VWAP Reversion (Sequential Stats + Profit/Loss Points)First time posting. This is my attempt to evaluate the effectiveness of VWAP reversion. I decided to make this an indicator with its own integrated stats.
If you set the session length to lets say 100, but choose a 1 minute timeframe, it will only load as many sessions as the chart will allow for that timeframe. increasing the timeframe will allow you to go back further with more sessions.
I plan to implement more and more as I refine it. I just wanted to get my working copy out into the universe. I'd like to add some method of "scaling in". Perhaps if the price goes further and further away from the original entry, say for each additional std. deviation band further, it could add another entry signal.
My trading journey is just beginning, I've never coded before, and this was made entirely through the fusion of my attempt to communicate the ideas in my head for ChatGPT to turn into code!
Volume
Delta Money Flow IndexThe Delta Money Flow Index is a modified version of the traditional Money Flow Index that uses directional volume instead of total volume to measure buying and selling pressure in a different way.
It helps traders identify overbought/oversold conditions based on actual buy/sell pressure rather than just total volume. It's designed for traders who want to see if price movements are backed by genuine buying or selling activity.
How to use it:
- Values above 80 indicate overbought conditions
- Values below 20 indicate oversold conditions
- The 50 level acts as a neutral zone. Above suggests buyers are in control, below suggests sellers are in control.
- Traders can check for divergences for potential reversal signals
- Works best on intraday timeframes where delta volume is most meaningful
What makes it different:
Unlike the standard MFI which uses total volume, the Delta MFI calculates an approximation of volume delta by assigning positive volume to up-closing candles and negative volume to down-closing candles.
This means:
- It focuses on directional pressure, not just activity
- Filters out low-conviction volume that doesn't move price
- Provides clearer signals when actual buying/selling dominates
The indicator includes visual aids like background colors for overbought/oversold and a fill showing whether the Delta MFI is above or below the 50 midpoint for quick interpretation.
Rolling VWAP Indicator🧭 Rolling VWAP Indicator
Overview
The Rolling VWAP Signals indicator offers a clean, real-time view of price behavior relative to its volume-weighted fair value.
It extends the traditional VWAP concept by introducing a Rolling VWAP that continuously adapts over a dynamic window of recent bars, allowing traders to visualize evolving equilibrium zones without being limited to daily or session resets.
Additionally, it includes a Multi-Timeframe (MTF) Trend Bias Filter — designed not to recalculate VWAP across timeframes, but to confirm directional alignment with higher-timeframe momentum. This ensures that short-term signals are traded only when the broader bias agrees, reducing false reversals and improving signal quality.
VWAP vs Rolling VWAP
The Volume-Weighted Average Price (VWAP) is one of the most widely used institutional benchmarks.
It represents the average traded price weighted by volume — effectively the market’s “fair value.”
However, standard VWAP resets each day or session, losing continuity across time and ignoring cumulative order flow beyond that session.
The Rolling VWAP used here continuously recalculates over a moving window of the most recent bars:
• It adapts naturally to 24×7 markets such as crypto and indices.
• It reflects the current consensus of price and volume rather than starting from zero each morning.
• It acts as a dynamic fair-value magnet, showing when price deviates too far from equilibrium.
In short:
• Standard VWAP → resets daily, suited for intraday benchmarks.
• Rolling VWAP → continuous measure of short-term market balance and sentiment.
How It Works
1. Rolling VWAP Calculation
Uses the last N bars (auto-adjusted by timeframe: e.g., 288 for 5-min, 96 for 15-min, 24 for 1-hour) to compute the continuously weighted mean price:
RVWAP = \frac{\sum(Price \times Volume)}{\sum(Volume)}
2. VWAP Bands
Three deviation envelopes are plotted above and below RVWAP at user-defined percentages — visual zones of overbought/oversold or expansion/compression.
3. Signal Logic
• Buy Signal: price closes above the Rolling VWAP after being below (bullish reclaim).
• Sell Signal: price closes below the Rolling VWAP after being above (bearish rejection).
• Cooldown Period: blocks repeated signals within a set bar interval to avoid whipsaws.
4. MTF Trend Bias
• Pulls higher-timeframe trend direction (e.g., from 1-hour while trading 5-min).
• Signals are confirmed only when short-term cross aligns with higher-timeframe bias.
• This filter does not modify or recalculate the VWAP — it purely acts as a directional validator.
5. Session Filter
Restrict signal generation to defined trading hours and timezone (e.g., 09:30–13:00 NY). Its for US market positional traders.
6. Dashboard Panel
Displays system states: data sufficiency, session activity, VWAP bias, cooldown status, and Buy/Sell signal triggers.
Why It’s Useful
• Provides a real-time adaptive fair-value anchor instead of static daily VWAP.
• Highlights both trend continuation and mean-reversion zones.
• Integrates MTF bias confirmation to trade only in line with higher-timeframe flow.
• Eliminates clutter — no oscillators or complex models, just price vs volume behavior.
How to Use
1. Apply on any timeframe (5M–4H).
2. Observe Buy (green) and Sell (red) signals relative to the blue Rolling VWAP line.
3. Enable MTF Trend Bias to confirm signals with higher-timeframe direction.
4. Use deviation bands for identifying overextended conditions or pullback opportunities.
5. Monitor the dashboard for live system feedback.
Customization
• Auto or manual Rolling VWAP window.
• Adjustable band multipliers.
• MTF bias confirmation toggle.
• Session and timezone settings.
• Dashboard size and placement.
Conceptual Takeaway
The Rolling VWAP Simple Signals indicator combines the strength of volume-weighted mean reversion with higher-timeframe directional filtering, producing clear, context-aware entries and exits.
It answers two critical trader questions:
“Where is the real, volume-based fair value right now?”
“Does my signal align with the larger trend?”
⚠️ Disclaimer
This indicator is designed s olely for educational and analytical purposes . It does not constitute financial advice, investment recommendation, or trading signal service. Trading involves substantial risk and may not be suitable for all investors. Always perform your own analysis and use proper risk management before taking any trade. The author assumes no liability for financial losses resulting from the use or interpretation of this tool.
Smart Flow Tracker [The_lurker]
Smart Flow Tracker (SFT): Advanced Order Flow Tracking Indicator
Overview
Smart Flow Tracker (SFT) is an advanced indicator designed for real-time tracking and analysis of order flows. It focuses on detecting institutional patterns, massive orders, and potential reversals through analysis of lower timeframes (Lower Timeframe) or live ticks. It provides deep insights into market behavior using a multi-layered intelligent detection system and a clear visual interface, giving traders a competitive edge.
SFT focuses on trade volumes, directions, and frequencies to uncover unusual activity that may indicate institutional intervention, massive orders, or manipulation attempts (traps).
Indicator Operation Levels
SFT operates on three main levels:
1. Microscopic Monitoring: Tracks every trade at precise timeframes (down to one second), providing visibility not available in standard timeframes.
2. Advanced Statistical Analysis: Calculates averages, deviations, patterns, and anomalies using precise mathematical algorithms.
3. Behavioral Artificial Intelligence: Recognizes behavioral patterns such as hidden institutional accumulation, manipulation attempts and traps, and potential reversal points.
Key Features
SFT features a set of advanced functions to enhance the trader's experience:
1. Intelligent Order Classification System: Classifies orders into six categories based on size and pattern:
- Standard: Normal orders with typical size.
- Significant 💎: Orders larger than average by 1.5 times.
- Major 🔥: Orders larger than average by 2.5 times.
- Massive 🐋: Orders larger than average by 3 times.
- Institutional 🏛️: Consistent patterns indicating institutional activity.
- Reversal 🔄: Large orders indicating direction change.
- Trap ⚠️: Patterns that may be price traps.
2. Institutional Patterns Detection: Tracks sequences of similar-sized orders, detects organized institutional activity, and is customizable (number of trades, variance ratio).
3. Reversals Detection: Compares recent flows with previous ones, detects direction shifts from up to down or vice versa, and operates only on large orders (Major/Massive/Institutional).
4. Traps Detection: Identifies sequences of large orders in one direction, followed by an institutional order in the opposite direction, with early alerts for false moves.
5. Flow Delta Bar: Displays the difference between buy and sell volumes as a percentage for balance, with instant updates per trade.
6. Dynamic Statistics Panel: Displays overall buy and sell ratios with real-time updates and interactive colors.
How It Works and Understanding
SFT relies on logical sequential stages for data processing:
A. Data Collection: Uses the `request.security_lower_tf()` function to extract data from a lower timeframe (like 1S) even on a higher timeframe (like 5D). For each time unit, it calculates:
- Adjusted Volume: Either normal volume or "price-weighted volume" (hlc3 * volume) based on user choice.
- Trade Direction: Compared to previous close (rise → buy, fall → sell).
B. Building Temporary Memory: Maintains a dynamic list (sizeHistory) of the last 100 trade sizes, continuously calculating the moving average (meanSize).
C. Intelligent Classification: Compares each new trade to the average:
- > 1.5 × average → Significant.
- > 2.5 × average → Major.
- > 3.0 × average → Massive.
- Institutional Patterns Check: A certain number of trades (e.g., 5) with a specified variance ratio (±5%) → Institutional.
D. Advanced Detection:
- Reversal: Compares buy/sell totals in two consecutive periods.
- Trap: Sequence of large trades in one direction followed by an opposite institutional trade.
E. Display and Alerts: Results displayed in an automatically updated table, with option to enable alerts for notable events.
Settings (Fully Customizable)
SFT offers extensive options to adapt to the trader's needs:
A. Display Settings:
- Language: English / Arabic.
- Table Position: 9 options (e.g., Top Right, Middle Right, Bottom Left).
- Display Size: Tiny / Small / Normal / Large.
- Max Rows: 10–100.
- Enable Flow Delta Bar: Yes / No.
- Enable Statistics Panel: Yes / No (displays buy/sell % ratio).
B.- Technical Settings:
- Data Source: Lower Timeframe / Live Tick (simulation).
- Timeframe: Optional (e.g., 1S, 5S, 1).
- Calculation Type: Volume / Price Volume.
C. Intelligent Detection System:
- Enable Institutional Patterns Detection.
- Pattern Length: 3–20 trades.
- Allowed Variance Ratio: 1%–20%.
- Massive Orders Detection Factor: 2.0–10.0.
D. Classification Criteria:
- Significant Orders Factor: 1.2–3.0.
- Major Orders Factor: 2.0–5.0.
E. **Advanced Detection**:
- Enable Reversals Detection (with review period).
- Enable Traps Detection (with minimum sequence limit).
F. Alerts System:
- Enable for each type: Massive orders, institutional patterns, reversals, traps, severe imbalance (60%–90%).
G. Color System: Manual customization for each category:
- Standard Buy 🟢: Dark gray green.
- Standard Sell 🔴: Dark gray red.
- Significant Buy 🟢: Medium green.
- Significant Sell 🔴: Medium red.
- Major Orders 🟣: Purple.
- Massive Orders 🟠: Orange.
- Institutional 🟦: Sky blue.
- Reversal 🔵: Blue.
- Trap 🟣: Pink-purple.
Target Audiences
SFT benefits a wide range of traders and investors:
1. Scalpers: Instant detection of large orders, liquidity points identification, avoiding traps in critical moments.
2. Day Traders: Tracking smart money footprint, determining real session direction, early reversals detection.
3. Swing Traders: Confirming trend strength, detecting institutional accumulation/distribution, identifying optimal entry points.
4. Investors: Understanding true market sentiments, avoiding entry at false peaks, identifying real value zones.
⚠️ Disclaimer:
This indicator is for educational and analytical purposes only. It does not constitute financial, investment, or trading advice. Use it in conjunction with your own strategy and risk management. Neither TradingView nor the developer is liable for any financial decisions or losses.
Smart Flow Tracker (SFT): مؤشر متقدم لتتبع تدفقات الأوامر
نظرة عامة
Smart Flow Tracker (SFT) مؤشر متقدم مصمم لتتبع وتحليل تدفقات الأوامر في الوقت الفعلي. يركز على كشف الأنماط المؤسسية، الأوامر الضخمة، والانعكاسات المحتملة من خلال تحليل الأطر الزمنية الأقل (Lower Timeframe) أو التيك الحي. يوفر رؤية عميقة لسلوك السوق باستخدام نظام كشف ذكي متعدد الطبقات وواجهة مرئية واضحة، مما يمنح المتداولين ميزة تنافسية.
يركز SFT على حجم الصفقات، اتجاهها، وتكرارها لكشف النشاط غير العادي الذي قد يشير إلى تدخل مؤسسات، أوامر ضخمة، أو محاولات تلاعب (فخاخ).
مستويات عمل المؤشر
يعمل SFT على ثلاثة مستويات رئيسية:
1. المراقبة المجهرية: يتتبع كل صفقة على مستوى الأطر الزمنية الدقيقة (حتى الثانية الواحدة)، مما يوفر رؤية غير متوفرة في الأطر الزمنية العادية.
2. التحليل الإحصائي المتقدم: يحسب المتوسطات، الانحرافات، الأنماط، والشذوذات باستخدام خوارزميات رياضية دقيقة.
3. الذكاء الاصطناعي السلوكي: يتعرف على أنماط سلوكية مثل التراكم المؤسسي المخفي، محاولات التلاعب والفخاخ، ونقاط الانعكاس المحتملة.
الميزات الرئيسية
يتميز SFT بمجموعة من الوظائف المتقدمة لتحسين تجربة المتداول:
1. نظام تصنيف الأوامر الذكي: يصنف الأوامر إلى ست فئات بناءً على الحجم والنمط:
- Standard (قياسي)**: أوامر عادية بحجم طبيعي.
- Significant 💎 (مهم)**: أوامر أكبر من المتوسط بـ1.5 ضعف.
- Major 🔥 (كبير)**: أوامر أكبر من المتوسط بـ2.5 ضعف.
- Massive 🐋 (ضخم)**: أوامر أكبر من المتوسط بـ3 أضعاف.
- Institutional 🏛️ (مؤسسي)**: أنماط متسقة تشير إلى نشاط مؤسسي.
- Reversal 🔄 (انعكاس)**: أوامر كبيرة تشير إلى تغيير اتجاه.
- Trap ⚠️ (فخ)**: أنماط قد تكون فخاخًا سعرية.
2. كشف الأنماط المؤسسية: يتتبع تسلسل الأوامر المتشابهة في الحجم، يكشف النشاط المؤسسي المنظم، وقابل للتخصيص (عدد الصفقات، نسبة التباين).
3. كشف الانعكاسات: يقارن التدفقات الأخيرة بالسابقة، يكشف تحول الاتجاه من صعود إلى هبوط أو العكس، ويعمل فقط على الأوامر الكبيرة (Major/Massive/Institutional).
4. كشف الفخاخ: يحدد تسلسل أوامر كبيرة في اتجاه واحد، يليها أمر مؤسسي في الاتجاه المعاكس، مع تنبيه مبكر للحركات الكاذبة.
5. شريط دلتا التدفق: يعرض الفرق بين حجم الشراء والبيع كنسبة مئوية للتوازن، مع تحديث فوري لكل صفقة.
6. لوحة إحصائيات ديناميكية: تعرض نسبة الشراء والبيع الإجمالية مع تحديث لحظي وألوان تفاعلية.
طريقة العمل والفهم
يعتمد SFT على مراحل منطقية متسلسلة لمعالجة البيانات:
أ. جمع البيانات: يستخدم دالة `request.security_lower_tf()` لاستخراج بيانات من إطار زمني أدنى (مثل 1S) حتى على إطار زمني أعلى (مثل 5D). لكل وحدة زمنية، يحسب:
- الحجم المعدّل: إما الحجم العادي (volume) أو "الحجم المرجّح بالسعر" (hlc3 * volume) حسب الاختيار.
- اتجاه الصفقة: مقارنة الإغلاق الحالي بالسابق (ارتفاع → شراء، انخفاض → بيع).
ب. بناء الذاكرة المؤقتة: يحتفظ بقائمة ديناميكية (sizeHistory) لآخر 100 حجم صفقة، ويحسب المتوسط المتحرك (meanSize) باستمرار.
ج. التصنيف الذكي: يقارن كل صفقة جديدة بالمتوسط:
- > 1.5 × المتوسط → Significant.
- > 2.5 × المتوسط → Major.
- > 3.0 × المتوسط → Massive.
- فحص الأنماط المؤسسية: عدد معين من الصفقات (مثل 5) بنسبة تباين محددة (±5%) → Institutional.
د. الكشف المتقدم:
- الانعكاس: مقارنة مجموع الشراء/البيع في فترتين متتاليتين.
- الفخ: تسلسل صفقات كبيرة في اتجاه واحد يتبعها صفقة مؤسسية معاكسة.
هـ. العرض والتنبيه: عرض النتائج في جدول محدّث تلقائيًا، مع إمكانية تفعيل تنبيهات للأحداث المميزة.
لإعدادات (قابلة للتخصيص بالكامل)
يوفر SFT خيارات واسعة للتكييف مع احتياجات المتداول:
أ. إعدادات العرض:
- اللغة: English / العربية.
- موقع الجدول: 9 خيارات (مثل Top Right, Middle Right, Bottom Left).
- حجم العرض: Tiny / Small / Normal / Large.
- الحد الأقصى للصفوف: 10–100.
- تفعيل شريط دلتا التدفق: نعم / لا.
- تفعيل لوحة الإحصائيات: نعم / لا (تعرض نسبة الشراء/البيع %).
ب. الإعدادات التقنية:
- مصدر البيانات: Lower Timeframe / Live Tick (محاكاة).
- الإطار الزمني: اختياري (مثل 1S, 5S, 1).
- نوع الحساب: Volume / Price Volume.
ج. نظام الكشف الذكي:
- تفعيل كشف الأنماط المؤسسية.
- طول النمط: 3–20 صفقة.
- نسبة التباين: 1%–20%.
- عامل كشف الأوامر الضخمة: 2.0–10.0.
د. معايير التصنيف:
- عامل الأوامر المهمة: 1.2–3.0.
- عامل الأوامر الكبرى: 2.0–5.0.
هـ. الكشف المتقدم:
- تفعيل كشف الانعكاسات (مع فترة مراجعة).
- تفعيل كشف الفخاخ (مع حد أدنى للتسلسل).
و. نظام التنبيهات:
- تفعيل لكل نوع: أوامر ضخمة، أنماط مؤسسية، انعكاسات، فخاخ، عدم توازن شديد (60%–90%).
ز. نظام الألوان**: تخصيص يدوي لكل فئة:
- شراء قياسي 🟢: أخضر رمادي داكن.
- بيع قياسي 🔴: أحمر رمادي داكن.
- شراء مهم 🟢: أخضر متوسط.
- بيع مهم 🔴: أحمر متوسط.
- أوامر كبرى 🟣: بنفسجي.
- أوامر ضخمة 🟠: برتقالي.
- مؤسسي 🟦: أزرق سماوي.
- انعكاس 🔵: أزرق.
- فخ 🟣: وردي-أرجواني.
الفئات المستهدفة
يستفيد من SFT مجموعة واسعة من المتداولين والمستثمرين:
1. السكالبرز (Scalpers): كشف لحظي للأوامر الكبيرة، تحديد نقاط السيولة، تجنب الفخاخ في اللحظات الحرجة.
2. المتداولون اليوميون (Day Traders): تتبع بصمة الأموال الذكية، تحديد اتجاه الجلسة الحقيقي، كشف الانعكاسات المبكرة.
3. المتداولون المتأرجحون (Swing Traders): تأكيد قوة الاتجاه، كشف التراكم/التوزيع المؤسسي، تحديد نقاط الدخول المثلى.
4. المستثمرون: فهم معنويات السوق الحقيقية، تجنب الدخول في قمم كاذبة، تحديد مناطق القيمة الحقيقية.
⚠️ إخلاء مسؤولية:
هذا المؤشر لأغراض تعليمية وتحليلية فقط. لا يُمثل نصيحة مالية أو استثمارية أو تداولية. استخدمه بالتزامن مع استراتيجيتك الخاصة وإدارة المخاطر. لا يتحمل TradingView ولا المطور مسؤولية أي قرارات مالية أو خسائر.
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.
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.
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.
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.
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
7D Historical Volatility (Regimes + Stats) - ChrrizzyHere’s what that indicator does—at a glance:
### Core idea
It computes **7-day Historical Volatility (HV)** from **daily** log returns (annualized), then shows:
* the **HV line** and its **30-day average**,
* colored **volatility regimes** (Low / Normal / High / Extreme) with thresholds you set,
* a compact **status panel** (top-right, nudged left) with current stats and time-in-zone.
### Calculations
* **HV (7D)**: `stdev(log(close/close ), 7) * sqrt(365) * 100`, always from **daily data** via `request.security`, so it’s consistent on any chart timeframe.
* **Regimes** (defaults):
Low < 25% • Normal 25–50% • High 50–70% • Extreme > 70% (all editable).
* **30-day avg**: SMA of HV.
* **Time in zone (% over window)**: SMA of boolean flags (e.g., in Low=1 else 0) over `statsWin` days (default 300).
* **Rolling median HV**: 50th percentile over `statsWin`.
### What you see on the chart
* **HV line** (bold) + **30-day HV** (lighter).
* **Horizontal dashed lines** at your regime thresholds.
* **Background shading** that changes with the current regime (green/blue/orange/red).
### Panel (top-right)
Shows:
* BTC Price (daily close)
* Current HV
* 30-day Avg HV
* Median HV (over window)
* Current **Regime**
* A two-line summary: **% of time spent** in Low / Normal / High / Extreme over the chosen window.
The panel is shifted slightly left using a hidden spacer column; tweak the **“Panel right padding (chars)”** input to move it.
### Alerts (ready to use)
* **HV crossed up Low**
* **HV crossed down Low**
* **HV crossed up High**
* **HV crossed up Extreme**
### Inputs you can tune
* `HV Lookback (days)` (default 7)
* `Average HV (days)` (default 30)
* Thresholds: Low/High/Extreme
* `Stats Window (days)` (default 300)
* Panel padding, toggle table/zones on/off.
### How to use it
* **Context**: quickly see if BTC is in **compressed** (Low) or **stressed** (High/Extreme) volatility.
* **Regime cross alerts**: get notified when volatility **expands** from Low (potential breakout conditions) or pushes into High/Extreme (risk increases).
* **Stats/median**: compare today’s HV to its typical level over your lookback window.
If you want, I can add an **HV percentile rank** (e.g., “Current HV is at the 38th percentile over 300d”) or mirror the **low-vol breakout signal** from Script A into this panel.
Value TrailingValue Trailing is a variation of my "Dynamic Trailing" indicator, which had additional features including a band-system that tracks the highs and lows of the past X candles. Value Trailing, on the other hand, uses a default lookback window of 14, and a normal range of 68%, simulating a Fixed Range Volume Profile distribution of the past 14 candles, with bands at the upper and lower 68% range.
This lets the user clearly see the key levels, ignoring potential noise from varying and inconsistent highs and lows, while still allowing the user to trade this alongside basic strategies and concepts such as supply/demand and sideways trends.
This indicator comes with 2 customizable sets of "bands", as well as boxes that identify the range of the last candle that touched one side of the bands.
[Saga Trading] Volume Pro Volume Pro is an advanced volume indicator designed to detect spikes in institutional activity by analyzing volume variations relative to their moving average.
It helps identify Climax Volume zones—moments when large accumulation or distribution orders occur—in order to anticipate potential trend reversals or continuations.
This indicator is optimized for crypto, indices, forex, and futures markets, and fits seamlessly into a multi-timeframe, order-flow, and institutional behavior analysis.
✅ Built-in alerts!
For optimized settings, feel free to contact me!
5 minutes ago
Release Notes
Volume Pro is an advanced volume indicator designed to detect spikes in institutional activity by analyzing volume variations relative to their moving average.
It helps identify Climax Volume zones—moments when large accumulation or distribution orders occur—in order to anticipate potential trend reversals or continuations.
This indicator is optimized for crypto, indices, forex, and futures markets, and fits seamlessly into a multi-timeframe, order-flow, and institutional behavior analysis.
✅ Built-in alerts!
For optimized settings, feel free to contact me!
[Saga Trading] OBV Pro OBV Pro is an advanced On-Balance Volume indicator designed to detect trend strength, institutional accumulation/distribution, and hidden divergences between price and volume momentum.
It automatically adapts its smoothing type (EMA/SMA) and divergence sensitivity based on the selected timeframe (4H, 12H, 1D, 1W, 1M, 3M).
The indicator highlights bullish and bearish divergence signals, dynamic OBV zones, and includes alert conditions for real-time notifications of key momentum shifts.
Optimized for BTC and ETH but works effectively on all markets (crypto, indices, forex, and stocks).
5mn London-Newyork best entry by Profitcosmos)This indicator is engineered for scalpers and day traders who trade during the London and New York sessions — the most volatile and liquid market hours.
It automatically detects high-probability breakout structures, filters false moves using ATR-based volatility logic, and dynamically projects Entry, Stop Loss (SL), and Take Profit (TP) levels directly on the chart.
⚙️ Core Features
🧠 Smart Market Structure Detection:
Automatically identifies bullish and bearish structure shifts using swing highs/lows.
📊 ATR Volatility Filter:
Uses an adaptive ATR multiplier to confirm genuine breakouts and filter noise.
🕒 Session Filter (Optional):
Restrict signals to your chosen trading hours — ideal for London and New York overlap.
🎯 Auto Entry / SL / TP Projection:
SL: Placed below (for BUY) or above (for SELL) the two previous candle extremes.
TP: Automatically calculated at 3× the distance from Entry to SL.
Projection: Visual lines and labels extend 100 bars into the future, clearly marking your trade levels.
🔁 Alternating Signal Logic:
Prevents consecutive duplicate signals to keep the chart clean and trades logical.
📈 Visual Clarity:
Each trade setup is plotted with colored lines (Entry, SL, TP) and labels pointing left for easy visibility.
🔔 Alerts Ready:
Built-in alerts for both BUY and SELL signals to automate or notify your entries.
🪙 Why you will Love It
This tool helps identify the cleanest momentum-based entries in the 5-minute chart during high-volume hours.
It’s especially effective for XAUUSD, NAS100, and major Forex pairs, where breakout structure shifts happen fast and decisively.
🧭 Recommended Settings
Timeframe: 5 minutes
Sessions: London (3–10 AM EST) & New York (8 AM–4 PM EST)
ATR Multiplier: 1.2–1.5 (adjust for volatility)
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.
[Saga Trading] Volume Pro (EMA/SMA + Climax + Alerts) Volume Pro is an advanced volume indicator designed to detect spikes in institutional activity by analyzing volume variations relative to their moving average.
It helps identify Climax Volume zones—moments when large accumulation or distribution orders occur—in order to anticipate potential trend reversals or continuations.
This indicator is optimized for crypto, indices, forex, and futures markets, and fits seamlessly into a multi-timeframe, order-flow, and institutional behavior analysis.
✅ Built-in alerts!
For optimized settings, feel free to contact me!
EZ-TRADEZ PROEZ-TRADEZ PRO gives optimized buy/sell signals for Forex, Stocks, and Crypto. It includes stop loss and take profit levels, backtested non-repainting signals, and adjustable volatility filters
EZ-TRADEZ CRYPTOEZ-TRADEZ CRYPTO gives optimized buy/sell signals for stocks. It includes stop loss and take profit levels, backtested non-repainting signals, and adjustable volatility filters
EZ-TRADES STOCKSEZ-TRADEZ STOCKS gives optimized buy/sell signals for stocks. It includes stop loss and take profit levels, backtested non-repainting signals, and adjustable volatility filters
EZ-TRADEZ FOREX)EZ-TRADEZ FOREX gives optimized buy/sell signals for Forex. It includes stop loss and take profit levels, backtested non-repainting signals, and adjustable volatility filters
RTH VWAP with Deviation BandsRTH session VWAP calculation
3 deviation bands (customizable multipliers)
Visual customization (colors, widths, transparency)
Optional info table showing current values
Alert conditions for VWAP and band crosses
Liquidity Heatmap Concepts [sma] Overview
Liquidity Heatmap Concepts is a sophisticated visualization tool that maps potential liquidation zones for leveraged positions across multiple timeframes. It calculates and displays where high-volume liquidations might occur at various leverage levels (25x, 50x, 100x, 150x), helping traders identify potential support/resistance zones created by cascading liquidations. Additionally, it includes a quarterly volume profile to show historical price distribution and Point of Control levels.
### Volume-Based Trigger System
Lines are only drawn when volume exceeds a threshold:
1. Calculates 14-period simple moving average of volume
2. Applies configurable multiplier (default 1.2x) to determine significance
3. Only plots liquidation levels when current volume > (Volume SMA × Multiplier)
4. This filters out low-volume noise and focuses on meaningful zones
### Visual Intensity System
The indicator uses a gradient coloring system based on relative volume:
- **Peak Volume (White)**: When current bar has maximum volume in the dataset
- Line width: 3 pixels
- Brightest color intensity
- **Above Average Volume**: Volume exceeds average but isn't peak
- Line width: 2 pixels
- Medium color intensity
- **Standard Volume**: Exceeds threshold but below average
- Line width: 1 pixel
- Base color intensity
### Line Extension & Management
- Lines extend horizontally to the right until price crosses them
- Automatic cleanup removes lines after maximum count (default 500)
- Lines persist until invalidated by price action crossing the level
- Oldest lines are removed first when limit is reached
### Quarterly Volume Profile
An optional fixed-range volume profile that:
1. **Automatic Quarter Detection**: Identifies Q1 (Jan-Mar), Q2 (Apr-Jun), Q3 (Jul-Sep), Q4 (Oct-Dec)
2. **Price Distribution Analysis**: Divides the quarter's price range into configurable rows (default 20)
3. **Volume Aggregation**: Accumulates volume at each price level throughout the quarter
4. **POC Identification**: Highlights the price level with highest volume (Point of Control)
5. **Value Area**: Shows the price range containing 70% (configurable) of total volume
6. **Profile Drawing**: At the start of each new quarter, draws the previous quarter's profile as horizontal bars
The volume profile can be positioned on either left or right side of the quarter range with adjustable width.
## Key Features
- **Multi-Leverage Display**: Toggle between 25x, 50x, 100x, and 150x leverage levels independently
- **Dual Side Tracking**: Separate visualization for long and short liquidation zones
- **Volume-Weighted Importance**: Visual intensity correlates with volume significance
- **Gradient Coloring**: Color intensity reflects relative volume magnitude
- **Smart Line Management**: Automatic cleanup prevents chart clutter
- **Historical Context**: Quarterly volume profile shows where price spent most time
- **Fully Customizable**: All colors, thresholds, and display options are adjustable
- **HD Mode**: Uses absolute volume for more precise visualization
## Parameters
### Leverage Selection
- **25x, 50x, 100x, 150x Toggles**: Enable/disable specific leverage levels
- Each level can be controlled independently
### Volume Configuration
- **Minimum Volume Multiplier** (default 1.2): Threshold above volume SMA to trigger lines
- Higher values = fewer but more significant levels
- Lower values = more levels but increased noise
### Advanced Settings
- **Maximum Lines** (default 500, range 50-500): Memory management limit
- Controls how many historical liquidation lines are maintained
### Quarterly Volume Profile
- **Show Previous Q Volume Profile** (default on): Toggle profile visibility
- **Number of Rows** (default 20, range 10-50): Price distribution granularity
- **Profile Width** (default 30%): Visual width as percentage of quarter range
- **Value Area** (default 70%): Percentage of volume for value area calculation
- **Position** (Left/Right): Profile placement relative to quarter
- **Show Values** (default off): Display POC volume label
- **Colors**: Customizable base and POC colors
### Color Customization
- **Long Colors**: Individual colors for each leverage level (25x, 50x, 100x, 150x)
- **Short Colors**: Separate color scheme for short liquidation zones
- **VP Colors**: Base color and POC highlight color for volume profile
## Interpretation
### Liquidation Clusters
- **Dense Line Areas**: Multiple overlapping liquidation levels suggest strong magnetic zones
- **High-Volume Lines**: Brighter/thicker lines indicate more significant potential liquidations
- **Line Breaks**: Price crossing multiple liquidation lines may trigger cascade effects
### Trading Applications
- **Support/Resistance**: Liquidation clusters often act as temporary support/resistance
- **Stop Hunt Zones**: Areas where price may spike to trigger liquidations before reversing
- **Momentum Acceleration**: Breaking through dense clusters can indicate strong directional moves
- **Risk Management**: Avoid placing stops directly at obvious liquidation levels
### Volume Profile Usage
- **POC (Point of Control)**: Price level with highest volume - often acts as strong support/resistance
- **Value Area**: Where most trading activity occurred - indicates fair value range
- **Profile Shape**:
- Balanced profile (bell curve) = ranging market
- Skewed profile = trending market with acceptance at extremes
- **Profile Gaps**: Low volume areas suggest price may move quickly through these zones
### Combined Analysis
- Liquidation lines near quarterly POC create extra-strong zones
- Price returning to value area from outside often finds support/resistance
- Liquidation clusters at value area edges suggest potential reversal points
## Technical Implementation
This indicator features:
- **Custom Type Structures**: Uses type definitions for organized data storage
- `BarData`: Stores OHLCV and index information
- `LiquidityBin`: Manages arrays of line objects for each leverage level
- `VolumeProfileData`: Handles profile boxes, labels, and range data
- **Dynamic Line Objects**: Creates, updates, and deletes line primitives programmatically
- **Array-Based History**: Maintains volume history for gradient calculations
- **Intelligent Cleanup**: Automatic memory management prevents performance degradation
- **Mathematical Precision**: Leverage-based liquidation formulas ensure accurate price levels
- **Quarterly Aggregation**: Efficient volume accumulation with automatic period detection
- **Box Drawing System**: Dynamic profile visualization using box primitives
## Originality Statement
This indicator presents a unique approach to liquidity visualization:
- Implements leverage-specific liquidation price calculations based on mathematical formulas
- Uses volume-weighted gradient coloring system that adapts to relative volume significance
- Combines real-time liquidation mapping with historical volume profile analysis
- Features intelligent line lifecycle management with automatic extension and cleanup
- Integrates quarterly volume profile with configurable value area and POC detection
- Employs multi-layer visual hierarchy (line width + color intensity) for information density
- Uses custom data structures to efficiently manage hundreds of line objects simultaneously
The combination of mathematical liquidation pricing, volume-based filtering, gradient visualization, and quarterly volume distribution creates a comprehensive liquidity analysis tool.
## Best Practices
- Use on liquid markets (major cryptocurrencies, forex pairs) for best accuracy
- Lower timeframes (1m-15m) for day trading and scalping
- Higher timeframes (1h-4h) for swing trading context
- Combine with volume profile to identify high-probability reversal zones
- Watch for price reactions when approaching dense liquidation clusters
- Increase volume multiplier in choppy markets to reduce noise
- Reduce maximum lines on lower timeframes to maintain performance
- Use quarterly volume profile to understand longer-term fair value
## Important Notes
- Liquidation prices are estimates based on leverage ratios
- Actual exchange liquidation prices may vary due to:
- Maintenance margin requirements
- Mark price vs last price calculations
- Individual exchange liquidation engines
- Insurance fund mechanisms
- This tool shows potential zones, not guaranteed liquidation prices
- Volume profile resets each quarter automatically
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Works on all timeframes and asset classes. Designed for crypto/forex leverage markets. For educational purposes only. Not financial advice.
ZenAlgo - BoxerThis indicator plots multi-period Volume-Weighted Average Price (VWAP) ranges and deviation bands across several timeframes — specifically weekly, monthly, quarterly, semi-annual, and yearly. It is designed to visualize how price evolves relative to statistically weighted value areas within each period, based on both traded price and volume distribution.
Each timeframe layer is drawn independently, using its own cumulative VWAP and standard deviation calculation, and displayed as horizontal ranges aligned precisely with calendar periods. This structure allows the chart to show where price currently trades relative to past value zones and how each higher-timeframe VWAP acts as a dynamic reference for mean reversion or continuation.
Calculation Logic
1. Source and Base Inputs
The indicator uses the average of high, low, and close as its price source.
Stocks reset daily at session open.
2. VWAP and Deviation Computation
For each active timeframe, it accumulates the product of price and volume and divides it by cumulative volume, forming a continuously updated VWAP within that period.
The dispersion of price around VWAP is measured through a volume-weighted variance, converted to standard deviation.
These values form symmetrical bands around the VWAP (±1σ, ±2σ, etc.), describing the statistically typical price spread.
3. Range Drawing and Persistence
When a new period begins (e.g., a new week or month), the script finalizes the previous VWAP and deviation values, fixes them to time coordinates representing the full duration of that completed period, and draws corresponding lines or boxes across the entire range.
The user can control how many historical periods remain visible, ensuring performance and clarity even on high-frequency charts.
Each band can be toggled independently (for example ±1, ±2, ±3 deviations), and colors are adjustable per timeframe.
4. Adaptive Time Anchors
The start of each timeframe is aligned with calendar boundaries.
For stocks, the start time aligns with 9:30 New York time to coincide with market open for NYSE.
Each new anchor triggers a reset of cumulative data and creation of a new VWAP range.
5. Visualization Structure
The weekly layer is drawn first and can optionally display live VWAP bands extending backward for a user-defined number of weeks.
Monthly, quarterly, semi-annual, and yearly layers use the same computation principle but with independent accumulation windows.
The central VWAP line is dashed, while outer deviation levels are drawn as dotted or solid lines depending on their multiplier.
Boxes are rendered for key deviation intervals (e.g., ±2σ) to highlight broader value zones.
Interpretation
The VWAP represents the mean price weighted by traded volume for the given period.
Deviation bands describe statistically typical distance from that mean; outer bands mark less frequent extremes.
When price remains within ±1σ or ±2σ, it suggests balance around fair value.
Repeated touches or breaks beyond outer deviations indicate expansion or compression of volatility relative to prior periods.
Overlaps of VWAPs from multiple timeframes reveal multi-period confluence zones, useful for observing where long-term and short-term value agree or diverge.
Recommended Timeframes by Range Type
Weekly Range
Recommended timeframe: 30m to 12h
Suggested options: 30m, 1h, 2h, 3h, 4h, 6h, 8h, 12h
Using lower timeframes (like 5m) is technically possible, but higher ones provide smoother visualization and better readability.
Monthly Range
Recommended timeframe: 1h to 1D
Suggested options: 1h, 2h, 3h, 4h, 6h, 8h, 12h, 1D
Lower timeframes such as 30m may not display the full monthly range due to TradingView’s bar limits, so use higher TFs for complete coverage.
Quarterly Range
Recommended timeframe: 4h to 1W
Suggested options: 4h, 6h, 8h, 12h, 1D, 1W
Quarterly ranges benefit from higher timeframes to ensure that enough historical data is visible without exceeding chart limits.
Semi-Annual Range
Recommended timeframe: 12h to 1M
Suggested options: 12h, 1D, 1W, 1M
Lower timeframes would require too many bars to load a full six-month range; higher TFs offer a clearer overview.
Yearly Range
Recommended timeframe: 1D to 1M or higher
Suggested options: 1D, 1W, 1M
Yearly ranges often cannot display correctly on low timeframes (e.g. 1h) because of TradingView’s maximum bar limits — for instance, five years of 1h data exceeds 40,000 bars. Use higher TFs for accurate rendering.
Added Value Compared to Common Free VWAP Indicators
Incorporates five independent timeframes simultaneously (week, month, quarter, half-year, year) with exact calendar anchoring and timezone handling.
Calculates volume-weighted deviation for each layer, maintaining consistent statistical scale across assets.
Provides historical box persistence , allowing comparison of completed VWAP structures instead of only current running lines.
Enables selective visibility, bandwidth control, and precise visual differentiation through adjustable colors and line weights.
Limitations and Notes
The indicator does not generate trading signals. It is purely analytical and descriptive.
On very low timeframes or illiquid assets, deviation values may fluctuate if volume data is inconsistent.
Historical boxes are approximate in length for months with fewer than 31 days; this simplification has negligible effect on interpretation.
High visual density may occur when enabling many deviations or timeframes at once; users should limit visible history for performance.
Best Usage Practices
Apply on intraday charts (5–240 min) to study how price interacts with weekly or higher-timeframe VWAP zones.
Observe convergence of VWAPs from multiple periods to locate significant equilibrium levels.
Use outer deviations to frame potential exhaustion or re-entry zones rather than directional predictions.
Combine with independent volume- or structure-based analysis for context.
