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Volume

Volume x PriceThis indicator displays the traded volume weighted by the closing price of each candle. It's useful for visualizing the intensity of capital movement in the market, beyond traditional volume. Calculation: Volume × Closing Price Display: Column-style histogram Coloring: 🟩 Green if the session was bullish (close > open) 🟥 Red if the session was bearish (close < open) Ideal for spotting high-activity zones with directional bias. It complements classic volume analysis and helps identify strong capital inflows or outflows.
Pine Script® indicator
by amoreno1105
Institutional AbsorptionHighlights potential zones where institutional participants may be absorbing aggressive buying or selling pressure. It analyzes candle structure and volume to detect possible bullish and bearish absorption events, providing a visual cue for traders studying market imbalance and liquidity dynamics. The script compares each candle’s wick–body ratio and volume relative to its moving average. A bullish absorption setup occurs when strong volume appears after a sharp downward move with long lower wicks, while bearish absorption occurs after upward moves with long upper wicks, suggesting the presence of large counter-orders. + Features Detects bullish and bearish absorption candles. Customizable wick to body ratio and volume multiple thresholds. Optional filter to require candle color alignment with trend (green/red). Option to ignore tiny body (doji-like) candles. + How to Use Adjust wick–body ratio, volume multiplier, and lookback length under “Conditions (Absorption)”. Enable “Require candle color” to strengthen directional context. Use alerts to receive notifications when new absorption signals appear. + Notes This tool aims to visualize possible absorption behavior, not confirm institutional activity. Combine it with your broader market structure, volume, or order flow analysis for a more comprehensive analysis.
Pine Script® indicator
by AGreatEscape
Smart Money Flow Index (SMFI) - Advanced SMC [PhenLabs]📊Smart Money Flow Index (SMFI) Version: PineScript™v6 📌Description The Smart Money Flow Index (SMFI) is an advanced Smart Money Concepts implementation that tracks institutional trading behavior through multi-dimensional analysis. This comprehensive indicator combines volume-validated Order Block detection, Fair Value Gap identification with auto-mitigation tracking, dynamic Liquidity Zone mapping, and Break of Structure/Change of Character detection into a unified system. Unlike basic SMC indicators, SMFI employs a proprietary scoring algorithm that weighs five critical factors: Order Block strength (validated by volume), Fair Value Gap size and recency, proximity to Liquidity Zones, market structure alignment (BOS/CHoCH), and multi-timeframe confluence. This produces a Smart Money Score (0-100) where readings above 70 represent optimal institutional setup conditions. 🚀Points of Innovation Volume-Validated Order Block Detection – Only displays Order Blocks when formation candle exceeds customizable volume multiplier (default 1.5x average), filtering weak zones and highlighting true institutional accumulation/distribution Auto-Mitigation Tracking System – Fair Value Gaps and Order Blocks automatically update status when price mitigates them, with visual distinction between active and filled zones preventing trades on dead levels Proprietary Smart Money Score Algorithm – Combines weighted factors (OB strength 25%, FVG proximity 20%, Liquidity 20%, Structure 20%, MTF 15%) into single 0-100 confidence rating updating in real-time ATR-Based Adaptive Calculations – All distance measurements use 14-period Average True Range ensuring consistent function across any instrument, timeframe, or volatility regime without manual recalibration Dynamic Age Filtering – Automatically removes liquidity levels and FVGs older than configurable thresholds preventing chart clutter while maintaining relevant levels Multi-Timeframe Confluence Integration – Analyzes higher timeframe bias with customizable multipliers (2-10x) and incorporates HTF trend direction into Smart Money Score for institutional alignment 🔧Core Components Order Block Engine – Detects institutional supply/demand zones using characteristic patterns (down-move-then-strong-up for bullish, up-move-then-strong-down for bearish) with minimum volume threshold validation, tracks mitigation when price closes through zones Fair Value Gap Scanner – Identifies price imbalances where current candle's low/high leaves gap with two-candle-prior high/low, filters by minimum size percentage, monitors 50% fill for mitigation status Liquidity Zone Mapper – Uses pivot high/low detection with configurable lookback to mark swing points where stop losses cluster, extends horizontal lines to visualize sweep targets, manages lifecycle through age-based removal Market Structure Analyzer – Tracks pivot progression to identify trend through higher-highs/higher-lows (bullish) or lower-highs/lower-lows (bearish), detects Break of Structure and Change of Character for trend/reversal confirmation Scoring Calculation Engine – Evaluates proximity to nearest Order Blocks using ATR-normalized distance, assesses FVG recency and distance, calculates liquidity proximity with age weighting, combines structure bias and MTF trend into smoothed final score 🔥Key Features Customizable Display Limits – Control maximum Order Blocks (1-10), Liquidity Zones (1-10), and FVG age (10-200 bars) to maintain clean charts focused on most relevant institutional levels Gradient Strength Visualization – All zones render with transparency-adjustable coloring where stronger/newer zones appear more solid and weaker/older zones fade progressively providing instant visual hierarchy Educational Label System – Optional labels identify each zone type (Bullish OB, Bearish OB, Bullish FVG, Bearish FVG, BOS) with color-coded text helping traders learn SMC concepts through practical application Real-Time Smart Money Score Dashboard – Top-right table displays current score (0-100) with color coding (green >70, yellow 30-70, red <30) plus trend arrow for at-a-glance confidence assessment Comprehensive Alert Suite – Configurable notifications for Order Block formation, Fair Value Gap detection, Break of Structure events, Change of Character signals, and high Smart Money Score readings (>70) Buy/Sell Signal Integration – Automatically plots triangle markers when Smart Money Score exceeds 70 with aligned market structure and fresh Order Block detection providing clear entry signals 🎨Visualization Order Block Boxes – Shaded rectangles extend from formation bar spanning high-to-low of institutional candle, bullish zones in green, bearish in red, with customizable transparency (80-98%) Fair Value Gap Zones – Rectangular areas marking imbalances, active FVGs display in bright colors with adjustable transparency, mitigated FVGs switch to gray preventing trades on filled zones Liquidity Level Lines – Dashed horizontal lines extend from pivot creation points, swing highs in bearish color (short targets above), swing lows in bullish color (long targets below), opacity decreases with age Structure Labels – "BOS" labels appear above/below price when Break of Structure confirmed, colored by direction (green bullish, red bearish), positioned at 1% beyond highs/lows for visibility Educational Info Panel – Bottom-right table explains key terminology (OB, FVG, BOS, CHoCH) and score interpretation (>70 high probability) with semi-transparent background for readability 📖Usage Guidelines General Settings Show Order Blocks – Default: On, toggles visibility of institutional supply/demand zones, disable when focusing solely on FVGs or Liquidity Show Fair Value Gaps – Default: On, controls FVG zone display including active and mitigated imbalances Show Liquidity Zones – Default: On, manages liquidity line visibility, disable on lower timeframes to reduce clutter Show Market Structure – Default: On, toggles BOS/CHoCH label display Show Smart Money Score – Default: On, controls score dashboard visibility Order Block Settings OB Lookback Period – Default: 20, Range: 5-100, controls bars scanned for Order Block patterns, lower values detect recent activity, higher values find older blocks Min Volume Multiplier – Default: 1.5, Range: 1.0-5.0, sets minimum volume threshold as multiple of 20-period average, higher values (2.0+) filter for strongest institutional candles Max Order Blocks to Display – Default: 3, Range: 1-10, limits simultaneous Order Blocks shown, lower settings (1-3) maintain focus on most recent zones Fair Value Gap Settings Min FVG Size (%) – Default: 0.3, Range: 0.1-2.0, defines minimum gap size as percentage of close price, lower values detect micro-imbalances, higher values focus on significant gaps Max FVG Age (bars) – Default: 50, Range: 10-200, removes FVGs older than specified bars, lower settings (10-30) for scalping, higher (100-200) for swing trading Show FVG Mitigation – Default: On, displays filled FVGs in gray providing visual history, disable to show only active untouched imbalances Liquidity Zone Settings Liquidity Lookback – Default: 50, Range: 20-200, sets pivot detection period for swing highs/lows, lower values (20-50) mark shorter-term liquidity, higher (100-200) identify major swings Max Liquidity Age (bars) – Default: 100, Range: 20-500, removes liquidity lines older than specified bars, adjust based on timeframe Liquidity Sensitivity – Default: 0.5, Range: 0.1-1.0, controls pivot detection sensitivity, lower values mark only major swings, higher values identify minor swings Max Liquidity Zones to Display – Default: 3, Range: 1-10, limits total liquidity levels shown maintaining chart clarity Market Structure Settings Pivot Length – Default: 5, Range: 3-15, defines bars to left/right for pivot validation, lower values (3-5) create sensitive structure breaks, higher (10-15) filter for major shifts Min Structure Move (%) – Default: 1.0, Range: 0.1-5.0, sets minimum percentage move required between pivots to confirm structure change Multi-Timeframe Settings Enable MTF Analysis – Default: On, activates higher timeframe trend analysis incorporation into Smart Money Score Higher Timeframe Multiplier – Default: 4, Range: 2-10, multiplies current timeframe to determine analysis timeframe (4x on 15min = 1hour) Visual Settings Bullish Color – Default: Green (#089981), sets color for bullish Order Blocks, FVGs, and structure elements Bearish Color – Default: Red (#f23645), defines color for bearish elements Neutral Color – Default: Gray (#787b86), controls color of mitigated zones and neutral elements Show Educational Labels – Default: On, displays text labels on zones identifying type (OB, FVG, BOS), disable once familiar with patterns Order Block Transparency – Default: 92, Range: 80-98, controls Order Block box transparency FVG Transparency – Default: 92, Range: 80-98, sets Fair Value Gap zone transparency independently from Order Blocks Alert Settings Alert on Order Block Formation – Default: On, triggers notification when new volume-validated Order Block detected Alert on FVG Formation – Default: On, sends alert when Fair Value Gap appears enabling quick response to imbalances Alert on Break of Structure – Default: On, notifies when BOS or CHoCH confirmed Alert on High Smart Money Score – Default: On, alerts when Smart Money Score crosses above 70 threshold indicating high-probability setup ✅Best Use Cases Order Block Retest Entries – After Break of Structure, wait for price retrace into fresh bullish Order Block with Smart Money Score >70, enter long on zone reaction targeting next liquidity level Fair Value Gap Retracement Trading – When price creates FVG during strong move then retraces, enter as price approaches unfilled gap expecting institutional orders to continue trend Liquidity Sweep Reversals – Monitor price approaching swing high/low liquidity zones against prevailing Smart Money Score trend, after stop hunt sweep watch for rejection into premium Order Block/FVG Multi-Timeframe Confluence Setups – Identify alignment when current timeframe Order Block coincides with higher timeframe FVG plus MTF analysis showing matching trend bias Break of Structure Continuations – After BOS confirms trend direction, trade pullbacks to nearest Order Block or FVG in direction of structure break using Smart Money Score >70 as entry filter Change of Character Reversal Plays – When CHoCH detected indicating potential reversal, look for Smart Money Score pivot with opposing Order Block formation then enter on structure confirmation ⚠️Limitations Lagging Pivot Calculations – Pivot-based features (Liquidity Zones, Market Structure) require bars to right of pivot for confirmation, meaning these elements identify levels retrospectively with delay equal to lookback period Whipsaw in Ranging Markets – During choppy conditions, Order Blocks fail frequently and structure breaks produce false signals as Smart Money Score fluctuates without clear institutional bias, best used in trending markets Volume Data Dependency – Order Block volume validation requires accurate volume data which may be incomplete on Forex pairs or limited in crypto exchange feeds Subjectivity in Scoring Weights – Proprietary 25-20-20-20-15 weighting reflects general institutional behavior but may not optimize for specific instruments or market regimes, user cannot adjust factor weights Visual Complexity on Lower Timeframes – Sub-hour timeframes generate excessive zones creating cluttered charts, requires aggressive display limit reduction and higher minimum thresholds No Fundamental Integration – Indicator analyzes purely technical price action and volume without incorporating economic events, news catalysts, or fundamental shifts that override technical levels 💡What Makes This Unique Unified SMC Ecosystem – Unlike indicators displaying Order Blocks OR FVGs OR Liquidity separately, SMFI combines all three institutional concepts plus market structure into single cohesive system Proprietary Confidence Scoring – Rather than manual setup assessment, automated Smart Money Score quantifies probability by weighting five institutional dimensions into actionable 0-100 rating Volume-Filtered Quality – Eliminates weak Order Blocks forming without institutional volume confirmation, ensuring displayed zones represent genuine accumulation/distribution Adaptive Lifecycle Management – Automatically updates mitigation status and removes aged zones preventing trades on dead levels through continuous validity and age monitoring Educational Integration – Built-in tooltips, labeled zones, and reference panel make indicator functional for both learning Smart Money Concepts and executing strategies 🔬How It Works Order Block Detection – Scans for patterns where strong directional move follows counter-move creating last down-candle before rally (bullish OB) or last up-candle before sell-off (bearish OB), validates formations only when candle exhibits volume exceeding configurable multiple (default 1.5x) of 20-bar average volume Fair Value Gap Identification – Compares current candle’s high/low against two-candles-prior low/high to detect price imbalances, calculates gap size as percentage of close and filters micro-gaps below minimum threshold (default 0.3%), monitors whether subsequent price fills 50% triggering mitigation status Liquidity Zone Mapping – Employs pivot detection using configurable lookback (default 50 bars) to identify swing highs/lows where retail stops cluster, extends horizontal reference lines from pivot creation and applies age-based filtering to remove stale zones Market Structure Analysis – Tracks pivot progression using structure-specific lookback (default 5 bars) to determine trend, confirms uptrend when new pivot high exceeds previous by minimum move percentage, detects Break of Structure when price breaks recent pivot level, flags Change of Character for potential reversals Multi-Timeframe Confluence – When enabled, requests security data from higher timeframe (current TF × HTF multiplier, default 4x), compares HTF close against HTF 20-period MA to determine bias, contributes ±50 points to score ensuring alignment with institutional positioning on superior timeframe Smart Money Score Calculation – Evaluates Order Block component via ATR-normalized distance producing max 100-point contribution weighted at 25%, assesses FVG factor through age penalty and distance at 20% weight, calculates Liquidity proximity at 20%, incorporates structure bias (±50-100 points) at 20%, adds MTF component at 15%, applies 3-period smoothing to reduce volatility Visual Rendering and Lifecycle – Draws Order Block boxes, Fair Value Gap rectangles with color coding (green/red active, gray mitigated), extends liquidity dashed lines with fade-by-age opacity, plots BOS labels, displays Smart Money Score dashboard, continuously updates checking mitigation conditions and removing elements exceeding age/display limits 💡Note: The Smart Money Flow Index combines multiple Smart Money Concepts into unified institutional order flow analysis. For optimal results, use the Smart Money Score as confluence filter rather than standalone entry signal – scores above 70 indicate high-probability setups but should be combined with risk management, higher timeframe bias, and market regime understanding.
Pine Script® indicator
by PhenLabs
2
MACD Overlay v1 [JopAlgo]Meet the MACD you can trade directly from the chart. MACD Overlay v1 doesn’t just plot an oscillator somewhere below— it puts value, momentum, and participation on your candles, and it refuses to fire inside chop. When a triangle prints, it’s because energy released (expansion), not because the chart looked cute. What it is: An execution-ready MACD overlay with phase gating (Expansion-Only), participation gating (Weakness-Lite), and one-click Classic vs VW-MACD Compare—all adaptive, with minimal inputs. What’s in v1 (feature set) Overlay ribbon on price: Fast/Slow MACD value rendered as a price-level ribbon with contextual fill and optional candle tint. Dual value model: Classic MA-MACD (EMA/SMA) and VW-MACD (Rolling VWAP fast/slow). Compare mode: A/B Classic vs VW-MACD with a VW ghost ribbon. Weakness-Lite (1-bar, adaptive): Gates/fades low-participation crosses using RVOL deficit, Effort-vs-Result failure, and over-extension vs value/ATR (Strict adds wick pressure). Expansion-Only (Impulse/Squeeze): Triangles print only when a cross coincides with a true-range burst and a histogram-slope ignition out of compression. Signal hygiene: ±1-bar proximity around crosses, slope awareness, 2-bar debounce. Explainable filtering: Tiny gray dots show crosses that were intentionally filtered (weak and/or no expansion). How to use: Use defaults: Mode Classic, Gate by Weakness ON, Expansion-Only ON, Sensitivity Auto. Read signals fast: Solid triangle = cross + expansion confirmed (+ not weak if gate is ON). Faded triangle = cross + expansion but weak participation (visible only when gate is OFF). Gray dot = there was a cross, but it was filtered (no genuine expansion or weak & gated). Validate quickly: Flip Compare to check VW-MACD agreement. Classic + VW alignment usually improves confidence. Why overlay > sub-pane oscillator You see where the cross occurs: relative to value, local structure, and S/R, right on price. The ribbon exposes regime shifts; tint hints expansion vs contraction at a glance. Execution becomes more context-aware and less “signal-in-a-vacuum.” Signals & visuals Triangles (solid): MACD crossed Signal and market showed expansion out of compression; if Gate by Weakness is ON, triangle prints only with acceptable participation. Triangles (faded): Same as above but weak (shown only when you turn the gate OFF). Gray dots: Crosses that were filtered (no expansion and/or Weakness gate). Ribbon: Fast vs Slow value (Classic or VW, according to Mode). Fill and candle tint reflect expansion/contraction. Inputs Calculation Mode: Classic | VW | Compare VW uses Rolling VWAP fast/slow. Compare: Classic is primary; VW shows as a ghost ribbon for A/B checks. Gate triangles by Weakness: ON/OFF Uses RVOL, Effort-vs-Result, extension vs value/ATR (Strict adds wick-pressure). Sensitivity: Off / Auto / Strict (default Auto). Expansion-Only (Impulse/Squeeze): ON/OFF Requires compression → release: tight ribbon + flat momentum, then TR/ATR burst with hist slope flip / cross proximity. Display: Ribbon / Candle Tint / Weakness Markers. Advanced (optional): Evaluate Weakness only near signals, Channel (k × |MACD|), Style Preset. No numeric thresholds to tune—all filters self-calibrate from rolling stats. Best practices 4H crypto: Defaults are strong—Auto, Gate ON, Expansion-Only ON. Clean trends: If you feel you miss some tidy resumptions, briefly toggle Expansion-Only OFF. Choppy regimes: Set Sensitivity → Strict to cut more noise without adding lag. Confirmation: Use Compare; Classic + VW alignment typically yields better follow-through. Alerts MACD Signal Cross Up/Down — execution-grade (use Once per bar close). Weakness-Lite Flag — optional context alert to help audit filtered crosses. Attribution & License Attribution: Based on the algorithmic concept of TradingView’s built-in MACD (fast MA – slow MA, signal, histogram). No original TradingView source code is redistributed; overlay rendering, VW-MACD, Weakness-Lite, Expansion-Only, gating visuals, and UX are new work. License: MPL-2.0. Educational purposes only—not financial advice.
Pine Script® indicator
by JopAlgo
2
Volume Cluster Support and Resistance Levels [QuantAlgo]🟢 Overview This indicator identifies statistically significant support and resistance levels through volume cluster analysis, isolating price zones characterized by elevated trading activity and institutional participation. By quantifying areas where volume concentration exceeded historical norms, it reveals price levels with demonstrated supply-demand imbalances that exhibit persistent influence on subsequent price action. The methodology is asset-agnostic and timeframe-independent, applicable across equities, cryptocurrencies, forex, and commodities from intraday to weekly intervals. 🟢 Key Features 1. Support and Resistance Levels The indicator scans historical price data to identify bars where volume exceeds a user-defined threshold multiplier relative to the rolling average. For each qualifying bar, a representative price is calculated using the average of high, low, and close. Proximate price levels within a specified percentage range are then aggregated into discrete clusters using volume-weighted averaging, eliminating redundant signals. Clusters are ranked by cumulative volume to determine statistical significance. Finally, the indicator plots horizontal levels at each cluster price: support levels (green) below current price indicate zones where historical buying pressure exceeded selling pressure, while resistance levels (red) above current price mark zones where sellers historically dominated. These levels represent areas of established liquidity and price discovery, where institutional order flow previously concentrated. The Touch Count (T) metric quantifies historical price interaction frequency, while Total Volume (TV) measures aggregate trading activity at each level, providing objective criteria for assessing level strength and trade execution decisions. 2. Volume Histogram A histogram appears below the price chart, displaying relative volume for each bar within the lookback period, with bar height scaled to the maximum volume observed. Green bars represent up-periods (close > open) indicating buying pressure, while red bars show down-periods (close < open) indicating selling pressure. This visualization helps you confirm the validity of support/resistance levels by seeing where volume actually spiked, identify accumulation/distribution patterns, and validate breakouts by checking if they occur on above-average volume. 3. Built-in Alerts Automated alerts trigger when price crosses below support levels or breaks above resistance levels, allowing you to monitor multiple assets without constant chart-watching. 4. Customizable Color Schemes The indicator provides four preset color configurations (Classic, Aqua, Cosmic, Custom) optimized for visual clarity across different charting environments. Each scheme maintains consistent color mapping for support and resistance zones across both level lines and volume histogram components. The Custom configuration permits full color specification to accommodate individual charting setups, ensuring optimal visual contrast for extended analysis sessions. Classic: Aqua: Cosmic: Custom: 🟢 Pro Tips → Trade entry optimization: Execute long positions at support levels with high touch counts or upon confirmed resistance breakouts accompanied by above-average volume → Risk parameter definition: Position stop-loss orders near identified support/resistance zones with statistical significance to minimize premature exits → Breakout validation: Require volume confirmation exceeding historical average when price penetrates resistance to filter false breakouts → Level strength assessment: Prioritize levels with higher touch counts and total volume metrics for enhanced probability trade setups → Multi-timeframe confluence: Synthesize support/resistance levels across multiple timeframes to identify high-conviction zones where daily support aligns with 4-hour resistance structures
Pine Script® indicator
by QuantAlgo
2
Pump & Dump Detector v6Overview: The Pump & Dump Detector v6 is a powerful TradingView indicator designed to identify rapid bullish (pump) or bearish (dump) price movements in real time. By combining Rate of Change (ROC), candle volatility, and volume analysis, this indicator highlights extreme market moves that could indicate momentum spikes, retail-driven activity, or potential manipulations. Key Features: ROC-Based Detection: Detects strong upward or downward price momentum over a configurable period. Volume Confirmation: Filters signals based on volume exceeding a simple moving average, reducing false alerts. Customizable Candle Filters: Ensures signals are triggered only when the candle shows meaningful movement. Visual Alerts: Displays clear green (pump) and red (dump) markers on the chart with customizable size. Real-Time Alerts: Sends instant notifications when pump or dump conditions are met, once per bar. User-Friendly Inputs: Adjust ROC length, thresholds, minimum candle move, and volume MA length to fit your trading style. Community-Oriented: As a trader and software professional, I noticed that most pump/dump indicators are restricted access. I developed this indicator to be free for all, helping the trading community. How to Use: Green triangle below the bar → Pump detected; consider bullish setups. Red triangle above the bar → Dump detected; consider bearish setups. Use in conjunction with other technical analysis tools for confirmation. Alerts can be used for automated notifications or trading strategies. Why It’s Useful: This indicator saves time and enhances decision-making by spotting extreme price moves early, giving traders an edge in volatile markets. Ideal for intraday, swing, and crypto traders looking to capitalize on sudden momentum shifts.
Pine Script® indicator
by arupnj2018
1
Volume Area 80 Rule Pro - Adaptive RTHSummary in one paragraph Adaptive value area 80 percent rule for index futures large cap equities liquid crypto and major FX on intraday timeframes. It focuses activity only when multiple context gates align. It is original because the classic prior day value area traverse is fused with a daily regime classifier that remaps the operating parameters in real time. Scope and intent • Markets. ES NQ SPY QQQ large cap equities BTC ETH major FX pairs and other liquid RTH instruments • Timeframes. One minute to one hour with daily regime context • Default demo used in the publication. ES1 on five minutes • Purpose. Trade only the balanced days where the 80 percent traverse has edge while standing aside or tightening rules during trend or shock Originality and usefulness • Unique fusion. Prior day value area logic plus a rolling daily regime classifier using percentile ranks of realized volatility and ADX. The regime remaps hold time end of window stop buffer and value area coverage on each session • Failure mode addressed. False starts during strong trend or shock sessions and weak traverses during quiet grind • Testability. All gates are visible in Inputs and debug flags can be plotted so users can verify why a suggestion appears • Portable yardstick. The regime uses ATR divided by close and ADX percent ranks which behave consistently across symbols Method overview in plain language The script builds the prior session profile during regular trading hours. At the first regular bar it freezes yesterday value area low value area high and point of control. It then evaluates the current session open location the first thirty minute volume rank the open gap rank and an opening drive test. In parallel a daily series classifies context into Calm Balance Trend or Shock from rolling percentile ranks of realized volatility and ADX. The classifier scales the rules. Calm uses longer holds and a slightly wider value area. Trend and Shock shorten the window reduce holds and enlarge stop buffers. Base measures • Range basis. True Range smoothed over a configurable length on both the daily and intraday series • Return basis. Not required. ATR over close is the unit for regime strength Components • Prior Value Area Engine. Builds yesterday value area low value area high and point of control from a binned volume profile with automatic TPO fallback and minimum integrity guards • Opening Location. Detects whether the session opens above the prior value area or below it • Inside Hold Counter. Counts consecutive bars that hold inside the value area after a re entry • Volume Gate. Percentile of the first thirty minutes volume over a rolling sample • Gap Gate. Percentile rank of the regular session open gap over a rolling sample • Drive Gate. Opening drive check using a multiple of intraday ATR • Regime Classifier. Percentile ranks of daily ATR over close and daily ADX classify Calm Balance Trend Shock and remap parameters • Session windows optional. Windows follow the chart exchange time Fusion rule Minimum satisfied gates approach. A re entry must hold inside the value area for a regime scaled number of bars while the volume gap and drive gates allow the setup. The regime simultaneously scales value area coverage end minute time stop and stop buffer. Signal rule • Long suggestion appears when price opens below yesterday value area then re enters and holds for the required bars while all gates allow the setup • Short suggestion appears when price opens above yesterday value area then re enters and holds for the required bars while all gates allow the setup • WAIT shows implicitly when any required gate is missing • Exit labels mark target touch stop touch or a time based close Inputs with guidance Setup • Signal timeframe. Uses the chart by default • Session windows optional. Start and end minutes inside regular trading hours • Invert direction is not used. The logic is symmetric Logic • Hold bars inside value area. Typical range 3 to 12. Raising it reduces trades and favors better traverses. Lowering it increases frequency and risk of false starts • Earliest minute since RTH open and Latest minute since RTH open. Typical range 0 to 390. Reducing the latest minute cuts late session trades • Time stop bars after entry. Typical range 6 to 30. Larger values give setups more room Filters • Value area coverage. Typical range 0.70 to 0.85. Higher coverage narrows the traverse but accepts fewer days • Bin size in ticks. Typical range 1 to 8. Larger bins stabilize noisy profiles • Stop buffer ticks beyond edge. Typical range 2 to 20. Larger buffers survive noise • First thirty minute volume percentile. Typical range 0.30 to 0.70. Higher values require more active opens • Gap filter percentile. Typical range 0.70 to 0.95. Lower values block more gap days • Opening drive multiple and bars. Higher multiple or longer bars block strong directional opens Adaptivity • Lookback days for regime ranks. Typical 150 to 500 • Calm RV percentile. Typical 25 to 45 • Trend ADX percentile. Typical 55 to 75 • Shock RV percentile. Typical 75 to 90 • End minute ratio in Trend and Shock. Typical 0.5 to 0.8 • Hold and Time stop scales per regime. Use values near one to keep behavior close to static settings Realism and responsible publication • No performance claims. Past results never guarantee future outcomes • Shapes can move while a bar forms and settle on close • Sessions use the chart exchange time Honest limitations and failure modes • Economic releases and thin liquidity can break the balance premise • Gap heavy symbols may work better with stronger gap filters and a True Range focus • Very quiet regimes reduce signal contrast. Consider longer windows or higher thresholds Legal Education and research only. Not investment advice. Test in simulation before any live use.
Pine Script® indicator
by exlux
Dynamic Liquidity HeatMap Profile [BigBeluga]🔵 OVERVIEW The Dynamic Liquidity HeatMap Profile is a smart-flow liquidity tracker that maps where stop-loss clusters and resting limit orders are likely positioned. Instead of traditional volume profiles based only on executed transactions, this tool projects probable liquidity pools — areas where traders are trapped or positioned and where smart money may hunt stops or fill orders. It dynamically scans recent price swings, builds liquidity zones above and below price, and visualizes them as a heat map + histogram — highlighting areas with the greatest liquidity attraction. Orange highlights the highest-concentration liquidity (POC), making potential sweep targets obvious. 🔵 CONCEPTS Liquidity pools form above swing highs (buy stops) and below swing lows (sell stops). Market makers & large players often push price into these zones to trigger stops and capture liquidity. The indicator uses recent volatility + volume expansion to estimate where these pools exist. Horizontal heat bars show depth and intensity of probable liquidity. Profile side histogram displays buy-side vs sell-side liquidity distribution. 🔵 FEATURES Dynamic Liquidity Detection — finds potential stop-loss clusters from recent swing behavior. Dual-Side Heatmap — split liquidity view above (short stops) and below (long stops) current price. Volume-Weighted Levels — higher volatility & volume = deeper liquidity expectation. Real-Time Heat Coloring • Lime = liquidity below price (potential buy-side fuel) • Blue = liquidity above price (potential sell-side fuel) • Orange = peak liquidity (POC) Liquidity Profile Histogram — plotted at right side, layered by strength. Auto-Cleaning Engine — removes invalidated liquidity after breaks. Adjustable lookback window and bin resolution . 🔵 HOW TO USE Look for price moving toward dense liquidity zones — high probability of wick raids or sweeps. Orange POC often acts as magnet — strong target zone for smart money. Combine with SFP / BOS logic to time reversals after liquidity hunts. In trend, price repeatedly sweeps opposite-side liquidity before continuation. Use liquidity walls as bias filters — heavy liquidity above often precedes downward move, and vice-versa. Great for scalping sessions, indices, FX, BTC, ETH. 🔵 CONCLUSION The Dynamic Liquidity HeatMap Profile gives traders a tactical edge by revealing where the market’s hidden liquidity resides. It highlights where shorts and longs are positioned, identifies likely sweep zones, and marks the most attractive liquidity magnet (POC). Use it to anticipate stop hunts, avoid getting trapped, and align with smart-money flow instead of fighting it.
Pine Script® indicator
by BigBeluga
27
Volume Momentum Div - [TCMaster]📘 Description Volume + Momentum (Instant Alert) is a dynamic indicator designed to detect potential market tops and bottoms in real time by combining momentum shifts with volume spikes. Unlike traditional oscillators that confirm signals only after candle close, this tool reacts instantly, providing early alerts during live market movements. ⚙️ How It Works Momentum Calculation: Measures the short-term price acceleration using the difference between the current price and the price n periods ago. Rising momentum indicates bullish strength, while falling momentum shows bearish pressure. Volume Spike Detection: Compares current volume to its moving average. When the current volume exceeds the average by a defined multiplier, it signals strong market participation — often appearing near market reversals. Signal Logic: Top Alert (🔻): Momentum turns negative while a volume spike occurs → potential short opportunity. Bottom Alert (🔺): Momentum turns positive while a volume spike occurs → potential long opportunity. 🎯 Features Real-time alerts (calc_on_every_tick=true) — signals trigger instantly during live candles. Multiple plot styles available: Line, Histogram, or Columns. Simple yet powerful logic suitable for scalping, intraday, and swing trading. Works across all markets (forex, crypto, stocks, commodities). 💡 How to Use Look for Volume Spikes — sudden increases in volume often mark exhaustion or breakout points. Check Momentum Direction — combine with volume to confirm reversals. Entry/Exit: Buy when a green triangle (🔺) appears below the bar. Sell when a red triangle (🔻) appears above the bar. Optional Filters: For improved accuracy, combine with RSI, Stochastic, or trend filters (e.g., EMA200).
Pine Script® indicator
by TCMaster
1
Flow Control Oscillator (FCO)Flow Control Oscillator (FCO) The Flow Control Oscillator (FCO) is a momentum-based indicator that combines volume analysis and money flow to determine who is in control of the market—buyers or sellers—and how strong that control is. Unlike pure price-based oscillators, FCO integrates both price action and volume distribution to provide a more complete picture of market dynamics. How It Works Core Components: Money Flow Index (MFI) - Scaled to -1 to +1 range Measures the flow of money into and out of an asset Identifies buying and selling pressure based on price and volume Chaikin Money Flow (CMF) - Already in -1 to +1 range Measures the accumulation/distribution of volume Shows whether volume is accumulating (buying) or distributing (selling) Combined Flow Control Line (FCO Line) - Equal-weighted composite of MFI and CMF Smoothed with SMA (default: 3 periods) Values above 0 = Buyers in control Values below 0 = Sellers in control Signal Line - WMA of the FCO line (default: 6 periods) Used for timing entries and confirming momentum shifts Momentum Histogram- Shows the rate of change in buyer/seller control Weighted by ADX (Average Directional Index) when enabled Larger bars = stronger momentum ADX weighting filters out choppy, unreliable signals Key Zones Neutral Zone (-0.3 to +0.3): Balanced market, low conviction Healthy Trend Zone (±0.3 to ±0.7): Clear control without exhaustion Warning Zone (±0.7 to ±1.0): Extended, approaching exhaustion Extreme Zone (beyond ±1.0): Overbought/oversold, reversal likely What To Look For Reversal Setups: FCO in extreme zone (beyond ±1.0) FCO crosses Signal line in opposite direction Momentum histogram shrinking (weakening pressure) Interpretation: Buyers or sellers are exhausted and losing control Trend Strength Setups: FCO crosses zero line (control shift) Momentum histogram growing in the same direction ADX confirms strong trend (no orange background) Signal line moving in same direction as FCO Interpretation: New control being established with building momentum Divergences: Price makes new high/low but FCO doesn't confirm Indicates weakening momentum despite price movement Early warning of potential reversal Choppy Market Warning: Orange background (ADX < 20) Small momentum bars regardless of FCO position Interpretation: Weak trend, avoid trading or use tight stops Best Practices: Use with context: Combine with support/resistance levels (like VWAP) for confluence Multi-timeframe confirmation: Check higher timeframe FCO for overall bias Wait for confirmation: Let signals develop rather than predicting turns Respect extreme zones: Best reversal opportunities occur when FCO is beyond ±1.0 Filter with ADX: Pay attention to background coloring—avoid choppy conditions The indicator includes comprehensive alert conditions for: Reversal setups (extreme + cross + weakening momentum) Trend strength signals (zero cross + growing momentum + strong ADX) FCO/Signal crossovers Extreme overbought/oversold conditions Control shifts (buyers/sellers taking control)
Pine Script® indicator
by WalrusQuant
1
Multi-Anchor VWAP | Trade Symmetry🧩 Multi-Anchor VWAP Description: Dynamic VWAP anchored to Session, Week, Month, Quarter, and Year — all in one view. Full Description: This indicator plots multiple VWAPs (Volume-Weighted Average Prices) simultaneously — each anchored to a different time period: Session, Week, Month, Quarter, and Year. 💡 Ideal for traders who track institutional mean reversion and liquidity zones across multiple timeframes. Features ✅ Session, Weekly, Monthly, Quarterly, and Yearly Anchored VWAPs ✅ Independent color and visibility controls for each anchor ✅ Adjustable label position and size ✅ Option to hide VWAPs on Daily or higher charts ✅ Clean and efficient performance This tool helps you visualize volume-weighted mean levels where price often reacts — offering a clear map of bias and equilibrium across all major time horizons.
Pine Script® indicator
by TradeSymmetry
Sesiones Globales 🌍 Londres / Wall Street / Tokio / SydneyA clean visualization of the four main trading sessions — all shown in Argentina time (UTC−3) for easier global market tracking. 🕒 Sessions covered: London 🇬🇧 — 05:00 to 13:30 Wall Street 🇺🇸 — 11:30 to 18:00 Tokyo 🇯🇵 — 21:00 to 03:00 Sydney 🇦🇺 — 20:00 to 02:00 ✨ Features: Soft background colors for each market session (non-intrusive and chart-friendly) “OPEN” and “CLOSE” labels in matching session colors Correct weekend handling — Tokyo and Sydney extend into early Saturday mornings (no false sessions shown) Works on any asset — BTC, SP500, FX, or indices Designed for dark charts and visual clarity 🎯 Why use it: See where global liquidity overlaps, detect volatility zones, and plan your trades around real session activity — especially helpful for BTC and SP500 traders following institutional flow. 💡 Tip: All times are set to Argentina (UTC−3) by default. Adjust manually if you prefer another timezone.
Pine Script® indicator
by ktrimboli94
Directional Volume Cloud MTFThe Directional Volume Cloud MTF transforms raw volume into a visually intuitive cloud histogram that highlights directional bias and exhaustion zones. 🔍 Core Logic - Volume bias is calculated using candle direction (bullish/bearish) and smoothed via EMA. - Bias strength is normalized against average volume to produce a ratio from -1 to +1. - Color and opacity dynamically reflect bias direction and strength — pale clouds indicate weak volume, while vivid clouds signal strong conviction. Features - Customizable bullish/bearish colors - Dynamic opacity based on volume strength - Declining volume signals for potential reversals - Multi-timeframe bias overlay (e.g., daily bias on intraday chart) 📈 Use Cases - Spot volume exhaustion before reversals - Confirm breakout strength with bias intensity - Compare short-term vs long-term volume pressure Whether you're scalping intraday moves or validating swing setups, this cloud-based volume heatmap offers a clean, modular way to visualize market conviction.
Pine Script® indicator
by Sjswoop
Time & Sales , Volume Delta and CVD, Volume imbalance , Tick This Pine Script (version 6) creates a comprehensive TradingView indicator combining Time & Sales (Tape) with Volume Delta, Order Flow Pressure Indicator (OFPI), Volume Imbalance detection, Volume Delta (VD) histogram, Cumulative Volume Delta (CVD), TICK.US histogram, and a summary gauge table. It overlays on the chart with customizable tables, boxes, lines, and labels for real-time trade analysis, momentum, imbalances, and volume metrics. Key Features and Components: Time & Sales Table: A dynamic table showing recent trades (up to user-defined rows). Columns include Time, Side (▲/▼), Last Price, Volume (or Price-Weighted Volume). Trades below a volume threshold are hidden. Includes a buy/sell scale bar with percentages. Supports timeframe-based or live tick data fetching. OFPI with Gauge: Calculates net aggressive volume pressure using bar body position, smoothed with T3 moving average. Displays a centered gauge bar (e.g., "░░░|███░░") indicating bullish/bearish momentum or shifts. Volume Imbalance (VI): Detects bullish/bearish gaps between bars. Draws semi-transparent boxes with labels (e.g., "5 tks (vi)") for imbalances or gaps. Limits display to a max number, removes filled ones, and uses magnets (🧲) for gaps. Volume Delta (VD): Approximates buy/sell delta via intrabar pressure or polarity. Displays as unipolar/bipolar histogram, optionally overlapping with regular volume or TICK.US. Shows numerical values (green/red/orange for divergences) and price/VD divergences. Cumulative Volume Delta (CVD): Cumulates VD, reset on anchor timeframe (e.g., daily). Displays as line, area, baseline, or candles. Includes optional EMA smoothing and background fills. Detects divergences with price. TICK.US Histogram: Overlays US Tick index (from symbol "TICK.US") as positive/negative bars during US market hours (9:30-16:00 ET, Mon-Fri). Replaces regular volume in some modes. Gauge Summary Table: Bottom-left table with momentum text, OFPI gauge, CVD value, current Tick, and last bar's volume breakdown (total/buy/sell/delta). Customization Options: General: Timezone, date format, table position/size, colors (gradients for up/down), calculation mode (timeframe/live tick), volume type (volume/price-volume), thresholds, lengths (e.g., lookback, smoothing). Display: Heights/offsets for histograms, line widths/styles, transparencies, label sizes/alignments, divergences, MA on volume, CVD smoothing/background. Technical: Lower timeframe precision (auto or custom), anchor for CVD reset, max VIs to show. Other: Toggles for VI, TICK.US, numerical values, divergences. Credit // FuturesCall @ fcalgobot.com //Time & Sales (Tape) // CVD base on Luxalgo CVD indicator // Momentum Gauge by DskyzInvestments // volume imbalance by ...
Pine Script® indicator
by FC_ALGO
2
SPX 0dte Options TableSPX 0DTE Options Table Indicator 📊 Version: Pine Script v6 Description: A real-time table overlay for 0DTE SPX options, showing strikes, prices, and volumes for calls/puts. Perfect for intraday traders spotting high-volume opportunities! Perfect for fast look up for options premium ( Real time data required $2/month) Key Features Dynamic Table: Displays current SPX price, call/put strikes (e.g., 5700C/5600P), last prices, and volumes in a clean overlay. Custom Strikes: 1-15 per side (default: 8), with increments of 5+ (default: 10). Strikes rounded to multiples of 10. Strike Offset: Fixed (default: 0) or dynamic based on remaining trading hours (US session: 9:30 AM-4:00 PM ET, e.g., 6+ hours = ±40). SPX Handling: Fixed value (default: 6850) or dynamic from open (default: 60-min timeframe). Data Fetch: OPRA tickers on last bar; customizable timeframe (default: 1-min). Volume Alerts: Trigger on > threshold (default: 600) if price ≥$1. JSON alerts with ET timestamp. Customization: Table position, colors, text size (tiny/small/normal/large). Optimizations: Array-based; weekend-aware; real-time focus. Limitations: Needs OPRA data access; no historicals; use fixed SPX to avoid open-update errors.
Pine Script® indicator
by FC_ALGO
ADX Color Change by BehemothI find this tool to be the most valuable and accurate entry point indicator along with moving averages and the VWAP. ADX Color Indicator - Controls & Intraday Trading Benefits Indicator Controls: 1. ADX Length (default: 14) - Controls the calculation period for ADX - Lower values (7-10) = more sensitive, faster signals (better for scalping) - Higher values (14-20) = smoother, fewer false signals (better for swing trades) - *Intraday tip:* Try 10-14 for most intraday timeframes 2. Show Threshold Levels (default: On) - Displays the 20 and 25 horizontal lines - Helps you quickly identify when ADX crosses key strength levels 3. Use Custom Timeframe (default: Off) - Allows viewing higher timeframe ADX on lower timeframe charts - *Example:* Trade on 5-min chart but see 15-min or 1-hour ADX 4. Custom Timeframe - Select any timeframe: 1m, 5m, 15m, 30m, 1H, 4H, D, etc. - *Intraday tip:* Use 15m or 1H ADX on 5m charts for better trend context 5. Show +DI and -DI (default: Off) - Shows directional movement indicators - Green line (+DI) > Red line (-DI) = bullish trend - Red line (-DI) > Green line (+DI) = bearish trend 6. Show Background Zon es (default: Off) - Visual background colors for quick trend strength identification - Green = strong trend (ADX > 25) - Yellow = moderate trend (ADX 20-25) Intraday Trading Benefits: 1. Avoid Choppy Markets - When ADX < 20 (no background color), market is ranging - Reduces false breakout trades and whipsaws - Save time and capital by stepping aside during low-quality setups 2. Identify High-Probability Trend Trades - **Green line + Green zone** = strong trend building, look for pullback entries - Yellow line crossing above 20 = early trend formation signal - Catch trends early when ADX starts rising from below 20 3. Multi-Timeframe Analysis - Use custom timeframe to align with higher timeframe trends - *Example:* If 1H ADX shows green (strong trend), take breakout trades on 5m chart in same direction - Increases win rate by trading with the bigger picture 4. Exit Signals - When ADX turns red (falling), trend is weakening - Consider tightening stops or taking profits - Avoid entering new positions when ADX is declining 5. Quick Visual Confirmation - Color coding eliminates need to analyze numbers - Instant recognition: Green = go, Yellow = caution, Red = trend dying - Faster decision-making during fast market moves 6. Scalping Strategy - Set ADX length to 7-10 for sensitive signals - Only scalp when ADX is rising (blue, yellow, or green) - Exit when ADX turns red 7. Breakout Confirmation - Wait for ADX to rise above 20 after a breakout - Filters false breakouts in ranging markets - Yellow or green color confirms momentum behind the move Optimal Intraday Settings: - Day Trading (5-15 min charts):** ADX Length = 10-14 - Scalping (1-5 min charts):** ADX Length = 7-10, watch custom 15m timeframe - Swing Intraday (30min-1H charts):** ADX Length = 14-20 Simple Trading Rules: ✅ Trade: ADX rising + above 20 (yellow or green) ⚠️ Caution: ADX flat or just crossed 20 ❌ Avoid:*ADX falling (red) or below 20 The key advantage is staying out of low-quality, choppy price action which is where most intraday traders lose money!
Pine Script® indicator
by humidhaney
Intra Bar Volume ProfileThis indicator provides a high-resolution volume profile analysis for every single bar on the chart. It builds this profile by sampling data from a lower intra-bar timeframe, allowing for a granular view of price distribution and buying/selling pressure within the bar. Key Features: Intra-Bar Profile Engine: For each bar on the main chart, the indicator builds a complete volume profile on a lower 'Intra-Bar Timeframe'. It uses: Statistical Models ('Allot model'): Distributes volume across price levels using 'PDF' (Probability Density Function) or 'Classic' (close) methods. Buy/Sell Classifiers ('Volume Estimator'): Splits volume using a 'Dynamic' (trend/wick-based) or 'Classic' (candle color) model. On-Chart Visualization (Overlay): The analysis is rendered directly onto the price bars: Point of Control (POC): A line showing the price level with the most volume for that bar. Value Area (VA): A colored box representing the price range where the specified percentage (e..g., 50%) of volume was traded. VWAP: Displays the volume-weighted average price (VWAP) for the bar as a separate line. Integrated Alerts: Includes 8 alerts that trigger when the main price crosses over or under the key intra-bar levels: POC, VWAP, and the Value Area High/Low. Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed. DISCLAIMM For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Pine Script® indicator
by AustrianTradingMachine
Market Structure Volume ProfileThis indicator visualizes volume profiles that are dynamically anchored to market structure events, rather than fixed time intervals. It builds these profiles using high-resolution intra-bar data to provide a precise view of where value is established during critical market phases. Key Features: Event-Based Profile Anchoring: The indicator starts a new profile based on one of three user-selected events ('Profile Anchor'): Swing: A new profile begins when the 'impulse baseline' (derived from intra-bar delta) changes. This baseline adjusts when a new price pivot is confirmed: When a price high forms, the baseline moves to the lower of its previous level or the peak delta (max of delta O/C) at the pivot. When a price low forms, it moves to the higher of its previous level or the trough delta (min of delta O/C) at the pivot. Structure: A new profile begins immediately on the bar that confirms a market structure break (e.g., a new HH or LL, based on a sequence of price pivots). Delta: A new profile begins immediately on the bar that confirms a break in the cumulative delta's market structure (e.g., a new HH or LL in the delta). Both 'Swing' and 'Delta' anchors are derived from the same continuous (non-resetting) Cumulative Volume Profile Delta (CVPD), which is built from the intra-bar statistical analysis. Statistical Profile Engine: For each bar in the anchored period, the indicator builds a volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses advanced statistical models: Allocation ('Allot model'): 'PDF' (Probability Density Function) distributes volume proportionally across the bar's range based on an assumed statistical model (e.g., T4-Skew). 'Classic' assigns all volume to the close. Buy/Sell Split ('Volume Estimator'): 'Dynamic' applies a model that analyzes candle wicks and recent trend to estimate buy/sell pressure. 'Classic' classifies all volume based on the candle color. Visualization & Lag: The indicator plots the final profile (as a polygon) and the developing statistical lines (POC, VA, VWAP, StdDev). Note on Lag: All anchor events require Pivot Right Bars for confirmation. In 'Structure' and 'Delta' mode, the developing lines (POC, VA, etc.) are plotted using a non-repainting method (showing the value from pivRi bars ago). In 'Swing' mode, the profile is plotted retroactively, starting from the bar where the pivot occurred. The developing lines are also plotted with this full pivRi lag to align with the past data. Flexible Display Modes: The finalized profile can be displayed in three ways: 'Up/Down' (buy vs. sell), 'Total' (combined volume), and 'Delta' (net difference). Dynamic Row Sizing: Includes an option ('Rows per Percent') to automatically adjust the number of profile rows (buckets) based on the profile's price range. Integrated Alerts: Includes 13 alerts that trigger for: A new profile reset ('Profile was resetted'). Price crossing any of the 6 developing levels (POC, VA High/Low, VWAP, StdDev High/Low). Alert Lag Assumption: In 'Swing' mode, alerts are delayed to match the retroactively plotted lines. In 'Structure' and 'Delta' modes, alerts fire in real-time based on the current price crossing the current (repainting) value of the metric, which may differ from the non-repainting plotted line. Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This includes the values used for real-time alerts in 'Structure' and 'Delta' modes. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Pine Script® indicator
by AustrianTradingMachine
4
Periodic Volume ProfileThis indicator visualizes volume profiles that are dynamically anchored to market structure events, rather than fixed time intervals. It builds these profiles using high-resolution intra-bar data to provide a precise view of where value is established during critical market phases. Key Features: Event-Based Profile Anchoring: The indicator starts a new profile based on one of three user-selected events ('Profile Anchor'): Swing: A new profile begins when the 'impulse baseline' (derived from delta) changes. This baseline adjusts when a new price pivot is confirmed: When a price high forms, the baseline moves to the lower of its previous level or the peak delta (max of delta O/C) at the pivot. When a price low forms, it moves to the higher of its previous level or the trough delta (min of delta O/C). Structure: A new profile begins immediately on the bar that confirms a market structure break (e.g., a new HH or LL, based on a sequence of price pivots). Delta: A new profile begins immediately on the bar that confirms a break in the cumulative delta's market structure (e.g., a new HH or LL in the delta). Statistical Profile Engine: For each bar in the anchored period, the indicator builds a volume profile on a lower 'Intra-Bar Timeframe'. It uses: Statistical Models ('Allot model'): Distributes volume across price levels using 'PDF' (Probability Density Function) or 'Classic' (close) methods. Buy/Sell Classifiers ('Volume Estimator'): Splits volume using a 'Dynamic' (trend/wick-based) or 'Classic' (candle color) model. Note on Anchor Lag: The different anchor types have different delays. 'Structure' and 'Delta' profiles begin in real-time on the confirmation bar. The 'Swing' profile calculation is plotted retroactively to the pivot's origin, as the pivot is only confirmed Pivot Right Bars after it occurs. Flexible Visualization Modes: The finalized profile (plotted at the end of each period) can be displayed in three ways: 'Up/Down' (buy vs. sell), 'Total' (combined volume), and 'Delta' (net difference). Developing Real-Time Metrics: The indicator plots the developing Point of Control (POC), Value Area (VA), VWAP, and Standard Deviation bands in real-time as the new profile forms. Dynamic Row Sizing: Includes an option ('Rows per Percent') to automatically adjust the number of profile rows (buckets) based on the profile's price range, maintaining a consistent visual density. Integrated Alerts: Includes 13 alerts that trigger for: A new profile reset ('Profile was resetted'). Price crossing any of the 6 developing levels (POC, VA High/Low, VWAP, StdDev High/Low). Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Pine Script® indicator
by AustrianTradingMachine