VSR Composite Analysis Enhanced Indicator/VSR综合分析增强指标更多虚拟货币的实用指标可以联系懒猫先生,X账号是Jeffmo0769。
For more practical indicators for cryptocurrencies, you can contact Mr. Lazy Cat on X, account Jeffmo0769.
VSR Composite Analysis Enhanced 指标介绍
VSR Composite Analysis Enhanced Indicator Introduction
这个 Pine Script 指标是用于分析市场交易强度比例(VSR)的综合工具。
This Pine Script indicator is a comprehensive tool used to analyze the market's volume strength ratio (VSR).
VSR 是评估市场买卖双方力量的重要指标,有助于识别市场中的潜在爆发点和底部。
VSR is an important indicator for assessing the strength of market buyers and sellers, helping to identify potential breakout points and bottoms in the market.
以下是代码中各个部分的详细介绍:
Below is a detailed introduction to each part of the code:
VSR爆发检测
VSR Breakout Detection
VSR 高强度爆发: 当市场交易强度比例超过某个高强度阈值时,意味着市场可能处于爆发状态。
VSR High Intensity Breakout: When the market's volume strength ratio exceeds a certain high-intensity threshold, it indicates that the market may be in a breakout state.
这通常标志着市场活动显著增加,可能伴随价格的剧烈波动,是交易者需要特别关注的关键时刻。
This usually signifies a significant increase in market activity, potentially accompanied by sharp price fluctuations, which is a critical moment traders need to pay special attention to.
高强度爆发通常意味着买方力量显著增强,可能推动价格迅速上涨。
High intensity breakout often means a significant strengthening of buyer power, potentially driving prices to rise quickly.
VSR底检测
VSR Bottom Detection
VSR 潜在底部: 当交易强度比例低于某个底部阈值时,可能表明市场处于底部。
VSR Potential Bottom: When the volume strength ratio is below a certain bottom threshold, it may indicate that the market is at a bottom.
强度VSR底通常是震荡行情中购入的好时机,因为低交易强度比例可能暗示卖方力量减弱,买方开始进入,可能为未来价格反弹奠定基础。
A strong VSR bottom is often a good time to buy in a fluctuating market, as a low volume strength ratio may suggest weakening seller power, buyers starting to enter, and potentially laying the foundation for future price rebound.
顶背离和回调
Top Divergence and Pullback
值得强调的是,VSR顶背离通常意味着价格已经达到阶段性顶部,需要进行回调。
It is important to emphasize that VSR top divergence usually means that the price has reached a phase top and needs a pullback.
顶背离的原理在于,当交易强度比例下降,而价格却继续上升时,可能预示着市场的潜在疲软。
The principle of top divergence is that when the volume strength ratio decreases while the price continues to rise, it may signal potential market weakness.
交易者在观察到这种情况时,应提防市场可能的回调,并考虑调整仓位以规避潜在的下跌风险。
Traders observing this should beware of possible market pullbacks and consider adjusting positions to avoid potential downside risks.
图表绘制
Chart Plotting
交易强度比例曲线: 图表上展示了交易强度比例的变化,帮助交易者直观地观察市场动态。
Volume Strength Ratio Curve: The chart displays changes in the volume strength ratio, helping traders intuitively observe market dynamics.
背景颜色变化: 根据市场状态变化的背景颜色:爆发状态为深红色,底部状态为浅绿色。
Background Color Change: The background color changes according to market conditions: deep red for breakout state, light green for bottom state.
这些颜色帮助快速识别市场状态。
These colors help quickly identify market states.
通过这个 VSR 指标,交易者可以更好地理解市场的交易强度动态,识别潜在的买入时机并注意顶背离的风险。
Through this VSR indicator, traders can better understand the dynamics of market volume strength, identify potential buying opportunities, and be aware of the risks of top divergence.
使用这个工具辅助决策,可以提高交易的成功率和市场洞察力。
Using this tool to aid decision-making can increase trading success rates and market insight.
交易强度比例是市场力量的直接体现,其变化为交易者提供重要的市场信号。
The volume strength ratio is a direct reflection of market power, and its changes provide traders with important market signals.
Volume
Daily ATR Stop Loss Buffer- Calculates Daily ATR: Uses the daily timeframe ATR (Average True Range) - a measure of price volatility
- Applies Your Buffer: Takes a percentage of that ATR that you set in the settings (e.g., 5% of daily ATR)
- Creates Stop Levels: Calculates where to place stop losses based on current price plus/minus your ATR buffer
PrismNorm (Anchored)# PrismNorm (Anchored)
Overview
PrismNorm plots anchored, span-normalized price averages (VWAP, TWAP, TrueWAP) alongside a half-price line, with all series scaled by a blended volatility measure. This frames price swings across anchor periods of varying lengths in units of recent volatility.
How It Works
On each new anchor span (session, week, month, etc.), the script:
• Resets an anchor line to the first bar’s open.
• Computes raw VWAP, TWAP, TrueWAP and a half-price delta (close–anchor)/2 cumulatively over the span.
• Calculates a deviation metric (Std Dev, MAD, ATR-scaled, or Percent of anchor price) for the current span.
• Blends the current span’s deviation with up to N prior spans (for non-Percent modes).
• Divides each net price series by the blended deviation to yield normalized outputs.
Inputs
Settings / Description
• Anchor Period / Span for resetting the anchor line (Week, Month, etc.)
• Deviation Measure / Volatility method for normalization: Std Dev, MAD, ATR (scaled), or Percent
• Normalization Interval / Number of past spans (current+1 … current+10) to include in blended deviation
• Percent Deviation (%) / Band width % when Percent mode is selected (applied to anchor price)
• Scale MAD to σ / Scale MAD by √(π/2) so it aligns with σ under Normal distribution
Display
• Show Normalized VWAP
• Show Normalized TWAP
• Show Normalized TrueWAP
• Show Normalized Price (½×)
Tips & Use Cases
• Use shorter anchor spans (Session, Week) for intraday normalization.
• Use longer spans (Quarter, Year) to compare price action across macro periods.
References:
1. TrueWAP Description
2. SD, MAD, ATR (scaled) Deviation Measure Methodology
## 1. TrueWAP: Volatility-Weighted Price Averaging
What Is TrueWAP?
TrueWAP plugs actual price fluctuations into your average. Instead of only tracking time (TWAP) or volume (VWAP), it weights each bar’s TrueMid (TrueRange midpoint) by its TrueRange—so when the market moves more, that bar counts more.
In short, it’s a *TrueRange-weighted TrueMid average* anchored at your start date.
TrueWAP (Anchored) Overview
• On the first bar, it uses the simple high-low midpoint for price and the bar’s high-low range for weighting.
• From the next bar onward, it computes TrueMid (TrueRange midpoint).
• Each TrueMid is weighted by its TrueRange and cumulatively summed from the anchor point.
Pseudocode
// TWAP Example for Comparison
current_days = BarsSince("start_of_period")
OHLC = (Open + High + Low + Close) / 4
TWAP = MA(OHLC, current_days)
// VWAP Example for Comparison
current_days = BarsSince("start_of_period")
HLC3 = (High + Low + Close) / 3
VWAP = Sum(HLC3 * Volume, current_days) / Sum(Volume, current_days)
// TrueWAP (Anchored)
current_days = BarsSince("start_of_period") // Count of bars since the period began
first_bar = (current_days == 0) // Boolean flag if current bar is 1st of period
hilo_mid = (High + Low) / 2
max_val = max(Close , High)
min_val = min(Close , Low)
true_mid = (max_val + min_val) / 2
// Use hilo_mid and (High - Low) for the first bar; otherwise, use true_mid and True Range
mid_val = IF(first_bar, hilo_mid, true_mid)
range_val = IF(first_bar, (High - Low), TrueRange)
TrueWAP = Sum(mid_val * range_val, current_days) / Sum(range_val, current_days)
Recap: Interpretation
• The first bar uses the simple high-low midpoint and range.
• Subsequent bars use TrueMid and TrueRange based on prior close.
• This ensures the average reflects only the observed volatility and price since the anchor.
A Note on True Range
TrueRange captures the full extent of bar-to-bar volatility as the maximum of:
• High – Low
• |High – Previous Close|
• |Low – Previous Close|
## 2. SD, MAD, ATR (scaled) Deviation Measure Methodology: Segmented Weighted-Average Volatility
### Introduction
Conventional standard deviation calculations aggregate data over an expanding window and rely on a single mean, producing one summary statistic. This can obscure segmented, sequential datasets—such as MTD, QTD, and YTD—where additional granularity and time-sensitive insights matter.
This methodology isolates standard deviation within defined time frames and then proportionally allocates them based on custom lookback criteria. The result is a dynamic, multi-period normalization benchmark that captures both emerging volatility and historical stability.
Note: While this example uses SD, the same fixed-point approach applies to MAD and ATR (scaled).
### 2.1 Standard Deviation (Rolling Window)
pseudocode
// -- STANDARD DEVIATION (ROLLING) Calculation --
window_size = 20
rolling_SD = STDDEV(Close, window_size)
• Ideal for immediate trading insights.
• Reflects pure, short-term price dynamics.
• Captures volatility using the most recent 20 bars.
### 2.2 Blended SD: Current + 3 Past Periods
This method fuses current month data with the last three complete months.
pseudocode
// -- MULTI-PERIOD STANDARD DEVIATION (PROXY) with Three Past Periods --
current_days = BarsSince("start_of_month")
current_SD = STDDEV(Close, current_days)
prev1_days = TradingDaysLastMonth
prev1_SD = STDDEV_LastMonth(Close)
prev2_days = TradingDaysTwoMonthsAgo
prev2_SD = STDDEV_TwoMonthsAgo(Close)
prev3_days = TradingDaysThreeMonthsAgo
prev3_SD = STDDEV_ThreeMonthsAgo(Close)
// Blending with Proportional Weights
Weighted_SD = (current_SD * current_days +
prev1_SD * prev1_days +
prev2_SD * prev2_days +
prev3_SD * prev3_days) /
(current_days + prev1_days + prev2_days + prev3_days)
• Merges evolving volatility with the stability of three prior months.
• Weights each period by its trading days.
• Yields a robust normalization benchmark.
### 2.3 Blended SD: Current + 1 Past Period
This variant tempers emerging volatility by blending the current month with last month only.
pseudocode
// -- MULTI-PERIOD STANDARD DEVIATION (PROXY) with One Past Period --
current_days = BarsSince("start_of_month")
current_SD = STDDEV(Close, current_days)
prev1_days = TradingDaysLastMonth
prev1_SD = STDDEV_LastMonth(Close)
// Proportional Blend
Weighted_SD = (current_SD * current_days +
prev1_SD * prev1_days) /
(current_days + prev1_days)
• Anchors current volatility to last month’s baseline.
• Softens spikes by blending with historical data.
Conclusion
Segmented weighted-average volatility transforms global benchmarking by integrating immediate market dynamics with historical context. This fixed-point approach—applicable to SD, MAD, and ATR (scaled)—delivers time-sensitive analysis.
Sadi's Pocket Pivot Buy Signal (PP-B)Can be used to identify early entries within a basing period or later on as the stock breaks out and heads higher (continuation buy signals).
Helps in identifying low risk entries where the investor can pyramid into the stock and hence manage risk better.
Makes sure you get in when the trade in working in your favor and avoid putting good money after bad.
Trend Flow Oscillator (CMF + MFI) + ADX## Trend Flow Oscillator (TFO + ADX) Indicator Description
The Trend Flow Oscillator (TFO+ADX) combines two volume-based indicators, Money Flow Index (MFI) and Chaikin Money Flow (CMF), along with the Average Directional Index (ADX) into one comprehensive oscillator. This indicator provides traders with insights into momentum, volume flow, and trend strength, clearly indicating bullish or bearish market conditions.
### How the Indicator Works:
1. **Money Flow Index (MFI)**:
* Measures buying and selling pressure based on price and volume.
* Scaled from -1 to +1 (where positive values indicate buying pressure, negative values indicate selling pressure).
2. **Chaikin Money Flow (CMF)**:
* Evaluates money flow volume over a set period, reflecting institutional buying or selling.
* Also scaled from -1 to +1 (positive values suggest bullish accumulation, negative values bearish distribution).
3. **Average Directional Index (ADX)**:
* Measures trend strength, indicating whether a market is trending or ranging.
* Scaled from -1 to +1, with values above 0 suggesting strong trends, and values near or below 0 indicating weak trends or sideways markets.
* Specifically, an ADX value of 0 means neutral trend strength; positive values indicate a strong trend.
### Indicator Levels and Interpretation:
* **Zero Line (0)**: Indicates neutral conditions. When the oscillator crosses above zero, it signals increasing bullish momentum; crossing below zero indicates bearish momentum.
* **Extreme Zones (+/- 0.75)**:
* Oscillator values above +0.75 are considered overbought or highly bullish.
* Oscillator values below -0.75 are considered oversold or highly bearish.
* The indicator features subtle background shading to visually highlight these extreme momentum areas for quick identification.
* Shading when values above or below the +/-1.0 level.
* **Color Coding**:
* Bright blue indicates strengthening bullish momentum.
* Dark blue signals weakening bullish momentum.
* Bright red indicates strengthening bearish momentum.
* Dark maroon signals weakening bearish momentum.
Anti Nyangkut – Indikator Karya Anak Bangsa Anti Nyangkut – Indikator Karya Anak Bangsa
Indikator ini khusus buat kamu yang sering beli di pucuk dan jual di support, lalu akhirnya jadi bahan backtest orang lain.
💡 Sinyal buy only - muncul kalau harga udah:
✅ Di atas MA5
✅ Di atas Bollinger Bands Upper
✅ Di atas VWAP (khusus 1H & 4H)
🟢 TP dan SL otomatis muncul — biar gak cuma "niat hold sampe hijau"
📊 Cocok buat scalping & swing di 1H / 4H / 1D
Gak ada sinyal jual. Exit di tangan masing-nasing, jangan lupa pasang SL.
—
100% gratis. Bayarnya pakai amal jariyah.
—
Anti Nyangkut – An Indicator by the People, for the People
This one's for you if you always buy the top, sell the bottom, and end up becoming someone else's backtest data.
💡 Buy-Only Signals — triggered when price is:
✅ Above MA5
✅ Above Bollinger Bands Upper
✅ Above VWAP (on 1H & 4H only)
🟢 Auto TP & SL lines — so you stop saying "I'll hold until it turns green"
📊 Perfect for scalping & swing trades on 1H / 4H / 1D
There’s no sell signal. Exits are your responsibility — just don’t skip the stop loss.
—
100% free. Just pay with good karma.
Free Master Trend Navigator/ 趋势大师导航仪(免费版) by Mrlazycat趋势大师导航仪简单上手版使用说明
(这是一个简单版的趋势大师导航仪;如果需要趋势大师导航仪Pro版,可联系作者懒猫先生进行授权使用【推特联系:Jeffmo0769】)
(This is a simplified version of the Trend Master Navigator. For the Pro version, please contact Mr. Lazy Cat for authorization )
⚠ 非常重要,使用指标前请认真阅读这个使用说明
这是一个简单版的趋势大师导航仪
指标核心功能 本指标通过分析比特币的成交量、动能指标(MACD)、相对强弱指数(RSI)、趋势强度和成交量比率,生成在-1到1之间波动的趋势大师导航仪,帮助判断买卖时机。指标最佳适用场为4小时(4H)图表,适合1-2周的中短期交易。该趋势大师导航仪适用于BTC,ETH, DOGE等现货成交量大的虚拟货币
趋势曲线解读指南
① 市场状态(曲线颜色)
暗紫色:区间震荡市场
红色曲线:多头趋势
绿色曲线:空头趋势
② 关键信号区域
红色区域(超买):趋势曲线 ≥ 0.6 时,可能出现回调风险
绿色区域(超卖):趋势曲线 ≤ -0.615 时,可能出现反弹机会
③ 锁定机制
对部分强多头趋势(红色)和强空头趋势(绿色)进行锁定:
如果趋势曲线突破红色区域(超买)且市场趋势强度保持在强趋势或较强的弱趋势,趋势曲线会锁定在0.7附近(原始曲线以灰色继续)。
如果趋势曲线跌破绿色区域(超卖)且市场趋势强度保持在强趋势或较强的弱趋势,趋势曲线会锁定在-0.7附近(原始曲线以灰色继续)。 这表示趋势可能继续发展,建议等待锁定期结束后再进行操作。
✅ 极端多头趋势的特殊案例:(如ETH在2025年7月10日到20日,趋势曲线一直维持红色,意味着多头趋势不变。但这段时间ETH的趋势曲线曾跌到超卖区,因此曲线曾在底部锁定3个K线的时间,这意味着是多头右侧追多的机会。)
交易信号
超买超卖信号+趋势判断
红色区域(超买):趋势曲线 ≥ 0.6 时,可能出现回调风险,注意趋势变化
绿色区域(超卖):趋势曲线 ≤ -0.615 时,可能出现反弹机会,注意趋势变化
使用注意事项
① 交易所推荐:同时使用币安(Binance)和OKX的BTC/USDT现货数据(不同交易所的量能差异可能影响信号准确性)。
② 特殊行情优化:已针对2024-2025年比特币ETF上市后的低波动行情调整参数,未来将持续根据市场变化优化。
③ 强趋势操作提示:当趋势曲线锁定在超买或超卖区,应减少逆势操作。
④ 首次使用建议:观察历史行情以验证信号特征,震荡市捕捉反转点,趋势市识别延续信号。
Trend Master Navigator (Simplified Version) User Guide
⚠ Important: Please read this guide carefully before using the indicator
This is a simplified version of the Trend Master Navigator.
Core Functionality This indicator analyzes Bitcoin's trading volume, MACD, RSI, trend strength, and volume ratio to generate the Trend Master Navigator, which oscillates between -1 and 1 to assist in buy/sell decisions. The indicator is best suited for 4-hour (4H) charts and is ideal for 1-2 week swing trading. The Trend Master Navigator is suitable for cryptocurrencies with high spot trading volumes, such as BTC, ETH, and DOGE.
Interpreting the Trend Curve
① Market States (Curve Colors) Dark Purple: Range-bound market Red Curve: Bullish trend Green Curve: Bearish trend
② Key Signal Zones Red Zone (Overbought): Trend curve ≥ 0.6 → Potential pullback risk Green Zone (Oversold): Trend curve ≤ -0.615 → Potential rebound opportunity
③ Locking Mechanism During strong bullish (red) and strong bearish (green) trends, and partial weak trends:
If the trend curve breaks above the red zone (overbought) and the market trend strength remains in a strong trend or robust weak trend, the trend curve will lock near 0.7 (original curve continues in gray).
If the trend curve breaks below the green zone (oversold) and the market trend strength remains in a strong trend or robust weak trend, the trend curve will lock near -0.7 (original curve continues in gray). This indicates that the trend may continue, and it is advisable to wait until the lock period ends before taking action. ✅ Example of extreme bullish trend: (e.g., ETH from July 10 to 20, 2025, where the trend curve remained red, indicating a persistent bullish trend. During this period, ETH's trend curve dipped into the oversold zone, locking the curve at the bottom for 3 K-line periods, signifying a right-side buying opportunity in the bullish trend.)
Trading Signals
Overbought/Oversold Signals + Trend Judgment
Red Zone (Overbought): Trend curve ≥ 0.6 → Potential pullback risk, pay attention to trend changes
Green Zone (Oversold): Trend curve ≤ -0.615 → Potential rebound opportunity, pay attention to trend changes
Usage Notes
① Exchange Recommendation: Use Binance and OKX BTC/USDT spot data simultaneously (volume discrepancies across different exchanges may affect signal accuracy).
② Special Market Optimization: Parameters have been adjusted for the low-volatility era following the Bitcoin ETF launch (2024-2025) and will continue to be optimized based on market changes.
③ Strong Trend Operation Tips: When the trend curve is locked in overbought or oversold zones, reduce counter-trend operations. ④ First Use Recommendation: Observe historical market trends to validate signal characteristics. Capture reversal points in range-bound markets and identify continuation signals in trending markets.
Contact on X: Jeffmo0769
Volume FVG | Liquidity Gaps + (Z-Core Edition)📘 Indicator Description — Volume FVG Pro+
Volume FVG Pro+ is a technical analysis tool designed to automatically detect and visualize Fair Value Gaps (FVG) on the chart. It incorporates volume-based and ATR-based filtering to highlight only meaningful zones while reducing market noise.
⚙️ How It Works:
FVG Detection:
Identifies gaps between candles that may indicate institutional activity or imbalance.
Supports two types:
Regular FVG — all price gaps.
Volume FVG — gaps with abnormally high volume, calculated via Z-Score (relative to volume average).
ATR Filtering:
Filters out insignificant price gaps using Average True Range (ATR).
Helps show only zones with strong volatility behavior.
Mitigation Logic:
Zones are marked as mitigated (deactivated) when price retraces into them.
Mitigation can be detected by wick or close, with configurable depth percentage.
Zone Extension:
Active zones automatically extend forward until they are mitigated.
Display Options:
Fully customizable:
Bullish/Bearish coloring.
Opacity and box length.
Toggle labels and outlines.
🛠️ Settings Overview:
Z-Score Thresholds — for volume-based FVG detection.
ATR Multiplier — volatility sensitivity.
Mitigation Depth (%) — defines how deep price must retrace to deactivate a zone.
Display Options — full control over how zones appear on the chart.
📌 Why Use Volume FVG:
These gaps often represent footprints of large participants.
They are statistically more likely (15–20%) to hold price and act as reaction zones compared to regular FVGs (based on internal analysis).
Useful for identifying entry/exit areas and refining market structure analysis.
👤 Best For:
Smart Money / Order Flow / Liquidity-based traders.
Intraday and swing traders using price reaction and volume cues.
Anyone seeking clear and efficient FVG detection with filtering.
ADR Tracker Version 2Description
The **ADR Tracker** plots a customizable panel on your chart that monitors the Average Daily Range (ADR) and shows how today’s price action compares to that average. It calculates the daily high–low range for each of the past 14 days (can be adjusted) and then takes a simple moving average of those ranges to determine the ADR.
**Features:**
* **Current ADR value:** Shows the 14‑day ADR in price units.
* **ADR status:** Indicates whether today’s range has reached or exceeded the ADR.
* **Ticks remaining:** Calculates how many minimum price ticks remain before the ADR would be met.
* **Real‑time tracking:** Monitors the intraday high and low to update the range continuously.
* **Customizable panel:** Uses TradingView’s table object to display the information. You can set the table’s horizontal and vertical position (top/middle/bottom and left/centre/right) with inputs. The script also lets you change the text and background colours, as well as the width and height of each row. Table cells use explicit width and height percentages, which Pine supports in v6. Each call to `table.cell()` defines the text, colours and dimensions for its cell, so the panel resizes automatically based on your settings.
**Usage:**
Apply the indicator to any chart. For the most accurate real‑time tracking, use it on intraday timeframes (e.g. 5‑min or 1‑hour) so the current day’s range updates as new bars arrive. Adjust the inputs in the settings panel to reposition the list or change its appearance.
---
This description explains what the indicator does and highlights its customizable table display, referencing the Pine Script table features used.
Market DashboardMarket Dashboard — All-in-One Technical Indicator Panel
The Market Dashboard is a powerful visual tool that consolidates key technical indicators into a single on-chart table, helping traders make faster and more informed decisions. This script includes:
RSI — Detects overbought and oversold market conditions
MACD — Shows trend momentum and crossover signals
CVD (Cumulative Volume Delta) — Highlights buyer vs. seller pressure
Volume Analysis — Flags unusually high volume
ATR (Average True Range) — Displays current market volatility
Session Detector — Automatically identifies ASIAN, LONDON, or NEW YORK sessions based on UTC time
Fully Customizable — Adjust table position and text size to fit your chart layout
Designed for traders who want a clean, real-time snapshot of market dynamics, directly on the chart.
Kill Zone Max Volume Candle LinesThe Kill Zone Max Volume Lines indicator identifies the highest-volume candle within four key market sessions (Asia, London, NY AM, NY PM) and plots horizontal lines at its high, low, and midpoint levels, extended to the right.
Designed for traders targeting zones of heightened activity, this indicator highlights dynamic support and resistance levels based on volume—ideal for breakout or bounce strategies during highly volatile periods known as “kill zones.”
Perfect for indices such as Nasdaq (NQ), S&P 500 (SP), and Dow Jones (YM) on 15-minute or higher timeframes.
Pivot and Wick Boxes with Break Signals█ OVERVIEW
This Pine Script® indicator draws support and resistance levels based on high and low pivot points and the wicks of pivot candles. When the price breaks these levels, breakout signals are generated, with an optional volume filter for greater precision. The indicator is fully customizable, allowing users to adjust box styles, pivot length, and signal settings.
█ CONCEPTS
The indicator relies on several key elements to identify and visualize important price levels and trading signals:
Pivot Identification
High and low pivots are detected using the ta.pivothigh and ta.pivotlow functions with a configurable pivot length. Boxes are drawn based on the pivot level and the wick of the pivot candle (top for high pivots, bottom for low pivots).
List of Features
1 — High and Low Pivot Boxes: The indicator draws boxes based on high pivot candles (red) and low pivot candles (green) and their wicks, with options to customize colors, border styles, and background gradient. Boxes are limited to 500 bars back, meaning support and resistance levels older than 500 candles are not displayed to maintain chart clarity.
2 — Breakout Signals: When the price closes above the upper edge of a high pivot box, a breakout signal is generated (green triangle below the bar). When the price closes below the lower edge of a low pivot box, a breakout signal is generated (red triangle above the bar).
Signals can be filtered using volume, requiring the volume at the breakout to exceed the average volume multiplied by a configurable multiplier.
3 — Box Management: The indicator limits the number of displayed boxes (default is 15 for high pivots and 15 for low pivots), removing the oldest boxes when the limit is reached. Boxes older than 500 bars are automatically removed.
Volume Filtering
An optional volume filter allows users to require breakout signals to be confirmed by volume exceeding the moving average of volume (calculated over a selected period, default is 20 days).
█ OTHER SECTIONS
FEATURES
• Show High/Low Pivot Boxes: Enables or disables the display of boxes for high and low pivots.
• Pivot Length: Specifies the number of bars back and forward for detecting pivots (default is 5).
• Max Boxes: Sets the maximum number of boxes for high and low pivots (default is 15).
• Volume Filter: Enables a volume filter for breakout signals, with a configurable multiplier and average period.
• Box Style: Allows customization of border color, background gradient, border width, and border style (solid, dashed, dotted).
HOW TO USE
1 — Add the indicator to your TradingView chart by selecting “Pivot and Wick Boxes with Break Signals” from the indicators list.
2 — Configure the settings in the indicator’s dialog window, adjusting pivot length, maximum number of boxes, colors, and style.
3 — Enable the volume filter if you want signals to be confirmed by high volume.
4 — Monitor breakout signals (green triangles below bars for upward breakouts, red triangles above bars for downward breakouts) on the chart.
LIMITATIONS
• New pivots are detected with a delay equal to the set pivot length. A lower pivot length value results in faster pivot detection but produces pivots with less significance as support or resistance levels compared to those generated with a longer value.
• Breakout signals may produce false signals in volatile market conditions, especially without the volume filter.
• Boxes are limited to 500 bars back, which may exclude older pivots on long-term charts.
VSA Full Analyzer + Confirmation ColoringThis script is a Volume Spread Analysis (VSA) tool designed to identify both strength and weakness signals in the market by analyzing volume, candle spread (high-low), and price action context. It helps traders interpret smart money activity and confirm or negate signals with the following candle.
🔍 Key Features:
Volume Analysis:
Uses a moving average (MA) and standard deviation (STD) to assess volume behavior.
Flags high/low volume bars and evaluates their spread (wide/narrow).
Price Action Context:
Evaluates whether the close is near the high, mid, or low of the bar.
Compares the current bar's volume and close to the previous 3 bars to detect trends or reversals.
Signal Detection:
Detects a variety of VSA patterns, including:
Weak Signals: No Demand, Weak Demand, No Supply, Upthrust, Reverse Upthrust, Effort to Fall, Shakeout, Hidden Selling
Strong Signals: Buying Effort, Buying Climax, Selling Climax, Stopping Volume, Test, Spring, Effort to Rise
Each signal is colored differently for visual clarity.
Confirmation & Negation:
Highlights the next candle if it confirms the signal (higher close + higher volume) or negates it (lower close + lower volume).
Confirmation = black bar
Negation = gray bar
Bar & Label Visualization:
Adds color-coded labels above or below candles with signal names.
Allows the option to disable the bar color change while keeping labels active.
Hidden Gap VolumeIndicator Name: Hidden Gap Volume
This indicator analyzes trading volume by comparing it to a moving average (MA) and standard deviation bands. It categorizes and color-codes volume bars to help traders visually detect unusual or significant volume activity, which may indicate hidden strength or weakness in the market.
Key Features:
📏 Volume MA & Standard Deviation: Uses a Simple Moving Average (SMA) and standard deviation to benchmark current volume.
📐 Volume Classification:
🔴 Very Low Volume: Significantly below the MA (potential No Supply / No Demand).
🟡 Low Volume: Slightly below the MA.
🟢 Normal Volume: Close to the MA (within a defined margin).
🔵 High Volume: Clearly above the MA.
⚫ Very High Volume: At or above the upper standard deviation band (possible climactic action).
📊 Color-coded Columns: Volume bars are colored based on their category for easy identification.
📈 Overlay Lines: Plots the volume moving average and upper bound to provide visual benchmarks.
This tool helps VSA (Volume Spread Analysis) traders spot hidden gaps and interpret volume behavior relative to historical norms.
Normalized Candle Spread with MAThis Pine Script indicator, "Normalized Candle Spread with MA," visualizes candle price action by normalizing the candle bodies and wicks around a baseline (zero level). The normalization centers each candle’s high, low, open, and close prices relative to its own spread (high minus low), so all candles are plotted on the same horizontal line for easy comparison of their shapes and relative sizes.
Key features:
Normalization: Adjusts candle components (open, close, high, low) so they are centered around zero, allowing the comparison of candle shapes regardless of their absolute price levels.
Candle colors: Green for bullish candles (close ≥ open) and red for bearish candles (close < open).
Spread Moving Average: Plots a simple moving average (SMA) of the candle spreads over a user-defined period for visual reference of average volatility.
This indicator helps traders visually assess candle volatility and structure normalized over time, rather than focusing on price levels.
Two colored Up/Down Volume Bars with volume delta plotsThis shows Volume Up/Down via 2 colored volume bars !
The delta is in bar plot is the difference between 2 colors.
I found histogram with +ve and -ve values not visually appealing to me. So had to do this method.
Note: Currently TV does not have native U/D function call and has to done via imported v8 library.
The method of up down remain unchanged, and is as it is in the library.
Method.
The 2 colors in colume bars show which side has more pressure. The top portion is the dominant force and the bottom color is the weaker force in that bar.
Line chars are also available via toggle.
Cumulative line chart shows the pressure building over inputted number of days. When the line is facing down, the pressure is easing down and when the line is facing up the pressure is building up. When the lines intersect, that is a trend change direction.
2 line charts are available, cumulative line plot and smoothened line plot.
Comments suggestions are welcome.
Volume Surge Detector[SpeculationLab]Volume Surge Detector
This tool is especially useful for spotting early signs of breakouts, news-driven spikes, or institutional activity that are often preceded by abnormal surges in volume.
For better chart readability, the volume bar colors are based on TradingView’s original Volume indicator, while all other code is fully original by Speculation Lab.
You can customize both the SMA line and the volume bar colors to fit your style.
The logic compares the current volume against its SMA (default length: 14, fully adjustable).
The script comes with two surge levels:
Surge Level 1 (default = 5) → When volume is more than 5× the SMA, the bar turns aqua.
Surge Level 2 (default = 10) → When volume is more than 10× the SMA, the bar turns yellow.
It also includes built-in alerts, so you’ll be notified instantly whenever a surge is detected.
This makes it easier to spot potential breakout moves or large market participation in real time.
Disclaimer: This script is for educational purposes only. It does not provide financial advice.
这是一个用于探测 成交量爆发 的指标。
为了图表美观,成交量柱的颜色借鉴了 TradingView 原始 Volume 指标,其余代码均为 Speculation Lab 原创。
用户可以自由调整成交量柱和其对应的 SMA 均线的颜色。
指标通过对比成交量和其 SMA(默认长度为14,可自定义长度和颜色)的比例来检测放量。
默认设置了两个放量级别:
Surge Level 1(默认=5):当成交量超过均量的 5 倍时,量柱变为水蓝色。
Surge Level 2(默认=10):当成交量超过均量的 10 倍时,量柱变为黄色。
脚本还设置了 内置警报功能,方便交易者在出现放量时实时收到通知。
Advanced Full VSA Analyzer with StrengthThis script provides a full Volume Spread Analysis (VSA) toolkit to detect and label strength and weakness signals on the chart based on candle spread, volume, and close position.
It identifies key VSA patterns such as:
No Demand / No Supply
Upthrust
Stopping Volume
Shakeout
Test (Successful and Failed)
Effort to Rise / Fall
Buying / Selling Climax
Spring, and more...
🔍 Features:
Detects VSA signals with contextual labels (e.g. "Upthrust – Weak", "Effort to Rise – Strong")
Compares current candle volume/spread/close to previous candles
Includes volume moving average & deviation bands
Filters out repeated signals to reduce chart clutter
Fully customizable parameters
Ideal for traders using Wyckoff Method, Smart Money Concepts, or Volume Price Analysis.
Imbalance Scanner [Afnan]Identify the most aggressive candles on any chart—instantly or historically—and act before the crowd notices.
🔥 What It Does
Four-tier detection system: 🟡 Low → 🟠 Mild → 🔴 Explosive → 💥 Super Explosive
Smart filtering: Detects abnormal candle bodies and ranges that signal market imbalances
Volume confirmation: Optional filter ensures moves are backed by institutional-level activity
Directional control: Choose All, Bullish, or Bearish candles to match your trading bias
Pine Scanner optimized: Scan entire watchlists in real-time or historically.
Clean interface: Minimal emoji labels with background highlighting—no chart clutter
⚡ Quick Setup
1. Load & Configure: Add to chart and open indicator settings
2. Set Detection Level: Choose minimum imbalance strength (Low/Mild/Explosive/Super)
3. Optional Volume Filter: Enable for higher-quality signals with volume confirmation
4. Pine Scanner Setup: Set "Days Back" (0 for live scanning, >0 for historical analysis)
5. Create Alerts: Pre-built alert conditions for each explosive level
🎯 Primary Use Cases
Smart Money Detection: Spot where big players are active through explosive price movements
Market Inefficiencies: Find supply/demand imbalances as they develop
Breakout Confirmation: Validate genuine breakouts using explosive candle analysis
Identify momentum acceleration points for optimal timing
📊 Pine Scanner Ready
Fully compatible with TradingView's Pine Scanner for real-time watchlist monitoring and historical analysis.
💼 Professional Edge
Built by @AfnanTAjuddin for active traders who need reliable, fast imbalance detection across any market or timeframe. Perfect for day trading, swing trading, and institutional activity tracking.
成交量分布与行为分析(VP)# 📊 成交量分布与价格行为分析指标使用说明
## 🌟 指标概述
**成交量分布与价格行为分析**是一个专业的TradingView指标,结合了传统的成交量分布分析(Volume Profile)和现代价格行为技术,为交易者提供全面的市场分析工具。
### ✨ 核心功能
- 📈 **成交量分布分析** - 显示特定价格区间的成交量集中度
- 🎯 **价格行为识别** - 智能识别关键价格水平和市场行为
- 📊 **情绪分布分析** - 展示买卖双方在不同价格的力量对比
- 🔄 **支撑阻力转换** - 自动检测支撑阻力的转换
- 📋 **专业统计信息** - 提供详细的市场数据统计
---
## 🛠️ 功能模块详解
### 1. 📊 成交量与情绪分布
#### 成交量分布
- **用途**: 显示在特定价格水平的成交量密度
- **解读**:
- 🟢 **绿色条形** = 上涨成交量(买盘主导)
- 🔴 **红色条形** = 下跌成交量(卖盘主导)
- 📏 **条形长度** = 成交量大小
#### 价值区域 (Value Area)
- **💎 价值区域上涨/下跌**: 68%成交量集中的区域
- **📈 VAH (Value Area High)**: 价值区域上边界
- **📉 VAL (Value Area Low)**: 价值区域下边界
- **🎯 POC (Point of Control)**: 成交量最大的价格水平
#### 情绪分布
- **🐂 看涨情绪**: 买盘力量占优势的价格区域
- **🐻 看跌情绪**: 卖盘力量占优势的价格区域
#### 供需区域
- **🔻 供应区域**: 卖压集中的低成交量区域
- **🔺 需求区域**: 买盘集中的低成交量区域
### 2. 🎯 价格行为分析
#### 关键价格提醒
- **🎯 POC附近**: 价格接近控制点时显示橙色圆点
- **⚡ VAH测试**: 价格测试价值区域高点时显示红色三角
- **🔥 VAL测试**: 价格测试价值区域低点时显示绿色三角
#### 成交量突破信号
- **🚀 突破确认**: 成交量异常放大时K线边框高亮
- **颜色含义**:
- 🟢 **绿色边框** = 上涨突破
- 🔴 **红色边框** = 下跌突破
#### 支撑阻力转换
- **🔄 阻力转支撑**: 突破VAH后显示蓝色虚线
- **🔄 支撑转阻力**: 跌破VAL后显示紫色虚线
### 3. 📊 成交量直方图
- **📈 绿色柱状**: 上涨K线的成交量
- **📉 红色柱状**: 下跌K线的成交量
- **📊 黄色线条**: 成交量移动平均线
- **🔄 翻转方向**: 可选择向上或向下显示
- **📍 位置控制**: 可放置在K线图上方或下方
---
## ⚙️ 参数设置指南
### 📊 成交量与情绪分布
| 参数 | 说明 | 推荐设置 |
|------|------|----------|
| **成交量分布** | 启用/禁用主要功能 | ✅ 开启 |
| **情绪分布** | 显示买卖情绪对比 | ✅ 开启 |
| **供需区域** | 显示供需失衡区域 | ✅ 开启 |
| **价值区域 (%)** | 成交量集中度 | 68% (默认) |
| **分布行数** | 价格精度 | 100行 |
| **分布宽度** | 显示宽度 | 31% |
| **回看长度** | 分析K线数量 | 360根 |
### 🎯 价格行为分析
| 参数 | 说明 | 建议设置 |
|------|------|----------|
| **关键价格提醒** | POC/VAH/VAL提醒 | ✅ 开启 |
| **POC敏感度** | POC提醒敏感度 | 0.2% |
| **VAH/VAL敏感度** | 边界测试敏感度 | 0.3% |
| **成交量突破信号** | 大成交量提醒 | ✅ 开启 |
| **成交量突破倍数** | 突破判定倍数 | 1.5倍 |
| **支撑阻力转换** | S/R转换线条 | ✅ 开启 |
| **显示风格** | 视觉强度 | 标准 |
### 📊 成交量直方图
| 参数 | 说明 | 建议 |
|------|------|------|
| **成交量直方图** | 启用直方图 | ✅ 开启 |
| **成交量MA** | 移动平均线 | ✅ 开启,21周期 |
| **位置** | 显示位置 | 顶部 |
| **翻转方向** | 方向控制 | ❌ 关闭 |
| **高度** | 显示高度 | 默认 |
| **垂直偏移** | 位置微调 | 1 |
---
## 📈 实战交易策略
### 🎯 策略一:POC回归交易
**设置要求**:
- ✅ 开启价格行为分析
- 🎯 POC敏感度: 0.2%
- 📊 成交量突破: 1.5倍
**交易信号**:
1. **🎯 橙色圆点出现** → 价格接近POC
2. **📊 成交量确认** → 等待成交量放大
3. **🚀 突破信号** → K线边框高亮时入场
**风险管理**:
- 止损:VAH/VAL边界
- 止盈:对侧价值区域边界
### 🔄 策略二:支撑阻力转换
**设置要求**:
- ✅ 开启支撑阻力转换
- 📏 线条长度: 5-10根K线
- ⚡ VAH/VAL敏感度: 0.3%
**交易信号**:
1. **🔵 蓝色虚线** → 阻力转支撑,看涨
2. **🟣 紫色虚线** → 支撑转阻力,看跌
3. **📊 成交量确认** → 配合大成交量
**适用市场**:
- 趋势行情
- 突破行情
- 区间震荡末期
### 📊 策略三:价值区域交易
**设置要求**:
- 💎 价值区域: 68%
- 📊 分布统计: 开启
- 🎨 显示风格: 标准
**交易逻辑**:
1. **价值区域内** → 区间交易策略
2. **价值区域上方** → 强势追多
3. **价值区域下方** → 弱势做空
4. **VAH/VAL测试** → 反弹/回调机会
---
## 🎨 显示风格选择
### 🔍 简约风格
- **适用**: 经验丰富的交易者
- **特点**: 提示非常低调,不影响图表阅读
- **推荐**: 专业交易员
### 📊 标准风格
- **适用**: 大多数交易者
- **特点**: 平衡的视觉效果,信息清晰
- **推荐**: 日常交易使用
### 🎯 醒目风格
- **适用**: 学习阶段的交易者
- **特点**: 信号明显,容易识别
- **推荐**: 新手交易者
---
## 🚨 警报设置
### 自动警报功能
- **🎯 POC穿越警报**: 价格突破控制点
- **📈 VAH突破警报**: 价格突破价值区域高点
- **📉 VAL突破警报**: 价格跌破价值区域低点
- **📊 高成交量警报**: 检测到异常成交量
- **🚀 成交量突破警报**: 确认突破信号
### 警报设置建议
1. 启用**POC穿越警报**用于关键点位提醒
2. 启用**成交量突破警报**用于入场确认
3. 根据交易风格选择性启用其他警报
---
## 📋 统计信息解读
### 右上角统计表格
| 项目 | 含义 | 用途 |
|------|------|------|
| **控制点** | 成交量最大的价格 | 关键支撑/阻力位 |
| **价值区域高点/低点** | 68%成交量边界 | 正常波动范围 |
| **总成交量** | 分析期间总成交量 | 市场活跃度 |
| **平均成交量/K线** | 平均K线成交量 | 成交量基准 |
| **价格行为** | 当前市场状态 | 实时分析结果 |
### 价格行为状态说明
| 状态 | 含义 | 操作建议 |
|------|------|----------|
| **🚀突破** | 成交量突破中 | 考虑追涨/追跌 |
| **🎯POC** | 接近控制点 | 关注反转机会 |
| **⚡VAH** | 测试价值区域高点 | 观察突破/回落 |
| **🔥VAL** | 测试价值区域低点 | 观察反弹/破位 |
| **↗上方** | 价值区域上方 | 强势市场 |
| **↘下方** | 价值区域下方 | 弱势市场 |
| **📊区域内** | 价值区域内 | 区间震荡 |
---
## 💡 使用技巧
### ✅ 最佳实践
1. **📊 多时间框架分析**:
- 高时间框架确定趋势
- 低时间框架寻找入场点
2. **🎯 关键水平确认**:
- POC作为主要支撑/阻力
- VAH/VAL作为次要关键位
3. **📈 成交量确认**:
- 突破必须配合成交量放大
- 低成交量突破谨慎对待
4. **🔄 动态调整**:
- 根据市场环境调整敏感度
- 趋势市场降低敏感度
- 震荡市场提高敏感度
### ❌ 常见误区
1. **过度依赖单一信号**: 需要多重确认
2. **忽略大趋势**: VP分析要结合趋势方向
3. **频繁调整参数**: 保持参数稳定性
4. **忽略风险管理**: 设置合理止损
---
## 🔧 故障排除
### 常见问题
**Q: 价格行为提示不显示?**
A: 检查以下设置:
- ✅ 确认"启用价格行为分析"已开启
- 🎨 调整"显示风格"为"醒目"
- 📊 降低敏感度设置
**Q: 成交量分布显示不完整?**
A: 调整以下参数:
- 📏 增加"回看长度"
- 📊 调整"分布行数"
- 📈 检查数据源
**Q: 警报过于频繁?**
A: 优化警报设置:
- 🎯 提高敏感度阈值
- 📊 增加成交量突破倍数
- ⏰ 选择关键警报类型
---
## 📞 技术支持
如有其他问题,请参考TradingView帮助文档或联系技术支持团队。
---
*💡 提示:该指标最适合用于股票、外汇、加密货币等具有充足成交量的市场。建议在使用前先在模拟环境中熟悉各项功能。*
# Volume Profile & Price Action Analysis Indicator
## Overview
This is a comprehensive **Volume Profile (VP)** indicator with advanced **Price Action Analysis** features, designed for professional trading on TradingView. It combines traditional volume profile analysis with sophisticated price behavior detection to provide traders with deeper market insights.
## 🎯 Key Features
### 📊 Volume Profile Analysis
- **Volume Distribution**: Visual representation of trading activity at different price levels
- **Point of Control (POC)**: Identifies the price level with highest volume
- **Value Area**: Highlights the price range containing 68% (customizable) of total volume
- **Sentiment Profile**: Shows bullish vs bearish sentiment at each price level
- **Supply & Demand Zones**: Identifies low-volume areas indicating potential breakout zones
### 🎯 Advanced Price Action Analysis
- **Key Price Level Alerts**: Smart detection when price approaches critical levels
- **Volume Breakout Signals**: Identifies significant volume spikes with visual confirmation
- **Support/Resistance Conversion**: Tracks when key levels flip their role
- **Real-time Price Behavior Status**: Live updates in statistics table
### 📈 Volume Histogram
- **Enhanced Volume Bars**: Visual volume representation with customizable placement
- **Volume Moving Average**: Overlay MA on volume for trend analysis
- **Flip Direction**: Option to invert histogram direction
- **Adjustable Height & Offset**: Full customization of visual appearance
## 🛠️ Configuration Guide
### Volume Profile Settings
| Parameter | Description | Default | Range |
|-----------|-------------|---------|--------|
| **Volume Profile** | Enable/disable main volume profile | ✓ Enabled | - |
| **Up Volume Color** | Color for bullish volume bars | Gray-Blue | Custom |
| **Down Volume Color** | Color for bearish volume bars | Gray | Custom |
| **Value Area %** | Percentage of volume for value area | 68% | 0-100% |
| **Profile Rows** | Resolution of volume profile | 100 | 10-150 |
| **Profile Width** | Width of volume profile bars | 31% | 0-250% |
### Price Action Analysis Settings
| Parameter | Description | Default | Range |
|-----------|-------------|---------|--------|
| **Enable Price Action** | Master switch for price analysis | ✓ Enabled | - |
| **Key Price Alerts** | POC/VAH/VAL proximity detection | ✓ Enabled | - |
| **POC Sensitivity** | Distance threshold for POC alerts | 0.2% | 0.1-1.0% |
| **VAH/VAL Sensitivity** | Distance threshold for value area alerts | 0.3% | 0.1-1.0% |
| **Volume Breakout Signals** | Large volume detection | ✓ Enabled | - |
| **Volume Threshold** | Multiplier for breakout detection | 1.5x | 1.2-3.0x |
| **Display Style** | Visual intensity of signals | Standard | Simple/Standard/Bold |
### Volume Histogram Settings
| Parameter | Description | Default | Range |
|-----------|-------------|---------|--------|
| **Volume Histogram** | Enable volume bars | ✓ Enabled | - |
| **Placement** | Position relative to price | Top | Top/Bottom |
| **Flip Direction** | Invert histogram direction | ✗ Disabled | - |
| **Height** | Size of volume bars | 8/10 | 1-10 |
| **Vertical Offset** | Position adjustment | 1 | -20 to 20 |
## 📋 How to Use
### 1. Basic Setup
1. Add the indicator to your chart
2. Adjust the **Lookback Length** (default: 360 bars) for your analysis period
3. Set **Profile Placement** (Right or Left side)
4. Configure colors to match your chart theme
### 2. Volume Profile Analysis
- **High Volume Areas** (thick bars) = Consolidation/Value zones
- **Low Volume Areas** (thin bars) = Potential breakout zones
- **POC Line** (red) = Strongest support/resistance level
- **Value Area** (highlighted) = Fair value trading range
### 3. Price Action Signals
#### Visual Indicators
- **🟡 Small Dots** = Price near POC (potential reversal zone)
- **🔺 Red Triangle** = Price testing Value Area High
- **🔻 Green Triangle** = Price testing Value Area Low
- **📊 Highlighted Candles** = Volume breakout confirmation
- **--- Dashed Lines** = Support/Resistance conversion
#### Statistics Table
Monitor real-time price behavior status:
- **🚀 Breakout** = Volume surge detected
- **🎯 POC** = Price near Point of Control
- **⚡ VAH** = Testing Value Area High
- **🔥 VAL** = Testing Value Area Low
- **↗ Above** = Price above value area
- **↘ Below** = Price below value area
### 4. Trading Applications
#### Entry Signals
- **Volume Breakout** + **POC Touch** = High probability setup
- **VAH/VAL Test** + **Volume Confirmation** = Reversal opportunity
- **Supply/Demand Zone** + **Price Action** = Breakout trade
#### Risk Management
- Use **Value Area** boundaries as dynamic support/resistance
- **POC** often acts as strong magnetic level
- **Low Volume Zones** may indicate stop-loss placement areas
#### Trend Analysis
- **Price Above Value Area** = Bullish bias
- **Price Below Value Area** = Bearish bias
- **Price Within Value Area** = Consolidation/ranging market
## ⚠️ Important Notes
### Performance Optimization
- Indicator processes multiple timeframes automatically
- **Data Source** shown in stats table (1S/5S/1min/5min etc.)
- Adjust **Profile Rows** if performance issues occur
### Best Practices
1. **Combine with Price Action**: Don't rely solely on volume profile
2. **Adjust Sensitivity**: Fine-tune alert thresholds for your timeframe
3. **Monitor Statistics**: Keep an eye on the real-time status table
4. **Use Multiple Timeframes**: Confirm signals across timeframes
### Alerts Setup
The indicator includes built-in alerts for:
- POC crossovers
- Value Area High/Low breaks
- Volume spike detection
- Significant volume increases
## 🎨 Customization Tips
### Professional Look
- Set **Display Style** to "Simple" for clean charts
- Use **muted colors** for volume profile
- Enable **Value Area Background** for clear visualization
### Active Trading
- Set **Display Style** to "Bold" for clear signals
- Lower **sensitivity thresholds** for more frequent alerts
- Enable **Volume Histogram** for quick volume assessment
### Multi-Timeframe Analysis
- Use **Visible Range** for dynamic analysis
- Adjust **Lookback Length** based on your trading style
- Monitor **Data Source** to understand calculation basis
## 📊 Understanding the Output
### Volume Profile Interpretation
- **Wide profiles** = Consolidation periods
- **Narrow profiles** = Trending periods
- **Split profiles** = Double distribution (support/resistance)
### Price Action Signals
- **Cluster of signals** = High probability zone
- **Isolated signals** = Lower confidence
- **Signal + Volume** = Highest probability setups
---
**Disclaimer**: This indicator is for educational purposes. Always perform your own analysis and risk management before making trading decisions.
Open Interest Screener (Fixed Zones)📌 Purpose
This indicator scans Open Interest (OI) changes across selected exchanges and highlights significant spikes or drops directly on the chart using dynamic shaded zones.
It is designed to help traders detect unusual market positioning changes that may precede volatility events.
🧠 How It Works
1. Data Sources
Supports multiple exchanges: BitMEX USD, BitMEX USDT, Kraken USD (toggle on/off in settings).
Automatically adapts symbol prefix based on the chart’s base asset.
2. Spike / Drop Detection
OI % Change is calculated over a configurable lookback (Bars to look back).
Spike Up: OI increases by more than Threshold %.
Spike Down: OI decreases by more than Threshold %.
3. Dynamic Zones
When a spike occurs, a green zone (increase) or red zone (decrease) is drawn on the chart.
Zone height is dynamic, based on price high/low ± 5%, preventing chart distortion.
Minimum spacing (Zone Spacing) prevents clustering.
📈 How to Use
Green Zones: Large OI increase can signal fresh positioning (possible breakout setups).
Red Zones: Large OI decrease can signal liquidation events or position unwinds.
Combine with price action, funding rates, or volatility measures for higher confidence.
Recommended Timeframes: Works best on 15m, 1h, 4h.
Markets: Crypto derivatives (OI data available).
⚙️ Inputs
Bars to Look Back
OI % Change Threshold
Zone Width
Exchange toggles (BitMEX USD/USDT, Kraken USD)
⚠️ Disclaimer
This script is for educational purposes only and does not constitute financial advice.
Always test thoroughly before live trading.
Volume Scanner (Spikes & Drops) [Context]📌 Purpose
This indicator detects significant volume spikes or drops and optionally filters them by price context (local highs/lows).
It helps identify potential breakout or exhaustion points with improved signal quality compared to raw volume alerts.
🧠 How It Works
1. Volume Spike / Drop Detection
SMA Volume over N bars is calculated as baseline.
Volume Spike: Volume > SMA × Spike Multiplier (default 1.5×).
Volume Drop: Volume < SMA × Drop Multiplier (default 0.5×).
2. Context Filter (optional)
When Use Context = ON:
Bullish Context: Volume spike at/near local price high (last Lookback bars).
Bearish Context: Volume drop at/near local price low (last Lookback bars).
3. Signal Gap
Minimum spacing between signals (Min Gap Bars) prevents excessive clustering.
4. Visuals
Background shading:
Green = Volume Spike in bullish context.
Red = Volume Drop in bearish context.
Alerts can be configured for both conditions.
📈 How to Use
Volume Spikes near highs can indicate breakouts or exhaustion tops.
Volume Drops near lows can signal liquidity dry-up or potential reversals.
Combine with price action or support/resistance for confirmation.
Recommended Timeframes: Works on all timeframes; more reliable on 15m, 1h, 4h.
Markets: Crypto, Forex, Stocks.
⚙️ Inputs
Volume SMA Length
Spike Multiplier / Drop Multiplier
Use Context (High/Low filter)
Min Gap Bars (avoid clustered signals)
⚠️ Disclaimer
This script is for educational purposes only. It does not constitute financial advice.
Always test thoroughly before live trading.
PrismNorm (Rolling)# PrismNorm (Rolling)
Overview
PrismNorm (Rolling) frames four series — VWMA, TWMA, TrueWMA, and a half-price line — over a fixed lookback window, with all series scaled by a chosen volatility measure. Each bar shows how far price has strayed from its rolling anchor, expressed in StdDev, MAD, ATR-scaled, or fixed-percent units.
How It Works
• Compute rolling Weighted Moving Averages over the last lookback bars:
— VWMA: volume-weighted HLC3
— TWMA: simple average of OHLC midpoint
— TrueWMA: TrueRange-weighted TrueMid average
• Anchor each series to its value lookback bars ago (first bar in window). The half-price series uses either close or an SMA lagged by half the window.
• Calculate a volatility measure over volWindowLen = lookback × normMult bars:
— Std Dev of close
— MAD of close
— ATR averaged and scaled to approximate σ
— A fixed percent of the window’s anchor value
• Band width = volatility (or percent of anchor). Normalized output = (net move) ÷ (band width)
Inputs
Settings / Description
• Lookback Period (bars) / Bars used for rolling WMAs and as the anchor lookback
• Deviation Measure / Volatility method: Std Dev, MAD, ATR (scaled), or Percent
• Normalization Span (×Lookback) / Multiplier (1–10) to expand lookback into volatility window
• Percent Deviation (%) / When Percent mode is on, band width = this % of the anchor WMA (or price)
• Scale MAD to σ / Scale Mad by √(π/2) so it aligns with σ under Normal distribution
• Use MA Anchor for Price (½×) / Off: anchor = close ; On: anchor = SMA(close, lookback) shifted by half the lookback
Display
• Show Normalized VWMA
• Show Normalized TWMA
• Show Normalized TrueWMA
• Show Normalized Price (½×)
Tips & Use Cases
• Percent mode yields fixed-width bands, handy for identifying structural shifts without volatility scaling.
• Toggling the MA anchor smooths the reference point, reducing noise in price normalization.
References:
1. TrueWMA Description
## 1. TrueWMA: Volatility-Weighted Price Averaging
What Is TrueWMA?
TrueWMA weights each bar’s TrueMid (TrueRange midpoint) by its TrueRange, so high-volatility bars carry more influence. It blends price level and volatility into one moving average.
In short, it’s a *TrueRange-weighted TrueMid average*.
Pseudocode
// TWMA Example for Comparison
window_size = 50
OHLC = (Open + High + Low + Close) / 4
TWMA = MA(OHLC, window_size)
// VWMA Example for Comparison
window_size = 50
HLC3 = (High + Low + Close) / 3
VWMA = Sum(HLC3 * Volume, window_size) / Sum(Volume, window_size)
// TrueWMA (Rolling)
window_size = 50
max_val = Maximum(Close , High) // TrueRange High
min_val = Minimum(Close , Low) // TrueRange Low
true_mid = (max_val + min_val) / 2 // TrueMid
TrueWMA = Sum(true_mid * TrueRange, window_size) / Sum(TrueRange, window_size)
Interpretation
For each bar, Rolling TrueWMA:
• Computes a TrueMid (“contextual midpoint”) from the prior close and the current bar’s high/low.
• Weights each TrueMid by that bar’s TrueRange.
• Divides the sum of those weighted midpoints by the total TrueRange over the lookback window.
The result is a single series that dynamically blends price levels with recent volatility.
JHW Volume Based Buy and Sell MomentumThe JHW Volume-Based Buy and Sell Momentum indicator is a custom momentum oscillator designed to capture market sentiment based on volume dynamics and price rate of change (ROC). It aims to identify bullish or bearish momentum by analyzing how price reacts to increasing or decreasing trading volume.
Core Logic:
The indicator calculates the Rate of Change (ROC) of the closing price.
It then accumulates this ROC separately based on whether the current volume is lower or higher than the previous bar:
If volume decreases, the ROC is added to a "negative volume index" accumulator.
If volume increases, the ROC is added to a "positive volume index" accumulator.
These two accumulators are combined to form a net momentum line.
Smoothing:
A Simple Moving Average (SMA) is applied to both accumulators over a user-defined period (default: 25 bars).
The sum of these smoothed values forms the signal line.
Visualization:
The indicator plots:
The net momentum line (yellow).
The smoothed signal line (blue).
The area between the two lines is filled with color:
Yellow when momentum is above the signal (bullish).
Blue when momentum is below the signal (bearish).
Bar colors are also adjusted to reflect the current momentum state.
Use Case:
This indicator helps traders:
Detect volume-driven momentum shifts.
Identify potential buy or sell zones based on volume behavior.
Confirm trends or spot early reversals.