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Volume Weighted Average Price (VWAP)

Fabio Valentini Pro Scalper [PickMyTrade]Fabio Valentini Pro Scalper Inspired by Fabio Valentini's NASDAQ scalping methodology, this strategy approximates professional order flow analysis using volume-based techniques, volume profile, and institutional trading concepts for liquid markets. CORE METHODOLOGY This strategy uses volume analysis to approximate order flow concepts typically seen in professional trading platforms: Volume Profile Analysis: Calculates Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL) to identify institutional price acceptance zones where the majority of trading activity occurs. Delta Approximation: Estimates buying versus selling pressure by analyzing volume distribution within candles, helping identify which side of the market is in control. Absorption Detection: Identifies high-volume, low-price-movement candles that indicate institutional passive order absorption - when large players are building positions by absorbing aggressive orders. Triple-A Setup: Tracks the three-phase institutional trading pattern: - Absorption - Large players build positions passively - Accumulation - Price contracts into tight range as positions build - Aggression - Breakout with volume as institutional move initiates ENTRY SIGNAL TYPES Triple-A Setups: Identifies the complete absorption-accumulation-aggression sequence. When absorption is detected, followed by range contraction, and then aggressive breakout with volume confirmation. Opening Range Breakout (ORB): Trades breakouts from the configurable opening range period (default 30 minutes). Based on the concept that early session range defines key levels. Value Area Bounces: Identifies reactions at Value Area High or Value Area Low levels with absorption confirmation, suggesting institutional support or resistance. KEY FEATURES - VWAP with Dynamic Bands: Volume-weighted average price with ATR-based bands for trend and mean reversion context - Session-Based Filtering: Fully customizable trading session (default NY hours 9:30 AM - 4:00 PM) - Built-in Risk Management: Customizable risk percentage per trade with adjustable Risk:Reward ratios - Daily Loss Limit: Enforces maximum daily losses rule (default 3 losses) to prevent overtrading - Trailing Stop System: Optional ATR-based trailing stops to lock in profits - Real-Time Dashboard: Shows delta control, absorption status, market phase, and session information - Multiple Signal Filters: Combine or isolate different setup types for optimization CUSTOMIZABLE PARAMETERS Session Settings: Trading session times (any timezone), session filter enable/disable Volume Profile: Lookback period (default: 50 bars), row resolution for price levels (default: 24 rows) Absorption Detection: Volume multiplier threshold (default: 2.0), maximum price movement threshold (default: 0.3 ATR) Delta Analysis: Smoothing period (default: 5 bars) VWAP Settings: Enable/disable VWAP filter, band width multiplier (default: 0.5 ATR) Risk Management: Risk per trade percentage (default: 1%), Risk:Reward ratio (default: 2.0), maximum daily losses before stopping (default: 3), trailing stop toggle and ATR multiplier (default: 1.5) Opening Range Breakout: ORB period in minutes (default: 30), enable/disable ORB signals VISUAL ELEMENTS The strategy provides comprehensive visual feedback including VWAP bands, volume profile levels (POC, VAH, VAL), ORB lines, absorption signals, Triple-A setup markers, entry arrows with labels, session background highlighting, live statistics table, and daily loss limit warning background. BUILT-IN ALERT CONDITIONS Long and Short entry signals, strong absorption detection, Triple-A setup completion, and daily loss limit warnings. STRATEGY PHILOSOPHY Based on institutional trading principles: identify where large players are positioning through absorption patterns, wait for the accumulation phase shown by range contraction, then trade the aggressive move during expansion. The strategy combines multiple confirmation factors to filter high-probability setups. IMPORTANT NOTES AND DISCLAIMERS Not True Order Flow: This script approximates order flow concepts using publicly available volume data. True order flow analysis requires tick-by-tick bid/ask data from specialized platforms (e.g., Sierra Chart, Investor/RT with exchange feeds). This implementation provides educational approximation using TradingView's available data. Performance Sensitivity: Scalping strategy results are extremely sensitive to commission rates, slippage assumptions, position sizing decisions, parameter optimization for specific instruments, and market conditions. Cost Configuration Required: Before backtesting or live use, you MUST configure the Properties tab with realistic trading costs: Commission: Set to match your broker's actual fee structure (crypto spot: typically 0.05-0.20% per side, crypto futures: typically 0.02-0.05% per side, stock/futures: varies by broker and contract) Slippage: Set based on instrument liquidity (high liquidity: 2-5 ticks, medium liquidity: 5-10 ticks, lower liquidity or volatile conditions: 10+ ticks) Even small changes in commission or slippage can significantly impact profitability for scalping strategies. Parameter Optimization: Default settings are educational starting points. Users should test different absorption multiplier values (1.5-3.5), experiment with Risk:Reward ratios (2.0-4.0), try each signal type individually to find best performers, adjust parameters for their specific instrument and timeframe, and always validate changes with forward testing. Market Dependence: Strategy performance varies significantly across different instruments (futures vs crypto vs stocks), various timeframes (1-min vs 5-min vs 15-min), market conditions (trending vs ranging vs volatile), and trading sessions (high vs low liquidity periods). Educational Purpose: This strategy demonstrates order flow concepts, volume profile analysis, and institutional trading patterns for learning purposes. It is not a guaranteed profitable system and requires user optimization. RISK WARNING Scalping strategies require strict discipline and emotional control, excellent execution infrastructure (low latency, reliable fills), understanding of costs impact on profitability, respect for daily loss limits to prevent revenge trading, and realistic expectations - backtest results typically exceed live performance. This strategy enforces a daily loss limit (default 3 losses) based on professional trading risk management principles. When the limit is reached, the strategy stops generating signals to prevent overtrading. DISCLAIMER This is an educational tool for learning order flow concepts and institutional trading patterns. It is not financial advice. Past performance does not guarantee future results. Strategy profitability is highly dependent on execution quality, trading costs, parameter optimization, and market conditions. Users are solely responsible for their own testing, risk management, and trading decisions. No trading strategy is guaranteed to be profitable. Always test thoroughly on paper accounts before risking real capital.
Pine Script® strategy
by PickMyTrade_Official
Premium / Discount Screener for Range today with VWAPPremium / Discount Screener – Today’s Range Midpoint + VWAP Deviation This open-source overlay indicator is a clean, real-time visual screener that shows whether current price is trading at a **premium** (overvalued relative to today's range + VWAP) or **discount** (undervalued), helping traders quickly assess intraday location bias. Core Concept Intraday traders often use the developing daily range and VWAP as reference points for value: - Price significantly above the midpoint of today's high/low → premium zone → potential mean-reversion sells or overextended rallies - Price significantly below the midpoint → discount zone → potential mean-reversion buys or oversold bounces - VWAP deviation adds context (institutional fair value proxy) This script combines both references and flags extreme deviations with color-coded labels and background tint. How It Works 1. Tracks today's high/low (resets at new day) 2. Calculates midpoint = (Today's High + Today's Low) / 2 3. Tracks session VWAP (hlc3-based, resets daily) 4. Computes two deviation percentages: - Distance from midpoint (%) - Distance from VWAP (%) 5. Classifies status based on user-defined threshold (default 0.5% from midpoint): - Premium (red): close > midpoint + threshold - Discount (green): close < midpoint – threshold - Fair/Neutral (gray): within threshold band Visual Output - Last-bar label (toggleable) showing: - Status: PREMIUM / DISCOUNT / FAIR - % distance from midpoint - % distance from VWAP - Background tint: - Light red → premium zone - Light green → discount zone - No tint → neutral/fair Why this is useful - Provides instant visual context for bias without needing complex zone drawing - Helps filter entries: e.g., look for longs in discount + bullish structure, shorts in premium + bearish structure - VWAP deviation adds institutional reference — price far from VWAP often signals exhaustion or absorption - Lightweight and non-repainting — ideal for fast decision-making on lower timeframes How to Use - Best on **5m–1h timeframes** for intraday trading (forex majors, indices, gold, futures, high-volume stocks) - Recommended symbols: EURUSD, GBPUSD, XAUUSD, NAS100, ES1!, NQ1!, SPY - Typical workflow: 1. Wait for price to reach deep discount/premium zone 2. Confirm with price action, structure (BOS/CHOCH), or order blocks 3. Avoid trading near "Fair" zone unless strong catalyst/breakout - Tune threshold: - Lower (0.2–0.4%) for very volatile instruments (crypto, gold) - Higher (0.6–1.0%) for less volatile pairs (EURUSD, major indices) Inputs - Show Premium/Discount Label: toggle last-bar text label - Alert Threshold % from Midpoint: default 0.5% (sensitivity for premium/discount classification) Publishing Recommendation - Publish with a clean chart (e.g., 15m–1h XAUUSD, EURUSD or NQ during active session) - Show a period where price moves into premium and discount zones (label + background tint visible) - No extra indicators/drawings needed for basic use This is a simple, educational location bias tool — fully open-source. It highlights relative value zones — not trade signals. Trading involves significant risk of loss. Use discretion and proper risk management. Feedback welcome — especially suggestions for adding PD high/low lines or session open!
Pine Script® indicator
by uzair2join
stelaraX - VWAPstelaraX – VWAP stelaraX – VWAP is a volume-weighted price indicator designed to show the average traded price of an asset throughout the trading session. By incorporating volume into the calculation, it provides a more realistic view of fair value compared to simple price averages. This indicator is part of the stelaraX ecosystem for clean technical analysis and AI-supported chart evaluation. stelarax.com Core logic The indicator calculates the Volume Weighted Average Price using the typical price (HLC3) and traded volume. VWAP represents the average price at which the market has traded, weighted by volume, and is commonly used to assess whether price is trading at a premium or discount relative to fair value. Optional deviation bands are calculated using the volume-weighted standard deviation around the VWAP. Two configurable band levels allow traders to measure statistical price extremes. Visualization The script plots: * the VWAP line directly on the price chart * optional upper and lower deviation bands * two configurable deviation multipliers The VWAP line serves as the central reference, while the bands highlight potential overextension zones above and below the average traded price. Use case This indicator is intended for: * identifying fair value and premium or discount pricing * intraday trend bias and mean reversion analysis * dynamic support and resistance assessment * trade filtering and execution alignment * combining volume context with price structure For traders who want to integrate volume-based analysis with modern AI-driven chart evaluation, additional tools and insights are available at stelarax.com Disclaimer This indicator is provided for educational and technical analysis purposes only and does not constitute financial advice or trading recommendations. All trading decisions and risk management remain the responsibility of the user.
Pine Script® indicator
by stelaraX_official
VWAP Trader NXiThe VWAP (Volume-Weighted Average Price) is a technical indicator that calculates the average price of a security based on price and volume. It serves as a key benchmark for intraday trends for day traders: If the price is above it, the market is considered bullish; below it, bearish. The VWAP is usually recalculated daily to find fair entry or exit points. Key facts about the VWAP: Calculation: (Sum(Price) × Volume) / Total Volume). Application: Particularly popular in day trading to identify intraday trends and as a "fair value." Comparison to the Moving Average: Unlike the simple moving average (MA), the VWAP weights trading volume, making it more reliable during strong trending phases. Interpretation: If the price is above the VWAP line, this indicates an upward trend. including a downward trend. Anchored VWAP: Allows the calculation to be started at any point (e.g., a significant high or low) instead of automatically at the market open. Many institutional traders use VWAP to execute large orders in a way that minimizes their impact on the market price. My setup: Reverse setup = VWAP is telling your if price is cheap or expensive. Buy after price reverses in discount zone and sell when price in Premium zone. I use big trade as a combination in ATAS to see stop buy/stop sell order. Trend following = VWAP has a 0.0 center line. This can be use as Resistance or Support. I use trend VWAP with IB (initial balance) zone to determine buy or sell upportunity. Visit us and more: www.tradernxi.com
Pine Script® indicator
by Trader-Pilot
GCM Apex Predator AlgoTitle: GCM Apex Predator Algo Overview The GCM Apex Predator is a high-performance, multi-engine trading system designed for traders who demand precision and clarity. Whether you are a fast-paced scalper or a patient swing trader, this algorithm adapts to market conditions using a sophisticated "Apex Score" momentum engine combined with institutional-grade volume and trend filters. Key Features • Triple Engine Logic: Switch seamlessly between Scalper Mode (Fast), Trend Mode (Swing), or a Hybrid setup that captures both micro-moves and macro-trends. • Apex Score Momentum: A proprietary loop-based engine that calculates the "persistence" of price action. It filters out "fake" moves by ensuring momentum is backed by structural strength. • Institutional Filters: Includes built-in ADX Trend Power and Relative Volume filters to keep you out of "chop" and only in high-probability trades. • Dynamic Risk Management: Automatically calculates and draws Entry, Stop Loss (SL), and Take Profit (TP) zones using ATR-based volatility, giving you a professional "desk" feel. • Corporate Dashboard: A real-time HUD (Heads-Up Display) that monitors Trend Bias, ADX Power, Apex Momentum, and VWAP positioning at a glance. How to Use 1. Select Your Mode: Use the "Scalper Mode" for lower timeframes (1m, 5m) or "Trend Mode" for higher timeframes (1h, 4h). 2. The "Sniper" Signal: Look for the Gold Circle symbols. These represent "Sniper" entries where all engines (Trend, Volume, and Apex) align for a high-conviction move. 3. Market Structure: Pay attention to the dashed reversal lines. These project potential structural shifts based on fast-reversal HMA logic. Alerts This indicator is fully optimized for Any alert() function call. You can set one single alert to receive detailed notifications like: • 🎯 SNIPER LONG: BTCUSD @ 65000 • ⚡ SCALP BUY: EURUSD @ 1.0850 Disclaimer Trading involves significant risk. This tool is for educational and technical analysis purposes. Past performance does not guarantee future results.
Pine Script® indicator
by uniGram
YesterWAPThe VWAP describes intra-day price action in "value-space" (quantity * price). By weighting prices based on the volume transacted, the VWAP attempts to reflect the "fair-market" value of an asset. The VWAP is reset periodically, often at daily open, creating a "gap." The YesterWAP tracks the gap for you. Every time the VWAP is about to reset to LastPrice, the YesterWAP resets to it, first. When yesterday's players clock back in today, they'll try to sort their (losing) positions out, at yesterday's VWAP, the YesterWAP.
Pine Script® indicator
by Kerbal
Multi Market VWAP SystemMulti‑VWAP — Adaptive, Multi‑Session Anchored VWAP Suite Multi‑VWAP is a comprehensive, multi‑session Volume‑Weighted Average Price engine designed for traders who rely on precise, session‑aware VWAP levels across equities, futures, and crypto. Built for Pine Script v6, it handles complex market structures, custom anchor dates, and non‑standard trading sessions with robust error‑tolerant logic. What This Indicator Does This tool calculates and displays a full suite of anchored VWAPs, including: Standard Period VWAPs - Daily - Weekly - Monthly - Yearly To‑Date VWAPs - Week‑to‑Date (WTD) - Month‑to‑Date (MTD) - Year‑to‑Date (YTD) Custom Anchored VWAP - Anchor to any user‑selected date - Automatically recalculates from the first bar of that date - Works across all markets, including 24/7 crypto Multi‑Day Rolling VWAPs Optional rolling VWAPs for: - 2‑day - 3‑day - 4‑day - 5‑day - 10‑day - 20‑day - 50‑day Each VWAP can be toggled individually for a clean, customizable chart. Key Features ✔ Market‑Adaptive Session Handling Automatically adjusts for: - Regular equities sessions - Futures extended hours - 24/7 crypto markets - Holidays (via MarketHolidays library) ✔ Clean, Efficient, Pine v6 Architecture - No deprecated functions - No array overflows - No undefined variables - Defensive programming for unsupported markets - Optimized for performance on lower‑timeframe charts ✔ Visual Clarity & Control - Independent color and visibility toggles - Optional labels showing VWAP values - Smart timestamp anchoring for all VWAP types - Minimal chart clutter with maximum information density Who This Indicator Is For This tool is ideal for traders who rely on VWAP structure for: - Intraday mean‑reversion - Swing anchoring - Multi‑session bias - Institutional level mapping - Crypto VWAP structure where no “session” exists If you use VWAP as a core part of your workflow, this script gives you the flexibility and precision needed for modern multi‑market trading. Notes - This script does not repaint. - All VWAPs are calculated using standard cumulative volume‑weighted methodology. - Custom date VWAP begins at the first bar of the selected date on the chart’s timeframe.
Pine Script® indicator
by geetarplaya
VWMA 200 (HTF) + Fibonacci BandsVWMA 200 (HTF) + Fibonacci Bands + VWAP Trend Dashboard This indicator combines a Higher Timeframe VWMA (default: 200) with volatility bands and Fibonacci-based internal levels, plus anchored VWAPs (Daily / Weekly / Monthly) and an optional trend dashboard table. It was designed to help you quickly spot: where price is relative to a major HTF VWMA mean whether price is trading in normal / extreme zones how price is positioned versus session/period VWAPs a simple “at-a-glance” trend bias across multiple anchors What’s included 1) VWMA 200 (HTF) VWMA is calculated on a locked timeframe (HTF) using request.security. Default source is HLC3, but you can change the source. 2) Volatility bands + Fibonacci levels The outer bands are based on a scaled standard deviation (mult * stdev) around the HTF VWMA. Internal bands use Fibonacci ratios: 11.8% / 23.6% / 38.2% / 50% / 61.8% / 76.4% / 88.6% / 100% Clean labels on the right side show each level as a percentage. 3) Extreme candle highlighting Candles can be highlighted when the close is beyond the 76.4% band (upper or lower). Helps identify potential stretched conditions / breakout zones. 4) Anchored VWAPs Optional Daily / Weekly / Monthly VWAP (anchored by period change). Optional VWAP labels on the right side (toggle separately). 5) Trend Dashboard Table Optional table showing Bullish / Bearish / Neutral for: VWAP D, VWAP W, VWAP M, and VWMA HTF Displays distance from each reference in points (price units). Includes a Confluence row: Bullish if price is above all references Bearish if price is below all references Mixed otherwise Table position can be customized (Top Right / Top Left / Bottom Right / Bottom Left). How to use (quick guide) Mean reversion / structure: Use the HTF VWMA as the central “mean” reference. Zones: Fibonacci bands show progressively stronger deviation zones from the mean. Extremes: Candle coloring beyond 76.4% can highlight stretched price action. Trend bias: The dashboard helps confirm whether price is aligned above or below key anchors (VWAPs + VWMA HTF). Confluence: When multiple anchors agree, trend conviction tends to be higher. Notes / Disclaimer This tool is intended for context and decision support, not as a standalone strategy. VWAP behavior may differ across markets/sessions depending on symbol and exchange rules. Always combine with your own risk management and confirmation tools.
Pine Script® indicator
by ggarritano
VWAP Confluence Pro█ OVERVIEW VWAP Confluence Pro is a high-precision trading indicator that combines VWAP with multiple confirmation filters to generate reliable buy and sell signals. Unlike basic VWAP crossover strategies that produce excessive noise, this indicator requires alignment across six independent conditions before triggering a signal, dramatically reducing false entries while capturing high-probability setups. █ FEATURES Multi-Layer Confirmation System The indicator employs a strict confluence approach requiring all of the following conditions to align: - VWAP Cross: Price must cross above (buy) or below (sell) the VWAP line - VWAP Trend: The VWAP itself must be rising for buys or falling for sells, confirming directional bias - Price Trend: A 20-period moving average filter ensures trades align with the prevailing trend - Volume Confirmation: Signals only trigger when volume exceeds 1.5x the 20-bar average, indicating institutional participation - RSI Filter: Buys require RSI between 50-60 (bullish momentum without overbought conditions), sells require 40-50 (bearish momentum without oversold conditions) - MACD Momentum: MACD must confirm directional bias with the MACD line above the signal line for buys, below for sells Signal Cooldown Period A configurable cooldown mechanism (default 10 bars) prevents signal clustering and overtrading by ensuring adequate spacing between alerts. This feature is critical for maintaining discipline and avoiding choppy market conditions. Visual Elements - Purple VWAP Line: The cornerstone of the strategy, plotted with high visibility - Green Up Arrows: Buy signals appear below price candles when all conditions align - Red Down Arrows: Sell signals appear above price candles when all conditions align - Blue Trend MA: A semi-transparent moving average provides visual trend context - Background Shading: Subtle green/red backgrounds indicate when multiple confluence factors are aligned, even without a cross █ HOW TO USE Timeframe Selection This indicator is optimized for intraday trading on 1-minute to 15-minute charts, where VWAP is most effective. It can also be used on hourly charts for swing trade entries or daily charts with appropriate parameter adjustments. Parameter Optimization All key parameters are customizable through the indicator settings: - VWAP Deviation %: Controls sensitivity (default 0.8%). Lower values = stricter signals - Volume Multiplier: Defines volume threshold (default 1.5x). Higher values = stronger volume confirmation required - Trend Filter Length: Moving average period (default 20). Adjust based on your timeframe - Cooldown Period: Minimum bars between signals (default 10). Increase for slower markets - RSI/MACD Settings: Standard values provided, adjust for specific instruments if needed Trading Strategy 1 — Wait for a signal arrow to appear (green for buy, red for sell) 2 — Confirm the background shading supports the signal direction 3 — Enter on the close of the signal candle or the open of the next candle 4 — Set stop loss below/above the recent swing low/high or the VWAP line 5 — Take profit at logical resistance/support levels or when opposing confluence develops Best Practices - Only take long trades when price is above a rising VWAP - Only take short trades when price is below a falling VWAP - Avoid trading during low volume periods (first/last 15 minutes of sessions) - Use the background shading to gauge overall market bias between signals - Consider increasing the cooldown period in choppy or range-bound conditions █ LIMITATIONS - This indicator is designed for trending markets and will produce fewer signals during consolidation periods - The strict confluence requirements mean you may miss some valid moves in exchange for higher signal quality - VWAP resets at the start of each session, making it less reliable on 24-hour markets without session breaks (use anchored VWAP for crypto/forex) - Requires real-time volume data to function properly, less effective on thinly traded instruments - Not suitable for scalping strategies requiring rapid entries, as the cooldown mechanism intentionally limits signal frequency █ NOTES Signal Quality Over Quantity This indicator prioritizes accuracy over frequency. You may only see 1-3 signals per session on lower timeframes, but each signal represents a setup where trend, momentum, and volume are all aligned. This approach is designed to keep you out of low-probability trades and focused on the best opportunities. Customization Encouraged The default parameters provide a solid foundation, but different instruments and timeframes may benefit from optimization. Test the indicator across various settings to find what works best for your specific trading style and markets. ═════════════════════════════════════════════════════════════════════════ This indicator synthesizes best practices from institutional VWAP trading with momentum confirmation from RSI and MACD. By requiring multiple independent factors to align, it filters out the noise common in single-indicator systems and focuses on setups where probability favors directional moves.
Pine Script® indicator
by mr_redbrenden
Rolling VWAP - Clean Tunnel Bands (Consecutive Fills)Advanced Rolling Volume Weighted Average Price (RVWAP) indicator with 10 standard deviation bands arranged in clean consecutive zones without overlap. Key Features: • Real-time Rolling VWAP calculated over a time-based window (auto or user-defined) • 10 deviation levels: 0.5σ to 5.0σ • "Tunnel" visual effect: very transparent bands near VWAP, progressively more opaque toward extremes • Consecutive fill system (no overlapping fills between bands) • Individual control for each band: toggle visibility + independent transparency slider • Automatic timeframe-based period or custom fixed period (Days/Hours/Minutes) • Minimum bars protection to prevent calculation errors during market gaps and holidays • Optional info box showing current period Ideal for: - Spotting extreme price deviations - Mean reversion strategies - Volatility analysis - Support/resistance zone identification - Clean visual tunnel for better readability Based on TradingView's official "Rolling VWAP" indicator, heavily enhanced with clean consecutive fills and full per-band customization. Recommended default transparency (higher = more transparent): - Inner bands (0.5σ–1.5σ): 93–98 - Middle bands (2.0σ–3.0σ): 77–89 - Outer bands (3.5σ–5.0σ): 32–68 Enjoy and trade responsibly!
Pine Script® indicator
by RobertoBenedit
Adaptive Pullbacks ML v2.5Adaptive Pullbacks ML - Context-Aware Trend Trading Overview Adaptive Pullbacks ML is a sophisticated trend-following tool that solves the biggest problem in pullback trading: "Is this a dip to buy, or the start of a reversal?" Unlike standard indicators that use fixed percentages or static moving averages, this script uses a 5-Dimensional k-Nearest Neighbors (k-NN) machine learning engine to learn the specific characteristics of successful pullbacks for the asset you are trading. The 5-Dimensional ML Engine The market is dynamic. A pullback depth that works in a low-volatility lunch session might fail during a high-volatility news event. This indicator tracks 5 key dimensions for every pullback: Depth (ATR Normalized): How deep is the pullback relative to volatility? Trend Slope: Is the trend steep (parabolic) or flat (grinding)? ADX: How strong is the directional energy? VWAP Distance: Is price extended or close to value? Time of Day: Is this a morning drive or an afternoon fade? When a new pullback occurs, the k-NN engine finds the 5 most similar historical events across these dimensions and predicts the probability of success. Core Features 1. Fractal Normalization The indicator speaks the language of ATR (Average True Range). It doesn't care if you trade the 15-second chart or the Daily chart. A "1.5 ATR Pullback" is a statistically comparable event across all timeframes, allowing for robust, scale-invariant analysis. 2. HTF Stats Bridge (Higher Timeframe Data) You can trade on lower timeframes (e.g., 1-minute) while using statistics derived from higher timeframes (e.g., 15-minute). This ensures your signals are based on significant market structure, not microstructure noise. 3. Smart Zones The indicator plots dynamic "Value Zones" based on learning: Cyan Zone (Avg Depth): The "Sweet Spot". High probability bounce area. Yellow Zone (Sigma): The "Extension". Price is stretching elastic limits. Red Zone (Deep): The "Danger/Opportunity". Statistical anomaly. 4. PQS & k-NN Filters Two layers of filtering protect your capital: PQS (Probability Qualification Score): Based on raw win-rate of the zone. k-NN Probability: Based on similarity to past winners. Settings Guide Stats Timeframe: The timeframe to learn from (Leave empty for Chart). Trend/Trigger Settings: Define what constitutes a trend for your strategy. k-Neighbors: Number of historical twins to compare (Default: 5). Min PQS / k-NN: Thresholds for filtering weak signals. Disclaimer: This tool is for educational purposes. Past performance of the k-NN engine does not guarantee future results.
Pine Script® indicator
by Selfsimilarity
1
Adaptive ML VWAP v1.0Overview Adaptive ML VWAP is a next-generation "Smart Indicator" that moves beyond static deviations (Standard Deviation). Instead of assuming market volatility is distributed normally (Bell Curve), this indicator uses a k-Nearest Neighbors (k-NN) machine learning engine to learn the specific volatility behavior of the asset you are trading. It answers the question: "When price extends away from VWAP, how far does it actually go before reversing?" The Adaptive ML Engine This script features a 5-Dimensional ML Engine that tracks every major extension or pullback event. It records: Deviation Depth (Normalized to ATR) Trend Slope (Is the trend steep or flat?) ADX (Trend Strength) VWAP Deviation (Relative Position) Time of Day (Session Context) When a new setup occurs, the k-NN engine instantly searches its memory for the 5 most similar historical events and calculates the probability of success based on what happened last time. Two Strategy Modes You can toggle the logic to suit your trading style: 1. Mean Reversion Mode (Default) "Fade The Move" Goal: Catch price at an exhaustion point returning to VWAP. Signal: Triggers when price touches a Smart Band and reverses back toward the center. k-NN Learning: Learns which conditions favor a snap-back. Best For: Ranging markets, Lunch hours, Choppy sessions. 2. Trend Following Mode "Ride The Move" Goal: Catch breakouts that are launching away from value. Signal: Triggers when price breaks out of the Inner Band (1.0). k-NN Learning: Learns which breakouts tend to extend to the Outer Bands. Best For: Morning Drives, News Events, Strong Trends. Visual Guide The indicator uses a Dynamic Gradient system to visualize risk/reward: Cyan Mist (0.5 - 1.0): The Value Zone. Noise area. Safe for trend entries. Deep Cyan (1.0 - 2.0): The Trend Zone. Price is moving proactively. Orange Glow (2.0 - 3.0): The Danger Zone. Price is statistically overextended. Reversals are highly probable here. "Fractal" Math Unlike standard indicators that break when you change timeframes, Adaptive ML VWAP uses Fractal Normalization. A "2.0 Band" on a 15-second chart means the same statistical extreme as a "2.0 Band" on a 4-hour chart. Auto-Adaptive Lookback: The indicator automatically boosts the ML memory (Lookback) on lower timeframes (seconds/minutes) where more noise requires larger sample sizes, ensuring robust predictions without manual tweaking. Settings Auto-Adapting Lookback: (Default: True) automatically increases Lookback to 100+ for seconds charts and 50+ for minute charts. Lookback (Events): Manual override base value (Default: 100). Strategy Mode: Toggle between Mean Reversion and Trend Following. k-Neighbors: The number of similar past events to structurally compare (Default: 5). Disclaimer: This tool is for educational purposes. Machine learning performance is dependent on market conditions and historical recursion.
Pine Script® indicator
by Selfsimilarity
Mag 7 VWAP TableThe **Mag 7 VWAP Table** is a real-time monitoring dashboard for the "Magnificent Seven" stocks. It provides a clean, professional table on your chart showing whether each stock is trading above or below its daily VWAP, its current price, and its intraday performance compared to yesterday's close. --- ## **Indicator Overview** This script acts as a **market health dashboard**. By tracking the seven most influential stocks in the NASDAQ (AAPL, MSFT, GOOGL, AMZN, NVDA, META, TSLA), it gives traders an immediate sense of market sentiment. If the majority of these stocks are "ABOVE VWAP" and green, the broader market is likely in a strong bullish state. ### **Core Utility & Value** * **Institutional Alignment:** VWAP (Volume Weighted Average Price) is the primary benchmark used by institutional traders. Knowing if the Mag 7 are above or below this level tells you if big money is buying or selling the "generals" of the market. * **Screen Real Estate Efficiency:** Instead of opening seven different charts, you can monitor the most important tickers in the corner of your main trading screen. * **Performance Tracking:** Real-time percentage change allows you to spot which of the tech giants is leading or lagging during the session. --- ## **Key Technical Features** | Feature | Description | | --- | --- | | **Multi-Symbol Data** | Uses `request.security` to pull live data for all seven tickers simultaneously. | | **Precision VWAP** | Calculates VWAP from a **1-minute base** (configurable). This ensures the "Daily VWAP" is hyper-accurate and resets exactly at the session open. | | **Visual Alerts** | Uses a color-coded system (Teal/Red) for instant visual recognition of VWAP status. | | **Zero-Lag Table** | Built using the `table` object, which remains fixed on your screen regardless of where you scroll on the chart. | | **Version 6 Optimized** | Written in the latest **Pine Script v6**, ensuring maximum performance and compatibility with new TradingView features. | --- ## **How to Read the Table** 1. **Stock:** The ticker symbol (NASDAQ prefix removed for cleanliness). 2. **Price:** The current live market price of the asset. 3. **VWAP Status:** * **ABOVE VWAP (Teal):** Bullish. The stock is trading higher than the average price paid by all traders today, weighted by volume. * **BELOW VWAP (Red):** Bearish. The stock is underperforming its daily average. 4. **% Change:** The net gain or loss since yesterday's 4:00 PM EST close. Includes dynamic arrows (**▲/▼**) for quick reading. --- ## **Pro Tip for Usage** Since these stocks represent over **40% of the NASDAQ-100's weight**, use this table as a **confluence filter**. For example, if you are looking to take a "Long" trade on the QQQ or NQ futures, you would ideally want to see at least 5 out of the 7 stocks in this table showing **"ABOVE VWAP"**.
Pine Script® indicator
by zakariya_elalj
Mag 7 VWAP TableThe **Mag 7 VWAP Table** is a real-time monitoring dashboard for the "Magnificent Seven" stocks. It provides a clean, professional table on your chart showing whether each stock is trading above or below its daily VWAP, its current price, and its intraday performance compared to yesterday's close. --- ## **Indicator Overview** This script acts as a **market health dashboard**. By tracking the seven most influential stocks in the NASDAQ (AAPL, MSFT, GOOGL, AMZN, NVDA, META, TSLA), it gives traders an immediate sense of market sentiment. If the majority of these stocks are "ABOVE VWAP" and green, the broader market is likely in a strong bullish state. ### **Core Utility & Value** * **Institutional Alignment:** VWAP (Volume Weighted Average Price) is the primary benchmark used by institutional traders. Knowing if the Mag 7 are above or below this level tells you if big money is buying or selling the "generals" of the market. * **Screen Real Estate Efficiency:** Instead of opening seven different charts, you can monitor the most important tickers in the corner of your main trading screen. * **Performance Tracking:** Real-time percentage change allows you to spot which of the tech giants is leading or lagging during the session. --- ## **Key Technical Features** | Feature | Description | | --- | --- | | **Multi-Symbol Data** | Uses `request.security` to pull live data for all seven tickers simultaneously. | | **Precision VWAP** | Calculates VWAP from a **1-minute base** (configurable). This ensures the "Daily VWAP" is hyper-accurate and resets exactly at the session open. | | **Visual Alerts** | Uses a color-coded system (Teal/Red) for instant visual recognition of VWAP status. | | **Zero-Lag Table** | Built using the `table` object, which remains fixed on your screen regardless of where you scroll on the chart. | | **Version 6 Optimized** | Written in the latest **Pine Script v6**, ensuring maximum performance and compatibility with new TradingView features. | --- ## **How to Read the Table** 1. **Stock:** The ticker symbol (NASDAQ prefix removed for cleanliness). 2. **Price:** The current live market price of the asset. 3. **VWAP Status:** * **ABOVE VWAP (Teal):** Bullish. The stock is trading higher than the average price paid by all traders today, weighted by volume. * **BELOW VWAP (Red):** Bearish. The stock is underperforming its daily average. 4. **% Change:** The net gain or loss since yesterday's 4:00 PM EST close. Includes dynamic arrows (**▲/▼**) for quick reading. --- ## **Pro Tip for Usage** Since these stocks represent over **40% of the NASDAQ-100's weight**, use this table as a **confluence filter**. For example, if you are looking to take a "Long" trade on the QQQ or NQ futures, you would ideally want to see at least 5 out of the 7 stocks in this table showing **"ABOVE VWAP"**.
Pine Script® indicator
by zakariya_elalj
Whale Hunter V121. Overview Whale Hunter V12 is a specialized Pine Script indicator designed for high-precision scalping (1m, 5m timeframes) on Futures and Crypto markets. Unlike standard indicators that lag, V12 focuses on Volume Spread Analysis (VSA) and Order Flow to detect institutional "Whale" activity. Its "Precision Engine" filters out low-volatility churn and fake signals by enforcing strict volatility gates (ATR) and volume thresholds. 2. The Logic: How Scoring Works (0-12 Points) Every candle is analyzed and given a "Confluence Score" from 0 to 12. A signal is only generated if the score meets your minimum threshold (Default: 8). Component Max Points Logic A. Volume Spike 4 pts Measures relative volume vs. 20-period average. • 2.0x Vol = 2 pts • 3.0x Vol = 3 pts • 5.0x Vol = 4 pts (Whale) B. Trend (VWAP) 3 pts Checks alignment with Volume Weighted Average Price. • Buy above VWAP = +3 pts • Sell below VWAP = +3 pts C. Absorption Wick 3 pts Measures the rejection wick vs. candle body. • Wick > 1.5x Body = 1 pt • Wick > 50% Range = 2 pts • Wick > 65% Range = 3 pts (Hammer/Shooting Star) D. CVD Divergence 2 pts Checks if momentum contradicts price. • Price Lows lower + Volume Flow Higher = +2 pts (Bullish Divergence) E. Penalties -3 pts The Fakeout Killer: • Buying on a Red Candle = -3 pts • Selling on a Green Candle = -3 pts 3. Settings & Configuration You can customize the strictness of the engine in the indicator settings menu. A. Signal Precision Minimum Score to Show (Default: 8) 8-12: "Sniper Mode." Shows only high-probability setups trading with the trend (VWAP aligned). 6-7: "Scout Mode." Shows counter-trend reversals and riskier scalps. < 5: Not recommended (Too much noise). Ignore Small Candles (ATR %) (Default: 0.5) The "Churn Filter". It ignores any candle smaller than 50% of the average size. Increase to 0.8 if you are getting too many signals during flat/choppy markets. B. Volume Logic Strict Volume (Default: ON) When checked, the script blocks any signal with less than 2.0x average volume, regardless of the score. This ensures you only trade when Whales are actually present. 4. How to Read the Signals 🟢 Bullish Signal (Buy) Symbol: Green Triangle below the bar. Condition: Score ≥ 8. The Whale absorbed selling pressure (Wick) on high volume, likely creating a "Bear Trap." Ideal Setup: Price is Above the Blue Line (VWAP) + Green Arrow. Stop Loss: Just below the low of the signal candle (the wick). 🔴 Bearish Signal (Sell) Symbol: Red Triangle above the bar. Condition: Score ≥ 8. The Whale absorbed buying pressure (Wick) on high volume, likely creating a "Bull Trap." Ideal Setup: Price is Below the Blue Line (VWAP) + Red Arrow. Stop Loss: Just above the high of the signal candle. 🔵 Blue Line (VWAP) This is your "Trend Anchor." Do not Short if price is significantly above the Blue Line. Do not Long if price is significantly below the Blue Line. 5. Troubleshooting / FAQ Q: Why did a signal disappear? A: The script repaints only during the live candle. Once a candle closes, the signal is permanent. If a signal vanishes before close, it means the volume or price action changed last second (e.g., the candle turned Red, triggering the -3 penalty). Q: Why are there no signals on my chart? A: You are likely in a low-volume period (Lunch hour / Late night). The Strict Volume filter is doing its job by keeping you out of dead markets. Alternatively, lower the Minimum Score to 6. Q: Can I use this on 1-minute timeframes? A: Yes, but increase the ATR Filter to 0.6 or 0.7 to filter out the micro-noise common on 1m charts.
Pine Script® indicator
by zakariya_elalj
VWAP Timeframe Continuity (Multi-Period Anchored VWAP Alignment)Visualizes full timeframe continuity using anchored VWAPs from multiple periods — Yearly (12M), Quarterly (3M), Monthly, Weekly, Daily, 4H, 1H, 30m, and 15m (selectable). Green candles & upper composite line: Price above all selected VWAPs → strong bullish alignment Red candles & lower composite line: Price below all → strong bearish alignment Gray/neutral: Mixed signals Includes flip labels, customizable colors, and alerts when full continuity starts (up or down). Great for trend confirmation, avoiding counter-trend trades, and spotting institutional bias across horizons. Toggle timeframes in settings to match your style! (Pro tip: Longer anchors like Yearly/Quarterly carry more weight for swing/position trading.)
Pine Script® indicator
by northfieldwhale
SuperTrend - With Exits & Trade ZonesSuperTrend - With Exits & Trade Zones Overview An advanced trend-following indicator that combines pivot points with the SuperTrend methodology to create a complete trading system with entry signals, exit signals, and visual trade zones. This indicator adapts to market structure rather than just price action, providing more reliable trend identification. What Makes This Unique Unlike standard SuperTrend indicators that use moving averages, this version: Uses actual pivot points to calculate a dynamic center line Provides multiple entry mode options for different trading styles Shows clear exit signals (both trailing stop and take profit) Color-codes the entire chart into trade zones (Long, Short, No Trade) Eliminates guesswork about when to enter, exit, and stay out Features 📊 Core Indicator Components Pivot Point Detection: Identifies local highs and lows in price structure Dynamic Center Line: Weighted calculation using detected pivot points ATR-Based Bands: Volatility-adjusted upper and lower bands Trailing Stop Line: Adaptive stop-loss that follows the trend 🎯 Entry Signals Four entry modes to match your trading style: Immediate Mode ⚡ Signals right when the trailing stop breaks Fastest entries for aggressive traders Best for strong trending markets Aggressive Mode 🔥 (Recommended) Signals when price closes beyond break candle OR opens beyond it Balanced speed and confirmation Good for most market conditions Balanced Mode ⚖️ Requires entire candle to close beyond break level Moderate confirmation Reduces false breakouts Conservative Mode 🛡️ Waits for candle to open AND stay completely beyond break level Highest confirmation, slowest entries Best for choppy markets 🚪 Exit Signals Three exit strategies: Trailing Stop Exits when price crosses back through the trailing stop line Lets profits run in trending markets Protects gains when trend weakens Take Profit % Exits at predetermined profit target Locks in gains at specific percentage Good for range-bound markets Both Uses whichever exit comes first Combines profit protection with trend following Recommended for most traders 🎨 Visual Trade Zones Color-coded backgrounds eliminate confusion: 🟢 Light Green: Active LONG position 🔴 Light Red: Active SHORT position ⚫ Gray: NO TRADE ZONE (between exit and next signal) 📍 Additional Visual Elements Diamond markers: Show when trailing stop is first broken BUY/SELL labels: Clear entry signals in green/red EXIT markers: Gray X for stop loss, Orange X (TP) for take profit Pivot points: Optional display of detected highs/lows (H/L markers) Support/Resistance: Optional circles at pivot levels Settings & Parameters Basic Settings Pivot Point Period (default: 2) Controls sensitivity of pivot detection Lower = more pivots detected (more responsive) Higher = fewer pivots (more stable) ATR Factor (default: 3) Distance multiplier for trailing stop bands Lower = tighter stops (more signals, earlier exits) Higher = wider stops (fewer signals, longer trades) ATR Period (default: 10) Lookback period for volatility calculation Affects how quickly bands adapt to volatility changes Entry Configuration Entry Mode: Select from Immediate/Aggressive/Balanced/Conservative Determines how quickly the indicator generates signals after a trend break Exit Configuration Exit Method: Choose Trailing Stop, Take Profit %, or Both Take Profit % (default: 2%) Set your profit target as percentage of entry price Adjust based on volatility and timeframe Display Options Show Buy/Sell Labels: Toggle entry signal labels Show Exit Signals: Toggle exit markers Show Break Candles: Toggle diamond markers on trend breaks Show Pivot Points: Display H/L markers at pivot points Show PP Center Line: Display the dynamic center line Show Support/Resistance: Display circles at S/R levels How to Use For Swing Traders Set Entry Mode to "Balanced" or "Conservative" Use "Both" exit method with 3-5% take profit Enable all visual elements for complete market picture Trade only in direction of colored zones For Day Traders Set Entry Mode to "Aggressive" or "Immediate" Use "Trailing Stop" exit method to catch intraday trends Lower ATR Factor to 2-2.5 for tighter stops Watch for quick signals in the first 2 hours of trading For Position Traders Use higher timeframes (Daily/Weekly) Set Entry Mode to "Conservative" Increase Take Profit % to 5-10% Use larger ATR Factor (4-5) for wider stops General Trading Rules ✅ DO: Enter on BUY/SELL signals (green/red backgrounds) ✅ DO: Exit on EXIT/TP markers ❌ DON'T: Enter during gray NO TRADE ZONE ❌ DON'T: Counter-trend trade against the colored zone Alerts Set up the following alerts for automated trading notifications: Buy Signal: Triggers when long entry conditions are met Sell Signal: Triggers when short entry conditions are met Exit Long: Triggers when long position should be closed Exit Short: Triggers when short position should be closed Trailing Stop Broken: Triggers on initial trend change Best Practices Timeframe Selection 1-5 min: Scalping (use Immediate/Aggressive mode) 15-60 min: Day trading (use Aggressive/Balanced mode) 4H-Daily: Swing trading (use Balanced/Conservative mode) Weekly: Position trading (use Conservative mode) Risk Management Always use the EXIT signals - don't hold through gray zones Position size based on distance to trailing stop Never risk more than 1-2% per trade Consider wider stops on higher timeframes Market Conditions Trending markets: Use Aggressive mode, Trailing Stop exits Ranging markets: Use Conservative mode, Take Profit exits High volatility: Increase ATR Factor, use Both exits Low volatility: Decrease ATR Factor for tighter stops Technical Details Calculation Method Detect pivot highs and lows using specified period Calculate weighted center line: (previous_center × 2 + new_pivot) / 3 Calculate bands: Upper = Center - (ATR Factor × ATR), Lower = Center + (ATR Factor × ATR) Determine trend based on price position relative to bands Trail stop line follows the active trend direction Signal Logic Entry signals generated based on selected confirmation mode Position tracking maintains state from entry to exit Exit signals calculated from both trailing stop and take profit levels Trade zones update in real-time based on position state Limitations & Considerations Works best in trending markets; may generate false signals in tight ranges Not a holy grail - should be used with proper risk management Past performance does not guarantee future results Recommended to backtest on your specific instrument and timeframe Consider combining with volume analysis or other indicators for confirmation Version History v1.0: Initial release with entry signals and confirmation modes v1.1: Added exit signals (trailing stop and take profit) v1.2: Added color-coded trade zones (Long/Short/No Trade) Credits Original Pivot Point SuperTrend concept by LonesomeTheBlue Modified with exit signals and trade zone visualization License Mozilla Public License 2.0 Example Setups Conservative Swing Trading Pivot Point Period: 2 ATR Factor: 3 ATR Period: 10 Entry Mode: Conservative Exit Method: Both Take Profit %: 4% Aggressive Day Trading Pivot Point Period: 2 ATR Factor: 2.5 ATR Period: 10 Entry Mode: Aggressive Exit Method: Trailing Stop Position Trading Pivot Point Period: 3 ATR Factor: 4 ATR Period: 14 Entry Mode: Balanced Exit Method: Both Take Profit %: 8% Disclaimer: This indicator is for educational purposes only. Trading involves substantial risk. Always do your own research and never trade with money you cannot afford to lose.
Pine Script® indicator
by Tapaspattanaik
Key Zone$ - Support and Resistance0DTE Bounce Zones (6M) — Support & Resistance with VWAP, Volume, and Risk Management This indicator is built for intraday and 0DTE options trading, focused on high-quality bounce and rejection setups at historically proven support and resistance zones. It automatically identifies key zones from six months of historical price action and waits for real-time confirmation before signaling CALL or PUT opportunities. The goal is to reduce noise, avoid weak bounces, and provide clear, rules-based trade structure. ==================================================================== CORE FEATURES ==================================================================== Historical Support & Resistance Zones (6 Months) Zones are built using 15-minute pivot highs and lows. A zone must be tested at least 3 times to be considered valid. Nearby zones are merged automatically to reduce clutter. Zones extend forward in time and update dynamically. Support zones are shown in green, resistance zones in red. These are higher-quality structural levels, not same-day levels. ==================================================================== 0DTE-Focused Entry Logic Signals only trigger when price interacts with a confirmed zone and shows a strong rejection candle. Signals are limited to high-probability trading windows only. Market Open: 9:30–10:45 ET Market Close: 3:00–4:00 ET This avoids midday chop and focuses on periods with real momentum. ==================================================================== VWAP Confirmation (Strict) CALL setups require a VWAP reclaim. PUT setups require a VWAP loss. This aligns trades with institutional order flow instead of counter-trend noise. ==================================================================== MACD Momentum Filter MACD histogram behavior is used to confirm momentum direction and avoid taking bounces against the prevailing move. ==================================================================== ATR Candle Strength Filter The signal candle must be large enough relative to ATR. This filters out weak or indecisive candles that often fail with 0DTE. ==================================================================== Advanced Volume Confirmation (Relative Volume) Relative Volume (RVOL) is used instead of raw volume. Different RVOL thresholds are applied for CALLS versus PUTS. Higher RVOL is required for PUTS due to downside urgency. Lower RVOL is allowed for CALLS due to grind-up behavior. Separate RVOL thresholds are used for the market open and market close. This ensures signals only occur when real participation is present. ==================================================================== Built-In Risk Management (2:1 Reward/Risk) Every signal automatically calculates an entry, stop loss, and target. Stop loss is based on the zone edge with an ATR buffer. Targets default to a 2:1 reward-to-risk ratio. Entry, stop, and target levels are drawn directly on the chart and included in alerts. ==================================================================== Smart Alerts (CALLS & PUTS) Alerts trigger only when all conditions are met. Alerts include trade direction, entry price, stop price, target price, and RVOL information. Alerts are designed for 5-minute confirmation trading. To use alerts, select “Any alert() function call” when creating the alert. ==================================================================== INTENDED USE ==================================================================== 0DTE options trading. 5-minute chart confirmation. Index ETFs and liquid equities such as SPY, QQQ, IWM, and SPX. Traders who want aggressive entries with confirmation. Traders who value structure, volume, and risk control. ==================================================================== NOTES ==================================================================== This is not a prediction tool. Signals require discipline and confirmation. Best results come from trading only the highest-quality setups.
Pine Script® indicator
by SE39
2