Get started

Volume

Yivgeny Decision ScoreYivgeny Decision Score is a technical indicator that provides two objective scores (0–10) to support trading decisions: ENTRY Score – evaluates the quality of a potential entry HOLD Score – evaluates whether to hold or exit an existing position The score is based on trend direction (SMA150), EMA20 behavior, volume confirmation, MACD momentum, breakout or bounce signals, and price action structure. Designed for discretionary traders who want a clear, rule-based decision aid without automatic buy/sell signals.
Pine Script® indicator
by Yivgeny
Relative VolumeSimple relative volume indicator. Relative Volume (RVOL) on is a technical indicator that compares an asset's current trading volume to its historical average for that specific time of day, helping traders spot unusual activity, confirm trends, or find potential reversals by showing if volume is significantly higher (green/buzzing) or lower (red/flat) than normal. It's popular for intraday analysis, identifying "in-play" tickers, and gauging market conviction.
Pine Script® indicator
by aayushr4repo
SNIPER ORB V4SNIPER ORB V4 ### What It Does Draws 5/15/30 minute Opening Range Breakout levels with confirmation patterns. ### Session Times | Session | Hours (ET) | |---------|------------| | London | 3:00 - 9:30 | | New York | 9:30 - 17:00 | ### Levels Drawn | Level | Color Default | Purpose | |-------|---------------|---------| | 5m ORB H/L | Blue | Scalp levels | | 15m ORB H/L | Cyan | Swing levels | | 30m ORB H/L | Purple | **Primary levels** | | Targets 1x-3x | Green/Red | Profit targets | ### Signals | Signal | Meaning | Priority | |--------|---------|----------| | `ORB↑` | Confirmed breakout up | ⭐⭐ | | `ORB↓` | Confirmed breakout down | ⭐⭐ | | `RT↑` | Retest long entry | ⭐⭐⭐ **BEST** | | `RT↓` | Retest short entry | ⭐⭐⭐ **BEST** | | `FVG↑` | FVG zone long | ⭐⭐⭐ | | `FVG↓` | FVG zone short | ⭐⭐⭐ | | `ABS` | Absorption (caution) | ⚠️ Warning | | `FK!` | Fakeout detected | ❌ Avoid | ### FVG Zones (Blue Boxes) - **Bullish FVG** = Gap below price → Support zone - **Bearish FVG** = Gap above price → Resistance zone - **Best Entry** = Price touches FVG + Engulfing candle ### Bar Colors | Color | Meaning | |-------|---------| | Bright Green | Bullish breakout confirmed | | Bright Red | Bearish breakout confirmed | | Light Green | Bullish retest entry | | Light Red | Bearish retest entry | ### Info Table Key | Field | Green = Good | Yellow/Orange = Caution | |-------|--------------|-------------------------| | Volume | HIGH VOL | Normal | | Body | STRONG (70%+) | Normal/Weak | | Status | BROKE HIGH/LOW | IN RANGE | ### Quick Trade Plan ``` LONG: 1. Wait for 30m ORB to complete 2. Watch for ORB↑ breakout 3. WAIT for pullback to ORB High 4. Enter on RT↑ or FVG↑ signal 5. SL = Below 30m ORB Low 6. TP = Target 1x or 2x SHORT: 1. Wait for 30m ORB to complete 2. Watch for ORB↓ breakout 3. WAIT for pullback to ORB Low 4. Enter on RT↓ or FVG↓ signal 5. SL = Above 30m ORB High 6. TP = Target 1x or 2x ``` ---
Pine Script® indicator
by alexandrodisla
1
SNIPER Initial Balance V1SNIPER INITIAL BALANCE V1 ### What It Does Draws the first hour's high/low range with extensions and breakout signals. ### IB Times (Auto-Selected) | Market Type | IB Period (ET) | |-------------|----------------| | Index (ES/NQ/YM) | 9:30 - 10:30 | | Gold (GC/MGC) | 8:30 - 9:30 | | Energy (CL) | 9:00 - 10:00 | ### Levels Drawn | Level | Style | Purpose | |-------|-------|---------| | IB High | Solid | Resistance | | IB Low | Solid | Support | | IB Mid | Dashed | Mean reversion | | 50% Ext | Dotted | Target 1 | | 100% Ext | Dotted | Target 2 | | 1SD (1.28x) | Dashed | 80% range | | 2SD (2.0x) | Dashed | 95% range | ### Signals | Signal | Meaning | Action | |--------|---------|--------| | `IB↑` | Breakout above IB High | Look for long | | `IB↓` | Breakout below IB Low | Look for short | | `RT↑` | Retest long entry | **BEST ENTRY** - Go long | | `RT↓` | Retest short entry | **BEST ENTRY** - Go short | | `FK` | Fakeout warning | **AVOID** - Don't enter | ### Entry Requirements (All Must Be True) - ✅ Close above/below level (not just wick) - ✅ Volume ≥ 1.3x average - ✅ Body ≥ 60% of candle - ✅ Minimal adverse wick ### Quick Trade Plan ``` LONG: Wait for RT↑ → SL below IB Low → TP at 50% or 100% ext SHORT: Wait for RT↓ → SL above IB High → TP at 50% or 100% ext ``` ---
Pine Script® indicator
by alexandrodisla
Open Interest Weighted Average Price [Arjo]Open Interest Weighted Average Price , or OIWAP , is a simple visual indicator that shows the average price of an asset based on changes in open interest . Instead of using trading volume like VWAP, this indicator gives more weight to prices where new futures contracts are being added or removed . This helps highlight the price levels where traders are actively building or closing positions. The indicator shows: A main line that represents the average price weighted by open interest changes. Upper and lower bands (standard deviation bands) that show how far the price moves away from this average. OIWAP is mainly useful for NSE futures markets , where open interest data is available. It helps traders visually understand where most market participation and positioning are taking place relative to price . Concepts: Applies statistical concepts, including weighted averaging and standard deviation, to open interest data Uses the absolute change in open interest as a weighting factor for each price point Creates a dynamic average that reflects where significant open interest activity has occurred during a given period Standard deviation bands are computed from this weighted average to show the statistical spread of prices around the OIWAP line Resets calculations based on user-selected time periods (daily, weekly, monthly, or session-based) Allows for fresh analysis at regular intervals Similar concept to volume-weighted average price (VWAP) indicators, but uses open interest changes as the weighting component Features: Weighted Average: Calculates a central line based on contract activity. Flexible Anchors: Allows users to choose the reset period for the calculation. Volatility Bands: Displays outer and mid-bands to visualize price stretches. Data Check: Built-in alerts notify you if Open Interest data is missing for a symbol. Visual Zones: Color-coded areas help identify price location at a glance. How To Use When you add the indicator to your chart, you will see: A main OIWAP line — the open-interest-weighted price level Mid-bands around the line (±0.5 standard deviations) Outer bands farther away (±2.0 standard deviations) Shaded background zones between these lines You can: Change the reset period to see how the average behaves over different time ranges Adjust the timeframe for open-interest data Turn mid-bands on or off Adjust colors and styles to improve readability Conclusion The OIWAP indicator serves as an educational tool for visualizing the relationship between price movements and open interest activity in futures markets Presents a weighted average price line along with statistical deviation bands Offers a structured framework for chart analysis Customizable settings allow users to adapt the display to their analytical preferences Maintains focus on visual interpretation rather than directional predictions Functions as a supplementary charting overlay that may complement other forms of technical and fundamental analysis Disclaimer This indicator is for educational and visual-analysis purposes only. It does not provide trading signals, financial advice, or guaranteed outcomes . You should perform your own research and consult a licensed financial professional when needed. All trading decisions are solely the responsibility of the user.
Pine Script® indicator
by ARJO_2019
Elite Cumulative Volume Delta OscillatorOverview The Elite CVD+ is a premium-grade, session-resettable Cumulative Volume Delta indicator designed exclusively for professional futures and volume-profile traders. By focusing on the cleaner and more actionable Line-Focused mode, it transforms raw order flow data into a precise decision engine that reveals institutional buying/selling pressure, absorption, exhaustion, and high-probability reversal/continuation zones. Unlike standard CVD tools that accumulate indefinitely or reset awkwardly, this version resets cleanly at your chosen anchor period (default daily) while pulling granular delta from lower timeframes when desired. The result: a smooth, non-repainting line that highlights real-time shifts in aggressive participation without the noise of perpetual accumulation. Why This Indicator Is Elite-Level Useful True Institutional Footprint Cumulative Volume Delta measures the net aggressive buying (bid hits) vs. selling (ask hits). Sustained positive CVD = buyers in control; negative = sellers dominating. When price makes new highs on weakening CVD → classic bearish divergence signaling distribution. The session reset prevents old data from distorting current conviction, making divergences far more reliable than perpetual CVD. Early Reversal Detection via Absorption & Extremes Absorption highlighting flags scenarios where heavy delta pushes against price but price refuses to follow (e.g., massive selling into lows yet price holds or closes higher) — textbook trapping/retail stop-hunting. Session CVD extremes with dynamic test zones pinpoint where aggressive flow is exhausted. Price returning to test these levels often produces high-R:R reversals. Confluence-Rich Signals Dual EMAs provide trend/filter context (crossovers, zero-line bounces). Dynamic coloring instantly shows momentum strength. Extreme single-bar delta highlights climax buying/selling. Built-in regular + hidden divergences align order flow with price structure. Multi-Timeframe Consistency Optional custom lower-TF delta fetch ensures the same granular data regardless of chart timeframe — critical for traders who switch between 1-min execution charts and 15-min/1H analysis charts. Clean, Low-Lag Visuals Thick CVD line with intelligent coloring, subtle backgrounds, persistent extreme lines, and optional labels keep the pane readable even during fast markets. No clutter from inferior candle representations. How Professional Traders Use Elite CVD+ Most Successfully Primary Setup Framework Use on futures with reliable volume delta (ES, NQ, YM, CL, GC, etc.). Best timeframes: 3–15 minutes for intraday, 1H–4H for swing. Combine with price action structure (order blocks, fair value gaps, market profile highs/lows). Practical Tips for Maximum Edge Anchor Period: '1D' for regular session trading (resets at 00:00 exchange time). Use '1W' for weekly bias or '4H' for London/NY session-specific flow. Lower Timeframe Delta: Enable custom and set to '1' or '3' for maximum granularity on indices. Leave disabled on higher charts for smoother read. Absorption Tuning: Raise threshold to 80–90 on volatile instruments (NQ) to filter noise; lower to 70 on quieter ones (CL, GC). Divergences: Most powerful on 15M+. Disable hidden on very low TFs if too noisy. Alerts: Use the master “Any Event” alert for push/email/webhook notifications of zero crosses or new extremes — perfect for mobile monitoring. Combination Tools: Pair with session VWAP, volume profile (fixed range at highs/lows), or psychological levels for triple confluence.
Pine Script® indicator
by Manifesting_Gains
4
Debye-Einstein Trend Oscillator [Dual Mode] | IkkeOmarDebye-Einstein Trend Oscillator Indicator Settings Guide Visual Settings View Mode: Switches the chart display. Select "Standard Flow" to see the raw physics energy bars and crossover lines. Select "Trend Diff (MACD)" to see the histogram that highlights momentum shifts and chaos spikes. Physics Engine Trend Lookback: Defines the "Mass" of the trend. This sets the long-term baseline (default 1500 bars). Higher values filter out noise and focus only on macro-cycles; lower values make the system faster but noisier. Chaos Threshold (%): Controls the trigger for the Einstein (Chaos) state. Set to 95, only the top 5% of highest-energy volume events will trigger the vertical white spikes. Lowering this value makes the system more sensitive to volatility. Flow Moving Averages MA Type: Choose between SMA (Simple) or EMA (Exponential) for the smoothing calculation. Fast / Slow Length: These settings determine the sensitivity of the momentum logic. The difference between these two lengths creates the histogram in "Trend Diff" mode. 1. Concept & Theoretical Basis This script applies principles from Solid State Physics—specifically the Debye and Einstein models of specific heat capacity—to financial market trend analysis. The core hypothesis is that market trends behave like physical lattices: Low Energy State (Debye Model): The market moves in a coordinated, wave-like manner (phonons). Trends are sustainable and correlated. High Energy State (Einstein Model): The market becomes chaotic. Individual participants (atoms) vibrate independently and violently. This represents capitulation or euphoria. We model "Price" as the position of particles and "Volume × Range" as the thermal energy (Temperature) entering the system. 2. Implementation Models We constructed the oscillator using three primary physical components: A. The Trend Vector (Mass) We assume the "Mass" of the market is its inertia relative to a long-term baseline. Model: Distance from a 1500-period SMA, normalized by ATR. Assumption: Price deviation from a deep baseline indicates the magnitude of the trend "force." B. Thermodynamics (Temperature) We define "Work" as Volume * True Range. Temperature (T): The Percentile Rank of this Work over the lookback period (1500 bars). Assumption: High volume combined with high range equals high thermal energy. C. The Dual Regimes (Amplifiers) This is the engine of the script. We apply a scalar multiplier to the Trend Vector based on the current Temperature (T). Debye Regime (Sustainable): When T is below the critical threshold (95%), we use a polynomial function (T^2). This mimics the Debye T^3 law where energy scales smoothly. Effect: Smoothly amplifies standard trends. Einstein Regime (Chaos): When T breaches the critical threshold (95%), we switch to an exponential function derived from the Einstein Solid model. Effect: Creates massive vertical spikes during trend exhaustions or breakouts. 3. Code Explanation The Physics Scalars debye_amp(t) => 1.0 + (math.pow(t, 2) * 5.0) Defines the sustainable state multiplier. Squaring the temperature t creates a non-linear but smooth response curve that gradually increases with volatility. einstein_amp(t) => 1.0 + ((1.0 / (math.exp(1.0 / t_safe) - 1.0)) * 15.0) Deep Dive: This function applies the Bose-Einstein distribution formula (1 / (e^(1/T) - 1)). The Physics: In quantum mechanics, this formula calculates the occupancy of energy states. At low temperatures, the value is effectively zero (the "frozen" state). The Function: As our market "Temperature" (T) rises, the denominator shrinks, causing the output to grow exponentially. The Result: This mathematically forces the system to ignore low-volatility noise but react explosively once the "Boiling Point" is reached, creating the vertical spikes seen on the chart. is_einstein = (T * 100) >= thresh_einstein A boolean check that determines if the current market energy (Temperature) has exceeded the user-defined chaos threshold (default 95%). physics_scalar = is_einstein ? einstein_amp(T) : debye_amp(T) The regime switch. If the threshold is breached, the system applies the exponential Einstein scalar; otherwise, it applies the polynomial Debye scalar. Trend Differentiation Logic final_flow = trend_vector * physics_scalar Calculates the primary oscillator value by multiplying the directional Trend Vector (Mass) by the active Physics Scalar (Energy). diff_val = ma_fast - ma_slow Calculates the momentum of the flow itself by subtracting the Slow Moving Average from the Fast Moving Average. This creates the MACD-style histogram. 4. Visual Reporting & Chart Analysis Referring to the generated charts (Trend Diff Mode): The Histogram: Represents the diff_val (Fast MA - Slow MA). Cyan/Pink: Standard trend momentum (Debye mode). White Spikes: These represent the Einstein Threshold (Chaos). These spikes generally appear at local bottoms or explosive breakout points, confirming that "Temperature" has exceeded the 95th percentile. Zero Line: Crossing the zero line implies the trend momentum has shifted (Fast MA crossed Slow MA). 5. Assumptions & Limitations A. The "Always in Trend" Bias The "Trend Diff" mode calculates the delta between two moving averages of the flow. Risk: MAs are laggy by definition. By using a 200/500 MA combo on the oscillator, we are smoothing the data significantly. Consequence: In a ranging market, the MAs will converge near zero. However, if a sudden burst of Volume enters (Temperature rises) without price moving much, the Einstein scalar will trigger. This may amplify a small move into a large signal, implying a trend where there is only volatility. B. Lag The lookback period is 1500 bars. This is a "Macro" trend system. It will not react quickly to short-term reversals unless the Volume/Range shock is massive enough to trigger the Einstein scalar immediately. Example "physics values" In the Standard Flow view, the vertical columns represent the raw energy of the trend—Teal and Red bars indicate normal, sustainable market movement (Debye state), while bright Lime and Fuchsia bars signal chaotic, high-volatility events (Einstein state). The height of these bars shows the combined strength of price direction and volume. Overlaying these columns are two moving averages, a fast Blue line and a slow Red line, which smooth out this data to show the underlying momentum. When the Blue line crosses the Red line, it signals a shift in the trend's direction, while the color of the bars warns you if that move is stable or nearing exhaustion.
Pine Script® indicator
by IkkeOmar
4
SAR Volume ScalperSAR Volume Scalper is a minimalist intraday scalping indicator designed for 1–2 minute charts, optimized for high-liquidity markets such as NASDAQ (NQ) and Gold (GC). The indicator combines Parabolic SAR price crossings with a neutral volume participation filter (Volume ≥ EMA(Volume)), ensuring that signals appear only when the market is active, without relying on rare or aggressive volume spikes. 🔑 Core Logic Parabolic SAR identifies precise micro-trend shifts Trend EMA filters directional bias and reduces counter-trend trades Neutral volume filter confirms market participation while preserving signal frequency ATR-based targets adapt automatically to current volatility 🎯 Designed For High-frequency scalping on 1–2 minute timeframes Manual trade execution during active market sessions Traders who prefer price and flow confirmation over heavy indicator stacking ⚠️ Disclaimer This indicator is a decision-support tool and should not be used as standalone trading advice. It is not intended for fully automated trading.
Pine Script® indicator
by szymonsobkowiak
CPR PROCPR Pro - Central Pivot Range Indicator A complete CPR trading toolkit with multi-timeframe support. █ FEATURES - CPR Zone (TC, BC, PP) - Daily, Weekly, or Monthly - Support & Resistance Levels (S1-S3, R1-R3) - Virgin CPR Detection - Highlights untested CPR zones (yellow) - CPR Width Analysis - Narrow (breakout) vs Wide (range) days - VWAP with 10 anchor options - Trend EMA - Dashboard with real-time bias & levels - Customizable colors per timeframe █ HOW TO USE - BULLISH: Price above CPR - look for longs - BEARISH: Price below CPR - look for shorts - VIRGIN CPR: Untested zones = strong magnets - NARROW CPR: Expect breakout day - WIDE CPR: Expect range day █ COLORS - Daily CPR: Blue - Weekly CPR: Green - Monthly CPR: Orange - Virgin CPR: Yellow
Pine Script® indicator
by PrecisionPulse_7
6
HTF Wicks OHLC & Key Defense Levels @ MaxMaserati 3.0HTF Wicks OHLC & Key Defense Levels @ MaxMaserati 3.0 This indicator provides a sophisticated view of price rejection and supply/demand exhaustion by mapping the "hidden" levels within candle wicks across multiple timeframes. It combines precise wick geometry with volume-weighted defense zones to help traders identify where price is likely to stall or reverse. 1. Multi-Timeframe Wick Analysis The script identifies significant wicks from up to four different timeframes (e.g., H1, H4, Daily, Weekly) and projects three critical horizontal levels: Wick High/Low: The absolute extreme of the rejection. 50% Mid-Wick: The "equilibrium" of the rejection, often acting as a magnet or a pivot point for local price action. Body Edge: The Open or Close level where the rejection began. HTF Live wick HTF Closed Wick Dynamic Filtering: You can filter these levels based on the "Wick-to-Body Ratio" to ensure you only see significant rejections, avoiding "noisy" candles with small wicks. 2. Volume Defense Levels (Supply/Demand) A proprietary volume defense level visuals, so beyond simple price action, the script identifies Institutional Defense Levels based on high-volume pivots. Volume Strength: It calculates the volume of swing highs and lows relative to a lookback average. Visual Representation: High-volume zones are drawn as dashed lines with accompanying "strength" boxes. The thicker the line and more opaque the box, the higher the relative volume backing that level. Auto-Invalidation: Defense levels automatically disappear once price closes through them, keeping your chart clean and focused only on active zones. 3. Key Features Auto-Wick Detection: Choose to see only Upper wicks (Supply), Lower wicks (Demand), or let the script automatically detect the dominant rejection. Sentiment Labels: Includes real-time calculation of Buyer vs. Seller dominance within the wick structure. Clean UI: Fully customizable styling for lines, labels, and offsets to match any chart theme. How to Use Look for "Confluence Zones" where an HTF 50% Wick Line aligns with a Volume Defense Level. These areas represent high-probability reversal zones where both historical price rejection and significant volume are present.
Pine Script® indicator
by MaxMaserati
2
Session Levels (3of3)This system is designed to strip away market noise and highlight the areas where institutional capital is actually active. Most retail traders fail because they treat every price movement with equal importance. They often enter trades in the "middle of nowhere" or get trapped by "fakeouts" at standard support/resistance levels. This tool solves: Context Blindness: It defines the "playing field" by marking institutional session boundaries (Asia, London, NY), so you know exactly where liquidity resides. Computation Lag: Standard Volume Profiles often slow down a chart. Our Optimized VPC provides the "Magnet" price without the lag. Indecision: By requiring a Market Structure Shift (MSS) alongside a Fair Value Gap (FVG), it removes the guesswork of "Is this a reversal or a continuation?" Why It Is Unique: Unlike standard indicators that look at a single data point (like just price or just volume), this is a Holistic System. Auto-Mitigation: Most FVG indicators clutter your screen with old boxes. This tool automatically deletes zones once price "fills" them, keeping your focus on live opportunities. Institutional "Sweep" Logic: It specifically tracks if price has "stolen" the liquidity from a previous session before issuing a signal. The "Vegas" Filter: It uses the 144 EMA (Vegas Floor) as a high-probability institutional trend filter, ensuring you aren't fighting the primary trend. When testing this, track one specific stat: "Did price hit the VPC after the MSS?" You will likely find that even when the trade doesn't reach the far PRZ targets, it reaches the VPC Magnet over 70% of the time. Focusing on that "snap-back" to the orange line is the secret to a high win rate with this tool.
Pine Script® indicator
by Crypt0Curious
1
CVD Zones & Divergence [Pro]# CVD Zones & Divergence **Complete CVD order flow toolkit** - Divergences, POC, Profile, and Supply/Demand zones all in one professional indicator. ## 🎯 What It Does Combines **four powerful order flow tools** into a single, cohesive indicator: 1. **CVD Divergences** - Early warnings + confirmed signals 2. **Point of Control (POC)** - Fair value equilibrium line 3. **CVD Profile** - Visual distribution histogram 4. **Supply/Demand Zones** - Real absorption-based S/R levels All based on **Cumulative Volume Delta (CVD)** - actual buying/selling pressure, not approximations. ## ✨ Key Features ### 🔄 CVD Divergences (Dual Mode) **Confirmed Divergences** (High Accuracy) - Solid lines (customizable colors) - 🔻 Bear / 🔺 Bull labels - Win rate: ~70-80% - Best for swing traders **Early Warning Mode** ⚡ (Fast Signals) - Dashed lines (default purple) - ⚠️ Early Bear / ⚠️ Early Bull labels - Fires 6+ bars earlier - Win rate: ~55-65% - Best for scalpers/day traders ### 🎯 Point of Control (POC) - **Independent lookback** (300 bars default) - Yellow line showing fair value - Where most CVD activity occurred - Acts as dynamic support/resistance - Resets and recalculates continuously ### 📊 CVD Profile Histogram - **Visual CVD distribution** over lookback period - **Split buy/sell** (blue/orange bars) - **Value Area** (70% CVD zone highlighted) - Position: Right/Left/Current (your choice) - Shows where actual order flow happened ### 📦 Supply/Demand Zones - **Absorption-based** detection (not guesses!) - Green = Demand (buyers absorbed 2:1+) - Red = Supply (sellers absorbed 2:1+) - Shows **real** institutional levels - Auto-sorted by strength - Displays top 8 zones ## 📊 What You See on Chart ``` Your Chart: ├─ 🔴 Red lines (bearish divergences) ├─ 🟢 Green lines (bullish divergences) ├─ 🟣 Purple dashed (early warnings) ├─ 🟡 Yellow POC line (fair value) ├─ 📊 Blue/Orange profile (right side) ├─ 🟢 Green boxes (demand zones) └─ 🔴 Red boxes (supply zones) ``` ## ⚙️ Recommended Settings ### 15m Day Trading (Most Popular) ``` 📊 Profile: - Lookback: 150 bars - Profile Rows: 24 - Position: Right 🎯 POC: - POC Lookback: 300 bars - Show POC: ON 📦 Zones: - Min Absorption Ratio: 2.0 - HVN Threshold: 1.5 - Max Zones: 8 🔄 Divergences: - Pivot L/R: 9 - Early Warning: ON - Early Right Bars: 3 - Min Bars Between: 40 - Min CVD Diff: 5% ``` ### 5m Scalping ``` Profile Lookback: 100 POC Lookback: 200 Pivot L/R: 7 Early Warning Right: 2 Min Bars Between: 60 ``` ### 1H Swing Trading ``` Profile Lookback: 200 POC Lookback: 400-500 Pivot L/R: 12-14 Early Warning Right: 4-5 Min Bars Between: 30 Min CVD Diff: 8% ``` ## 💡 How to Trade ### Setup 1: Divergence at Zone ⭐ (BEST - 75%+ win rate) **Entry:** - Price hits demand/supply zone - Divergence appears (early or confirmed) - Double confluence = high probability **Example (Long):** ``` 1. Price drops into green demand zone 2. ⚠️ Early bullish divergence fires 3. Enter long with tight stop below zone 4. Target: POC or next supply zone ``` **Risk/Reward:** 1:3 to 1:5 --- ### Setup 2: POC Bounce/Rejection **Entry:** - Price approaches POC line - Wait for reaction (bounce or rejection) - Enter in direction of reaction **Long Setup:** ``` 1. Price pulls back to POC from above 2. POC acts as support 3. Bullish divergence appears (confirmation) 4. Enter long, stop below POC ``` **Short Setup:** ``` 1. Price rallies to POC from below 2. POC acts as resistance 3. Bearish divergence appears 4. Enter short, stop above POC ``` **Risk/Reward:** 1:2 to 1:4 --- ### Setup 3: Zone + Profile Confluence **Entry:** - Supply/demand zone aligns with thick profile bar - Shows high CVD activity at that level - Triple confluence = very high probability **Example:** ``` 1. Supply zone at 26,100 2. Profile shows heavy selling at 26,100 3. Price rallies to 26,100 4. Bearish divergence appears 5. Enter short ``` **Risk/Reward:** 1:4 to 1:6 --- ### Setup 4: Early Warning Scalp ⚡ **Entry (Aggressive):** - ⚠️ Early warning fires - Price at zone or POC - Enter immediately - Tight stop (1-2 ATR) **Management:** ``` - Take 50% profit at 1:1 - Move stop to breakeven - 🔻 Confirmed signal → Trail stop - Exit rest at target ``` **Risk/Reward:** 1:1.5 to 1:2 **Trades/day:** 3-8 --- ### Setup 5: Multi-Timeframe (Advanced) **Confirmation Required:** ``` Higher TF (1H): - Confirmed divergence - At major POC or zone Lower TF (15m): - Early warning triggers - Entry with better timing ``` **Benefits:** - HTF gives direction - LTF gives entry - Best of both worlds **Risk/Reward:** 1:3 to 1:5 --- ## 📊 Component Details ### CVD Profile **What the colors mean:** - **Blue bars** = Buying CVD (demand) - **Orange bars** = Selling CVD (supply) - **Lighter shade** = Value Area (70% CVD) - **Thicker bar** = More volume at that price **How to use:** - Thick bars = Support/Resistance - Profile shape shows market structure - Balanced profile = range - Skewed profile = trend --- ### Supply/Demand Zones **How they're detected:** 1. High Volume Node (1.5x average) 2. CVD buy/sell ratio calculated 3. Ratio ≥ 2.0 → Zone created 4. Sorted by strength (top 8 shown) **Zone labels show:** - Type: "Demand" or "Supply" - Ratio: "2.8:1" = strength **Not like other indicators:** - ❌ Other tools use price action alone - ✅ This uses actual CVD absorption - Shows WHERE limit orders defended levels --- ### Point of Control (POC) **What it shows:** - Price with highest CVD activity - Market's "fair value" - Dynamic S/R level **How to use:** - Price above POC = bullish bias - Price below POC = bearish bias - POC retest = trading opportunity - POC cross = trend change signal **Independent lookback:** - Profile: 150 bars (short-term) - POC: 300 bars (longer-term context) - Gives stable, relevant POC --- ## 🔧 Settings Explained ### 📊 Profile Settings **Lookback Bars** (150 default) - How many bars for profile calculation - Lower = more recent, reactive - Higher = more historical, stable **Profile Rows** (24 default) - Granularity of distribution - Lower = coarser (faster) - Higher = finer detail (slower) **Profile Position** - Right: After current price - Left: Before lookback period - Current: At lookback start **Value Area** (70% default) - Highlights main CVD concentration - 70% is standard - Higher % = wider zone --- ### 🎯 POC Settings **POC Lookback** (300 default) - Independent from profile - Longer = more stable POC - Shorter = more reactive POC **Show POC Line/Label** - Toggle visibility - Customize color/width --- ### 📦 Zone Settings **Min Absorption Ratio** (2.0 default) - Buy/Sell threshold for zones - 2.0 = 2:1 ratio minimum - Higher = fewer, stronger zones **HVN Threshold** (1.5 default) - Volume must be 1.5x average - Higher = stricter filtering - Lower = more zones **Max Zones** (8 default) - Limits display clutter - Shows strongest N zones only --- ### 🔄 Divergence Settings **Pivot Left/Right** (9/9 default) - Bars to confirm pivot - Higher = slower, more confirmed - Lower = faster, less confirmed **Early Warning** - ON = Show early signals - Early Right Bars (3 default) - 3 = 6 bars faster than confirmed **Filters:** - Min Bars Between (40): Prevents spam - Min CVD Diff % (5): Filters weak signals **Visual:** - Line styles: Solid/Dashed/Dotted - Colors: Customize all 4 types - Labels: Toggle ON/OFF --- ## 🎨 Color Customization **Divergences:** - Bullish Confirmed: Green (default) - Bearish Confirmed: Red (default) - Early Bullish: Purple (default) - Early Bearish: Purple (default) **Zones & Profile:** - Bull/Demand: Green - Bear/Supply: Red - Buy CVD Profile: Blue - Sell CVD Profile: Orange - Value Area Up/Down: Lighter blue/orange **POC:** - POC Color: Yellow (default) All customizable to your preference! --- ## 🔔 Alerts Available **6 Alert Types:** 1. 🔻 Bearish Divergence (confirmed) 2. 🔺 Bullish Divergence (confirmed) 3. ⚠️ Early Bearish Warning 4. ⚠️ Early Bullish Warning 5. (Manual: POC cross) 6. (Manual: Zone touch) **Setup:** 1. Click Alert (⏰) 2. Choose "CVD Zones & Divergence" 3. Select alert type 4. Configure notification 5. Create! --- ## 💎 Pro Tips ### From Experienced Traders: **"Use zones with divergences for best setups"** - Zone alone: 60% win rate - Divergence alone: 65% win rate - Both together: 75%+ win rate **"POC is your friend"** - Price tends to revert to POC - Great target for counter-trend trades - POC cross = potential trend change **"Profile tells the story"** - Thick bars = institutional levels - Balanced profile = range-bound - Skewed high = distribution (top) - Skewed low = accumulation (bottom) **"Early warnings for entries, confirmed for confidence"** - Early = better entry price - Confirmed = validation - Use both in scale-in strategy **"Filter by timeframe"** - 1m-5m: Very fast, many signals - 15m: Sweet spot for most traders - 1H-4H: High quality, fewer signals --- ## 🔧 Tuning Guide ### Too Cluttered? **Simplify:** ``` ✅ Show Divergences: ON ✅ Show POC: ON ❌ Show Zones: OFF (or reduce to 4-5) ❌ Show Value Area: OFF ❌ Divergence Labels: OFF → Clean chart with just lines + POC ``` ### Missing Opportunities? **More Signals:** ``` ↓ Pivot Right: 6-7 ↓ Early Warning Right: 2 ↓ Min Bars Between: 25-30 ↓ Min CVD Diff: 2-3% ↓ Min Absorption Ratio: 1.8 ``` ### Too Many False Signals? **Stricter Filters:** ``` ↑ Pivot Right: 12-15 ↑ Min Bars Between: 60 ↑ Min CVD Diff: 8-10% ↑ Min Absorption Ratio: 2.5 ↓ Max Zones: 4-5 ``` ### POC Not Making Sense? **Adjust POC Lookback:** ``` If too high: Increase to 400-500 If too low: Increase to 400-500 If jumping around: Increase to 500+ → Longer lookback = more stable POC ``` --- ## ❓ FAQ **Q: Difference from CVD Divergence (standalone)?** A: This is the **complete package**: - Divergence tool = divergences only - This = divergences + POC + profile + zones - Use divergence tool for clean charts - Use this for full analysis **Q: Too slow/laggy?** A: Reduce computational load: ``` Profile Rows: 18 (from 24) Lookback: 100 (from 150) Max Zones: 5 (from 8) ``` **Q: No volume data error?** A: Symbol has no volume - Works: Futures, stocks, crypto - Maybe: Forex (broker-dependent) - Doesn't work: Some forex pairs **Q: Can I use just some features?** A: Absolutely! Toggle what you want: ``` Zones only: Turn off divergences + POC POC only: Turn off zones + divergences Divergences only: Turn off zones + POC + profile Mix and match as needed! ``` **Q: Best timeframe?** A: - **1m-5m**: Scalping (busy, many signals) - **15m**: Day trading ⭐ (recommended) - **1H-4H**: Swing trading (quality signals) - **Daily**: Position trading (very selective) **Q: Works on crypto/forex/stocks?** A: - ✅ Futures: Excellent - ✅ Stocks: Excellent - ✅ Crypto: Very good (major pairs) - ⚠️ Forex: Depends on broker volume --- ## 📈 Performance Expectations ### Realistic Win Rates | Strategy | Win Rate | Avg R/R | Trades/Week | |----------|----------|---------|-------------| | Early warnings only | 55-65% | 1:1.5 | 15-30 | | Confirmed only | 70-80% | 1:2 | 8-15 | | Divergence + Zone | 75-85% | 1:3 | 5-12 | | Full confluence (all 4) | 80-90% | 1:4+ | 3-8 | **Keys to success:** - Don't trade every signal - Wait for confluence - Proper risk management - Trade what you see, not what you think --- ## 🚀 Quick Start **New User (5 minutes):** 1. ✅ Add to 15m chart 2. ✅ Default settings work well 3. ✅ Watch for 1 week (don't trade yet!) 4. ✅ Note which setups work best 5. ✅ Backtest on 50+ signals 6. ✅ Start with small size 7. ✅ Scale up slowly **First Trade Checklist:** - Divergence + Zone/POC = confluence - Clear S/R level nearby - Risk/reward minimum 1:2 - Position size = 1% risk max - Stop loss placed - Target identified - Journal entry ready --- ## 📊 What Makes This Special? **Most indicators:** - Use RSI/MACD divergences (lagging) - Guess at S/R zones (subjective) - Don't show actual order flow **This indicator:** - Uses real CVD (actual volume delta) - Absorption-based zones (real orders) - Profile shows distribution (real activity) - POC shows equilibrium (real fair value) - All from one data source (coherent) **Result:** - Everything aligns - No conflicting signals - True order flow analysis - Professional-grade toolkit --- ## 🎯 Trading Philosophy **Remember:** - Indicator shows you WHERE to look - YOU decide whether to trade - Quality over quantity always - Risk management is #1 - Patience beats aggression **Best trades have:** - ✅ Multiple confluences - ✅ Clear risk/reward - ✅ Obvious invalidation point - ✅ Aligned with trend/context **Worst trades have:** - ❌ Single signal only - ❌ Poor location (middle of nowhere) - ❌ Unclear stop placement - ❌ Counter to all context --- ## ⚠️ Risk Disclaimer **Important:** - Past performance ≠ future results - All trading involves risk - Only risk what you can afford to lose - This is a tool, not financial advice - Use proper position sizing - Keep a trading journal - Consider professional advice **Your responsibility:** - Which setups to trade - Position size - Entry/exit timing - Risk management - Emotional control **Success = Tool + Strategy + Discipline + Risk Management** --- ## 📝 Version History **v1.0** - Current Release - CVD divergences (confirmed + early warning) - Point of Control (independent lookback) - CVD profile histogram - Supply/demand absorption zones - Value area visualization - 6 alert types - Full customization --- ## 💬 Community **Questions?** Drop a comment below **Success story?** Share with the community **Feature request?** Let me know **Bug report?** Provide details in comments --- **Happy Trading! 🚀📊** *Professional order flow analysis in one indicator.* **Like this?** ⭐ Follow for more quality tools!
Pine Script® indicator
by kb1ath
CVD Divergence Detector# CVD Divergence Detector Clean, focused divergence detection using **Cumulative Volume Delta (CVD)** - one of the most reliable reversal signals in trading. ## 🎯 What It Does Identifies divergences between **price action** and **volume delta**: **🔻 Bearish Divergence**: Price makes Higher High, but CVD doesn't → Expect reversal DOWN **🔺 Bullish Divergence**: Price makes Lower Low, but CVD doesn't → Expect reversal UP ## ✨ Key Features ### Two Detection Modes **1. Confirmed Divergences** (High Accuracy) - Solid red/green lines - Labels: 🔻 Bear / 🔺 Bull - Fully confirmed pivots (9 bars default) - Win rate: ~70-80% **2. Early Warning Mode** ⚡ (Fast Signals) - Dashed yellow lines - Labels: ⚠️ Early Bear / ⚠️ Early Bull - Fires 6+ bars earlier (3 bars default) - Win rate: ~55-65% ### Smart Filtering - Minimum bars between signals (prevents spam) - Minimum CVD strength requirement (filters weak signals) - Adjustable pivot periods for any timeframe ### Four Alert Types - 🔻 Confirmed Bearish Divergence - 🔺 Confirmed Bullish Divergence - ⚠️ Early Bearish Warning - ⚠️ Early Bullish Warning ## ⚙️ Recommended Settings **15m Day Trading** (Best for most traders): ``` Pivot Left/Right: 9 Early Warning Right: 3 Min Bars Between: 40 Min CVD Diff: 5% Anchor TF: 1D ``` **5m Scalping**: ``` Pivot Left/Right: 7 Early Warning Right: 2 Min Bars Between: 60 Min CVD Diff: 5% ``` **1H Swing Trading**: ``` Pivot Left/Right: 12-14 Early Warning Right: 4-5 Min Bars Between: 30 Min CVD Diff: 8% ``` ## 💡 Trading Strategies ### Strategy 1: Early Entry (Scalpers) - ⚠️ Early warning → Enter immediately - Stop: Just beyond pivot - Target: 1:2 R/R minimum - Trades/day: 3-8 ### Strategy 2: Scale In (Day Traders) - ⚠️ Early warning → 25% position - 🔻 Confirmed → Add 75% - Move stop to breakeven - Trades/week: 5-15 ### Strategy 3: Confirmation Only (Swing Traders) - Wait for 🔻 confirmed signal only - Wider stops (1-2 ATR) - Hold for bigger moves - Trades/month: 8-20 ## 🎯 How to Use 1. **Install** indicator on your chart 2. **Choose** your timeframe (15m recommended to start) 3. **Enable** Early Warning for faster signals OR disable for confirmed only 4. **Set alerts** for your preferred divergence types 5. **Combine** with support/resistance for best results ## 🔧 Tuning Guide **Too many signals?** - Increase Pivot Right to 12-15 - Increase Min Bars Between to 60 - Increase Min CVD Diff to 8-10% **Signals too slow?** - Enable Early Warning - Decrease Early Warning Right to 2 - Decrease Pivot Right to 6-7 **Want cleaner chart?** - Turn off labels (lines only) - Disable early warnings (confirmed only) ## ⚠️ Important Notes **Requirements:** - Volume data required (works on futures, stocks, crypto) - May not work on some forex pairs (broker-dependent) **Performance:** - No indicator is 100% accurate - Always use proper risk management - Combine with price action and S/R levels - Quality over quantity - don't trade every signal **Best Results:** - Divergence AT support/resistance = high probability - Divergence + trend reversal pattern = confluence - Multiple timeframe confirmation = strongest signals ## 📊 What Makes This Different? **Other divergence indicators:** - Use RSI, MACD, or other oscillators - Don't show actual order flow - Often give false signals **This indicator:** - Uses real CVD (Cumulative Volume Delta) - Shows actual buying/selling pressure - Filters for quality (not quantity) - Two modes: fast OR accurate (your choice) - No clutter - just clean divergence lines ## 🚀 Quick Start 1. Add to chart 2. Default settings work well for 15m 3. Watch for 1 week before trading 4. Start with small size 5. Track your results ## 📈 Typical Performance | Mode | Win Rate | Avg R/R | Best For | |------|----------|---------|----------| | Early Warning | 55-65% | 1:1.5 | Scalping | | Confirmed | 70-80% | 1:2 | Swing trading | | Both (Scale In) | 65-75% | 1:3 | Day trading | | With Confluence | 75-85% | 1:3+ | All styles | ## 💬 Tips from Pro Traders - "Use early warnings for entries, confirmed for validation" - "Best at major S/R levels - skip divergences in the middle of nowhere" - "Lower timeframes = more signals but lower quality" - "On 15m chart, early warnings give you 1.5 hour head start" - "Combine with volume spikes for highest probability" ## 🔔 Alert Setup 1. Click Alert button (⏰) 2. Choose "CVD Divergence Detector" 3. Select alert type 4. Configure notifications 5. Done! ## ⚙️ Settings Explained **Delta Source:** - Anchor Timeframe: Higher TF for CVD calculation (1D for day trading) - Custom Lower TF: Advanced users only **Pivot Logic:** - Pivot Left/Right: How many bars to confirm pivot - Early Warning Right: How fast early signals fire - Min Bars Between: Prevents signal spam - Min CVD Diff %: Filters weak divergences **Visual:** - Show Lines/Labels: Toggle display - Colors: Customize to your preference - Label Size: Adjust for readability ## ❓ FAQ **Q: No signals appearing?** - Check volume data is available - Lower Min CVD Diff to 2-3% - Lower Pivot Right to 5-7 **Q: Too many signals?** - Increase filters (see Tuning Guide above) - Turn off early warnings - Use confirmed only **Q: Signals too late?** - Enable Early Warning mode - Decrease Early Warning Right to 2-3 **Q: Works on crypto/forex?** - Crypto: Yes (major pairs) - Forex: Sometimes (depends on broker volume data) - Futures/Stocks: Yes (best performance) ## 📚 Learn More For detailed strategies, examples, and advanced techniques, check the full user guide. --- **Remember:** This is a tool, not a crystal ball. Combine with: - Price action analysis - Support/resistance levels - Risk management - Proper position sizing **The best trade is the one you don't force.** 🎯 --- ## 📝 Version Info **v1.0** - Initial Release - Confirmed divergence detection - Early warning mode - Smart filtering system - Four alert types - Clean visual design --- **Questions? Suggestions?** Drop a comment below! 👇 **Found this helpful?** Like and follow for more professional indicators! ⭐
Pine Script® indicator
by kb1ath
8
Intraday Sentiment DynamicsThe purpose of this script is to create a structured model of intraday sentiment by analyzing how price behaves relative to VWAP. Instead of treating VWAP deviation as a simple overbought or oversold measure, the script aims to understand the dynamics behind that deviation — how quickly sentiment is shifting, whether that shift is strengthening or weakening, and when abrupt changes in behaviour occur. Its goal is to provide a standardized, volatility‑adjusted framework that helps traders identify trend continuation, trend exhaustion, mean‑reversion setups, and early regime shifts. To achieve this, the script begins by calculating the difference between the bar’s midpoint and VWAP. This raw deviation is then standardized using a rolling mean and standard deviation, producing a z‑score that expresses how far price is from VWAP in statistical terms. Standardization removes volatility bias, session drift, and asset‑specific scaling issues, making the signal comparable across different market conditions. A weighted moving average smooths this standardized deviation to reduce noise and prepare it for slope‑based analysis. The core of the script is a slope‑normalization mechanism that measures how the standardized VWAP deviation changes over time. For each bar, the script computes the slope over a user‑defined length, separates positive and negative slope events, and maintains these in arrays that track their recent behaviour. From these arrays, it calculates average magnitudes and standard deviations, allowing it to normalize the current slope into a consistent, volatility‑adjusted scale. This ensures that both small and extreme slope events are interpreted meaningfully. This normalization function is applied recursively to generate three higher‑order derivatives. The first derivative, velocity, represents the rate at which sentiment is moving toward or away from VWAP. The second derivative, acceleration, measures whether this movement is strengthening or weakening. The third derivative, jerk, captures sudden changes in acceleration and serves as an early indicator of shifts in market behaviour. Together, these derivatives form a multi‑layered behavioural model that reveals the internal structure of intraday sentiment. The script visualizes these components using distinct color families and filled regions that highlight positive and negative behaviour. Background shading reinforces the dominant direction of each derivative, making it easy to see when sentiment is building, fading, or reversing. The standardized VWAP deviation is plotted alongside these derivatives, and horizontal lines at ±1, ±2, and ±3 standard deviations provide a statistical frame of reference for identifying extreme conditions. In practical trading terms, the indicator helps identify strong continuation environments when velocity, acceleration, and jerk align in the same direction. It highlights early signs of trend exhaustion when jerk flips before acceleration, often preceding reversals. It supports mean‑reversion trades when VWAP deviation reaches extreme levels and the derivative chain begins to weaken. It also detects regime shifts when jerk spikes, helping traders avoid traps during sudden liquidity events or fake breakouts. By converting VWAP deviation into a structured, derivative‑based model, the script provides a clear and actionable view of intraday sentiment dynamics.
Pine Script® indicator
by chriskokal1
Volatility Shield ProConcept: Volatility Shield Pro is a multi-dimensional execution engine designed to filter high-probability entries by triangulating Trend, Institutional Volume, and Statistical Exhaustion. Why this is original: Unlike standard indicators that look at price in a vacuum, this uses a Volume-Weighted ATR (VWATR) to distinguish between retail noise and institutional "Strikes." It integrates an ADR (Average Daily Range) Fuel gauge to prevent entries into exhausted moves, solving the common problem of buying the "top" of a trend. Components & Logic: Institutional Strike Engine: Uses VWATR normalized against a 50-period SMA to find momentum backed by volume. ADR Fuel Gauge: Calculated by comparing current price travel to the 10-day ADR. A "State" of EXHAUSTED is triggered at 120% to warn of mean reversion. HTF Anchor: A built-in Higher Time Frame EMA filter (default 4H) to ensure local trades align with the macro tide. Live EDGE Tracker: A real-time backtesting module that calculates the win rate of the "Strike" signals on the current chart history using a 1.5:1 Reward-to-Risk ratio. This combined tool addresses the three main reasons most trading systems fail by integrating higher-timeframe bias, daily range exhaustion, and volume confirmation into one framework: Fighting the Tide (HTF Ribbon): Keeps traders aligned with the dominant higher-timeframe trend to avoid counter-trend entries. Running Out of Gas (ADR Fuel): Measures a symbol’s average daily range to prevent chasing moves that have already reached their statistical limit. Ghost Volume (RVOL/VWATR): Filters out low-quality, retail-driven activity by requiring institutional-level volume spikes before taking trades. In essence, it combines trend alignment, range exhaustion detection, and real-volume filtering to eliminate the most common account-killing mistakes. The "Triple-Threat" Trade Setup This is the highest-probability setup the tool can produce. When these three things align, the "Edge" is at its peak: The Anchor: HTF Ribbon is Bright Green. The Local: Atlas Trend Bias is BULLISH and State is STRIKE. The Value: ADR Fuel is Low (40-60%), meaning the stock has massive room to move before hitting daily resistance.
Pine Script® indicator
by Crypt0Curious
SCOTTGO - Float, Change %, Vol & RVol DataFloat, Vol & Short Data Dashboard Overview The Float, Vol & Short Data Dashboard is a professional-grade monitoring tool designed for equity traders who need to track supply, demand, and momentum in real-time. By aggregating float size, relative volume, and short-selling activity into a clean, customizable table, this script helps you identify high-conviction trade setups without cluttering your price chart. Key Metrics Included Float: (Shares) – Instantly see the available supply of shares to gauge potential volatility. Change %: (From close) – Tracks the percentage gain/loss since the previous day's closing price. Change %: (From open) – Monitors intraday strength by calculating the move from the 9:30 AM EST market open. Volume: – Displays current daily volume with automated formatting (K, M, B). RVOL: (Daily) – Relative Volume compared to a 10-day SMA; essential for spotting "volume-fueled" breakouts. Short %: (Approx.) – Calculates the daily Short Volume Ratio (Short Volume / Total Volume), providing a real-time proxy for short-seller sentiment. Professional Customization This script was built with a focus on UI/UX: Three-Row Header System: Features high-contrast main titles with muted-grey sub-titles for maximum readability. Smart Color Logic: Price changes automatically toggle between green and red, while RVol highlights in orange when activity exceeds 1.5x average. Adjustable Layout: Change the table position, text size, and background opacity. Column Spacing: Includes a custom slider to adjust the horizontal gap between data columns, ensuring the dashboard fits any screen resolution. How To Use Add the script to your chart and use the Settings menu to toggle metrics or adjust the Column Spacing to your preference. Ideal for day traders and swing traders monitoring US Equities where float and short volume data are most impactful.
Pine Script® indicator
by SCOTTGO
Volatility Squeeze Pro [JOAT] Volatility Squeeze Pro — Advanced Volatility Compression Analysis System This indicator addresses a specific analytical challenge in volatility analysis: how to identify periods when different volatility measurements show compression relationships that may indicate potential energy buildup in the market. It combines two distinct volatility calculation methods—standard deviation-based bands and ATR-based channels—with a momentum oscillator to provide comprehensive volatility state analysis. Why This Combination Provides Unique Analytical Value Traditional volatility indicators typically focus on single measurements, but markets exhibit different types of volatility that require different analytical approaches: 1. **Closing Price Volatility** (Standard Deviation): Measures how much closing prices deviate from their average 2. **Trading Range Volatility** (ATR): Measures the actual high-to-low trading ranges 3. **Directional Momentum**: Measures where price sits within its recent range The problem with using these individually: - Standard deviation alone doesn't account for intraday volatility - ATR alone doesn't consider closing price clustering - Momentum alone doesn't provide volatility context - No single measurement captures the complete volatility picture This indicator's originality lies in creating a comprehensive volatility analysis system that: **Identifies Volatility Compression**: When closing price volatility contracts inside trading range volatility, it suggests potential energy buildup **Provides Momentum Context**: Shows directional bias during compression periods **Offers Multi-Dimensional Analysis**: Combines three different analytical approaches into one coherent system **Delivers Real-Time Assessment**: Continuously monitors the relationship between different volatility types Technical Innovation and Originality While individual components (Bollinger Bands, Keltner Channels, Linear Regression) are standard, the innovation lies in: 1. **Volatility Relationship Detection**: The mathematical comparison between standard deviation bands and ATR channels creates a unique compression identification system 2. **Integrated Momentum Analysis**: Linear regression-based momentum calculation provides directional context specifically during volatility compression periods 3. **Multi-State Visualization**: The indicator provides clear visual encoding of different volatility states (compressed vs. normal) with momentum direction 4. **Adaptive Threshold System**: The squeeze detection automatically adapts to different instruments and timeframes without manual calibration How the Components Work Together Analytically The three components create a comprehensive volatility analysis framework: **Standard Deviation Component**: Measures closing price dispersion around the mean float bbBasis = ta.sma(close, bbLength) float bbDev = bbMult * ta.stdev(close, bbLength) float bbUpper = bbBasis + bbDev float bbLower = bbBasis - bbDev **ATR Channel Component**: Measures actual trading range volatility float kcBasis = ta.ema(close, kcLength) float kcRange = ta.atr(atrLength) float kcUpper = kcBasis + kcRange * kcMult float kcLower = kcBasis - kcRange * kcMult **Squeeze Detection Logic**: Identifies when closing price volatility compresses within trading range volatility bool squeezeOn = bbLower > kcLower and bbUpper < kcUpper // This condition indicates closing prices are clustering more tightly // than the typical trading range would suggest **Momentum Context Component**: Provides directional bias during compression float highestHigh = ta.highest(high, momLength) float lowestLow = ta.lowest(low, momLength) float momentum = ta.linreg(close - math.avg(highestHigh, lowestLow), momLength, 0) float momSmooth = ta.sma(momentum, smoothLength) The analytical relationship creates a system where: - Squeeze detection identifies WHEN volatility compression occurs - Momentum analysis shows WHERE price is positioned during compression - Combined analysis provides both timing and directional context How the Volatility Comparison Works The indicator compares two volatility measurements: Standard Deviation Bands These measure how much closing prices deviate from their average. When prices cluster tightly around the average, the bands contract. // Standard deviation bands calculation float bbBasis = ta.sma(close, bbLength) float bbDev = bbMult * ta.stdev(close, bbLength) float bbUpper = bbBasis + bbDev float bbLower = bbBasis - bbDev ATR-Based Channels These measure volatility using Average True Range—the typical distance between high and low prices. They respond to the actual trading range rather than closing price dispersion. // ATR-based channels calculation float kcBasis = ta.ema(close, kcLength) float kcRange = ta.atr(atrLength) float kcUpper = kcBasis + kcRange * kcMult float kcLower = kcBasis - kcRange * kcMult The Squeeze Condition A "squeeze" is detected when the standard deviation bands are completely contained within the ATR channels: // Squeeze detection bool squeezeOn = bbLower > kcLower and bbUpper < kcUpper This condition indicates that closing price volatility has compressed relative to the overall trading range. The Momentum Component The momentum oscillator measures where price sits relative to its recent high-low range, using linear regression for smoothing: // Momentum calculation float highestHigh = ta.highest(high, momLength) float lowestLow = ta.lowest(low, momLength) float momentum = ta.linreg(close - math.avg(highestHigh, lowestLow), momLength, 0) float momSmooth = ta.sma(momentum, smoothLength) Positive values indicate price is above the midpoint of its recent range; negative values indicate below. Why Display Both Together The squeeze detection shows WHEN volatility is compressed. The momentum reading shows the current directional bias of price within that compression. Together, they provide two pieces of information: 1. Is volatility currently compressed? (squeeze status) 2. Where is price leaning within the current range? (momentum) These are observations about current conditions, not predictions about future movement. Visual Elements Momentum Histogram — Bars showing momentum value - Green shades: Positive momentum (price above range midpoint) - Red shades: Negative momentum (price below range midpoint) - Brighter colors: Momentum increasing - Faded colors: Momentum decreasing Squeeze Dots — Circles on the zero line - Red: Squeeze condition active - Green: No squeeze condition Release Markers — Triangle markers when squeeze condition ends Dashboard — Current readings and status Color Scheme Squeeze Active — #FF5252 (red) No Squeeze — #4CAF50 (green) Momentum Positive — #00E676 / #81C784 (green shades) Momentum Negative — #FF5252 / #E57373 (red shades) Inputs Standard Deviation Bands: Length (default: 20) Multiplier (default: 2.0) ATR Channels: Length (default: 20) Multiplier (default: 1.5) ATR Period (default: 10) Momentum: Length (default: 12) Smoothing (default: 3) How to Read the Display Red dots indicate the squeeze condition is present Green dots indicate normal volatility relationship Histogram direction shows current momentum bias Histogram color brightness shows whether momentum is increasing or decreasing Alerts Squeeze condition started Squeeze condition ended Squeeze ended with positive momentum Squeeze ended with negative momentum Extended squeeze (8+ bars) Important Limitations and Realistic Expectations Volatility compression detection is a mathematical relationship between calculations—it does not predict future price movements Many compression periods do not result in significant price expansion or directional moves Momentum direction during compression does not reliably indicate future breakout direction This indicator analyzes current and historical volatility conditions only—it cannot predict future volatility False signals are common—not every squeeze leads to tradeable price movement Different parameter settings will produce different compression detection sensitivity Market conditions, news events, and fundamental factors often override technical volatility patterns No volatility indicator can predict the timing, direction, or magnitude of future price movements This tool should be used as one component of comprehensive market analysis Appropriate Use Cases This indicator is designed for: - Volatility state analysis and monitoring - Educational study of volatility relationships - Multi-dimensional volatility assessment - Supplementary analysis alongside other technical tools - Understanding market compression/expansion cycles This indicator is NOT designed for: - Standalone trading signal generation - Guaranteed breakout prediction - Automated trading system triggers - Market timing precision - Replacement of fundamental analysis Understanding Volatility Analysis Limitations Volatility analysis, while useful for understanding market conditions, has inherent limitations: - Past volatility patterns do not guarantee future patterns - Compression periods can extend much longer than expected - Expansion periods may be brief and insufficient for trading - External factors (news, fundamentals) often override technical patterns - Different markets and timeframes exhibit different volatility characteristics — Made with passion by officialjackofalltrades
Pine Script® indicator
by officialjackofalltrades
BAVC (Clone) Rolling Curves, Peak MarkersBAVC (Clone) — Rolling Curves + Peak Markers BAVC (Clone) is a volume-based momentum and participation indicator designed to visualize aggressive buying vs aggressive selling pressure using rolling volume curves and structural peak detection. This script is a functional clone of a Bid/Ask Volume Curve concept, implemented using approximated volume splitting (uptick/downtick or close vs open) so it works on standard TradingView data without requiring true bid/ask feeds. What the Indicator Shows 1. Rolling Buy & Sell Volume Curves Volume is split into Buy (aggressive buyers) and Sell (aggressive sellers) using a selectable approximation method. Each side is accumulated over a configurable lookback window. Optional EMA smoothing is applied to reduce noise and highlight participation trends. Interpretation: Rising Buy Curve → increasing buyer dominance Rising Sell Curve → increasing seller dominance Expanding separation → stronger directional conviction Convergence / flattening → balance, absorption, or transition 2. Adaptive Color Intensity (Optional) Curve opacity can remain fixed or Automatically adapt based on relative dominance strength Stronger imbalances visually stand out without adding extra indicators 3. Structural Peak & Trough Detection The script identifies significant local extremes in both curves: Buy-side peaks & troughs Sell-side peaks & troughs Each peak is filtered using: Swing width (bars left/right) Relative strength vs recent maximum Minimum depth for troughs Markers can be displayed as: Circles directly on the curves, or Minimal labels (▲ / ▼) Interpretation: Buy-side highs → possible exhaustion or distribution Buy-side lows → loss of initiative / absorption Sell-side highs → aggressive selling climax Sell-side lows → selling pressure weakening 4. Alerts Optional alerts fire when: A significant Buy-side peak forms A significant Buy-side trough forms A significant Sell-side peak forms A significant Sell-side trough forms These are intended as contextual signals, not standalone trade triggers. 5. Status Line Helper An optional real-time status label displays: Lookback settings Current rolling Buy and Sell volume sums This is useful for quick confirmation without opening the settings panel. Important Notes This indicator uses volume behavior, not price. It is best used as a confirmation tool alongside: Structure Time-based context VWAP / trend filters It does not generate buy or sell signals by itself. Best Use Cases Spotting institutional participation Confirming trend strength or exhaustion Identifying absorption before reversals Filtering low-quality entries during choppy periods
Pine Script® indicator
by JasonHyde
Confluence Strength Meter (Bull/Bear) [v6]This indicator provides a quantified "Strength Score" (0-5) for price action setups by measuring the confluence of five key technical drivers. It features a Strategy Mode toggle, allowing traders to instantly switch between Bullish (Long) and Bearish (Short) scoring logic. How it Works: The script analyzes the following factors to build a Confluence Score: Trend Direction: Price relation to the Slow EMA (50). EMA Stack: Fast EMA (20) vs. Slow EMA (50) alignment. Volume Sentiment: Price relation to the Intraday VWAP. Momentum: MACD vs. Signal line crossover. RSI Health: Checks for momentum in the correct direction while filtering out extreme exhaustion (Overbought/Oversold). Features: Visual Histogram: Color-coded bars (Green/Red for strong setups, Orange for moderate, Gray for weak) make it easy to spot high-confluence zones. Dual Modes: Input setting to switch the entire logic engine between Bullish and Bearish detection. Alerts: Pre-configured alert conditions for both Long and Short setups, ready for webhook integration. Usage: Look for a score of 4 or 5 (brightly colored bars) to confirm high-probability entries in the direction of your selected trend.
Pine Script® indicator
by the_outvestor
Smart Money Fluid [JOAT] Smart Money Fluid — Accumulation and Distribution Flow Analysis Smart Money Fluid tracks institutional-style accumulation and distribution patterns using a sophisticated combination of Money Flow Index, Chaikin Money Flow, and VWAP-relative price analysis. It aims to reveal whether larger participants may be accumulating (buying) or distributing (selling)—information that can precede significant price moves. What Makes This Indicator Unique Unlike single money flow indicators, Smart Money Fluid: Combines three different money flow methodologies into one composite signal Detects divergences between price and money flow automatically Identifies high-volume conditions that add conviction to signals Provides both the composite signal and individual component values Features a momentum histogram showing flow acceleration What This Indicator Does Combines multiple money flow indicators into a composite signal (0-100 scale) Identifies accumulation zones (potential institutional buying) and distribution zones (potential selling) Detects divergences between price and money flow Highlights high-volume conditions for stronger signals Tracks momentum direction within the flow Provides comprehensive dashboard with all component values Composite Calculation Explained The Smart Money Flow composite combines three proven money flow methodologies: // Component 1: Money Flow Index (MFI) - 40% weight // Measures buying/selling pressure using price and volume float mfi = 100 - (100 / (1 + mfRatio)) // Component 2: Chaikin Money Flow (CMF) - 30% weight // Measures accumulation/distribution based on close position within range float cmf = sum(mfVolume, length) / sum(volume, length) * 100 // Component 3: VWAP Price Strength - 30% weight // Measures price position relative to volume-weighted average price float priceVsVWAP = (close - vwap) / vwap * 100 // Final Composite (scaled to 0-100) float rawSMF = (mfi * 0.4 + (cmf + 50) * 0.3 + (50 + priceVsVWAP * 5) * 0.3) float smf = ta.ema(rawSMF, smoothLength) State Classification Accumulating (Green Zone) — SMF above accumulation threshold (default: 60). Suggests institutional buying may be occurring. Distributing (Red Zone) — SMF below distribution threshold (default: 40). Suggests institutional selling may be occurring. Neutral (Gray Zone) — SMF between thresholds. No clear accumulation or distribution detected. Divergence Detection The indicator automatically detects divergences using pivot analysis: Bullish Divergence — Price makes a lower low while SMF makes a higher low. This suggests selling pressure is weakening despite lower prices—potential reversal signal. Bearish Divergence — Price makes a higher high while SMF makes a lower high. This suggests buying pressure is weakening despite higher prices—potential reversal signal. Divergences are marked with "DIV" labels on the chart. Visual Features SMF Line with Glow — Main composite line with gradient coloring and glow effect Signal Line — Slower EMA of SMF for crossover signals Flow Momentum Histogram — Shows the difference between SMF and signal line with four-color coding: - Bright green: Positive and accelerating - Faded green: Positive but decelerating - Bright red: Negative and accelerating - Faded red: Negative but decelerating Zone Backgrounds — Green tint in accumulation zone, red tint in distribution zone Reference Lines — Dashed lines at accumulation/distribution thresholds, dotted line at 50 Strong Signal Markers — Triangles appear when accumulation/distribution occurs with high volume Divergence Labels — "DIV" markers when divergences are detected Color Scheme Accumulation Color — Default: #00E676 (bright green) Distribution Color — Default: #FF5252 (red) Neutral Color — Default: #9E9E9E (gray) Gradient Coloring — SMF line transitions smoothly between colors based on value Dashboard Information The on-chart table (top-right corner) displays: Current SMF value with state coloring State classification (ACCUMULATING, DISTRIBUTING, or NEUTRAL) Flow momentum direction (Up/Down with magnitude) MFI component value CMF component value with directional coloring Volume status (High or Normal) Active divergence detection (Bullish, Bearish, or None) Inputs Overview Calculation Settings: Money Flow Length — Period for flow calculations (default: 14, range: 5-50) Smoothing Length — EMA smoothing period (default: 5, range: 1-20) Divergence Lookback — Bars for pivot detection in divergence analysis (default: 5, range: 2-20) Sensitivity: Accumulation Threshold — Level above which accumulation is detected (default: 60, range: 50-90) Distribution Threshold — Level below which distribution is detected (default: 40, range: 10-50) High Volume Multiplier — Multiple of average volume for "high volume" classification (default: 1.5x, range: 1.0-3.0) Visual Settings: Accumulation/Distribution/Neutral Colors — Customizable color scheme Show Flow Histogram — Toggle momentum histogram Show Divergences — Toggle divergence detection and labels Show Dashboard — Toggle the information table Show Zone Background — Toggle colored backgrounds in accumulation/distribution zones Alerts: Await Bar Confirmation — Wait for bar close before triggering (recommended) How to Use It For Trend Confirmation: Accumulation during uptrends confirms buying pressure Distribution during downtrends confirms selling pressure Divergence between price trend and SMF warns of potential reversal For Reversal Detection: Bullish divergence at price lows suggests potential bottom Bearish divergence at price highs suggests potential top Strong signals (triangles) with high volume add conviction For Entry Timing: Enter longs when SMF crosses into accumulation zone Enter shorts when SMF crosses into distribution zone Wait for high volume confirmation for stronger signals Use divergences as early warning for position management Alerts Available SMF Accumulation Started — SMF entered accumulation zone SMF Distribution Started — SMF entered distribution zone SMF Strong Accumulation — Accumulation with high volume SMF Strong Distribution — Distribution with high volume SMF Bullish Divergence — Bullish divergence detected SMF Bearish Divergence — Bearish divergence detected Best Practices High volume during accumulation/distribution adds significant conviction Divergences are early warnings—don't trade them alone Use in conjunction with price action and support/resistance Works best on liquid markets with reliable volume data This indicator is provided for educational purposes. It does not constitute financial advice. Past performance does not guarantee future results. Always conduct your own analysis and use proper risk management before making trading decisions. — Made with passion by officialjackofalltrades
Pine Script® indicator
by officialjackofalltrades