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Weekday Close vs Open — Last N (per weekday)# Weekday Close vs Open - Last N Occurrences This indicator distills every weekday's historical open-to-close behavior into a compact table so you can see how "typical" the current session is before the day even closes. It runs independently of your chart timeframe by pulling daily OHLCV data under the hood, tracking the last **N** completed occurrences for each weekday, and refreshing only when a daily bar closes. On daily charts you can also shade every past bar that matches today's weekday (excluding the in-progress session) to reinforce the pattern visually while the table remains non-repainting. ## What It Shows - **Win/Loss/Tie counts** - how many of the last `N` occurrences closed above the open (wins), below (losses), or inside the tie threshold you define as "flat". - **Win % heatmap** - the win column is color-coded (deep green > deep red) so you immediately recognize strong or weak weekdays. - **Advanced metrics (optional)** - average daily volume plus the average percentage excursion above/below the open (`AvgUp%`, `AvgDn%`) for that weekday. - **Totals row** - aggregates every weekday into one row to estimate overall hit rate and average stats across the entire data set. - **Weekday shading (optional)** - on daily charts you can tint every bar that matches today's weekday (all Mondays, all Fridays, etc.) for instant pattern recognition. ## How It Works 1. The script requests daily OHLCV data (non-repainting) regardless of the chart timeframe. 2. When a new daily bar confirms, it packs that day's data into one of seven arrays (one per weekday). Each day contributes five floats (O/H/L/C/V) so trimming and statistics stay in lockstep. 3. A helper function (`f_dayMetrics`) scans daily history to compute average volume, average excursion above/below the open, and win/loss/tie counts for the requested weekday. 4. The table populates on the last bar of the chart session, respecting your advanced/totals toggles and keeping text at `size.normal`. ## Reading the Table - **Win/Loss/Tie columns**: raw counts taken from your chosen `N`. - **Win %***: excludes ties from the denominator so it reflects only decisive closes. - **AvgUp% / AvgDn%**: typical intraday extension (high vs open, open vs low) in percent. - **Avg Vol**: arithmetic mean of daily volume for that weekday. - **TOTAL row**: provides a global win rate plus volume/up/down averages weighted by how many samples each weekday contributed. ## Practical Uses - Spot weekdays that historically trend higher or lower before entering a trade. - Compare current price action against the typical intraday range (`AvgUp%` vs today's move). - Filter mean-reversion vs breakout setups based on the most reliable weekday patterns. - Quickly gauge whether today is behaving "in character" by referencing the highlighted row or the optional whole-chart weekday shading. > **Tip:** Use smaller `N` values (e.g., 10-20) for adaptive, recent behavior and larger values (50+) to capture longer-term seasonality. Tighten the tie threshold if you want almost every candle to register as win/loss, or widen it to focus only on meaningful moves.
Pine Script®指标
由Zippy111提供
Whale Activity Detector (V20 - Candle-Relative Diamonds)This indicator is to visualize the "footprints" of large institutional traders, often referred to as "whales." By monitoring spikes in trading volume relative to a long-term average, the indicator flags moments when significant capital is entering or exiting the market. How the Indicator Works (The Logic) Volume Threshold : It calculates a Moving Average (MA) of the recent volume (default 20 bars). This average is then multiplied by a Spike Multiplier (default 3.0x) to create a dynamic threshold. Spike Detection : Any price bar whose total volume exceeds this threshold is flagged as a potential "Whale Activity" bar. Direction Confirmation : The color of the signal is determined by the price action of that bar (close > open for buying/accumulation, or close < open for selling/distribution).
Pine Script®指标
由bryanleow88提供
SWUltimate Sniper: SMT + AO + Money Flow Overview This indicator is a comprehensive trading system designed to identify high-probability reversal points by combining three powerful concepts: Smart Money Techniques (SMT), Awesome Oscillator (AO) Momentum Divergences, and Macro Money Flow Analysis. It aims to filter out false signals by requiring confirmation from multiple technical factors before generating a signal. Key Features & Logic 1. SMT Divergence (Smart Money Tool) The core of this indicator compares the current asset's price structure (Highs and Lows) against a benchmark symbol (Default: BTCUSDT). Bullish SMT: When Bitcoin makes a Lower Low (LL), but the Altcoin makes a Higher Low (HL). This suggests underlying strength and accumulation in the Altcoin despite BTC's weakness. Bearish SMT: When Bitcoin makes a Higher High (HH), but the Altcoin makes a Lower High (LH). This suggests weakness and distribution in the Altcoin despite BTC's strength. 2. Awesome Oscillator (AO) Confirmation To prevent premature entries based solely on price action, the indicator checks for momentum divergence on the Awesome Oscillator. If the "AO Filter" option is enabled in settings, a signal (triangle) will only appear if both SMT Divergence and AO Divergence occur simultaneously (or within the same pivot window). This significantly increases the reliability of the setup. 3. Money Flow Dashboard A dashboard in the top-right corner provides real-time macro context to ensure you are trading with the trend. USDT.D (Tether Dominance): Monitors whether capital is entering (Bullish) or leaving (Bearish) the crypto market. BTC.D (Bitcoin Dominance): Monitors whether capital is flowing into Bitcoin or rotating into Altcoins (Altcoin Season). How to Use Buy Signal (Green Triangle): Look for a Green Triangle below the bar. Ideally, confirm this with the Dashboard showing "Money Flow: Entering" (Green) and "Trend: Flowing to Alts" (Green). Sell Signal (Red Triangle): Look for a Red Triangle above the bar. Dashboard: Use the dashboard as a trend filter. Do not long an Altcoin if USDT.D is spiking (Market Bearish). Settings Comparison Symbol: Select the benchmark asset (Default: BTCUSDT). Pivot Period: Adjust the sensitivity of the divergence detection. Use AO Filter: Toggle ON/OFF to require Awesome Oscillator confirmation for signals. Dashboard: Toggle the visibility of the Money Flow panel.
Pine Script®指标
由SwSpace提供
Dobrusky Pressure CoreWhat it does & who it’s for Dobrusky Pressure Core is a volume by time replacement for traders who care about which side actually controls each bar. Instead of just plotting total volume, it splits each bar into estimated buy vs sell pressure and overlays a custom, session-aware volume baseline. It’s built for discretionary traders who want more nuanced volume context for entries, breakouts, and pullbacks. Core ideas Buy/sell pressure split: Each bar’s volume is broken into estimated buying and selling pressure. Dominant side highlighting: The dominant side (buy or sell) is always displayed starting from the bottom of the bar, so you can quickly see who “owned” that bar. Median-based baseline: Uses the median of the last N bars (50 by default) to build a robust volume baseline that’s less sensitive to one-off spikes. Session-aware behavior: Baseline is calculated from Regular Trading Hours (RTH) by default, with an option to include Extended Hours (ETH) and a control to force Regular data on higher timeframes. Volume regimes: Three multipliers (1x, 1.5x, 2x by default) show normal, high, and extreme volume regions. Flexible display: Baseline can be shown as lines or as columns behind the volume, with full color customization. How the pressure logic works For each bar, the script: Adjusts the range for gaps relative to the prior close so the “true” traded range is more consistent. Computes buy pressure as a proportion of the adjusted range from low to close. Defines sell pressure as: total volume minus buy pressure. Marks the bar as buy-dominant if buy pressure ≥ sell pressure, otherwise sell-dominant, and colors the dominant side from the bottom to at least the midpoint using the selected buy/sell colors. In practice, this turns basic volume columns into bars where the internal split and dominant side are clearly visible, helping you judge whether aggressive buyers or sellers truly controlled the bar instead of just looking at the price action. Volume baseline & session logic The script builds a session-aware baseline from recent volume: Baseline length: A rolling window (default 50 bars) is used to compute a median volume value instead of a simple moving average. RTH-only by default: By default, the baseline is built from Regular Trading Hours bars only. During extended hours, the baseline effectively “freezes” at the last RTH-derived value unless you choose to include extended session data. Extended mode: If you select Extended mode, the script builds separate rolling baselines for RTH and ETH trading, using the appropriate one depending on the current session. Force Regular Above Timeframe: On timeframes equal to or higher than your chosen threshold, the baseline automatically uses Regular session data, even if Extended is selected. Multipliers: Three adjustable multipliers (1x, 1.5x, 2x by default) create normal, high, and extreme volume bands for quick identification. This lets you choose whether you want a pure RTH reference or a baseline that adapts to extended-session activity. Example ways to use it 1. Replace standard volume bars Add Dobrusky Pressure Core to your volume pane and hide the default volume if you prefer a clean look. Use the colors and split to see at a glance whether buyers or sellers were dominant on each bar. 2. Pressure confirmation for entries For longs (example concept; adapt to your own rules): Require that the entry bar’s buy pressure is greater than the previous bar’s sell pressure , or If the entry and prior bar are both buy-dominant, require that the entry bar has more buy pressure than the prior bar. This helps avoid taking a long when buying pressure is clearly fading relative to what sellers recently showed. A mirrored idea can be used for short setups with sell pressure. 3. Context from baseline multipliers Use ~1x baseline as “normal” volume. Watch for bars at or above 1.5x baseline when you want to see increased participation. Treat 2x baseline and above as “extreme” volume zones that may mark climactic or especially important bars. In practice, the baseline and multipliers are best used as context and filters, not as rigid rules. Settings overview Display - Show Volume Baseline: toggle the baseline and its levels on or off. - Baseline Display: choose between Line or Bars for the baseline visualization. Baseline Calculation - Length: lookback for the median baseline (default 50, configurable). - Baseline Session Data: choose Regular or Extended to control which session data feeds the baseline. Session Controls - Regular Session (Local to TZ): define your RTH window (e.g., 0930-1600). - Session Time Zone: choose the time zone used for that window. - Force Regular Above Timeframe: on higher timeframes, force the baseline to use Regular session data only. Baseline Levels - Show Level x Multiplier 1/2/3: toggle each volume regime level. - Multiplier 1/2/3: define what you consider normal, high, and extreme volume (defaults: 1.0, 1.5, 2.0). Colors - Buy Volume / Sell Volume: choose colors for buy and sell pressure. - Baseline Bars (Base / x2 / x3): colors when the baseline is drawn as columns. - Baseline Line (Base / x2 / x3): colors when the baseline is drawn as lines. Limitations & best practices This is a decision-support and visualization tool, not a buy/sell signal generator. Best suited to markets where volume data is meaningful (e.g., index futures, liquid equities, liquid crypto). The usefulness of any volume-based metric depends on the underlying data feed and instrument structure. Always combine pressure and baseline context with your own strategy, risk management, and testing. Originality Most volume tools either show total volume only or compare it to a simple moving average. Dobrusky Pressure Core combines: An intrabar buy/sell pressure split based on a gap-adjusted price range. A median-based, configurable baseline built from session-specific data. Session-aware behavior that keeps the baseline focused on Regular hours by default, with the option to incorporate Extended hours and force Regular data on higher timeframes. The goal is to give traders a richer, session-aware view of participation and pressure that standard volume bars and simple SMA overlays don’t provide, while keeping everything transparent and open-source so users can review and adapt the logic.
Pine Script®指标
由adobtrades提供
Volume Surge AlertVolume is often the fuel behind meaningful price moves. The Volume Surge Alert indicator highlights bars where volume explodes above its recent average, helping you spot accumulation, distribution, and breakout attempts before the price fully reacts. Calculates a configurable simple moving average of volume to establish “normal” activity. Flags bars where the current volume exceeds the SMA by a user-defined multiple (default 2×). Colors the column and background on surge bars for quick visual confirmation. Provides an alert condition so you can receive notifications the moment activity spikes. Use it on any timeframe or market to monitor for unusual participation, confirm breakouts, or filter entries. Adjust the SMA length and surge multiple to match your market’s typical liquidity profile.
Pine Script®指标
由marktan93提供
Liquidity Sweep & Reversal MapLiquidity Sweep & Reversal Map (LSRM) is a visual tool designed to help traders study how price interacts with key liquidity areas such as daily highs, daily lows, previous-day levels, and potential sweep zones. Its purpose is to map structure, highlight volatility around major reference points, and visualize how price behaves after taking liquidity. This indicator does not attempt to predict market direction. It simply identifies conditions where price has interacted with a known reference level and marks that interaction for user analysis. 🔍 What This Indicator Shows 1. Key Liquidity Reference Levels The script automatically draws and updates the following levels: TH — Today’s High TL — Today’s Low PDH — Previous Day High PDL — Previous Day Low These levels are widely monitored by many traders and can be helpful when studying liquidity behavior and intraday volatility. 2. Liquidity Sweeps A liquidity sweep occurs when: Price briefly moves beyond a major high or low And then closes back within the prior range The indicator marks detected sweep interactions with: BS (Bullish Sweep) when liquidity is taken below a low SS (Bearish Sweep) when liquidity is taken above a high A sweep only appears after the bar has closed, helping users analyze completed price structure. 3. Optional Sweep Zones When enabled, the tool draws a shaded zone between: The swept wick The reference level This can help highlight areas where liquidity was taken. 4. Volume & Candle Filters The indicator includes optional filters such as: Relative volume spikes Strong candle body requirement These filters are provided only to refine the visual highlight of sweeps; they do not constitute trading signals. 🎛 Customization Users can configure: Instrument presets Sweep buffers Volume sensitivity Line visibility and thickness Label display Zone visibility All settings are optional and intended for chart annotation only. ⚠️ Important Notes This tool is not a trading system, signal generator, or strategy. It does not provide buy/sell advice or predict future price movement. All markings are visual aids for chart study and structural analysis only. Users should rely on their own judgment and independent analysis when making trading decisions.
Pine Script®指标
由darshakssc提供
High Volume Bars (Advanced)High Volume Bars (Advanced) High Volume Bars (Advanced) is a Pine Script v6 indicator for TradingView that highlights bars with unusually high volume, with several ways to define “unusual”: Classic: volume > moving average + N × standard deviation Change-based: large change in volume vs previous bar Z-score: statistically extreme volume values Robust mode (optional): median + MAD, less sensitive to outliers It can: Recolor candles when volume is high Optionally highlight the background Optionally plot volume bands (center ± spread × multiplier) ⸻ 1. How it works At each bar the script: Picks the volume source: If Use Volume Change vs Previous Bar? is off → uses raw volume If on → uses abs(volume - volume ) Computes baseline statistics over the chosen source: Lookback bars Moving average (SMA or EMA) Standard deviation Optionally replaces mean/std with robust stats: Center = median (50th percentile) Spread = MAD (median absolute deviation, scaled to approx σ) Builds bands: upper = center + spread * multiplier lower = max(center - spread * multiplier, 0) Flags a bar as “high volume” if: It passes the mode logic: Classic abs: volume > upper Change mode: abs(volume - volume ) > upper Z-score mode: z-score ≥ multiplier AND the relative filter (optional): volume > average_volume * Min Volume vs Avg AND it is past the first Skip First N Bars from the start of the chart Colors the bar and (optionally) the background accordingly. ⸻ 2. Inputs 2.1. Statistics Lookback (len) Number of bars used to compute the baseline stats (mean / median, std / MAD). Typical values: 50–200. StdDev / Z-Score Multiplier (mult) How far from the baseline a bar must be to count as “high volume”. In classic mode: volume > mean + mult × std In z-score mode: z ≥ mult Typical values: 1.0–2.5. Use EMA Instead of SMA? (smooth_with_ema) Off → uses SMA (slower but smoother). On → uses EMA (reacts faster to recent changes). Use Robust Stats (Median & MAD)? (use_robust) Off → mean + standard deviation On → median + MAD (less sensitive to a few insane spikes) Useful for assets with occasional volume blow-ups. ⸻ 2.2. Detection Mode These inputs control how “unusual” is defined. • Use Volume Change vs Previous Bar? (mode_change) • Off (default) → uses absolute volume. • On → uses abs(volume - volume ). You then detect jumps in volume rather than absolute size. Note: This is ignored if Z-Score mode is switched on (see below). • Use Z-Score on Volume? (Overrides change) (mode_zscore) • Off → high volume when raw value exceeds the upper band. • On → computes z-score = (value − center) / spread and flags a bar as high when z ≥ multiplier. Z-score mode can be combined with robust stats for more stable thresholds. • Min Volume vs Avg (Filter) (min_rel_mult) An extra filter to ignore tiny-volume bars that are statistically “weird” but not meaningful. • 0.0 → no filter (all stats-based candidates allowed). • 1.0 → high-volume bar must also be at least equal to average volume. • 1.5 → bar must be ≥ 1.5 × average volume. • Skip First N Bars (from start of chart) (skip_open_bars) Skips the first N bars of the chart when evaluating high-volume conditions. This is mostly a safety / cosmetic option to avoid weird behavior on very early bars or backfill. ⸻ 2.3. Visuals • Show Volume Bands? (show_bands) • If on, plots: • Upper band (upper) • Lower band (lower) • Center line (vol_center) These are plotted on the same pane as the script (usually the price chart). • Also Highlight Background? (use_bg) • If on, fills the background on high-volume bars with High-Vol Background. • High-Vol Bar Transparency (0–100) (bar_transp) Controls the opacity of the high-volume bar colors (up / down). • 0 → fully opaque • 100 → fully transparent (no visible effect) • Up Color (upColor) / Down Color (dnColor) • Regular bar colors (non high-volume) for up and down bars. • Up High-Vol Base Color (upHighVolBase) / Down High-Vol Base Color (dnHighVolBase) Base colors used for high-volume up/down bars. Transparency is applied on top of these via bar_transp. • High-Vol Background (bgHighVolColor) Background color used when Also Highlight Background? is enabled. ⸻ 3. What gets colored and how • Bar color (barcolor) • Up bar: • High volume → Up High-Vol Color • Normal volume → Up Color • Down bar: • High volume → Down High-Vol Color • Normal volume → Down Color • Flat bar → neutral gray • Background color (bgcolor) • If Also Highlight Background? is on, high-volume bars get High-Vol Background. • Otherwise, background is unchanged. ⸻ 4. Alerts The indicator exposes three alert conditions: • High Volume Bar Triggers whenever is_high is true (up or down). • High Volume Up Bar Triggers only when is_high is true and the bar closed up (close > open). • High Volume Down Bar Triggers only when is_high is true and the bar closed down (close < open). You can use these in TradingView’s “Create Alert” dialog to: • Get notified of potential breakout / exhaustion bars. • Trigger webhook events for bots / custom infra. ⸻ 5. Recommended presets 5.1. “Classic” high-volume detector (closest to original) • Lookback: 150–200 • StdDev / Z-Score Multiplier: 1.0–1.5 • Use EMA Instead of SMA?: off • Use Robust Stats?: off • Use Volume Change vs Previous Bar?: off • Use Z-Score on Volume?: off • Min Volume vs Avg (Filter): 0.0–1.0 Behavior: Flags bars whose volume is notably above the recent average (plus a bit of noise filtering), same spirit as your initial implementation. ⸻ 5.2. Volatility-aware (Z-score) mode • Lookback: 100–200 • StdDev / Z-Score Multiplier: 1.5–2.0 • Use EMA Instead of SMA?: on • Use Robust Stats?: on (if asset has huge spikes) • Use Volume Change vs Previous Bar?: off (ignored anyway in z-score mode) • Use Z-Score on Volume?: on • Min Volume vs Avg (Filter): 0.5–1.0 Behavior: Flags bars that are “statistically extreme” relative to recent volume behavior, not just absolutely large. Good for assets where baseline volume drifts over time. ⸻ 5.3. “Wake-up bar” (volume acceleration) • Lookback: 50–100 • StdDev / Z-Score Multiplier: 1.0–1.5 • Use EMA Instead of SMA?: on • Use Robust Stats?: optional • Use Volume Change vs Previous Bar?: on • Use Z-Score on Volume?: off • Min Volume vs Avg (Filter): 0.5–1.0 Behavior: Emphasis on sudden increases in volume rather than absolute size – useful to catch “first active bar” after a quiet period. ⸻ 6. Limitations / notes • Time-of-day effects The script currently treats the entire chart as one continuous “session”. On 24/7 markets (crypto) this is fine. For regular-session assets (equities, futures), volume naturally spikes at open/close; you may want to: • Use a shorter Lookback, or • Add a session-aware filter in a future iteration. • Illiquid symbols On very low-liquidity symbols, robust stats (Use Robust Stats) and a non-zero Min Volume vs Avg can help avoid “everything looks extreme” problems. • Overlay behavior overlay = true means: • Bars are recolored on the price pane. • Volume bands are also drawn on the price pane if enabled. If you want a dedicated panel for the bands, duplicate the logic in a separate script with overlay = false.
Pine Script®指标
由w03提供
Delta Volume RSI1. Introduction The Delta Volume RSI (Relative Strength Index based on Volume Delta) indicator provides a unique perspective on market momentum by analyzing the average gains and losses of the volume delta —the difference between buying and selling volume—over a specified period. Unlike traditional RSI, which focuses on price changes, this indicator evaluates shifts in market participation intensity, helping traders detect periods of accumulation and distribution through volume action. 2. Key Features - Volume-Based Calculation: Computes RSI using the average gains and losses of delta volume rather than price changes, offering insights into buying/selling pressure. - Dynamic Color Coding: Paints the indicator line green when above the 50 level, and red when below, enabling quick visual identification of momentum shifts around neutrality. - Reference Levels: Clearly displays overbought (70), neutral (50), and oversold (30) lines for context on volume-driven market extremes. - Customizable Period: Users can set the period for RSI calculation to fit their trading style and timeframe preferences. 3. How to Use 1. Interpret Colors: The indicator line turns green when volume delta momentum is bullish (above 50) and red when bearish (below 50). Overbought and oversold zones (above 70 or below 30) may highlight exhaustion in volume-driven pushes. 2. Adjustment: Modify the RSI period in the settings to tailor responsiveness. 3. Reference Line: Use the dashed gray line at 50 as a core threshold for detecting transitions between buyer and seller dominance. How It Differs From Standard RSI The standard RSI uses changes in closing price to calculate market momentum. In contrast, this indicator calculates RSI using the average gains and losses of the delta volume , capturing underlying shifts in buying and selling activity—even when price is flat. This makes the Delta Volume RSI especially useful for identifying divergence between volume flow and price movement, potentially signaling strong accumulation/distribution or market reversals not visible on price-based RSI alone.
Pine Script®指标
由destrobr0685提供
Liquidity Void Zone Detector [PhenLabs]📊 Liquidity Void Zone Detector Version: PineScript™v6 📌 Description The Liquidity Void Zone Detector is a sophisticated technical indicator designed to identify and visualize areas where price moved with abnormally low volume or rapid momentum, creating "voids" in market liquidity. These zones represent areas where insufficient trading activity occurred during price movement, often acting as magnets for future price action as the market seeks to fill these gaps. Built on PineScript v6, this indicator employs a dual-detection methodology that analyzes both volume depletion patterns and price movement intensity relative to ATR. The revolutionary 3D visualization system uses three-layer polyline rendering with adaptive transparency and vertical offsets, creating genuine depth perception where low liquidity zones visually recede and high liquidity zones protrude forward. This makes critical market structure immediately apparent without cluttering your chart. 🚀 Points of Innovation Dual detection algorithm combining volume threshold analysis and ATR-normalized price movement sensitivity for comprehensive void identification Three-layer 3D visualization system with progressive transparency gradients (85%, 78%, 70%) and calculated vertical offsets for authentic depth perception Intelligent state machine logic that tracks consecutive void bars and only renders zones meeting minimum qualification requirements Dynamic strength scoring system (0-100 scale) that combines inverted volume ratios with movement intensity for accurate void characterization Adaptive ATR-based spacing calculation that automatically adjusts 3D layering depth to match instrument volatility Efficient memory management system supporting up to 100 simultaneous void visualizations with automatic array-based cleanup 🔧 Core Components Volume Analysis Engine: Calculates rolling volume averages and compares current bar volume against dynamic thresholds to detect abnormally thin trading conditions Price Movement Analyzer: Normalizes bar range against ATR to identify rapid price movements that indicate liquidity exhaustion regardless of instrument or timeframe Void Tracking State Machine: Maintains persistent tracking of void start bars, price boundaries, consecutive bar counts, and cumulative strength across multiple bars 3D Polyline Renderer: Generates three-layer rectangular polylines with precise timestamp-to-bar index conversion and progressive offset calculations Strength Calculation System: Combines volume component (inverted ratio capped at 100) with movement component (ATR intensity × 30) for comprehensive void scoring 🔥 Key Features Automatic Void Detection: Continuously scans price action for low volume conditions or rapid movements, triggering void tracking when thresholds are exceeded Real-Time Visualization: Creates 3D rectangular zones spanning from void initiation to termination, with color-coded depth indicating liquidity type Adjustable Sensitivity: Configure volume threshold multiplier (0.1-2.0x), price movement sensitivity (0.5-5.0x), and minimum qualifying bars (1-10) for customized detection Dual Color Coding: Separate visual treatment for low liquidity voids (receding red) and high liquidity zones (protruding green) based on 50-point strength threshold Optional Compact Labels: Toggle LV (Low Volume) or HV (High Volume) circular labels at void centers for quick identification without visual clutter Lookback Period Control: Adjust analysis window from 5 to 100 bars to match your trading timeframe and market volatility characteristics Memory-Efficient Design: Automatically manages polyline and label arrays, deleting oldest elements when user-defined maximum is reached Data Window Integration: Plots void detection binary, current strength score, and average volume for detailed analysis in TradingView's data window 🎨 Visualization Three-Layer Depth System: Each void is rendered as three stacked polylines with progressive transparency (85%, 78%, 70%) and calculated vertical offsets creating authentic 3D appearance Directional Depth Perception: Low liquidity zones recede with back layer most transparent; high liquidity zones protrude with front layer most transparent for instant visual differentiation Adaptive Offset Spacing: Vertical separation between layers calculated as ATR(14) × 0.001, ensuring consistent 3D effect across different instruments and volatility regimes Color Customization: Fully configurable base colors for both low liquidity zones (default: red with 80 transparency) and high liquidity zones (default: green with 80 transparency) Minimal Chart Clutter: Closed polylines with matching line and fill colors create clean rectangular zones without unnecessary borders or visual noise Background Highlight: Subtle yellow background (96% transparency) marks bars where void conditions are actively detected in real-time Compact Labeling: Optional tiny circular labels with 60% transparent backgrounds positioned at void center points for quick reference 📖 Usage Guidelines Detection Settings Lookback Period: Default: 10 | Range: 5-100 | Number of bars analyzed for volume averaging and void detection. Lower values increase sensitivity to recent changes; higher values smooth detection across longer timeframes. Adjust based on your trading timeframe: short-term traders use 5-15, swing traders use 20-50, position traders use 50-100. Volume Threshold: Default: 1.0 | Range: 0.1-2.0 (step 0.1) | Multiplier applied to average volume. Bars with volume below (average × threshold) trigger void conditions. Lower values detect only extreme volume depletion; higher values capture more moderate low-volume situations. Start with 1.0 and decrease to 0.5-0.7 for stricter detection. Price Movement Sensitivity: Default: 1.5 | Range: 0.5-5.0 (step 0.1) | Multiplier for ATR-normalized price movement detection. Values above this threshold indicate rapid price changes suggesting liquidity voids. Increase to 2.0-3.0 for volatile instruments; decrease to 0.8-1.2 for ranging or low-volatility conditions. Minimum Void Bars: Default: 10 | Range: 1-10 | Minimum consecutive bars exhibiting void conditions required before visualization is created. Filters out brief anomalies and ensures only sustained voids are displayed. Use 1-3 for scalping, 5-10 for intraday trading, 10+ for swing trading to match your time horizon. Visual Settings Low Liquidity Color: Default: Red (80% transparent) | Base color for zones where volume depletion or rapid movement indicates thin liquidity. These zones recede visually (back layer most transparent). Choose colors that contrast with your chart theme for optimal visibility. High Liquidity Color: Default: Green (80% transparent) | Base color for zones with relatively higher liquidity compared to void threshold. These zones protrude visually (front layer most transparent). Ensure clear differentiation from low liquidity color. Show Void Labels: Default: True | Toggle display of compact LV/HV labels at void centers. Disable for cleaner charts when trading; enable for analysis and review to quickly identify void types across your chart. Max Visible Voids: Default: 50 | Range: 10-100 | Maximum number of void visualizations kept on chart. Each void uses 3 polylines, so setting of 50 maintains 150 total polylines. Higher values preserve more history but may impact performance on lower-end systems. ✅ Best Use Cases Gap Fill Trading: Identify unfilled liquidity voids that price frequently returns to, providing high-probability retest and reversal opportunities when price approaches these zones Breakout Validation: Distinguish genuine breakouts through established liquidity from false breaks into void zones that lack sustainable volume support Support/Resistance Confluence: Layer void detection over key horizontal levels to validate structural integrity—levels within high liquidity zones are stronger than those in voids Trend Continuation: Monitor for new void formation in trend direction as potential continuation zones where price may accelerate due to reduced resistance Range Trading: Identify void zones within consolidation ranges that price tends to traverse quickly, helping to avoid getting caught in rapid moves through thin areas Entry Timing: Wait for price to reach void boundaries rather than entering mid-void, as voids tend to be traversed quickly with limited profit-taking opportunities ⚠️ Limitations Historical Pattern Indicator: Identifies past liquidity voids but cannot predict whether price will return to fill them or when filling might occur No Volume on Forex: Indicator uses tick volume for forex pairs, which approximates but doesn't represent true trading volume, potentially affecting detection accuracy Lagging Confirmation: Requires minimum consecutive bars (default 10) before void is visualized, meaning detection occurs after void formation begins Trending Market Behavior: Strong trends driven by fundamental catalysts may create voids that remain unfilled for extended periods or permanently Timeframe Dependency: Detection sensitivity varies significantly across timeframes; settings optimized for one timeframe may not perform well on others No Directional Bias: Indicator identifies liquidity characteristics but provides no predictive signal for price direction after void detection Performance Considerations: Higher max visible void settings combined with small minimum void bars can generate numerous visualizations impacting chart rendering speed 💡 What Makes This Unique Industry-First 3D Visualization: Unlike flat volume or liquidity indicators, the three-layer rendering with directional depth perception provides instant visual hierarchy of liquidity quality Dual-Mode Detection: Combines both volume-based and movement-based detection methodologies, capturing voids that single-approach indicators miss Intelligent Qualification System: State machine logic prevents premature visualization by requiring sustained void conditions, reducing false signals and chart clutter ATR-Normalized Analysis: All detection thresholds adapt to instrument volatility, ensuring consistent performance across stocks, forex, crypto, and futures without constant recalibration Transparency-Based Depth: Uses progressive transparency gradients rather than colors or patterns to create depth, maintaining visual clarity while conveying information hierarchy Comprehensive Strength Metrics: 0-100 void strength calculation considers both the degree of volume depletion and the magnitude of price movement for nuanced zone characterization 🔬 How It Works Phase 1: Real-Time Detection On each bar close, the indicator calculates average volume over the lookback period and compares current bar volume against the volume threshold multiplier Simultaneously measures current bar's high-low range and normalizes it against ATR, comparing the result to price movement sensitivity parameter If either volume falls below threshold OR movement exceeds sensitivity threshold, the bar is flagged as exhibiting void characteristics Phase 2: Void Tracking & Qualification When void conditions first appear, state machine initializes tracking variables: start bar index, initial top/bottom prices, consecutive bar counter, and cumulative strength accumulator Each subsequent bar with void conditions extends the tracking, updating price boundaries to envelope all bars and accumulating strength scores When void conditions cease, system checks if consecutive bar count meets minimum threshold; if yes, proceeds to visualization; if no, discards the tracking and resets Phase 3: 3D Visualization Construction Calculates average void strength by dividing cumulative strength by number of bars, then determines if void is low liquidity (>50 strength) or high liquidity (≤50 strength) Generates three polyline layers spanning from start bar to end bar and from top price to bottom price, each with calculated vertical offset based on ATR Applies progressive transparency (85%, 78%, 70%) with layer ordering creating recession effect for low liquidity zones and protrusion effect for high liquidity zones Creates optional center label and pushes all visual elements into arrays for memory management Phase 4: Memory Management & Display Continuously monitors polyline array size (each void creates 3 polylines); when total exceeds max visible voids × 3, deletes oldest polylines via array.shift() Similarly manages label array, removing oldest labels when count exceeds maximum to prevent memory accumulation over extended chart history Plots diagnostic data to TradingView’s data window (void detection binary, current strength, average volume) for detailed analysis without cluttering main chart 💡 Note: This indicator is designed to enhance your market structure analysis by revealing liquidity characteristics that aren’t visible through standard price and volume displays. For best results, combine void detection with your existing support/resistance analysis, trend identification, and risk management framework. Liquidity voids are descriptive of past market behavior and should inform positioning decisions rather than serve as standalone entry/exit signals. Experiment with detection parameters across different timeframes to find settings that align with your trading style and instrument characteristics.
Pine Script®指标
由PhenLabs提供
KJS -- Max Volume CandleKJS — Max Volume Candle Identifies and highlights the highest-volume candle relative to all candles to its left on the chart. As each new bar forms, the script checks whether its volume exceeds every prior bar. When a new volume peak appears, that candle is marked (blue for bullish, yellow for bearish), making it easy to spot where momentum, participation, or exhaustion reached a new extreme. Use it to quickly identify: • True volume pivots during momentum runs • Potential trap candles and liquidity grabs • Continuation moves backed by breakout volume • Shifts in participation that may precede reversals The indicator updates automatically as you scroll and works on any symbol and timeframe.
Pine Script®指标
由ksabobo提供
VWAP TrendSignalVWAP TrendSignal VWAP (Volume-Weighted Average Price) is the market’s true fair value — the benchmark institutions use to see when price is balanced, extended, or trending with real intent. Price often snaps back when it moves too far (mean reversion), and only shows genuine strength when it holds above or below VWAP. VWAP TrendSignal makes this insight effortless by color-coding VWAP direction: Yellow = VWAP rising → bullish pressure Red = VWAP falling → bearish pressure No bands. No noise. Just pure directional clarity. Anchor VWAP to the Session, Week, Month, Quarter, or Year, and tailor the Slope Smoothing Filter to your timeframe: 1–2 smoothing → fast & reactive (1–5m scalping) 3–5 smoothing → clean & stable (5–15m intraday) 6–10 smoothing → slow flips (1H–4H swings) 10–15 smoothing → macro bias only (Daily/Weekly) The line adapts to how you trade. How to Use It Mean Reversion When price stretches far from VWAP, expect pullbacks or snapbacks. Trend Direction Yellow supports long bias, red supports short bias. Simple, reliable, instantly visible. Balance Zones Price sitting near VWAP = compression, buildup, or chop. A perfect signal to wait or prepare for a breakout. Why It Works VWAP TrendSignal distills institutional logic into a clean, single-line tool. It shows fair value, trend slope, and balance all at once — making your chart clearer and your decisions faster. Once you get used to reading it, trading without it feels blind.
Pine Script®指标
由traderaven91提供
5
Candle Volume CoreIA VolCore — Candle Volume Core Indicator Overview IA VolCore is an intra‑candle volume analysis tool that shows where the core traded volume is concentrated inside each candle. It visualizes how buyers and sellers interacted within the bar and highlights key levels and zones where the highest activity takes place. How Calculations Work The indicator uses the lowest available timeframe data to calculate volume distribution inside each candle. If you have a Premium or higher subscription, VolCore uses second‑based data for the most accurate results. Older candles (where second‑data is no longer available due to platform limits) are calculated using minute data. The indicator can therefore be used on any timeframe from 1 minute and higher. If you do not have Premium, the indicator uses minute‑based data only, so it is recommended to use it from the daily timeframe and above. Example of Calculation If the chart timeframe is 1 hour and the lowest available timeframe is 1‑second data, the indicator loads 3600 1‑second candles. Each 1‑second candle has a known volume, which is evenly distributed across its own price range. The 1‑hour candle is then divided into a number of price ranges based on the Candle Volume Resolution parameter. The volumes of all 3600 1-second candles are then aggregated into the corresponding price ranges of the hourly candle. The final result is a detailed intra‑candle volume map for the entire hour — calculated using the most precise data available. Custom Timeframe Parameter If Use Custom Timeframe is enabled and a timeframe is selected, all calculations will be performed strictly using this specified timeframe. For example: if the chart is on 1D, the user has 1‑second data available, but Custom TF is set to 1 minute, then the volume distribution inside each daily candle will be calculated using 1‑minute candles. Key Features Candle Volume Resolution — defines how many price ranges each candle is divided into (3–50,000). All calculations in the indicator are based on this resolution. Max Volume Level — displays the price level inside the candle where the maximum volume occurred. % of Volume (1, 2, 3) — defines percentages of the candle's total volume (e.g., 33%, 66%, 50%). For each percentage, VolCore finds the minimum price range containing that share of volume. You can view the corresponding volume values for these shares in histogram form via the Show: Vol % 1–3 parameters. The actual intra-candle zones are displayed using the Show area option. Volume % for Density — sets the volume percentage used to calculate Vol Density, which reflects how concentrated the volume is inside the selected price range. Display Parameters (Show) Show: Vol % 1–3 — shows histograms of volume share zones based on the selected "% of Volume" parameters (with color logic applied). Show: Max Volume Value — displays the maximum internal volume value for each candle as a histogram (with color logic applied). Show: Volume — displays the candle's total volume (with color logic applied). Show: Vol Density — shows the density of volume distribution inside the candle for the selected volume percentage (with color logic applied). Example Use Cases (not a complete list) IA VolCore shows where liquidity forms inside each candle, how volume is distributed, and how concentrated trading activity is. Detecting False Breakouts If a breakout candle shows increased volume, and after the breakout the core volume forms beyond the level, but the price moves back — VolCore provides a strong signal of a false breakout. Examples: Identifying Support & Resistance Zones If Max Volume Level repeatedly forms in the same internal range over multiple candles, this indicates a hidden support or resistance level. Example: Who This Indicator Is For For traders using volume‑based and contextual market analysis, and for IA (Initiative Analysis) ecosystem users who want a deeper understanding of intra‑candle structure. Histogram Color Logic IA VolCore uses three color shades to highlight volume behavior relative to previous candles: light shade — normal volume, no significant change, medium shade — volume exceeds both previous candles, dark shade — volume exceeds the sum of the previous two candles. This helps quickly spot growing activity and potential shifts in market pressure. Style Settings Line styles, histogram styles, and colors can be customized in the indicator’s Style tab.
Pine Script®指标
由AlexeyWolf提供
VWAP + VWAP Distance Avg + Alert Lines (%)VWAP Distance & Average Distance Indicator – Detailed Description The VWAP + VWAP Distance Avg + Alert Lines (%) indicator is designed to measure the distance of the current price from the VWAP (Volume Weighted Average Price), as well as the average distance over a specified period. This tool is particularly useful for traders who use the VWAP as a magnet for price, helping to identify potential trend changes and areas where price may revert toward the VWAP. Key Features Current Distance (%) Calculates the absolute percentage difference between the current price and the VWAP This line shows how far the price has moved away from the VWAP at any given moment. Average Distance (%) Calculates a simple moving average (SMA) of the distance over a specified lookback period. This provides a reference for typical price deviations from the VWAP, helping traders assess whether the current distance is unusually high or low. Alert Lines (%) Allows up to three customizable horizontal alert lines, which can be turned on or off individually. Each line can be configured with: Value in percent. Color. Line thickness. These lines serve as visual thresholds, helping traders detect extreme deviations from the VWAP that may precede trend reversals. Use Case – Detecting Potential Trend Changes Traders often treat the VWAP as a price magnet, where price tends to revert after significant deviations. When the current distance exceeds typical average levels or crosses an alert line, it can signal that the price may revert toward the VWAP, potentially indicating a shift in trend or a high-probability mean-reversion scenario. Disclaimer This indicator is provided for educational and analytical purposes only. It does not constitute financial advice, and trading decisions are always the sole responsibility of the individual trader. Users should carefully evaluate market conditions and their own risk tolerance before taking any trade. Better used with VWAP on chart , and be careful around the end of session, for now this works just for session... still improving on this....
Pine Script®指标
由ueuito提供
Delta Manipulation FootprintIntroduction The Delta Manipulation Footprint indicator highlights significant shifts in volume delta between consecutive candles, helping traders visually identify potential market manipulation or strong buying/selling pressure. By analyzing the difference in buy and sell volume (delta) and its changes over time, this indicator reveals aggressive market behavior often associated with big players. Key Features - Calculates the absolute difference of volume delta between candles, maintaining the direction of change. - Uses a customizable moving average and threshold multiplier to filter meaningful volume shifts. - Colors candles green when delta difference is notably increasing, and red when decreasing, for clear visual signals. - Fully overlays the main price chart, painting candles directly for intuitive interpretation. How to Use Apply this indicator to your price chart to instantly visualize periods of significant volume delta shifts. Look for green candles signaling rising buying pressure and red candles showing increasing selling pressure. Adjust the moving average length and threshold multiplier inputs to tune sensitivity to your trading style or particular market behavior. Use in conjunction with other price action and volume indicators to confirm signals and improve trade timing. This tool is ideal for traders aiming to spot footprint-like manipulations in volume delta, aiding in the detection of institutional activity and potential market turning points.
Pine Script®指标
由destrobr0685提供
BS by bigmmBS by bigmm is a powerful tool designed to track and display cumulative trading volumes for bullish (green) and bearish (red) bars over a user-defined period. This indicator provides valuable insights into market sentiment by quantifying buying and selling pressure through volume analysis. Adjustable lookback period from 20 to 10,000 bars Default setting of 500 bars for balanced analysis Real-time calculation updates on each new bar BUY Volume: Total volume of green bars (close > open) SELL Volume: Total volume of red bars (close < open) Interpretation: Higher BUY Volume: Indicates stronger buying pressure Higher SELL Volume: Suggests stronger selling pressure Balanced Volumes: Shows equilibrium between buyers and sellers Ideal For: Swing traders analyzing medium-term trends Position traders evaluating long-term market sentiment Volume-based trading strategies Market structure analysis
Pine Script®指标
由BIGMarketMaker提供
3 Band Volume matched Candles3 Band Volume matched Candles– is a clean, high-signal volume-based candle colouring system designed to highlight the extremes of market participation. Instead of using complex multi-band gradients, this simplified version focuses on what truly matters to scalpers and intraday traders: 🔵 Very Weak Volume (Exhaustion) Shows when the market is running out of participation. These candles often appear near tops, stalled moves, fake breakouts, and areas where liquidity is drying up. Perfect for spotting potential reversals or rug-pull conditions. ⚪ Normal Volume (Baseline Flow) Represents regular market activity. These neutral candles keep the chart clean and make the extremes stand out instantly. 🟥 Neon Hot-Red (High-Impact Volume) Highlights moments of significant volume — intervention, aggression, absorption, stop hunts, or strong rejection wicks. These candles are critical for identifying real moves vs. fake ones, spotting wickbacks, and confirming momentum shifts. Why This Tool Works By focusing only on the very low and very high ends of market volume, the indicator cuts through noise and exposes the true behaviour behind each candle. Traders can instantly see: When a move is losing strength When a trend is topping or stalling When big volume enters the market When a wickback is driven by strong rejection Whether a breakout is real or weak When reversals are highly probable This makes it ideal for scalpers, and anyone who trades fast-moving instruments Customisation Fully customisable weak/normal and normal/strong thresholds User-defined colours for each band Brightness control Borders-only mode Adjustable fill opacity Optional corner legend for clarity
Pine Script®指标
由rrtaker86提供
Effort HeatmapThe Effort Heatmap visualizes where meaningful, same-direction volume occurred inside an imbalance during strong directional movement.
Instead of analyzing total bar volume or traditional volume-at-price distributions, this tool reconstructs a simplified internal volume profile using lower-timeframe data.
When a Fair Value Gap forms during a high-volume displacement, the script highlights the portions of the imbalance candle where directional effort was concentrated and projects those regions forward as a heatmap. The purpose of this indicator is not to predict price or represent institutional activity, but to offer a visual way to study how the market delivered volume inside a move that created an imbalance. How It Works 1. Lower-Timeframe Volume Extraction The indicator retrieves open, close, and volume data from a selected lower timeframe.
Only sub-candles that move in the same direction as the previous bar are considered, ensuring the heatmap reflects directional effort—not mixed volume. 2. Candle Body Binning The FVG candle is divided into multiple horizontal bins.
Each lower-timeframe sub-candle contributes volume proportionally to the bins it overlaps, creating a vertical volume distribution for that bar. 3. Imbalance (FVG) Detection A simple 3-bar displacement logic detects bullish or bearish imbalances.
An optional Z-Score filter ensures the heatmap only forms when volume is relatively elevated compared to recent history. 4. Heatmap Projection When a qualifying imbalance occurs: • The FVG bar’s volume distribution is normalized • Only areas with relatively elevated volume are displayed • Colored heatmap boxes are created and extend forward • These boxes remain until price trades into or through them
This allows traders to observe how price interacts with past zones of concentrated directional effort. What Makes It Different Most volume tools focus on fixed session profiles, market-wide volume-at-price calculations, or bar-level volume totals.
The Effort Heatmap instead reconstructs a per-bar vertical volume distribution using lower-timeframe price action and displays it only when displacement occurs. Rather than treating the candle as a single block of volume, the indicator highlights where inside the candle body volume was delivered while moving in the displacement direction.
This creates a unique visualization of directional effort that conventional profiles, OB/FVG indicators, and classic oscillators do not show. How to Use It 1. Apply to any timeframe: The indicator works on all chart timeframes, but gains more detail when higher timeframes are used in combination with lower-timeframe volume data. 2. Identify displacement moments: When a bullish or bearish FVG forms with a high volume Z-Score, the heatmap will appear. 3. Observe the heatmap structure:
Each horizontal band represents the relative concentration of same-direction volume inside the previous candle. 4. Watch how price interacts with these zones:
Heatmap areas extend until price touches or trades through them, at which point they stop extending and are finalized. 5. Combine with your own analysis:
These areas can be used to study... ...how past directional volume clusters influence current movement ...structural reactions to zones of prior effort ...which parts of a displacement candle were most active The indicator is a visual study tool, not a signal generator. Settings • Volume Source Timeframe Chooses the lower timeframe used to reconstruct internal volume. Smaller timeframes give more detail; larger timeframes give smoother profiles. • Z-Score Lookback Controls how many bars are used to measure relative volume. Larger values make the volume filter stricter. • Z-Score Threshold Minimum relative-volume strength required to draw a heatmap. Higher values show only high-effort moves. • Volume Filter (%) Removes weaker bins based on how much volume they contain compared to the strongest one. Higher percentages = fewer but more meaningful zones. • Bullish / Bearish Colors Sets the base color for heatmap boxes depending on direction.
Pine Script®指标
由VEGAlgo提供
1