YBL – LITE HUD (Vol/Δ + Heatmap RVOL + Squeeze)

YBL – LITE HUD (Volume Δ + RVOL Heatmap + Squeeze) [Normalized + zVol Color] + ADV

YBL – LITE HUD is a multi-module volume & momentum dashboard that packs into a single panel:
• A fast Vol/Δ (up vs down volume) HUD
• A Volume Heatmap / RVOL engine with session max tracking
• A full Squeeze Momentum implementation
• Optional ADV metrics: Power vs reference symbol, Trend/Momentum, and Correlation
• Candle painting logic with priority Squeeze > Heatmap
• A compact HUD table summarizing everything in one place

It’s designed as a lightweight all-in-one volume/momentum panel for intraday and swing trading.

⸻

1️⃣ LITE: Vol/Δ (up vs down volume)
• Uses a rolling window of lookback bars.
• Sums up volume (bull candles) vs down volume (bear candles).
• Computes:
• totVol – total volume in the window
• dAcc – net volume delta (upVol – dnVol)
• HUD row shows:
• Net Δ with direction symbol: ▲ / ▼ / ▬
• Total volume in the lookback window
• Color of the row reflects the dominant side (green for buyers, red for sellers).

⸻

2️⃣ Heatmap / RVOL engine

Two modes:
• Heatmap (Percentiles)
• Uses percentiles over len bars (p1, p2, p3) to classify volume as:
• Low, Medium, High, Ultra
• RVOL (x Average)
• Relative volume = vol / SMA(vol, len)
• Thresholds:
• t1, t2, t3 → multi-level RVOL bands.

Extra features:
• Session max tracking
• Option to reset max volume per day/session (resetDay).
• Tracks the current session maximum volume.
• Can plot a line at the session max (showLineM).
• Heatmap colors
• Neutral, medium, high, ultra and special color for new session max.
• Optional candle painting by Heatmap/RVOL (paintC).

⸻

3️⃣ Squeeze Momentum module

Classic BB vs KC Squeeze plus momentum:
• Bollinger Bands:
• lenBB, multBB
• Keltner Channels:
• lenKC, multKC
• Squeeze states:
• Squeeze ON → BB inside KC
• Squeeze OFF → BB outside KC
(both can show dots at panel bottom)

Momentum:
• Base: momBase = src – SMA(src, lenBB)
• Smoothed with linreg over 20 bars.
• Column color:
• Green/Lime for positive momentum
• Orange/Red for negative momentum, depending on slope rising/falling

You can choose which panel to show via panelMode:
• Volume
• Squeeze
• Both

⸻

4️⃣ Normalization (Both panels + z-coloring)

When panelMode = "Ambos" and normalizeAmbos = true:
• Volume is plotted as zVol (z-score of volume).
• Momentum is also normalized to z-score.
• A single z-window (lenNorm) is used for both.

The Heatmap coloring can switch to zVol-based color bands:
• z1, z2, z3 define low/medium/high/ultra bands.
• Special color for current session max.

Title mode logic (titleMode) lets you force:
• “Normalized” titles
• “Original” titles
• Or automatic behavior based on the normalize setting.

⸻

5️⃣ ADV (optional “heavy” metrics)

When useADV = true, the script adds:
• POWER vs reference symbol (cmpSymbol, e.g. DXY):
• Uses ROC and z-score to compute a relative performance score: pScore = zA – zB.
• Color and arrow (↑ / ↓ / ▬) in the table.
• Trend & Momentum
• EMA fast/slow (emaLenFast, emaLenSlow) to define a trend regime (bullish vs bearish).
• RSI-based momentum (momLen), shifted around 50 to give a momentum bias.
• HUD row: TEND/MOM with text like “Bullish/Bearish | Mom value”.
• Correlation vs reference symbol
• ta.correlation(close, cmpClose, corrLen).
• Color-coded row:
• Green for positive correlation (directional).
• Red for strong inverse correlation.
• Gray for neutral.

These ADV rows turn the panel into a macro/relative-strength HUD on top of volume/squeeze.

⸻

6️⃣ Candle painting (priority logic)

Two color sources:
• Squeeze paint (paintBarsSqz)
• Colors candles based on momentum direction.
• Heatmap paint (paintC)
• Colors candles based on Heatmap/RVOL intensity.

paintMode controls priority:
• Auto: Squeeze > Heatmap → if Squeeze has a color, it wins; otherwise use Heatmap.
• Solo Squeeze → only Squeeze logic.
• Solo Heatmap → only Heatmap logic.

⸻

7️⃣ HUD table (top-right)

When showTable = true, a compact table shows:
1. VOL/Δ (LB N) – window size, net Δ and total volume.
2. RVOL (mode) – current RVOL and color-matched heatmap.
3. MAX sesión/global – shows if there is a new session max or the current max value.
4–6. (Optional) ADV rows when useADV is ON:
• POWER vs symbol
• TEND/MOM
• CORREL vs symbol

Everything updates on the last bar only for performance and clarity.

⸻

8️⃣ Alerts

Built-in alert:
• “YBL – Nuevo máximo de volumen (sesión)”
• Triggers whenever a new session volume max is printed.
• Perfect to catch volume climaxes intraday.

⸻

⚠️ Disclaimer
This script is for educational and analytical purposes only and does not constitute financial advice. Always do your own research and manage your risk.