indicator Does
The indicator calculates and displays:
Liquidity Flow - Volume-weighted price movement accumulated over a lookback period
Harmonic Wave - Multi-depth smoothed oscillator derived from liquidity flow
Chaikin Money Flow (CMF) - Classic accumulation/distribution indicator
Money Flow Index (MFI) - Volume-weighted RSI showing buying/selling pressure
Klinger Volume Oscillator (KVO) - Trend-volume relationship indicator
Wave Interference - Combined constructive/destructive wave patterns
Volume Profile POC - Point of Control from simplified volume distribution
How It Works
The core liquidity flow calculation tracks volume-weighted price changes:
calculateLiquidityFlow(series float vol, series float price, simple int period) =>
float priceChange = ta.change(price)
float volumeFlow = vol * math.sign(priceChange)
// Accumulated over period using buffer array
float avgFlow = flowSum / period
avgFlow
The harmonic oscillator applies multi-depth smoothing:
harmonicOscillator(series float flow, simple int depth, simple int period) =>
float harmonic = 0.0
for i = 1 to depth
float wave = ta.ema(flow, period * i) / i
harmonic += wave
harmonic / depth
CMF measures accumulation/distribution using the Money Flow Multiplier:
float mfm = ((close - low) - (high - close)) / (high - low)
float mfv = mfm * vol
float cmf = ta.sum(mfv, period) / ta.sum(vol, period) * 100
Signal Generation
Liquidity shift signals occur when:
Bullish Shift: Smoothed wave crosses above signal line
Bearish Shift: Smoothed wave crosses below signal line
Strong signals require volume indicator confirmation:
Strong Bull: Bullish shift + CMF > 0 + MFI > 50 + KVO > 0
Strong Bear: Bearish shift + CMF < 0 + MFI < 50 + KVO < 0
Divergence detection compares price pivots with liquidity wave pivots to identify potential reversals.
Dashboard Panel (Bottom-Right)
Wave Strength - Normalized wave magnitude
Volume Pressure - Current volume vs average percentage
Flow Direction - BUYING or SELLING based on wave sign
Histogram - Wave minus signal line value
CMF - Chaikin Money Flow reading
MFI - Money Flow Index value (0-100)
KVO - Klinger oscillator value
Vol Confluence - Combined volume indicator score
Signal - Current actionable status
Visual Elements
Liquidity Wave - Main oscillator line
Wave Signal - Smoothed signal line for crossover detection
Wave Histogram - Difference between wave and signal
Wave Interference - Area plot showing combined wave patterns
CMF/KVO/MFI Lines - Individual volume indicator plots
Divergence Labels - BULL DIV / BEAR DIV markers
Shift Markers - Triangles for basic shifts, labels for strong shifts
Input Parameters
Wave Period (default: 21) - Base period for liquidity calculations
Volume Weight (default: 1.5) - Multiplier for volume emphasis
Harmonic Depth (default: 3) - Number of smoothing layers
Smoothing (default: 3) - Final wave smoothing period
Suggested Use Cases
Identify accumulation/distribution phases using CMF and wave direction
Confirm momentum with MFI overbought/oversold readings
Watch for divergences between price and liquidity flow
Use strong signals when multiple volume indicators align
Timeframe Recommendations
Best on 15m to Daily charts. Volume-based indicators require sufficient trading activity for meaningful readings.
Limitations
Volume data quality varies by exchange and instrument
Divergence detection uses pivot-based lookback and may lag
Volume Profile POC is simplified and not a full profile analysis
Open-Source and Disclaimer
This script is published as open-source under the Mozilla Public License 2.0 for educational purposes. It does not constitute financial advice. Past performance does not guarantee future results. Always use proper risk management.
- Made with passion by officialjackofalltrades
Volatility Squeeze Pro [JOAT]
Volatility Squeeze Pro — Advanced Volatility Compression Analysis System
This indicator addresses a specific analytical challenge in volatility analysis: how to identify periods when different volatility measurements show compression relationships that may indicate potential energy buildup in the market. It combines two distinct volatility calculation methods—standard deviation-based bands and ATR-based channels—with a momentum oscillator to provide comprehensive volatility state analysis.
Why This Combination Provides Unique Analytical Value
Traditional volatility indicators typically focus on single measurements, but markets exhibit different types of volatility that require different analytical approaches:
1. **Closing Price Volatility** (Standard Deviation): Measures how much closing prices deviate from their average
2. **Trading Range Volatility** (ATR): Measures the actual high-to-low trading ranges
3. **Directional Momentum**: Measures where price sits within its recent range
The problem with using these individually:
- Standard deviation alone doesn't account for intraday volatility
- ATR alone doesn't consider closing price clustering
- Momentum alone doesn't provide volatility context
- No single measurement captures the complete volatility picture
This indicator's originality lies in creating a comprehensive volatility analysis system that:
**Identifies Volatility Compression**: When closing price volatility contracts inside trading range volatility, it suggests potential energy buildup
**Provides Momentum Context**: Shows directional bias during compression periods
**Offers Multi-Dimensional Analysis**: Combines three different analytical approaches into one coherent system
**Delivers Real-Time Assessment**: Continuously monitors the relationship between different volatility types
Technical Innovation and Originality
While individual components (Bollinger Bands, Keltner Channels, Linear Regression) are standard, the innovation lies in:
1. **Volatility Relationship Detection**: The mathematical comparison between standard deviation bands and ATR channels creates a unique compression identification system
2. **Integrated Momentum Analysis**: Linear regression-based momentum calculation provides directional context specifically during volatility compression periods
3. **Multi-State Visualization**: The indicator provides clear visual encoding of different volatility states (compressed vs. normal) with momentum direction
4. **Adaptive Threshold System**: The squeeze detection automatically adapts to different instruments and timeframes without manual calibration
How the Components Work Together Analytically
The three components create a comprehensive volatility analysis framework:
**Standard Deviation Component**: Measures closing price dispersion around the mean
float bbBasis = ta.sma(close, bbLength)
float bbDev = bbMult * ta.stdev(close, bbLength)
float bbUpper = bbBasis + bbDev
float bbLower = bbBasis - bbDev
**ATR Channel Component**: Measures actual trading range volatility
float kcBasis = ta.ema(close, kcLength)
float kcRange = ta.atr(atrLength)
float kcUpper = kcBasis + kcRange * kcMult
float kcLower = kcBasis - kcRange * kcMult
**Squeeze Detection Logic**: Identifies when closing price volatility compresses within trading range volatility
bool squeezeOn = bbLower > kcLower and bbUpper < kcUpper
// This condition indicates closing prices are clustering more tightly
// than the typical trading range would suggest
**Momentum Context Component**: Provides directional bias during compression
float highestHigh = ta.highest(high, momLength)
float lowestLow = ta.lowest(low, momLength)
float momentum = ta.linreg(close - math.avg(highestHigh, lowestLow), momLength, 0)
float momSmooth = ta.sma(momentum, smoothLength)
The analytical relationship creates a system where:
- Squeeze detection identifies WHEN volatility compression occurs
- Momentum analysis shows WHERE price is positioned during compression
- Combined analysis provides both timing and directional context
How the Volatility Comparison Works
The indicator compares two volatility measurements:
Standard Deviation Bands
These measure how much closing prices deviate from their average. When prices cluster tightly around the average, the bands contract.
// Standard deviation bands calculation
float bbBasis = ta.sma(close, bbLength)
float bbDev = bbMult * ta.stdev(close, bbLength)
float bbUpper = bbBasis + bbDev
float bbLower = bbBasis - bbDev
ATR-Based Channels
These measure volatility using Average True Range—the typical distance between high and low prices. They respond to the actual trading range rather than closing price dispersion.
// ATR-based channels calculation
float kcBasis = ta.ema(close, kcLength)
float kcRange = ta.atr(atrLength)
float kcUpper = kcBasis + kcRange * kcMult
float kcLower = kcBasis - kcRange * kcMult
The Squeeze Condition
A "squeeze" is detected when the standard deviation bands are completely contained within the ATR channels:
// Squeeze detection
bool squeezeOn = bbLower > kcLower and bbUpper < kcUpper
This condition indicates that closing price volatility has compressed relative to the overall trading range.
The Momentum Component
The momentum oscillator measures where price sits relative to its recent high-low range, using linear regression for smoothing:
// Momentum calculation
float highestHigh = ta.highest(high, momLength)
float lowestLow = ta.lowest(low, momLength)
float momentum = ta.linreg(close - math.avg(highestHigh, lowestLow), momLength, 0)
float momSmooth = ta.sma(momentum, smoothLength)
Positive values indicate price is above the midpoint of its recent range; negative values indicate below.
Why Display Both Together
The squeeze detection shows WHEN volatility is compressed. The momentum reading shows the current directional bias of price within that compression. Together, they provide two pieces of information:
1. Is volatility currently compressed? (squeeze status)
2. Where is price leaning within the current range? (momentum)
These are observations about current conditions, not predictions about future movement.
Visual Elements
Momentum Histogram — Bars showing momentum value
- Green shades: Positive momentum (price above range midpoint)
- Red shades: Negative momentum (price below range midpoint)
- Brighter colors: Momentum increasing
- Faded colors: Momentum decreasing
Squeeze Dots — Circles on the zero line
- Red: Squeeze condition active
- Green: No squeeze condition
Release Markers — Triangle markers when squeeze condition ends
Dashboard — Current readings and status
Color Scheme
Squeeze Active — #FF5252 (red)
No Squeeze — #4CAF50 (green)
Momentum Positive — #00E676 / #81C784 (green shades)
Momentum Negative — #FF5252 / #E57373 (red shades)
Inputs
Standard Deviation Bands:
Length (default: 20)
Multiplier (default: 2.0)
ATR Channels:
Length (default: 20)
Multiplier (default: 1.5)
ATR Period (default: 10)
Momentum:
Length (default: 12)
Smoothing (default: 3)
How to Read the Display
Red dots indicate the squeeze condition is present
Green dots indicate normal volatility relationship
Histogram direction shows current momentum bias
Histogram color brightness shows whether momentum is increasing or decreasing
Alerts
Squeeze condition started
Squeeze condition ended
Squeeze ended with positive momentum
Squeeze ended with negative momentum
Extended squeeze (8+ bars)
Important Limitations and Realistic Expectations
Volatility compression detection is a mathematical relationship between calculations—it does not predict future price movements
Many compression periods do not result in significant price expansion or directional moves
Momentum direction during compression does not reliably indicate future breakout direction
This indicator analyzes current and historical volatility conditions only—it cannot predict future volatility
False signals are common—not every squeeze leads to tradeable price movement
Different parameter settings will produce different compression detection sensitivity
Market conditions, news events, and fundamental factors often override technical volatility patterns
No volatility indicator can predict the timing, direction, or magnitude of future price movements
This tool should be used as one component of comprehensive market analysis
Appropriate Use Cases
This indicator is designed for:
- Volatility state analysis and monitoring
- Educational study of volatility relationships
- Multi-dimensional volatility assessment
- Supplementary analysis alongside other technical tools
- Understanding market compression/expansion cycles
This indicator is NOT designed for:
- Standalone trading signal generation
- Guaranteed breakout prediction
- Automated trading system triggers
- Market timing precision
- Replacement of fundamental analysis
Understanding Volatility Analysis Limitations
Volatility analysis, while useful for understanding market conditions, has inherent limitations:
- Past volatility patterns do not guarantee future patterns
- Compression periods can extend much longer than expected
- Expansion periods may be brief and insufficient for trading
- External factors (news, fundamentals) often override technical patterns
- Different markets and timeframes exhibit different volatility characteristics
— Made with passion by officialjackofalltrades
Volume + VWAP + Prior Session Levels DashboardVolume Spike + VWAP + Session Levels Dashboard
This indicator is a real-time market context dashboard designed to help traders quickly understand participation, value, and key reference levels without cluttering the chart with multiple indicators.
Instead of plotting lines or signals, the script summarizes critical intraday information into a compact on-chart table, allowing traders to make faster, more informed decisions based on how active the market is, where fair value is, and where important reference levels exist.
Core Concepts Used
This script is built on three widely used market principles:
Relative Volume Participation
Volume-Weighted Average Price (VWAP)
Prior Session Reference Levels
The indicator does not attempt to predict direction. Its purpose is to provide objective context that traders can combine with their own strategies.
How the Indicator Works
1. Volume Spike Analysis (Relative Volume)
Rather than showing raw volume, the script measures how unusual the current bar’s volume is compared to recent activity.
A moving average of volume is calculated using a user-defined lookback period.
Current volume is divided by this average to produce a volume multiple (for example, 2.0× normal volume).
This multiple is translated into a descriptive strength label, ranging from Below Threshold to Legendary.
This approach helps traders immediately recognize when participation is significantly above normal, which often coincides with institutional activity, breakouts, or important reactions near key levels.
2. Daily VWAP (Current and Prior Day)
VWAP (Volume-Weighted Average Price) represents the average price traded, weighted by volume, and is commonly used as a measure of fair value.
This script calculates VWAP internally by:
Accumulating price × volume throughout the day
Dividing by total volume
Automatically resetting at the start of each new trading day
The dashboard displays:
Current day VWAP – real-time session fair value
Prior day VWAP – an important reference from the previous session
Traders often use these levels to evaluate whether price is trading at a premium, discount, or near equilibrium.
3. Previous Day High and Low
The indicator also displays:
Previous day high
Previous day low
These levels frequently act as liquidity targets, support/resistance zones, or reaction points, especially during intraday trading sessions.
Dashboard Design
All information is presented in a two-column dashboard showing:
Metric name
Current value or status
The dashboard can be positioned in any corner of the chart and updates in real time, allowing traders to maintain awareness without constantly switching indicators or timeframes.
How to Use This Indicator
This script is best used as a decision-support tool, not a standalone trading system.
Typical uses include:
Identifying abnormally high volume near important price levels
Evaluating price position relative to VWAP
Monitoring reactions around prior day highs and lows
Staying oriented during fast market conditions without chart clutter
The indicator works on any timeframe and adapts automatically to the instrument’s trading session.
Customization Options
Users can:
Adjust the volume moving average length to define what “normal” volume means
Choose the price source used for VWAP calculation
Change the dashboard’s on-screen position
Summary
The Volume Spike + VWAP + Session Levels Dashboard provides a clear, objective snapshot of market conditions by combining participation, value, and reference levels into a single visual tool. It is designed to help traders answer a simple but critical question:
“Is the market doing something meaningful right now — and where?”
This indicator focuses on context, clarity, and usability for traders who want insight without unnecessary complexity.
Big Notional Volume Bubbles (Lower-TF Order Flow Approximation)Big Notional Volume Bubbles (Lower-TF Order Flow Approximation)
### Overview
This indicator visualizes large notional trading activity by scanning lower-timeframe candles inside each chart bar and highlighting periods where unusually high traded value (volume × price) occurs.
This script is intended to help short-term traders and scalpers identify bursts of aggressive activity, potential absorption zones, and areas of heightened participation, using standard OHLCV data.
Important: This indicator does not access true market order tape or DOM data. It is an approximation based on lower-timeframe OHLCV data provided by TradingView.
What the Indicator Shows
Each bubble represents a lower-timeframe candle where traded notional value exceeds a user-defined threshold.
Bubble size scales with the notional value of that candle.
Green bubbles indicate the lower-timeframe candle closed higher (buy-side pressure approximation).
Red bubbles indicate the lower-timeframe candle closed lower (sell-side pressure approximation).
Bubbles can be plotted at candle closes or wick extremes for contextual analysis.
How It Works
1. Lower-timeframe OHLCV data is requested using `request.security_lower_tf`.
2. Notional value is calculated as volume × price for each micro-candle.
3. The script selects the largest notional events per bar that exceed the minimum threshold.
4. These events are rendered as bubbles on the main price chart.
Intended Use Cases
Scalping and short-term trading
Momentum ignition and continuation analysis
Absorption and failed breakout detection
Effort versus result analysis
Confirmation at key structural levels
Recommended Settings
Lower timeframe: Start with 1 (1 minute). Seconds-based timeframes may not be supported on all feeds.
Minimum notional (USD/USDT):
BTC / ETH: 25,000 – 250,000
Mid-cap assets: 5,000 – 50,000
Adjust based on liquidity and volatility
Max bubbles per bar: 3–8 to avoid visual clutter
Limitations
This indicator does not display individual market orders or aggressor-side execution.
Buy/sell classification is inferred from candle direction, not bid/ask data.
Lower-timeframe data availability depends on the selected symbol and exchange feed.
This tool should not be used as a standalone signal generator.
Best Practices
Use in conjunction with market structure, VWAP, and key price levels.
Focus on price behavior after a bubble appears rather than the bubble itself.
Interpret bubbles as areas of interest, not directional guarantees.
Liquidity ZonesLiquidity Zones
Liquidity Zones is a price-action–based indicator designed to identify high-probability support and resistance areas where liquidity has historically accumulated.
Instead of drawing single lines, the script builds dynamic price zones based on repeated pivot reactions validated by volume, helping traders focus on meaningful levels rather than noise.
How It Works
Pivot Detection
The indicator scans historical price data for pivot highs and pivot lows using a fixed pivot strength.
Each pivot represents a potential liquidity interaction point.
Volume Qualification
A pivot is only considered valid if the volume at the pivot bar exceeds:
Volume SMA × Sensitivity
This filters out weak or low-participation levels and keeps zones formed during strong market interest.
Zone Construction
Nearby pivots are grouped into a single zone if their price difference stays within an ATR-based threshold.
Each time price reacts within this threshold, the zone’s touch count increases.
Once the minimum number of touches is reached, a liquidity zone is drawn and extended to the right.
Adaptive Zone Expansion
As new qualifying pivots appear, zones automatically expand to reflect the true liquidity range instead of staying static.
Dynamic Zone Coloring
Zones update their color in real time based on price position:
Green (Support) → Price is above the zone
Red (Resistance) → Price is below the zone
Gray (In-Zone) → Price is trading inside the zone
This allows instant visual feedback on whether a level is acting as support, resistance, or an active liquidity area.
Settings Overview
Bars to Apply
Controls how much historical data is scanned for liquidity zones.
Volume Sensitivity
Higher values require stronger volume spikes to validate pivots, resulting in fewer but higher-quality zones.
Styling Options
Fully customizable colors and transparency for support, resistance, and in-zone states.
Best Use Cases
Identifying high-liquidity support and resistance zones
Planning entries, exits, and stop placement
Combining with trend-following or momentum indicators
Filtering out weak levels in sideways or choppy markets
Smart Money Concepts - Absorption Smart Money Concepts - Absorption (SMC-ABS)
Absorption event detector using split-volume VWMA ribbons, entropy filtering, and elasticity validation
Overview
This indicator highlights potential absorption/defense events: moments where price touches a volume-weighted band and then rejects, while additional filters confirm that market conditions are not random/noisy.
What it plots
• Energy ribbons (bands): two split-volume VWMA ribbon sets - Buy-weighted (cyan) and Sell-weighted (magma).
• ABS markers: printed when touch + rejection + validation conditions are met (see Logic section).
• Dashboard (HUD): real-time metrics such as price/volume z-scores, delta, entropy state, and resonance momentum states.
Core logic
1) Volume engine
The script builds Buy Volume and Sell Volume series using one of two modes:
• Geometry (candle-range split): estimates buy/sell participation from the close position within the candle range.
• Intrabar (precise): uses lower-timeframe up/down volume to derive buy/sell flows when data is available.
2) Split-VWMA resonance score
For multiple periods (5, 10, 20, 30, 40, 50), the script computes:
• A standard SMA of price.
• A Buy-weighted VWMA of price (weighted by Buy Volume).
• A Sell-weighted VWMA of price (weighted by Sell Volume).
Resonance is derived from the normalized divergence between the SMA and the split VWMAs, aggregated across the available periods.
3) Validation filters
Signals can be filtered by the following components (each toggleable):
• Volume-weighted entropy: a fractal-efficiency style disorder metric (TR-sum vs range) adjusted by relative volume; high entropy blocks signals.
• Momentum alignment (resonance velocity) : direction filter requiring positive velocity for buy events and negative velocity for sell events.
• Elasticity (recoil vs penetration): rejection quality check based on the bounce-back strength relative to the penetration depth into the fast band.
Absorption event conditions (ABS markers)
ABS markers are generated using the fastest ribbon band (length 5) for the touch/rejection logic:
• Buy absorption: low touches/penetrates the Buy band and the candle closes back above it, with filters passing.
• Sell absorption: high touches/penetrates the Sell band and the candle closes back below it, with filters passing.
Note: acceleration/deceleration is displayed in the HUD as a state; the primary directional filter is the resonance velocity.
Settings
• Volume Model: choose Geometry or Intrabar.
• Intrabar LTF: lower timeframe used by the Intrabar model (only applies when Intrabar is selected).
• Global Lookback: lookback window used for z-score statistics and related calculations.
• Quantum Filters: toggles and thresholds for entropy, momentum alignment, and elasticity validation.
• Dashboard Settings :/ Energy Ribbons / Absorption Events: controls for visuals and filtering behavior.
Usage notes and limitations
• Signals are most reliable after candle close. On the forming candle, conditions can change until the bar closes.
• Results depend on the availability and quality of volume data for the selected symbol and exchange.
• The Geometry mode is an estimate based on candle structure; it is not tick-accurate order flow.
• Terms such as “quantum” and “physics” are metaphorical labels for statistical filters and validation heuristics.
Disclaimer
This tool is provided for analytical and educational use only. It does not constitute investment advice. Trading involves risk.
Important note about Intrabar data and TradingView plan limits
This indicator is volume-dependent. When using the Intrabar model, the best results typically come from very low intrabar timeframes such as 1 tick or 1 second (if your symbol and data feed support it). Please check your TradingView subscription plan and data entitlements - access to 1-second/1-tick lower timeframes is commonly restricted to higher-tier plans (often referred to as Premium/Ultra tiers). If intrabar data is not available, the script falls back to relative buy/sell volume estimation (Geometry mode), and results may be less precise.
Effort-Result Divergence [Interakktive]The Effort-Result Divergence (ERD) measures whether volume effort is producing proportional price result. It quantifies the classic Wyckoff principle: when price moves easily, momentum is real; when price struggles despite heavy volume, absorption is occurring.
Think of ERD as "energy efficiency" for price movement — green means price is gliding, red means price is grinding.
█ WHAT IT DOES
• Measures volume EFFORT relative to average volume
• Measures price RESULT relative to ATR-normalized movement
• Computes ERD = Result minus Effort (each scaled 0-100)
• Flags statistical divergences via Z-score analysis
• Absorption events: high effort, low result (negative ERD)
• Vacuum events: low effort, high result (positive ERD)
█ WHAT IT DOES NOT DO
• NO buy/sell signals
• NO entry/exit recommendations
• NO alerts (v1 is educational only)
• NO performance claims or guarantees
This is a context tool for understanding market participation quality.
█ HOW IT WORKS
The ERD analyzes two dimensions of market activity and compares them.
EFFORT (Volume Intensity)
Compares current volume to a moving average baseline:
Effort Ratio = Volume ÷ SMA(Volume, Length)
Effort Score = clamp(100 × Effort Ratio ÷ Effort Cap)
High effort means above-average volume participation.
Low effort means below-average volume participation.
RESULT (Price Efficiency)
Measures how much price moved relative to expected volatility:
Result Ratio = |Close − Previous Close| ÷ ATR
Result Score = clamp(100 × Result Ratio ÷ Result Cap)
High result means price moved significantly for the volatility regime.
Low result means price barely moved despite market activity.
ERD SCORE
ERD = Result − Effort
• Positive ERD: Result exceeds effort → price moved easily (vacuum/thin liquidity)
• Negative ERD: Effort exceeds result → price struggled (absorption/accumulation)
• Near zero: Balanced effort-to-result relationship
STATISTICAL DIVERGENCE DETECTION
Z-score analysis identifies statistically significant extremes:
Z = (ERD − Mean) ÷ StdDev
• Absorption Event: Z ≤ −threshold (extreme negative ERD)
• Vacuum Event: Z ≥ +threshold (extreme positive ERD)
█ INTERPRETATION
GREEN BARS (Positive ERD)
Price moved with relatively little volume effort. This suggests:
• Thin liquidity / low resistance
• Strong directional interest
• Momentum is "real" — not forced
RED BARS (Negative ERD)
Heavy volume was used but price barely moved. This suggests:
• Absorption / accumulation occurring
• Large players opposing the move
• Inefficiency — someone is working hard for little result
THE KEY INSIGHT
When you see:
• Down moves = high effort (red spikes)
• Up moves = low effort (green bars)
This means: It's easier for price to go up than down.
That is asymmetric strength — classic bullish pressure.
The reverse (red on up moves, green on down moves) signals bearish pressure.
PRACTICAL RULES
Without any other indicators:
• Avoid shorting when ERD is mostly green and red spikes appear only on down candles
• Be cautious buying when ERD turns red on up candles (signals absorption of buying pressure)
• Vacuum events (extreme green) often precede continuation or pause — not violent reversal
• Absorption events (extreme red) often precede reversals or range formation
█ VOLUME DATA NOTE
This indicator uses the volume variable which represents:
• Exchange volume on stocks and futures
• Tick volume on Forex and CFD instruments
Tick volume is a proxy for activity, not actual exchange volume. The indicator remains useful on Forex as relative volume comparisons are still meaningful, but interpretation should account for this limitation.
█ INPUTS
Core Settings
• Volume Average Length: Baseline period for effort calculation (default: 20)
• ATR Length: Volatility normalization period (default: 14)
• Effort Cap: Volume ratio that maps to 100% effort (default: 3.0)
• Result Cap: ATR multiple that maps to 100% result (default: 1.0)
Divergence Detection
• Z-Score Lookback: Statistical analysis window (default: 100)
• Z-Score Threshold: Standard deviations for event flags (default: 2.0)
Visual Settings
• Show ERD Histogram: Toggle main display
• Show Zero Line: Toggle reference line
• Show Divergence Markers: Toggle event circles
• Show Effort/Result Lines: Display component breakdown
█ ORIGINALITY
While Wyckoff's effort-versus-result principle is well-established, existing implementations are typically:
• Purely visual with no quantification
• Pattern-based requiring subjective interpretation
• Not statistically normalized for comparison across instruments
ERD is original because it:
1. Normalizes both effort and result to 0-100 scales for direct comparison
2. Uses ATR for result normalization (adapts to volatility regime)
3. Applies statistical Z-score for objective divergence detection
4. Provides quantified output suitable for systematic analysis
█ DATA WINDOW EXPORTS
When enabled, the following values are exported:
• Effort (0-100)
• Result (0-100)
• ERD Score
• Z-Score
• Absorption Event (1/0)
• Vacuum Event (1/0)
█ SUITABLE MARKETS
Works on: Stocks, Futures, Forex, Crypto
Best on: Instruments with reliable volume data (stocks, futures, crypto)
Timeframes: All timeframes — interpretation adapts accordingly
█ RELATED
• Market Efficiency Ratio — measures price path efficiency
• Wyckoff Volume Spread Analysis — conceptual foundation
█ DISCLAIMER
This indicator is for educational purposes only. It does not constitute financial advice. Past performance does not guarantee future results. Always conduct your own analysis before making trading decisions.
Auto-Anchored Fibonacci Volume Profile [Custom Array Engine]Description:
1. The Theoretical Foundation: Structure vs. Participation In professional technical analysis, traders often struggle to reconcile two distinct datasets: Price Geometry (where price should go) and Market Participation (where money actually went).
Why Fibonacci? (The Structure) Fibonacci Retracements map the mathematical structure of a trend. They identify psychological and algorithmic "interest zones" (0.382, 0.5, 0.618) where a correction is statistically likely to terminate. However, Fibonacci levels are theoretical—they are "lines in the sand" that do not guarantee liquidity or reaction.
Why Volume Profile? (The Verification) Volume Profile maps the historical exchange of shares at specific price levels. It reveals "fair value" (High Volume Nodes) and "market imbalance" (Low Volume Nodes). It is the only tool that verifies if a specific price level was actually accepted by institutional participants.
2. Underlying Calculations (The Custom Engine) This script operates on a custom-built calculation engine that bypasses standard built-in functions entirely. It uses Pine Script Arrays to build a Volume Profile from scratch. Here is the breakdown of the proprietary code logic:
A. The "Smart-Fill" Distribution Algorithm (Solves Gapping)
The Problem: Standard volume scripts often assign a candle's entire volume to a single price row. In volatile markets or steep trends, this creates visual "gaps" or a "barcode" effect because price moved too fast to register on every row.
My Solution: I wrote a custom loop that calculates the vertical overlap of every candle against the profile grid.
The Math: Volume Per Bin = Total Candle Volume / Bins Touched.
The Result: If a single volatile candle spans 10 price rows (bins), the script mathematically divides that volume and distributes it equally into all 10 array indices. This generates a solid, continuous distribution curve that accurately reflects price action through the entire candle range, not just the close.
B. Dynamic Arrays & Split-Volume Logic The script initializes two separate floating-point arrays (buyVolArray and sellVolArray) sized to the user's resolution (up to 300 rows). It iterates through the specific time-window of the swing:
If Close >= Open, the calculated volume slice is injected into the Buy Array.
If Close < Open, it is injected into the Sell Array.
These arrays are then visually stacked to render the dual-color profile, allowing traders to see the "Delta" (Buyer vs. Seller aggression) at key structural levels.
C. Custom Garbage Collection (Performance) To enable the "Auto-Anchoring" feature without causing chart lag or visual artifacts ("ghosting"), the script includes a Garbage Collection System. Before drawing a new profile, the script iterates through a tracking array of all existing objects (box.delete, line.delete) and clears them from memory. This ensures the indicator remains lightweight and responsive even when dragging chart margins or switching timeframes.
3. The Synthesis: Why Combine Them? The core philosophy of this script is Confluence . A Fibonacci level without volume is merely a suggestion; a Fibonacci level backed by volume is a defensive wall. By algorithmically anchoring a Volume Profile to the exact coordinates of a Fibonacci swing, this tool allows traders to instantly answer critical questions:
"Is the Golden Pocket (0.618) supported by a High Volume Node (HVN), or is it a Low Volume Node (LVN) that price might slice through?"
"Is the Shallow Retracement (0.382) holding because of structural support, or just a lack of selling pressure?"
4. How to Read the Indicator
The Geometry: The script automatically detects the trend and draws standard Fib levels (0, 0.236, 0.382, 0.5, 0.618, 0.786, 1.0).
The Confluence Check: Look for the Point of Control (Red Line). If this High Volume Node aligns with a key Fib level (e.g., the 0.618), the probability of a reversal increases significantly.
The Imbalance Check: Look for "Valleys" in the profile (Low Volume Nodes). These gaps often act as "slippage zones" where price travels quickly between structural levels.
Buy/Sell Splits: The dual-color bars (Teal/Red) reveal the composition of the volume. A 0.618 level held up by dominant Buy Volume is a stronger bullish signal than one with mixed volume.
5. Settings & Customization
Lookback Length: Sensitivity of the swing detection (Default: 200 bars).
Resolution: Granularity of the profile rows (Default: 100). Higher values provide smoother definition.
Width (%): Responsive sizing that scales the profile relative to the trend's duration.
Extend Lines: Option to project structural levels infinitely to the right.
Disclaimer This script is an analytical tool for visualizing historical market data. It does not provide trade signals or financial advice.
Session Relative VolumeSession Relative Volume is an advanced intraday futures volume indicator that analyzes volume separately for Asia, London, and New York sessions - something standard relative volume tools can’t do.
Instead of aggregating the entire day’s volume, the indicator compares current volume to historical averages for the same session and time of day, allowing you to spot true volume strength and meaningful spikes, especially around session opens.
Background
Relative volume helps traders spot unusual activity: high volume often signals institutional participation and trending days, while low volume suggests weak commitment and possible mean reversion. In futures markets, sessions ( Asia, London, New York ) must be analyzed separately, but TradingView’s Relative Volume in Time aggregates the entire day, masking session-specific behavior - especially during the New York open. Since volume can vary by more than 20× between sessions, standard averages struggle to identify meaningful volume spikes when trader conviction matters most.
Indicator Description
The “Session Relative Volume” indicator solves these problems by calculating historical average volume specific to each session and time of day, and comparing current volume against those benchmarks. It offers four display modes and fully customizable session times
Altogether, it provides traders with a powerful tool for analyzing intraday futures volume, helping to better assess market participation, trader conviction, and overall market conditions - ultimately supporting improved trading decisions.
Parameters
Mode – display mode:
R-VOL: Relative cumulative session-specific volume at time
VOL CUM: Cumulative session volume at time compared to historical average cumulative session-specific volume
VOL AVG: Average session intrabar volume at time compared to historical average session-specific intrabar volume
VOL: Individual bars volume, highlighting (solid color) unusual spikes
Lookback period – number of days used for calculating historical average session volume at time
MA Len – length of the moving average, representing average bar volume within a session based on previous periods (different from historical cumulative volume!). Used only in VOL and VOL AVG modes
MA Thresh – deviation from moving average, used to detect bar volume spikes (bar volume > K × moving average)
Start Time – End Time and Time Zone parameters for each session. The time zone must be set using TradingView’s format (e.g., GMT+1).
Amihud Illiquidity Ratio [MarkitTick]💡This indicator implements the Amihud Illiquidity Ratio, a financial metric designed to measure the price impact of trading volume. It assesses the relationship between absolute price returns and the volume required to generate that return, providing traders with insight into the "stress" levels of the market liquidity.
Concept and Originality
Standard volume indicators often look at volume in isolation. This script differentiates itself by contextualizing volume against price movement. It answers the question: "How much did the price move per unit of volume?" Furthermore, unlike static indicators, this implementation utilizes dynamic percentile zones (Linear Interpolation) to adapt to the changing volatility profile of the specific asset you are viewing.
Methodology
The calculation proceeds in three distinct steps:
1. Daily Return: The script calculates the absolute percentage change of the closing price relative to the previous close.
2. Raw Ratio: The absolute return is divided by the volume. I have introduced a standard scaling factor (1,000,000) to the calculation. This resolves the issue of the values being astronomically small (displayed as roughly 0) without altering the fundamental logic of the Amihud ratio (Absolute Return / Volume).
- High Ratio: Indicates that price is moving significantly on low volume (Illiquid/Thin Order Book).
- Low Ratio: Indicates that price requires massive volume to move (Liquid/Deep Order Book).
3. Dynamic Regimes: The script calculates the 75th and 25th percentiles of the ratio over a lookback period. This creates adaptive bands that define "High Stress" and "Liquid" zones relative to recent history.
How to Use
Traders can use this tool to identify market fragility:
- High Stress Zone (Red Background): When the indicator crosses above the 75th percentile, the market is in a High Illiquidity Regime. Price is slipping easily. This is often observed during panic selling or volatile tops where the order book is thin.
- Liquid Zone (Green Background): When the indicator drops below the 25th percentile, the market is in a Liquid Regime. The market is absorbing volume well, which is often characteristic of stable trends or accumulation phases.
- Dashboard: A visual table on the chart displays the current Amihud Ratio and the active Market Regime (High Stress, Normal, or Liquid).
Inputs
- Calculation Period: The lookback length for the average illiquidity (Default: 20).
- Smoothing Period: The length of the additional moving average to smooth out noise (Default: 5).
- Show Quant Dashboard: Toggles the visibility of the on-screen information table.
● How to read this chart
• Spike in Illiquidity (Red Zones)
Price is moving on "thin air." Expect high volatility or potential reversals.
• Low Illiquidity (Green/Stable Zones)
The market is deep and liquid. Trends here are more sustainable and reliable.
• Divergence
Watch for price making new highs while liquidity is drying up—a classic sign of an exhausted trend.
Example:
● Chart Overview
The chart displays the Amihud Illiquidity indicator applied to a Gold (XAUUSD) 4-hour timeframe.
Top Pane: Price action with manual text annotations highlighting market reversals relative to liquidity zones.
Bottom Pane: The specific technical indicator defined in the logic. It features a Blue Line (Raw Illiquidity), a Red Line (Signal/Smoothed), and dynamic background coloring (Red and Green vertical strips).
● Deep Visual Analysis
• High Stress Regime (Red Zones)
Visual Event: In the bottom pane, the background periodically shifts to a translucent red.
Technical Logic: This event is triggered when the amihudAvg (the smoothed illiquidity ratio) exceeds the 75th percentile ( hZone ) of the lookback period.
Forensic Interpretation: The logic calculates the absolute price change relative to volume. A spike into the red zone indicates that price is moving significantly on relatively lower volume (high price impact). Visually, the chart shows these red zones aligning with local price peaks (volatility expansion), leading to the bearish reversal marked by the red box in the top pane.
• Liquid Regime (Green Zones)
Visual Event: The background shifts to a translucent green in the bottom pane.
Technical Logic: This triggers when the amihudAvg falls below the 25th percentile ( lZone ).
Forensic Interpretation: This state represents a period where large volumes are absorbed with minimal price impact (efficiency). On the chart, this green zone corresponds to the consolidation trough (green box, top pane), validating the annotated accumulation phase before the bullish breakout.
• Indicator Lines
Blue Line: This is the illiquidityRaw value. It represents the raw daily return divided by volume.
Red Line: This is the smoothedVal , a Simple Moving Average (SMA) of the raw data, used to filter out noise and define the trend of liquidity stress.
● Anomalies & Critical Data
• The Reversal Pivot
The transition from the "High Stress" (Red) background to the "Liquid" (Green) background serves as a visual proxy for market regime change. The chart shows that as the Red zones dissipate (volatility contraction), the market enters a Green zone (efficient liquidity), which acted as the precursor to the sustained upward trend on the right side of the chart.
● About Yakov Amihud
Yakov Amihud is a leading researcher in market liquidity and asset pricing.
• Brief Background
Professor of Finance, affiliated with New York University (NYU).
Specializes in market microstructure, liquidity, and quantitative finance.
His work has had a major impact on both academic research and practical investment models.
● The Amihud (2002) Paper
In 2002, he published his influential paper: “Illiquidity and Stock Returns: Cross-Section and Time-Series Effects” .
• Key Contributions
Introduced the Amihud Illiquidity Measure, a simple yet powerful proxy for market liquidity.
Demonstrated that less liquid stocks tend to earn higher expected returns as compensation for liquidity risk.
The measure became one of the most widely used liquidity metrics in finance research.
● Why It Matters in Practice
Used in quantitative trading models.
Applied in portfolio construction and risk management.
Helpful as a liquidity filter to avoid assets with excessive price impact.
In short: Yakov Amihud established a practical and robust link between liquidity and returns, making his 2002 work a cornerstone in modern financial economics.
Disclaimer: All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
SCOTTGO - Buy Sell Volume📊 SCOTTGO - Buy Sell Volume Bars - Delta - Up Down Volume Bars
This indicator disaggregates the total volume traded on each bar into estimated Buying Volume and Selling Volume to visualize market pressure and dominance directly in a dedicated sub-pane.
Key Features:
Volume Disaggregation: Uses a standard formula to estimate how much of a bar's total volume was associated with upward (buying) pressure and how much was associated with downward (selling) pressure.
Visual Clarity: Plots the Buy Volume (teal, upward) and Sell Volume (red, downward) as separate columns against a transparent total volume background, allowing for quick assessment of pressure balance.
Real-Time Badge: A dynamic badge is fixed to the corner of the chart (default: Top Right) providing a numeric summary of the latest bar:
Buy %: Percentage of the bar's total volume estimated as Buying Volume.
Sell %: Percentage of the bar's total volume estimated as Selling Volume.
Delta %: The magnitude of the volume difference (Delta) as a percentage of total volume, indicating the strength of the dominant side.
Dominance Indicator: The background color of the badge changes dynamically to immediately signal whether Buying (customizable color, default: Teal) or Selling (customizable color, default: Red) pressure was dominant on the current bar.
Usage:
Traders can use this tool to identify periods of heavy accumulation (high Buy Volume) or distribution (high Sell Volume), providing insight into the conviction behind price movements.
Supply and Demand Zones [BigBeluga]🔵 OVERVIEW
The Supply and Demand Zones indicator automatically identifies institutional order zones formed by high-volume price movements. It detects aggressive buying or selling events and marks the origin of these moves as demand or supply zones. Untested zones are plotted with thick solid borders, while tested zones become dashed, signaling reduced strength.
🔵 CONCEPTS
Supply Zones: Identified when 3 or more bearish candles form consecutively with above-average volume. The script then searches up to 5 bars back to find the last bullish candle and plots a supply zone from that candle’s low to its low plus ATR.
Demand Zones: Detected when 3 or more bullish candles appear with above-average volume. The script looks up to 5 bars back for a bearish candle and plots a demand zone from its high to its high minus ATR.
Volume Weighting: Each zone displays the cumulative bullish or bearish volume within the move leading to the zone.
Tested Zones: If price re-enters a zone and touches its boundary after being extended for 15 bars, the zone becomes dashed , indicating a potential weakening of that level.
Overlap Logic: Older overlapping zones are removed automatically to keep the chart clean and only show the most relevant supply/demand levels.
Zone Expiry: Zones are also deleted after they’re fully broken by price (i.e., price closes above supply or below demand).
🔵 FEATURES
Auto-detects supply and demand using volume and candle structure.
Extends valid zones to the right side of the chart.
Solid borders for fresh untested zones.
Dashed borders for tested zones (after 15 bars and contact).
Prevents overlapping zones of the same type.
Labels each zone with volume delta collected during zone formation.
Limits to 5 zones of each type for clarity.
Fully customizable supply and demand zone colors.
🔵 HOW TO USE
Use supply zones as potential resistance levels where sell-side pressure could emerge.
Use demand zones as potential support areas where buyers might step in again.
Pay attention to whether a zone is solid (untested) or dashed (tested).
Combine with other confluences like volume spikes, trend direction, or candlestick patterns.
Ideal for swing traders and scalpers identifying key reaction levels.
🔵 CONCLUSION
Supply and Demand Zones is a clean and logic-driven tool that visualizes critical liquidity zones formed by institutional moves. It tracks untested and tested levels, giving traders a visual edge to recognize where price might bounce or reverse due to historical order flow.
GARCH Volume Volatility [MarkitTick]Title: GARCH Volume Volatility
Description
Overview
The GARCH Volume Volatility (GV) indicator is a sophisticated quantitative tool designed to analyze the rate of change in market participation. While the vast majority of technical indicators focus on Price Volatility (how much price moves), this script focuses on Volume Volatility (how unstable the participation is).
Market volume is rarely distributed evenly; it tends to cluster. Periods of high activity are often followed by more high activity, and periods of calm tend to persist. This behavior is known as "heteroskedasticity." This script utilizes an Exponentially Weighted Moving Average (EWMA) model—a core component of Generalized Autoregressive Conditional Heteroskedasticity (GARCH) frameworks—to model these changing variance regimes.
By isolating volume volatility from raw volume data, this tool helps traders distinguish between sustainable liquidity flows and erratic, unsustainable volume shocks that often precede market reversals or breakouts.
Methodology and Calculations
1. Logarithmic vs. Percentage Returns
The foundation of this indicator is the calculation of "Volume Returns"—the period-over-period change in volume.
- The script defaults to Logarithmic Returns. In financial statistics, log returns are preferred because they normalize data that can vary wildly in magnitude (such as cryptocurrency volume spikes), providing a more symmetric view of changes.
- Users can opt for standard percentage changes if they prefer a linear approach.
2. Variance Proxy (Squared Returns)
To measure volatility, the direction of the volume change (up or down) matters less than the magnitude. The script squares the returns to create a "Variance Proxy." This ensures that a massive drop in volume is treated with the same statistical weight as a massive spike in volume—both represent a significant change in the volatility of participation.
3. GARCH-Style Smoothing (EWMA)
Standard Moving Averages (SMA) treat all data points in the lookback period equally. However, volatility is dynamic. This script uses an EWMA model with a tunable "Lambda" (Decay Factor).
- The Recursive Formula: The current calculation relies on a weighted average of the current variance and the previous period's smoothed variance.
- Memory Effect: This allows the indicator to "remember" recent volatility shocks while gradually letting their influence fade. This mimics the GARCH process of conditional variance.
4. Dynamic Statistical Thresholds
The final output is the Volatility (square root of variance). To make this data actionable, the script calculates a dynamic upper and lower limit based on the standard deviation (Z-Score) of the volatility itself over a user-defined lookback period.
How to Use
The indicator plots a histogram that categorizes the market into four distinct volatility regimes:
1. High Volatility (Red Histogram)
Trigger: Volatility > High Band (Upper Standard Deviation).
Interpretation: This signals an extreme anomaly in volume stability. This is not just "high volume," but "erratic volume behavior." This often occurs at:
- Capitulation bottoms (panic selling).
- Euphoric tops (blow-off tops).
- Major news events or earnings releases.
2. Elevated Volatility (Maroon Histogram)
Trigger: Volatility > Mean Average.
Interpretation: The market is in an active state. Participation is changing rapidly, but within statistically normal bounds. This is common during healthy, trending moves where new participants are entering the market steadily.
3. Normal/Low Volatility (Green Histogram)
Trigger: Volatility is within the lower bands.
Interpretation: The market volume is stable. There are no sudden shocks in participation. This is typical of consolidation phases or "creeping" trends where the price drifts without significant volume conviction.
4. Extremely Low Volatility (Bright Green/Transparent)
Trigger: Volatility < Low Band.
Interpretation: The "calm before the storm." When volume volatility collapses to near-zero, it implies that the market has reached a state of equilibrium or disinterest. Historically, volatility is cyclical; periods of extreme compression often lead to violent expansion.
Settings and Configuration
Core Settings
- Use EWMA: When checked (Default), uses the recursive GARCH-style calculation. If unchecked, it reverts to a simple SMA of variance, which is less sensitive to recent shocks but more stable.
- Log Returns: Uses natural log for calculations. Highly recommended for assets with exponential growth or large volume ranges.
- Length: The baseline period for the calculation.
- Threshold Lookback: The number of bars used to calculate the Mean and Standard Deviation bands.
- EWMA Lambda: The decay factor (0.0 to 1.0). A value of 0.94 is standard for risk metrics.
-- Higher Lambda (e.g., 0.98): The indicator reacts slower and is smoother (long memory).
-- Lower Lambda (e.g., 0.80): The indicator reacts very fast to new data (short memory).
Visuals
- Show Thresholds: Toggles the visibility of the statistical bands on the chart.
- High Band (StdDev): The multiplier for the upper warning zone. Default is 1.5 deviations. Increasing this to 2.0 or 3.0 will filter for only the most extreme events.
Disclaimer This tool is for educational and technical analysis purposes only. Breakouts can fail (fake-outs), and past geometric patterns do not guarantee future price action. Always manage risk and use this tool in conjunction with other forms of analysis.
Fair Value Gap Signals [Kodexius]Fair Value Gap Signals is an advanced market structure tool that automatically detects and tracks Fair Value Gaps (FVGs), evaluates the quality of each gap, and highlights high value reaction zones with visual metrics and signal markers.
The script is designed for traders who focus on liquidity concepts, order flow and mean reversion. It goes beyond basic FVG plotting by continuously monitoring how price interacts with each gap and by quantifying three key aspects of each zone:
-Entry velocity inside the gap
-Volume absorption during tests
-Structural integrity and depth of penetration
The result is a dynamic, information rich visualization of which gaps are being respected, which are being absorbed, and where potential reversals or continuations are most likely to occur.
All visual elements are configurable, including the maximum number of visible gaps per direction, mitigation method (close or wick) and an ATR based filter to ignore insignificant gaps in low volatility environments.
🔹 Features
🔸 Automated Fair Value Gap Detection
The script detects both bullish and bearish FVGs based on classic three candle logic:
Bullish FVG: current low is strictly above the high from two bars ago
Bearish FVG: current high is strictly below the low from two bars ago
🔸 ATR Based Gap Filter
To avoid clutter and low quality signals, the script can ignore very small gaps using an ATR based filter.
🔸Per Gap State Machine and Lifecycle
Each gap is tracked with an internal status:
Fresh: gap has just formed and has not been tested
Testing: price is currently trading inside the gap
Tested: gap was tested and left, waiting for a potential new test
Rejected: price entered the gap and then rejected away from it
Filled: gap is considered fully mitigated and no longer active
This state machine allows the script to distinguish between simple touches, multiple tests and meaningful reversals, and to trigger different alerts accordingly.
🔸 Visual Ranking of Gaps by Metrics
For each active gap, three additional horizontal rank bars are drawn on top of the gap area:
Rank 1 (Vel): maximum entry velocity inside the gap
Rank 2 (Vol): relative test volume compared to average volume
Rank 3 (Dpt): remaining safety of the gap based on maximum penetration depth
These rank bars extend horizontally from the creation bar, and their length is a visual score between 0 and 1, scaled to the age of the gap. Longer bars represent stronger or more favorable conditions.
🔸Signals and Rejection Markers
When a gap shows signs of rejection (price enters the gap and then closes away from it with sufficient activity), the script can print a signal label at the reaction point. These markers summarize the internal metrics of the gap using a tooltip:
-Velocity percentage
-Volume percentage
-Safety score
-Number of tests
🔸 Flexible Mitigation Logic (Close or Wick)
You can choose how mitigation is defined via the Mitigation Method input:
Close: the gap is considered filled only when the closing price crosses the gap boundary
Wick: a full fill is detected as soon as any wick crosses the gap boundary
🔸 Alert Conditions
-New FVG formed
-Price entering a gap (testing)
-Gap fully filled and invalidated
-Rejection signal generated
🔹Calculations
This section summarizes the main calculations used under the hood. Only the core logic is covered.
1. ATR Filter and Gap Size
The script uses a configurable ATR length to filter out small gaps. First the ATR is computed:
float atrVal = ta.atr(atrLength)
Gap size for both directions is then measured:
float gapSizeBull = low - high
float gapSizeBear = low - high
If useAtrFilter is enabled, gaps smaller than atrVal are ignored. This ties the minimum gap size to the current volatility regime.
2. Fair Value Gap Detection
The basic FVG conditions use a three bar structure:
bool fvgBull = low > high
bool fvgBear = high < low
For bullish gaps the script stores:
-top as low of the current bar
-bottom as high
For bearish gaps:
-top as high of the current bar
-bottom as low
This defines the price range that is considered the imbalance area.
3. Depth and Safety Score
Depth measures how far price has penetrated into the gap since its creation. For each bar, the script computes a currentDepth and updates the maximum depth:
float currentDepth = 0.0
if g.isBullish
if l < g.top
currentDepth := g.top - l
else
if h > g.bottom
currentDepth := h - g.bottom
if currentDepth > g.maxDepth
g.maxDepth := currentDepth
The safety score expresses how much of the gap remains intact:
float depthRatio = g.maxDepth / gapSize
float safetyScore = math.max(0.0, 1.0 - depthRatio)
safetyScore near 1: gap is mostly untouched
safetyScore near 0: gap is mostly or fully filled
4. Velocity Metric
Velocity captures how aggressively price moves inside the gap. It is based on the body to range ratio of each bar that trades within the gap and rewards bars that move in the same direction as the gap:
float barRange = h - l
float bodyRatio = math.abs(close - open) / barRange
float directionBonus = 0.0
if g.isBullish and close > open
directionBonus := 0.2
else if not g.isBullish and close < open
directionBonus := 0.2
float currentVelocity = math.min(bodyRatio + directionBonus, 1.0)
The gap keeps track of the strongest observed value:
if currentVelocity > g.maxVelocity
g.maxVelocity := currentVelocity
This maximum is later used as velScore when building the velocity rank bar.
5. Volume Accumulation and Volume Score
While price is trading inside a gap, the script accumulates the traded volume:
if isInside
g.testVolume += volume
It also keeps track of the number of tests and the volume at the start of the first test:
if g.status == "Fresh"
g.status := "Testing"
g.testCount := 1
g.testStartVolume := volume
An average volume is computed using a 20 period SMA:
float volAvg = ta.sma(volume, 20)
The expected volume is approximated as:
float expectedVol = volAvg * math.max(1, (bar_index - g.index) / 2)
The volume score is then:
float volScore = math.min(g.testVolume / expectedVol, 1.0)
This produces a normalized 0 to 1 metric that shows whether the gap has attracted more or less volume than expected over its lifetime.
6. Rank Bar Scaling
All three scores are projected visually along the time axis as horizontal bars. The script uses the age of the gap in bars as the maximum width:
float maxWidth = math.max(bar_index - g.index, 1)
Then each metric is mapped to a bar length:
int len1 = int(math.max(1, maxWidth * velScore))
g.rankBox1.set_right(g.index + len1)
int len2 = int(math.max(1, maxWidth * volScore))
g.rankBox2.set_right(g.index + len2)
int len3 = int(math.max(1, maxWidth * safetyScore))
g.rankBox3.set_right(g.index + len3)
This creates an intuitive visual representation where stronger metrics produce longer rank bars, making it easy to quickly compare the relative quality of multiple FVGs on the chart.
Volume Profile VisionVolume Profile Vision - Complete Description
Overview
Volume Profile Vision (VPV) is an advanced volume profile indicator that visualizes where trading activity has occurred at different price levels over a specified time period. Unlike traditional volume indicators that show volume over time, this indicator displays volume distribution across price levels, helping traders identify key support/resistance zones, fair value areas, and potential reversal points.
What Makes This Indicator Original
Volume Profile Vision introduces several unique features not found in standard volume profile tools:
Dual-Direction Histogram Display:
Unlike conventional volume profiles that only show bars extending in one direction, VPV displays volume bars extending both left (into historical candles) and right (as a traditional histogram). This bi-directional approach allows traders to see exactly where historical price action intersected with high-volume nodes.
Real-Time Candle Highlighting: The indicator dynamically highlights volume bars that intersect with the current candle's price range, making it immediately obvious which volume levels are currently in play.
Four Professional Color Schemes: Each color scheme uses distinct gradient algorithms and visual encoding systems:
Traffic Light: Uses red (POC), green (VA boundaries), yellow (HVN), with grayscale gradients outside the value area
Aurora Glass: Modern cyan-to-magenta gradient with hot magenta POC highlighting
Obsidian Precision: Professional dark theme with white POC and electric cyan accents
Black Ice: Monochromatic cyan family with graduated intensity
Adaptive Transparency System: Automatically adjusts bar transparency based on position relative to value area, with special handling for each color scheme to maintain visual clarity.
Core Concepts & Calculations
Volume Distribution Analysis
The indicator divides the visible price range into user-defined price levels (default: 80 levels) and calculates the total volume traded at each level by:
Scanning back through the specified lookback period (customizable or visible range)
For each historical bar, determining which price levels the bar's high/low range intersects
Accumulating volume for each intersected price level
Optionally filtering by bullish/bearish volume only
Point of Control (POC)
The POC is the price level with the highest traded volume during the analyzed period. This represents the "fairest" price where most traders agreed on value. The indicator marks this with distinct coloring (red in Traffic Light, magenta in Aurora Glass, white in Obsidian Precision, cyan in Black Ice).
Trading Significance: POC acts as a strong magnet for price - markets tend to return to fair value. When price is away from POC, traders watch for:
Mean reversion opportunities when price is far from POC
Rejection signals when price tests POC from above/below
Breakout confirmation when price breaks through and holds beyond POC
Value Area (VA)
The Value Area encompasses the price range where a specified percentage (default: 68%) of all volume traded. This represents the range of "accepted value" by market participants.
Calculation Method:
Start at the POC (highest volume level)
Expand upward and downward, adding adjacent price levels
Always add the level with higher volume next
Continue until accumulated volume reaches the VA percentage threshold
Value Area High (VAH): Upper boundary of accepted value - acts as resistance
Value Area Low (VAL): Lower boundary of accepted value - acts as support
Trading Significance:
Price spending time inside VA indicates market equilibrium
Breakouts above VAH suggest bullish momentum shift
Breakdowns below VAL suggest bearish momentum shift
Returns to VA boundaries often provide high-probability entry zones
High Volume Nodes (HVN)
Price levels with volume exceeding a threshold percentage (default: 80%) of POC volume. These represent areas of strong agreement and consolidation.
Trading Significance:
HVNs act as strong support/resistance zones
Price tends to consolidate at HVNs before making directional moves
Breaking through an HVN often signals strong momentum
Low Volume Nodes (LVN)
Price levels within the Value Area with volume ≤30% of POC volume. These are zones price moved through quickly with minimal consolidation.
Trading Significance:
LVNs represent areas of rejection - price finds little acceptance
Price tends to move rapidly through LVN zones
Useful for setting stop-losses (below LVN for longs, above for shorts)
Can identify potential gaps or "air pockets" in the market structure
Grayscale POC Detection
A secondary POC detection system identifies the highest volume level outside the Value Area (with a 2-level buffer to avoid confusion). This helps identify significant volume accumulation zones that exist beyond the main value area.
How to Use This Indicator
Setup
Choose Lookback Period:
Enable "Use Visible Range" to analyze only what's on your chart
Or set "Fixed Range Lookback Depth" (default: 200 bars) for consistent analysis
Adjust Profile Resolution:
"Number of Price Levels" (default: 80) - higher = more granular analysis, lower = broader zones
Select Color Scheme:
Traffic Light: Best for clear POC/VA/HVN identification
Aurora Glass: Modern aesthetic for dark charts
Obsidian Precision: Professional trader preference
Black Ice: Minimalist single-color family
Visual Customization
Left Extension: How far back the left-side histogram extends into historical candles (default: 490 bars)
Right Extension: Width of the traditional histogram bars on the right (default: 50 bars)
Right Margin: Space between current price bar and histogram (default: 0 for flush alignment)
Left Profile Gap: Space between left-side histogram and candles (default: 0)
Trading Strategies
Strategy 1: Value Area Mean Reversion
Wait for price to move outside the Value Area (above VAH or below VAL)
Look for rejection signals (wicks, bearish/bullish candles)
Enter trades toward the POC
Take profits as price returns to POC or opposite VA boundary
Strategy 2: Breakout Confirmation
Identify when price is consolidating within the Value Area
Wait for a strong close above VAH (bullish) or below VAL (bearish)
Enter on the breakout or on first pullback to the VA boundary
Target previous HVNs or swing highs/lows outside the VA
Strategy 3: POC Support/Resistance
Watch for price approaching the POC level
If approaching from below, look for bullish reversal patterns at POC (support)
If approaching from above, look for bearish reversal patterns at POC (resistance)
Trade in the direction of the bounce with stops beyond the POC
Strategy 4: LVN Fast Movement Zones
Identify LVN zones within the Value Area (marked with "LVN" label)
When price enters an LVN, expect rapid movement through the zone
Avoid entering trades within LVNs
Use LVNs as confirmation of directional momentum
Alert System
The indicator includes 7 customizable alert conditions:
POC Touch: Alerts when price comes within 0.5 ATR of POC
VAH/VAL Touch: Alerts at Value Area boundaries
VA Breakout: Alerts on breakouts above VAH or below VAL
HVN Touch: Alerts when price contacts High Volume Nodes
LVN Entry: Alerts when entering Low Volume zones
POC Shift: Alerts when POC moves to a new price level
Reading the Profile
Price Labels (shown on the right side):
POC: Point of Control - highest volume price level
VAH: Value Area High - upper boundary of accepted value
VAL: Value Area Low - lower boundary of accepted value
LVN: Low Volume Node - expect fast movement through this zone
Color Intensity Interpretation:
Brighter colors = higher volume concentration
Dimmer colors = lower volume
Abrupt color changes = transition between volume zones
Gaps in the histogram = price levels with no trading activity
Technical Details
Volume Accumulation Logic:
For each bar in lookback period:
For each price level:
If bar's high/low range intersects price level:
Add bar's volume to that price level's total
Gradient Algorithm:
Traffic Light: Dual-range piecewise gradient (0-50% and 50-100% volume intensity)
Aurora Glass: Linear cyan-to-magenta interpolation
Obsidian Precision: Dark blue gradient with cyan highlights
Black Ice: Three-stage cyan intensity progression
Real-Time Updates:
The profile recalculates on every bar, including real-time tick data, ensuring the volume distribution always reflects current market structure.
Best Practices
Timeframe Selection: Use higher timeframes (4H, Daily) for swing trading, lower timeframes (5min, 15min) for day trading
Combine with Price Action: Volume profile shows WHERE, price action shows WHEN
Multiple Timeframe Analysis: Check daily VP for major levels, then drill down to intraday for entries
Volume Type Selection: Use "Bullish" volume in uptrends, "Bearish" in downtrends, or "Both" for complete picture
Adjust VA Percentage: 68% (default) captures one standard deviation; try 70% for tighter or 60% for broader value areas
Performance Notes
Maximum bars back: 5000 (handles deep historical analysis)
Maximum boxes: 500 (handles complex profiles)
Optimized calculation: Only recalculates on last bar for efficiency
Real-time capable: Updates as new ticks arrive
