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Volume Weighted Moving Average (VWMA)

Mean Reversion Corridors [AGPro Series]Mean Reversion Corridors 🔹 Overview Mean Reversion Corridors is a volatility-adaptive deviation framework that maps how far price has stretched from a chosen fair-value center and classifies that stretch into two actionable zones. An inner corridor marks the early reversion band where price is meaningfully extended but not yet extreme; an outer corridor marks statistical exhaustion where continuation becomes less probable under normal conditions. A higher-timeframe trend filter separates controlled mean reversion from failure-continuation expansions, so traders can tell fading the edge from respecting a real break — all from a single clean overlay. 🔸 Unique Edge Most band systems (Bollinger, Keltner, ATR channels) offer a single width engine and a single band pair, leaving the trader to guess whether a tag is an exhaustion or a breakout. Mean Reversion Corridors is built around three ideas that work together: - A dual-engine width unit that linearly blends ATR (range-based) and Standard Deviation (dispersion-based) so the corridor is stable on both gap-heavy and low-dispersion regimes. - A two-layer corridor with distinct roles — inner for early stretch, outer for exhaustion — rendered as transparent zones you can read at a glance. - A regime-aware state machine that uses a higher-timeframe trend filter to reclassify outer tags as either reversion candidates or failure-continuation, tracked as explicit REV and FAIL states with a bounded confirmation window. 🧠 Methodology - Center Model — user choice of EMA, VWMA (volume-aware, default) or HMA (responsive), calculated on chart closes. - Width Unit — the current volatility unit is a linear blend: (1 − blend) × ATR + blend × StDev, protected against empty volatility periods. - Corridors — inner band at ±(width × inner multiplier), outer band at ±(width × outer multiplier). Stretch is reported in width-unit sigma. - Trend Filter — the same center model is evaluated on a higher-timeframe via request.security with lookahead off, and its slope is normalized by ATR so the "strong" threshold is volatility-aware, not symbol-specific. - State Machine — tracks the most recent outer-band extreme with a rolling 20-bar confirmation window. A reversion is confirmed only when price closes back inside the inner corridor and the trend filter is not strongly aligned with the original stretch. When the trend is strongly aligned, the outer break is reclassified as corridor failure (continuation). - All conditions evaluate on confirmed bars to avoid repainting behavior. ⚡ Signals & Alerts On-chart markers: - REV — reversion confirmed back through the inner band after an outer extreme, trend-filtered. - FAIL — corridor failure / trend-aligned continuation beyond the outer band. Six bar-close alert conditions: - Inner corridor entered — upside stretch - Inner corridor entered — downside stretch - Outer corridor hit — upside exhaustion - Outer corridor hit — downside exhaustion - Reversion confirmed - Corridor failure (continuation) ⚙️ Key Inputs - Center Model — EMA / VWMA / Hull - Center Length and Volatility Length — independent lookbacks - ATR ↔ StDev Blend — balance between range and dispersion engines - Inner Corridor Width and Outer Corridor Width — in volatility units - Trend Filter — enable, timeframe, length, strength threshold - Visuals — outer-only mode, center line, fills, edge tags, state labels, label size - Info Panel — show/hide, position (six options), font size - Alerts — individually toggleable for each of the six events 📖 How to Use - Start with the defaults on your main chart timeframe. The 34-period VWMA center, balanced blend and 1.0 / 2.2 inner/outer multipliers are chosen to work as a neutral starting point across liquid markets. - Inner corridor tags are early stretch cues — they flag that price is extended, not that a turn is due. Use them as context for setups, not as standalone signals. - Outer corridor tags with the trend filter neutral or opposed are the primary mean reversion setup; wait for a REV confirmation back inside the inner band before acting. - When FAIL appears, the stretch is trend-aligned; treat the outer band as continuation, not resistance. This is the signal to stop fading. - Use the Info Panel to read current state, reversion bias, trend regime and stretch magnitude in sigma at a glance. ⚠️ Limitations & Transparency - This is an analytical tool, not a trading strategy or financial advice. It does not predict future price. - Band-based classification assumes statistical behavior; during shocks, news events or illiquid sessions the width engine can lag. - The trend filter uses a higher-timeframe slope — it reacts slower than short-term momentum by design, which is the intended behavior. - Signals are evaluated on confirmed bars; intrabar crosses are not counted as events. - Past behavior of any indicator does not guarantee future results. Always apply your own risk management.
Pine Script® indicator
by AGProLabs
Multi-Length Displaced MA IndicatorMulti-Length Displaced MA Indicator This script is a professional-grade trend and momentum visualization tool designed specifically for technical traders who need to balance immediate momentum with macro trend confirmation. By utilizing Displaced Moving Averages (DMA) alongside standard SMA, EMA, and VWMA indicators, this indicator provides a "forward-looking" buffer to filter out market noise and identify high-probability pivot zones. Key Features: Dynamic Logic Hierarchy: The script is organized into five distinct "roles," ranging from the hyper-responsive Momentum Trigger to the macro Trend Anchor. Time-Shifted Analysis: Each of the five moving averages includes an independent Displacement (Offset) input. Shifting lines forward (positive displacement) helps visualize the "buffer" between price and the average, while shifting backward (negative displacement) can help identify historical lead/lag relationships. Flexible MA Types: Users can toggle between Simple, Exponential, Volume Weighted, and Displaced (SMA-based) averages for each of the five slots. Multi-Layer Strategy: The logic behind the default settings (though fully user-adjustable): MA1=Momentum Trigger: 5 Length / 3 Offset; Identifies immediate momentum shifts; the "early warning" system for options traders. MA2=Short-Term Trend: 9 Length / 5 Offset; The core trend line for fast-moving tech and growth stocks. MA3=Institutional Pivot: 21 Length; Monitors the "mean reversion" zone where institutions typically defend positions. MA4=Decision Line: 50 Length; Psychological "bull/bear" threshold for intermediate-term swings. MA5=Trend Anchor: 200 Length; The ultimate macro trend line; determines the overall market bias. How to Use: Crossovers: Watch for the Momentum Trigger (MA 1) to cross the Short-Term Trend (MA 2) for entry and exit signals. Support/Resistance: Use the Institutional Pivot (MA 3) and Decision Line (MA 4) as areas to add to winning positions or set stop-losses. Noise Filtering: Use the Displacement feature on MA 1 to ensure a breakout is sustainable before committing capital to short-dated options. Note: This indicator is optimized for high-liquidity assets (Indices and Tech) and provides the visual clarity needed to manage complex options portfolios with multiple expiration dates. Script by // © TylerisTrading
Pine Script® indicator
by TylerisTrading
Spectra Inflection [JOAT]Spectra Inflection Introduction Spectra Inflection is an advanced open-source momentum oscillator that replaces conventional RSI with a Laguerre-domain filter, applies Jurik Moving Average (JMA) adaptive smoothing, and overlays a Zero-Lag EMA (ZEMA) signal line to produce a momentum reading with substantially less lag and noise than standard oscillators. The indicator then layers on Schmitt trigger state transitions, dynamic VWMA bands, gradient histogram rendering, momentum divergence detection, velocity and acceleration tracking, squeeze detection, exhaustion signals, and a comprehensive 16-row dashboard — all in a single pane. This indicator exists because traditional momentum oscillators like RSI suffer from two fundamental problems: lag and noise. Lag causes late entries and exits. Noise causes false signals in choppy markets. Spectra Inflection addresses both by combining a Laguerre filter (which compresses price history into a shorter effective window without losing smoothness) with JMA adaptive smoothing (which tracks fast moves closely while filtering out chop). The result is a momentum curve that responds to genuine trend shifts quickly while remaining stable during consolidation. Core Concepts 1. Laguerre RSI Core The Laguerre filter is a four-element recursive filter originally developed by John Ehlers. Unlike a standard RSI that uses a fixed lookback window, the Laguerre filter uses a damping factor (alpha) to create an exponentially-weighted cascade of four internal registers (L0 through L3). This produces a smoother, more responsive oscillator: float gamma = 1.0 - alpha L0 := alpha * close + gamma * nz(L0 ) L1 := -gamma * L0 + nz(L0 ) + gamma * nz(L1 ) L2 := -gamma * L1 + nz(L1 ) + gamma * nz(L2 ) L3 := -gamma * L2 + nz(L2 ) + gamma * nz(L3 ) The cumulative up/down movements across all four registers are then computed to derive an RSI-like value scaled 0-100. Lower alpha values produce smoother output (more filtering), while higher values produce faster response. The default alpha of 0.07 provides a balance between responsiveness and noise rejection. 2. JMA Adaptive Smoothing The raw Laguerre RSI output is then passed through a Jurik Moving Average, which is a proprietary-class adaptive filter. JMA uses a volatility-tracking mechanism to adjust its smoothing dynamically: when the input is volatile, JMA tracks more closely; when the input is stable, JMA smooths more aggressively. This means the momentum line hugs genuine reversals tightly while filtering out noise during consolidation. The JMA implementation uses three parameters: period (smoothing length), phase (lead/lag adjustment), and power (responsiveness curve). 3. ZEMA Signal Line A Zero-Lag EMA is calculated on the JMA-smoothed momentum line. ZEMA works by computing two EMAs and extrapolating the difference to cancel out the inherent lag: ema1 = ta.ema(src, len) ema2 = ta.ema(ema1, len) zema = ema1 + (ema1 - ema2) Crossovers between the momentum line and the ZEMA signal line generate potential entry and exit signals. The indicator scores each crossover based on the angle of approach, distance from the midline, and volume context to produce a "cross quality" rating. 4. Schmitt Trigger State Machine Rather than using simple threshold crossings (which produce whipsaws), the indicator uses a Schmitt trigger — a hysteresis-based state machine where the entry threshold differs from the exit threshold. For example, the momentum line must cross above 62 to enter a bullish state, but must drop below 55 to exit it. This prevents rapid flip-flopping in choppy conditions and produces cleaner, more tradeable state transitions. 5. Dynamic VWMA Bands Volume-Weighted Moving Average bands are calculated around the momentum line. These bands expand when volume is high (indicating conviction) and contract when volume is low (indicating indecision). Price touching or exceeding the bands while momentum is extended signals potential exhaustion or continuation depending on the volume context. Features Gradient Histogram: A color-gradient histogram below the momentum line shows the distance from the midline (50). Colors shift smoothly from muted near the center to vivid at extremes, providing instant visual feedback on momentum intensity without cluttering the chart Neon Glow Rendering: The main momentum line uses a multi-layer plot technique where progressively wider, more transparent copies of the line are stacked to create a subtle glow effect that intensifies with momentum strength Momentum Divergence Detection: The indicator detects both regular and hidden divergences using fractal pivot anchoring. When price makes a new high but the Laguerre RSI makes a lower high (bearish divergence), or price makes a new low but the oscillator makes a higher low (bullish divergence), the indicator draws divergence lines and labels Velocity and Acceleration Tracking: First and second derivatives of the momentum line are calculated and smoothed. Velocity shows the rate of momentum change; acceleration shows whether momentum is speeding up or slowing down. These are displayed in the dashboard OB/OS Exhaustion Detection: When momentum reaches extreme overbought or oversold levels with declining velocity, the indicator flags potential exhaustion points where reversals are more likely Cross Quality Scoring: Each momentum/signal crossover is scored 0-100 based on the angle of the cross, distance from the midline, and whether volume confirms the move. Higher scores indicate higher-conviction crosses Band Squeeze Detection: When VWMA bands contract below a threshold, the indicator identifies a "squeeze" condition — compressed momentum that often precedes a sharp expansion move Midline Conviction Signals: Crosses of the 50 midline are tracked with volume confirmation to identify shifts in the underlying momentum bias Momentum Regime Classification: The dashboard classifies the current momentum state as Trending Bull, Trending Bear, Ranging, or Transitional based on the composite of all sub-systems 16-Row Dashboard: A comprehensive real-time table displays Laguerre RSI, JMA momentum, ZEMA signal, state, velocity, acceleration, cross quality, band width, squeeze status, divergence history, regime classification, and more Input Parameters Laguerre Core: Alpha: Damping factor for the Laguerre filter (default: 0.07). Lower = smoother, higher = faster JMA Smoothing: Period: JMA smoothing length (default: 8) Phase: Lead/lag adjustment from -100 to +100 (default: -50) Power: Responsiveness curve (default: 0.6) Signal Line: ZEMA Length: Period for the zero-lag signal line (default: 13) State Thresholds: Bull Entry/Exit: Schmitt trigger thresholds for bullish state (default: 62/55) Bear Entry/Exit: Schmitt trigger thresholds for bearish state (default: 38/45) VWMA Bands: Band Length: VWMA calculation period (default: 20) Band Width: Multiplier for band distance (default: 1.5) Visuals: Toggles for histogram, glow, divergence lines, bar coloring, background zones, squeeze markers, and dashboard How to Use This Indicator Step 1: Identify the Momentum Regime Check the dashboard's regime classification. In trending regimes, look for pullback entries in the direction of the trend. In ranging regimes, look for mean-reversion setups at the VWMA band extremes. Step 2: Wait for Schmitt Trigger State Transitions Rather than acting on every oscillator wiggle, wait for the Schmitt trigger to confirm a state change. A transition from neutral to bullish (momentum crossing above the bull threshold with hysteresis) is a higher-conviction signal than a simple RSI crossing 50. Step 3: Confirm with Cross Quality When a momentum/signal crossover occurs, check the cross quality score. Scores above 60 indicate strong, angled crosses with volume confirmation. Scores below 30 suggest weak, flat crosses that are more likely to fail. Step 4: Watch for Divergences Divergences between price and the Laguerre RSI often precede reversals. Regular divergences signal potential trend changes; hidden divergences signal trend continuation. Use these in conjunction with the regime classification for context. Step 5: Monitor Squeeze and Exhaustion Band squeezes indicate compressed momentum — prepare for a breakout. Exhaustion signals at OB/OS extremes with declining velocity suggest the current move is losing steam. Indicator Limitations Like all momentum oscillators, this indicator is a lagging derivative of price. It confirms moves rather than predicting them The Laguerre filter's alpha parameter significantly affects behavior — values that work well on one timeframe or instrument may need adjustment for others Divergence detection uses fractal pivots which require a right-bar confirmation delay (default 5 bars). Divergences are identified after the fact, not in real-time The Schmitt trigger prevents whipsaws but also delays state transitions. In fast-moving markets, the state change may come after a significant portion of the move has already occurred Volume-based features (VWMA bands, cross quality scoring) work best on instruments with reliable volume data. On forex or instruments with synthetic volume, these features may be less meaningful This is a momentum tool, not a complete trading system. It should be combined with trend structure, support/resistance, and risk management for actual trading decisions Originality Statement This indicator is original in its synthesis of multiple advanced signal processing techniques into a unified momentum analysis system. While individual components (Laguerre filters, JMA smoothing, ZEMA, Schmitt triggers) are established concepts in technical analysis and signal processing, this indicator is justified because: The Laguerre-to-JMA-to-ZEMA processing chain creates a momentum signal with properties not achievable by any single technique alone — the Laguerre provides the raw momentum extraction, JMA provides adaptive noise filtering, and ZEMA provides a lag-compensated reference The Schmitt trigger state machine replaces simple threshold crossings with hysteresis-based transitions, substantially reducing false signals in choppy conditions Cross quality scoring provides a quantitative measure of signal conviction that is not available in standard oscillator implementations The integration of velocity, acceleration, exhaustion detection, squeeze detection, and divergence analysis into a single coherent pane eliminates the need for multiple separate indicators Dynamic VWMA bands provide volume-contextual overbought/oversold boundaries rather than fixed levels Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Past performance of any indicator does not guarantee future results. The momentum readings, state classifications, and signals displayed are mathematical calculations based on historical price data — they do not predict future price movement. Always use proper risk management and conduct your own analysis before making trading decisions. The author is not responsible for any losses incurred from using this indicator. -Made with passion by officialjackofalltrades
Pine Script® indicator
by officialjackofalltrades
5 EMA Multi-Timeframe Dashboard (Trend, Momentum & Entry Signals5 EMA Dashboard is a multi-timeframe trend and confirmation tool built for traders who want a quick visual read on market structure, trend direction, momentum, and possible entry signals. This script plots the 200, 55, 34, 21, and 8 EMAs directly on the chart and displays a dashboard table that tracks trend structure across multiple timeframes: 1D, 15M, 5M, 2M, and 10S. Trend logic is based on full EMA stacking with price included, so bullish structure is defined as Price > 8 > 21 > 55 > 200, while bearish structure is the reverse. The table highlights the active chart timeframe in yellow and shows whether each timeframe is bullish, bearish, or mixed. In addition, the script includes a confirmation section using a user-selected timeframe to evaluate whether the stock is “in play” based on trend alignment, momentum, and a TTM-style linear regression filter. It also flags possible entry conditions when price crosses above or below the 8 EMA or VWAP. This makes the script useful for traders who want: multi-timeframe trend alignment quick bullish vs bearish structure checks confirmation that a stock is actively trending simple visual cues for possible EMA 8 or VWAP entries You can also use this shorter version for the public library summary: Multi-timeframe EMA dashboard that shows bullish, bearish, or mixed structure across 1D, 15M, 5M, 2M, and 10S using price + EMA stacking. Includes trend confirmation, momentum/TTM-style filters, and possible EMA 8 or VWAP entry signals in a movable on-chart table. And if you want, here is a more polished “How it works” section too: How it works This script defines bullish structure as price above the 8 EMA, with the 8 above the 21, the 21 above the 55, and the 55 above the 200. Bearish structure is the exact opposite. If those conditions are not fully aligned, the script labels the timeframe as mixed. The dashboard then combines that structure with confirmation-timeframe momentum and entry logic to help traders quickly judge whether a stock is trending cleanly and whether a possible setup is forming. Short Description Multi-timeframe EMA dashboard showing bullish, bearish, or mixed structure using price + EMA stacking. Includes trend confirmation, momentum filters, and EMA 8 / VWAP entry signals in a movable table. Full Description Overview The 5 EMA Multi-Timeframe Dashboard is a structured trading tool designed to help you quickly identify trend direction, confirm momentum, and spot potential entry opportunities—all in one view. This script combines price action, EMA stacking, and momentum confirmation into a clean dashboard format, allowing traders to assess whether a stock is trending cleanly or in a choppy, non-tradeable state. Key Features 1. Multi-Timeframe Trend Dashboard Tracks structure across: 1 Day 15 Minute 5 Minute 2 Minute 10 Second (if supported) Automatically highlights your current chart timeframe in yellow Displays: Structure (EMA alignment) Trend (Bull / Bear / Mixed) 2. EMA Structure Logic (Core Edge) Trend is defined using full EMA stacking with price included: Bullish Structure: Price > 8 EMA > 21 EMA > 55 EMA > 200 EMA Bearish Structure: Price < 8 EMA < 21 EMA < 55 EMA < 200 EMA Mixed: Any misalignment → indicates chop or low-quality setup 3. “Stock In Play” Confirmation Uses a selectable confirmation timeframe (default: 2-minute) to determine if a stock is actively trending. A stock is considered “In Play” when: EMA structure is aligned (bullish or bearish) Momentum is moving in the same direction TTM-style linear regression filter supports the move This helps filter out low-quality trades and focus only on stocks with real momentum. 4. Momentum & TTM-Style Filter Momentum (10-period) confirms directional strength TTM-style linear regression acts as a trend acceleration filter Displays: POS (Positive) NEG (Negative) FLAT 5. Entry Signals (Simple & Actionable) Identifies potential entries on the confirmation timeframe: EMA 8 Cross Bullish: price crosses above EMA 8 Bearish: price crosses below EMA 8 VWAP Cross Bullish: price crosses above VWAP Bearish: price crosses below VWAP These are labeled clearly in the dashboard for quick decision-making. 6. Fully Customizable Dashboard Move the table anywhere on the chart: Top / Bottom / Left / Right / Center Adjustable font size for visibility Works across different trading styles (scalping → intraday → swing) 🧠 How to Use Step 1: Check Structure Look for alignment across multiple timeframes Best setups occur when 2M, 5M, and 15M agree Step 2: Confirm “In Play” Only trade when: Trend = Bull or Bear “In Play” = Confirmed Momentum + TTM align Step 3: Wait for Entry EMA 8 or VWAP cross signals provide timing Avoid chasing extended moves ⚠️ Important Notes Lower timeframes (especially 10-second) depend on your TradingView data plan Multi-timeframe values may slightly adjust in real-time due to how data is aggregated Best used with confirmed setups—not as a standalone signal generator 🚀 Best For Intraday traders Scalpers Momentum traders Anyone using EMA-based strategies ⚠️ Disclaimer This indicator is for educational and informational purposes only. It does not constitute financial advice. Always perform your own analysis and risk management.
Pine Script® indicator
by Dipam_Ishwar
Double Moving Average## 📊 Double Moving Average (DMA) **General Description:** An indicator composed of two completely independent Moving Averages (MAs), each configured with its own parameters. Unlike a standard MA, each MA #1 and MA #2 can use a different timeframe, even if the chart displays another timeframe. --- ### **MA #1 - Parameters** | Parameter | Default | Range | Description | |-----------|---------|-------|-------------| | **Enable MA #1** | ✓ | Yes/No | Activate/deactivate the first MA | | **Length** | 50 | 1-500 | Calculation period of the MA | | **Source** | Close | Open/High/Low/Close | Price source | | **Offset** | 0 | 0-100 | Shift the curve to the right | | **Type** | EMA | SMA/EMA/WMA | Type of moving average | ### **MA #2 - Parameters** Identical to MA #1 but with default **Length: 200** --- ### **Smoothing - Per MA** Each MA can have its own smoothing: | Parameter | Options | |-----------|---------| | **Enable Smoothing** | Yes/No | | **Type** | None / SMA / EMA / WMA | | **Length** | 1-100 | | **BB StdDev** | 0.1-10 (Bollinger Bands) | --- ### **Timeframe (Period) - Per MA** Each MA calculates on an independent timeframe: **Options:** 1min, 2min, 5min, 10min, 15min, 30min, 1hr, 2hr, 4hr, 1day **"Wait for Close":** Waits for the timeframe candle to close before confirmation --- ### **Main Functions** 1. **`f_convert_timeframe()`** - Converts timeframe formats for Pine Script 2. **`f_calculate_ma()`** - Calculates SMA, EMA, or WMA 3. **`f_apply_smoothing()`** - Applies smoothing if enabled --- ### **Use Cases** - Display short-term MA (5min) for scalping - Display long-term MA (1day) for overall trend - All on the same chart, independent of the displayed timeframe - Compare two different trend periods simultaneously
Pine Script® indicator
by julieware2369
AG Pro VWMA Dislocation Map [AGPro Series]AG Pro VWMA Dislocation Map OVERVIEW AG Pro VWMA Dislocation Map is a state-based charting tool designed to measure how far price is trading from its volume-weighted mean, how persistent that displacement has become, and whether the move is still expanding or beginning to normalize. This script is built around a simple but often underexplored idea: distance from a moving average is not equally meaningful in all situations. A small deviation can matter when it is persistent and building under directional participation, while a larger deviation can become less informative when the move is already mature and beginning to contract. Instead of treating every separation from the mean as identical, this script organizes that behavior into a structured framework. The result is a visual map centered on VWMA behavior rather than a classic crossover model. The goal is not to guess tops or bottoms, and it is not to replace broader market structure analysis. The goal is to help the user read displacement quality, persistence, and normalization pressure around a volume-weighted equilibrium reference. This makes the script useful in two very different but related contexts. In intraday use, it can help identify when a move is still building away from the mean versus when extension may already be mature. In swing use, it can help frame whether price is holding a healthy distance from its weighted mean or rotating back toward equilibrium. WHAT MAKES IT DIFFERENT This script is not presented as “another moving average” and it is not intended to function as a simple VWMA trend filter. Its design focus is the behavior around VWMA, not the line by itself. The main distinction is the state model. Instead of reducing the chart to a binary above/below interpretation, the script tracks whether displacement is mild, active, persistent, extended, overextended, re-approaching, or rebalanced. That adds context to moves that may otherwise look similar at first glance but are materially different in maturity and behavior. A second distinction is normalization. Raw distance in price units can be misleading across different symbols, different volatility conditions, and different phases of the same market. For that reason, the script evaluates displacement relative to a normalization unit rather than using absolute price distance alone. This is intended to make the map more comparable and more structurally meaningful. A third distinction is presentation. The indicator is designed as a chart-reading framework, with a central weighted-mean structure, layered displacement bands, background state context, a last-bar state label, and a compact information panel. The output is meant to be descriptive and contextual rather than promotional or predictive. METHODOLOGY The script begins with a VWMA reference built from user-defined length and source settings. Around that reference, it measures normalized price displacement. The normalization can be based on ATR, standard deviation, or a hybrid approach, depending on the selected mode. From there, the script derives several internal components: 1. Distance This reflects how far price is trading from the VWMA after normalization. The purpose is to measure relative displacement rather than raw tick or point difference. 2. Persistence This tracks how long the current directional displacement has remained active. A move that has stayed consistently above or below the weighted mean for multiple bars may carry a different interpretation than a one-bar separation. 3. Expansion This evaluates whether the displacement is still building. Rising displacement can indicate that price is not merely away from the mean, but continuing to separate from it. 4. Normalization This evaluates whether the displacement is beginning to contract toward the mean. It does not forecast reversal by itself. It is intended to show whether the existing separation is losing expansion pressure and moving into a more balanced phase. 5. Regime The script also classifies contextual slope behavior into a simplified regime reading. This is not meant to be a full market regime engine. It is a compact contextual aid for distinguishing broader trend-like conditions from quieter or more balanced environments. These components feed the state engine and the panel metrics. The result is not a claim of certainty, but a structured way to read where price is operating relative to a volume-weighted center. STATE MODEL The indicator organizes behavior into discrete chart states. These states are designed for interpretation, not for deterministic outcome prediction. Balanced Price is trading close to the VWMA and displacement is limited. Early Dislocation Price is beginning to separate from the weighted mean, but the move is still in an early stage. Persistent Dislocation Distance is no longer only emerging; it has remained active for a more sustained period. Extended The move has reached a stronger separation from the mean and may require more caution in interpretation. Overextended Displacement is extreme relative to the current normalization model. This does not mean price must reverse immediately. It indicates an elevated extension condition. Re-approaching Distance is beginning to contract and the move may be rotating back toward VWMA equilibrium. Rebalanced Price has moved back toward the mean after a prior displacement phase. The practical value of this model is that it helps separate fresh movement from mature movement. Two charts can both be above VWMA, but one may be in an early building phase while another may already be extended and normalizing. HOW TO READ THE PANEL The information panel is designed to provide a quick summary of the current state without overwhelming the chart. Score A composite reading of displacement behavior. This is a contextual score, not a performance metric and not a probability estimate. Bias A directional summary based on price relative to VWMA. Regime A simplified context tag derived from the weighted-mean behavior. Distance The current normalized displacement from VWMA. Persistence The number of bars associated with the current directional displacement run. Normalization A compact measure of contraction pressure toward the weighted mean. Footer interpretation A short descriptive line showing the current qualitative state context and whether displacement is expanding or contracting. The panel is intended to summarize current conditions, not to replace full chart reading. VISUAL STRUCTURE The chart output is designed to be read in layers. The central weighted-mean structure provides the equilibrium reference. The inner visual structure highlights the core region around VWMA. The displacement bands expand outward to show increasingly stretched conditions relative to the normalization thresholds. The background tint provides a broad state cue so users can quickly identify periods of balance, active displacement, or higher extension. The last-bar state label is included to make the current state readable at a glance without scanning the full panel. This layered design is intentional. It allows the script to remain visually expressive while still communicating a hierarchy: center, displacement, extension, and normalization. HOW THIS TOOL MAY BE USED Some users may apply the script as a continuation context tool. In that workflow, the focus is less on exact entries and more on whether a move is still developing in a healthy way away from the weighted mean. Some users may apply it as an extension-awareness tool. In that workflow, the purpose is to identify when a move may already be mature and when aggressive continuation assumptions deserve more caution. Others may use it as a mean-normalization context tool. In that workflow, the interest is not whether price is simply above or below VWMA, but whether the separation is holding, expanding, or rotating back toward equilibrium. Because of this flexibility, the script is not restricted to one market style. It can be used as an analytical overlay in trending markets, in rotational conditions, or as part of a broader discretionary review process. SIGNALS AND ALERTS The script includes alerts tied to state transitions and context changes. These alerts are descriptive events based on the model, not trade promises. Persistent Dislocation Triggers when the script enters the Persistent Dislocation state. Extended Triggers when the script enters the Extended state. Overextended Triggers when the script enters the Overextended state. Re-approaching Triggers when the script enters the Re-approaching state. Rebalanced Triggers when price rotates back toward the weighted mean after prior displacement. Score Threshold Cross Triggers when the composite score crosses above the user-defined threshold. Bias Flip Triggers when directional bias flips across VWMA. These alerts are intended to support monitoring and workflow organization. They should be interpreted in the context of the broader chart. KEY INPUTS VWMA Length Controls the length of the volume-weighted mean. Normalization Mode Selects whether normalized displacement is built from ATR, standard deviation, or a hybrid of the two. Normalization Length Controls the lookback used in the normalization engine. Distance Smoothing Adjusts smoothing applied to the displacement behavior. Regime Lookback Controls the lookback used in the regime context calculation. State Thresholds Define how mild, active, strong, and extreme displacement are classified. Persistence Confirmation Bars Helps distinguish brief separation from more sustained displacement. Re-Approach Confirmation Bars Controls how quickly the script recognizes contraction back toward the mean. Visual Settings Allow the user to manage bands, background context, VWMA visibility, line strength, opacity behavior, and label placement. Panel Settings Allow layout, position, theme, and text sizing adjustments. The script is intended to be configurable so the same framework can be adapted to different symbols and timeframes without changing its core logic. LIMITATIONS AND TRANSPARENCY This script does not predict future price direction. It is not a standalone trading system, not an execution engine, and not a substitute for full chart analysis. A strong displacement can remain strong for longer than expected. An overextended reading does not guarantee immediate reversal. A re-approaching or rebalanced state does not guarantee that a larger directional move has ended. Like any normalized framework, the output depends on the settings chosen by the user. Different symbols, timeframes, volatility environments, and threshold selections can meaningfully change the visual behavior and state classification. The script should be understood as a descriptive map around a volume-weighted mean, not as a promise of edge by itself. RISK DISCLOSURE This indicator is for analytical and educational charting use only. It does not provide financial advice, investment advice, or guaranteed outcomes. All trading and investing involve risk. Users should evaluate any signal, state change, or alert in the context of their own process, market conditions, risk controls, and independent judgment. AG Pro VWMA Dislocation Map is designed to help structure interpretation around VWMA displacement behavior. It is not designed to remove uncertainty from markets, and it should not be used as the sole basis for financial decisions.
Pine Script® indicator
by AGProLabs
1
VW-MACD + GARCH Filter [Pointalgo]Overview The VW-MACD + GARCH Filter is a high-precision momentum oscillator designed to solve the two biggest weaknesses of the standard MACD: lagging price action and "fakeouts" during low-volatility environments. By combining Volume-Weighted Moving Averages (VWMA) with a GARCH-based volatility engine, this indicator ensures that signals are only generated when there is significant market participation and expanding volatility. How It Works 1. Volume-Weighted MACD (VW-MACD): Unlike the standard MACD which only uses price, this version uses VWMA for the fast and slow lines. This gives more weight to price levels with higher trading volume, making the crossovers more representative of institutional "smart money" movement. 2. GARCH Volatility Filter: This is the "brain" of the script. It calculates the conditional variance of returns using a simplified GARCH(1,1) model. Signals Armed: If GARCH volatility is rising above its 20-period average, the market is entering a state of expansion. Signals are permitted. Filter Blocked: If volatility is contracting, the script filters out signals to prevent being "chopped up" in a sideways market. 3.Institutional Cloud: A dynamic visual fill between the MACD and Signal line provides an immediate "at-a-glance" look at momentum dominance (Cyan for Bullish, Magenta for Bearish). Key Features 1. Adaptive Signals: Long/Short circles only appear when a crossover coincides with a volatility expansion. 2. Real-time Dashboard: A sleek UI in the bottom-right corner displays the current state of the GARCH filter. 3. Momentum Acceleration Colors: The histogram features "Grow" and "Fade" colors to show when a trend is gaining strength or losing steam. How to Use 1. Long Entry: Look for a Cyan circle at the bottom. This confirms a bullish VW-MACD cross while volatility is rising. 2. Short Entry: Look for a Red circle at the top. This confirms a bearish VW-MACD cross while volatility is rising. 3. Trend Following: Stay with the trade as long as the "Momentum Cloud" maintains its color and the histogram stays in the "Grow" shade. Disclaimer : 1. Open Source: This code is published under the Mozilla Public License 2.0. 2. No Financial Advice: This indicator is for educational purposes only. Past performance does not guarantee future results. 3. Originality: This script combines traditional volume-weighting techniques with econometric volatility modeling (GARCH) to provide a unique filtering mechanism.
Pine Script® indicator
by pointalgo
Trade Intelligence Dashboard// ============================================================================= // INDICATOR DESCRIPTION // ============================================================================= // Name : Trade Intelligence Dashboard // Version : Pine Script v6 // Type : Indicator (overlay) // Author : Built with Claude (Anthropic) — designed as a universal debug tool // Instruments : NQ, MNQ, ES, MES, SPY, QQQ, Stocks — any instrument // Timeframes : Works on all timeframes // ============================================================================= // // OVERVIEW // -------- // The Trade Intelligence Dashboard is a standalone indicator designed to give traders // a comprehensive at-a-glance view of market conditions across 9 independent // analysis sections, all displayed in a single clean horizontal table at the // bottom of the chart. It is instrument-agnostic and works with any strategy — // not just the VWAP + CVD strategy it was originally built alongside. // // The panel is designed to support real-time trading decisions by surfacing // the most important technical and structural information in one place, color // coded for instant interpretation — no hunting through multiple indicators // or panels. // // Because it is a standalone indicator it can be added or removed from any // chart independently without affecting any strategy script. This makes it // ideal for live trading sessions where you want maximum information density, // and easy to remove during backtesting when a clean chart is preferred. // // ============================================================================= // LAYOUT // ============================================================================= // // The panel displays as a horizontal table across the bottom of the chart // with 10 columns and 9 rows: // - Column 0 : Instrument info (always visible, cannot be toggled) // - Columns 1–9 : Analysis sections (each independently toggleable) // - Row 0 : Section headers (shaded with Section Header Background color) // - Rows 1–8 : Metric labels and values // // When a section is toggled off its column disappears and all remaining // columns shift left automatically — the table always stays compact and clean // regardless of how many sections are active. // // ============================================================================= // SECTIONS // ============================================================================= // // INSTRUMENT (Col 0 — always visible) // ------------------------------------ // Displays the selected instrument preset, point value, current price, daily // change in points, and daily change as a percentage. The instrument preset // dropdown auto-fills the correct point value for dollar-value calculations // displayed throughout the panel. // Presets: NQ (20), MNQ (2), ES (50), MES (5), SPY/QQQ/Stock (1) // // VWAP (Col 1) // ------------ // Shows the relationship between price and session VWAP. Metrics include: // Above/Below status, distance in points, distance as percentage, VWAP value, // and dollar distance from VWAP (using point value). Green when price is above // VWAP, red when below. // // TREND (Col 2) // ------------- // Displays the current trend direction (Up/Down/Flat), whether the trend is // strong enough to trade (based on ATR multiple threshold), trend strength in // points, and trend strength expressed as an ATR multiple. Green for bullish, // red for bearish, white for flat/neutral. // // ATR & VOLATILITY (Col 3) // ------------------------ // Shows the current ATR value, ATR as a percentage of price, volatility // condition (OK or Low based on minimum ATR % floor), ATR dollar value // (ATR × point value), and ATR direction with percentage change from the // previous bar. Useful for understanding whether current conditions are // favorable for momentum trades. // // CVD — Cumulative Volume Delta (Col 4) // -------------------------------------- // Displays the session CVD value (resets each day when session reset is // enabled), CVD threshold, overall CVD direction (Bullish/Bearish/Neutral), // CVD position relative to threshold (Above/Inside/Below), and the session // reset status. Green for bullish CVD, red for bearish, yellow for neutral/ // inside threshold. Note: CVD uses bar direction as a proxy for true delta // since bid/ask volume is unavailable in Pine Script. // // EMA/SMA (Col 5) // --------------- // Shows the fast MA value and direction, slow MA value and direction, the // most recent cross signal (Bullish Cross / Bearish Cross / None), and // price position relative to both the fast and slow MA. MA mode (EMA or SMA) // and both lengths are fully user adjustable. MA lines for fast and slow are // also plotted on the chart when this section is enabled. Green for rising/ // bullish, red for falling/bearish. // // VOLUME (Col 6) // -------------- // Displays current bar volume, volume classification vs average (High/Normal/ // Low based on user-defined thresholds), volume ratio (current vs average), // bar pressure (Buying/Selling/Neutral based on bar direction), and the volume // moving average value. High volume = green, low volume = red, normal = white. // // MARKET STRUCTURE (Col 7) // ------------------------ // Tracks swing highs and lows using pivot detection to identify the current // market structure. Displays the last swing type (HH/HL/LH/LL), overall // structure bias (Bullish/Bearish/Neutral), bars since the last swing, last // swing high and low values, and swing range in points. HH/HL = green // (bullish structure), LH/LL = red (bearish structure). // // RSI (Col 8) // ----------- // Shows the current RSI value, condition (Overbought/Oversold/Neutral), // RSI trend (Rising/Falling/Flat), overbought and oversold levels, and // RSI distance from the 50 midline. RSI above 50 = green, below 50 = red, // at 50 = yellow. Overbought = red (caution), oversold = green (opportunity). // RSI length and OB/OS levels are fully user adjustable. // // PRICE ACTION (Col 9) // -------------------- // Displays bar-level price action analysis including: bar direction (Bullish/ // Bearish/Doji), bar range in points and dollars, bar range vs current ATR // (above 1x ATR = green, below = red), bar close position (Upper/Mid/Lower // third of the bar range), and consecutive bullish or bearish bar count. // This section helps identify momentum, exhaustion, and conviction at the // bar level without needing a separate candlestick pattern indicator. // // ============================================================================= // COLOR CODING SYSTEM // ============================================================================= // // All values throughout the panel follow a consistent dynamic color system: // // Green (Positive Color) — bullish, true, above, rising, high, OK, // long, buying, HH/HL, oversold RSI (opportunity) // Red (Negative Color) — bearish, false, below, falling, low, weak, // short, selling, LH/LL, overbought RSI (caution) // Yellow (Warning Color) — neutral boundary, 50% levels, inside threshold, // Doji bars, equal wicks, RSI at 50 // White (Neutral Color) — raw numbers with no directional meaning, // labels, static reference values // // All four colors are fully user adjustable via the Colors input group. // // ============================================================================= // DOLLAR VALUE CALCULATIONS // ============================================================================= // // Several metrics display dollar values calculated by multiplying point values // by the instrument point value from the preset. This makes the panel // immediately useful for futures traders who think in dollar terms: // // NQ — 1 point = $20 (full size Nasdaq futures) // MNQ — 1 point = $2 (micro Nasdaq futures) // ES — 1 point = $50 (full size S&P 500 futures) // MES — 1 point = $5 (micro S&P 500 futures) // SPY / QQQ / Stock — 1 point = $1 (shares, adjust for lot size manually) // // Dollar values appear for: VWAP distance, ATR value, and bar range. // // ============================================================================= // DISPLAY SETTINGS // ============================================================================= // // Box Position — Top Right, Top Left, Bottom Right, Bottom Left // Box Text Size — Small (size.tiny), Medium (size.small), Large (size.normal) // Box Background — fully user adjustable color // Box Text Color — fully user adjustable color // Box Border — thickness 0–5, fully user adjustable // Section Header — separate background color for section header row // // ============================================================================= // USAGE TIPS // ============================================================================= // // - Add this indicator to any chart independently of any strategy script. // It recalculates all values from scratch using only price and volume data // so it works alongside any strategy without conflicts. // // - Toggle sections off that are not relevant to your current setup to keep // the panel compact. For example, if you are not using MA-based entries // you can toggle off the EMA/SMA section entirely. // // - Use the Instrument preset to ensure dollar value calculations match your // actual instrument. For NQ set to NQ, for MNQ set to MNQ etc. // // - The CVD session reset toggle should match the setting in your strategy // script for consistent values across both panels. // // - For intraday trading the panel works best on timeframes of 1m through // 30m. On daily or weekly charts the session-based metrics (CVD, session // high/low, VWAP) will reflect longer periods which may not be meaningful // for intraday setups. // // - Use TradingView Templates (gear icon → template dropdown → Save As) to // save separate panel configurations for different instruments, with only // the relevant sections enabled for each. // // - The MA lines (Fast MA and Slow MA) only plot on the chart when the // EMA/SMA section is toggled on. Toggle it off to hide the MA lines from // the chart without removing the indicator entirely. // // - The VWAP line also only plots when the VWAP section is toggled on. // If you have a separate VWAP indicator already on the chart, toggle the // VWAP section off to avoid duplicate lines. // =============================================================================
Pine Script® indicator
by josh0183
Volume Analysis Pro [KTY]Volume Analysis Pro Analyze everything about volume with a single indicator. Buy/Sell split candles, VWMA cloud, oscillator signals, volume divergence — all essential volume analysis tools in one package. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔑 Key Features ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▶ Buy/Sell Volume Candles Splits candle bodies by buy/sell ratio and displays them with color. Dark area = dominant side / Light area = weaker side Bull candle with large light area → appears bullish, but selling is dominant Bear candle with large light area → appears bearish, but buying is dominant See the true story behind every candle at a glance. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▶ Buy/Sell VWMA Cloud Visualizes the difference between buy volume-weighted and sell volume-weighted average prices as a cloud. Green cloud = buy dominance (bullish) Red cloud = sell dominance (bearish) ▲▼ triangles = shown on cloud cross + price position confirmation The moment the cloud flips is a key shift in supply/demand. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▶ Oscillator Signals Detects volume flow and anomalies in the bottom panel. Buy/Sell split columns — visually separates buy and sell volume per bar Conflict detection (▼▲) — warns when candle direction and volume disagree Spike detection (■) — marks when volume surges significantly above average EMA line — tracks volume flow direction with glow effect ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▶ Volume Divergence Auto-detects when price and volume flow move in opposite directions. 🔴 D — price rising but volume dropping → uptrend weakening 🟢 D — price falling but volume rising → downtrend weakening Visualized with connecting lines + D labels on chart Hidden divergence (trend continuation signal) also supported: 🟢 HD — volume fading on pullback in uptrend → trend likely continues 🔴 HD — volume fading on bounce in downtrend → downtrend likely continues ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 Tips ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Repeated conflicts (▼▲) → current trend weakening Divergence (D) + cloud flip together → strong reversal signal Spike (■) + trend direction match → trend acceleration All features can be toggled ON/OFF individually → customize to your style ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔧 Settings ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Hover over the ⓘ icon next to each setting for detailed descriptions. Core parameters are built-in with optimized values — ready to use with default settings right away. ✅ Chart Overlay — Volume candles, VWMA cloud, cloud cross ON/OFF ✅ Oscillator — Conflict, spike, EMA line ON/OFF + EMA color ✅ Divergence — Regular / Hidden divergence ON/OFF ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔔 Alerts ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Cloud cross (buy/sell shift) Candle-volume conflict detected Volume spike detected Divergence detected (bearish / bullish) Hidden divergence detected (bearish / bullish) Setup: ALT + A → Select 【Volume Analysis Pro】📊 → Create alert ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📌 Note ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Buy/sell volume is estimated based on the direction of lower timeframe (1-minute) candles. This is not order flow data from the bid/ask book. Focus on relative flow and trend shifts rather than absolute buy/sell amounts. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ Disclaimer ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ This indicator is an analysis tool, not a trade signal service. Default settings are a starting point — not optimized for any specific market. Past reactions do not guarantee future outcomes. All trading decisions and associated risks are solely your responsibility.
Pine Script® indicator
by Kim-Thank_You
Trinitrotoluene BTC [ Jo-Pippin ]Trinitrotoluene BTC – Ultimate Market Terminal Trinitrotoluene BTC is a powerhouse dashboard that consolidates every critical mathematical level a trader needs into one unified table. It allows you to analyze in seconds how far the price is from Volume Weighted Averages (VWAP), historical peaks (ATH), and psychological round numbers. 💎 Key Features Advanced VWAP Suite: Monitor Weekly, Monthly, Quarterly, Yearly, and even custom Bitcoin Halving anchored VWAP levels in real-time. ATH Insights: Track exactly how many days have passed since the All-Time High and the percentage distance from the peak. Psychological Levels: Automatically calculates the distance to the nearest upper and lower "Round Number" milestones. Dynamic Pivots & Fibs: Plots high/low pivot lines from a custom starting date and calculates internal Fibonacci levels (0.5, 0.618, 0.382) within that range. Technical Health Check: View Daily RSI and the distance from major moving averages (like the 200 EMA/SMA) for up to 12 symbols simultaneously. 💡 Trading Insights Cycle Support: The Halving VWAP is a legendary macro level for BTC. Use the dashboard to see how the current price respects this long-term anchor. Confluence Hunting: Look for symbols where multiple metrics (e.g., Weekly VWAP + Monday Low + Round Number) align in the same percentage area. Smart Sorting: Sort the table by "Distance to ATH" or "RSI" to find the most oversold or overextended assets in your watchlist. Note: This indicator was developed by our dear friend Jo-Pippin.
Pine Script® indicator
by sinanbinay
Volume Weighted Trend [QuantAlgo]🟢 Overview The Volume Weighted Trend indicator identifies statistically significant trend changes by combining volume-weighted price analysis with volatility-based breakout bands. It calculates a Volume Weighted Moving Average (VWMA) as the central trend baseline, then creates dynamic upper and lower bands using Average True Range (ATR) multipliers to define normal volatility boundaries. When price breaks above the upper band or below the lower band, it signals a confirmed trend change, helping traders and investors identify directional shifts driven by both volume-weighted momentum and volatility expansion across different timeframes and markets. 🟢 How It Works The indicator's core methodology lies in its dual-layer approach combining volume weighting with volatility filtering, where trend changes require both price direction and statistical significance: vwma_basis = ta.vwma(close, vwma_length) atr_value = ta.atr(vwma_length) upper_band = vwma_basis + atr_value * atr_multiplier lower_band = vwma_basis - atr_value * atr_multiplier First, the script calculates the Volume Weighted Moving Average to establish a trend baseline that gives greater weight to periods with higher trading volume, ensuring the trend line reflects significant participation and genuine market conviction rather than low-volume noise. Then, it measures the Average True Range over the same period to quantify current market volatility: atr_value = ta.atr(vwma_length) Next, dynamic volatility bands are constructed by adding and subtracting ATR-based buffers from the VWMA baseline, creating adaptive boundaries that expand during volatile conditions and contract during calm periods: upper_band = vwma_basis + atr_value * atr_multiplier lower_band = vwma_basis - atr_value * atr_multiplier The trend state is then determined through breakout logic that requires price to exceed these volatility-adjusted boundaries: if close > upper_band trend_direction := 1 else if close < lower_band trend_direction := -1 Finally, trend change detection identifies transitions between bullish and bearish states: trend_turned_bullish = trend_direction == 1 and trend_direction != 1 trend_turned_bearish = trend_direction == -1 and trend_direction != -1 This creates a robust trend-following system that only signals directional changes when price makes statistically significant moves beyond normal volatility bounds, with volume weighting ensuring the trend reflects meaningful market activity rather than thin-volume spikes. 🟢 Signal Interpretation ▶ Bullish Trend (Price Above Upper Band): When price closes above the upper volatility band, the indicator switches to bullish mode with green/bullish coloring throughout all visual elements = Confirmed uptrend signal for trend-following long positions. The trend remains bullish until price breaks below the lower band, allowing traders to stay positioned during sustained upward momentum without premature exits on minor pullbacks within the band range. ▶ Bearish Trend (Price Below Lower Band): When price closes below the lower volatility band, the indicator switches to bearish mode with red/bearish coloring throughout all visual elements = Confirmed downtrend signal for trend-following short positions or long exit signals. The trend remains bearish until price breaks above the upper band, enabling traders to maintain directional bias through corrective moves that stay within the band boundaries. ▶ Neutral Zone (Price Between Bands): When price trades between the upper and lower volatility bands, the indicator maintains its previous trend direction = Continuation of existing trend during consolidation or normal volatility retracements. This design prevents whipsaws during sideways action by requiring price to make a significant move beyond opposite-side bands to trigger trend reversal, rather than flip-flopping on minor crosses of the VWMA center line. 🟢 Features ▶ Preconfigured Presets: Three optimized parameter sets for different trading approaches and timeframes. "Default" provides balanced trend detection for swing trading on 4-hour and daily charts, filtering noise effectively while capturing meaningful trend changes. "Fast Response" delivers quicker trend signals for intraday trading on 5-minute to 1-hour charts, with tighter bands triggering earlier on breakouts for active traders who can monitor positions closely. "Smooth Trend" focuses on major trend changes for position trading on daily to weekly timeframes, with wider bands filtering out minor fluctuations to identify only primary directional shifts. ▶ Built-in Alerts: Three alert conditions enable automated monitoring of trend changes without constant chart watching. "Bullish Trend Signal" triggers when the indicator switches to bullish mode after price breaks above the upper band, alerting for potential long entries. "Bearish Trend Signal" activates when the indicator switches to bearish mode after price breaks below the lower band, signaling potential short entries or long exits. "Trend Direction Changed" provides a combined alert for any trend transition regardless of direction, allowing traders to monitor both bullish and bearish opportunities with a single alert setup. ▶ Visual Customization: Six color presets (Classic, Aqua, Cosmic, Cyber, Neon, plus Custom) accommodate different chart backgrounds and aesthetic preferences, with coordinated bullish and bearish color schemes applied across all indicator elements. Optional neon glow effect creates layered visual emphasis around the central VWMA line with three overlapping plots at different transparencies, making the trend line more prominent and easier to track (ideal for charts with multiple indicators where visual distinction is important). Optional volatility ribbons display gradient fills between the VWMA and band boundaries, providing visual context for price position relative to breakout thresholds with adjustable band transparency (0-100%) to control prominence. Optional bar coloring tints price bars with trend-appropriate colors during bullish and bearish periods, enabling instant visual confirmation of trend state across multiple timeframes without switching between chart and indicator panels.
Pine Script® indicator
by QuantAlgo
25
VWAP Gate (1m aligned ORB5)VWAP Gate v2.3 is a 1-minute aligned, session-aware VWAP regime filter (“gate”) designed to keep VWAP trades out of flat/choppy conditions and focus only on periods where VWAP is moving with structure. It plots a Session Anchored VWAP (RTH) with an ε touch zone, optionally plots an Overnight Anchored VWAP, and can mark VWAP retest entry signals only when the gate is active and price action confirms. This is an overlay tool for discretionary execution and rule-based filtering. It does not manage exits, risk, or position sizing. Core idea (what it does) VWAP works best when the market has directional order flow and fails in mean-reverting chop. This indicator attempts to separate those regimes by requiring: VWAP has actually moved (slope/magnitude filter) Price is not constantly flipping around VWAP (chop filter) Price is holding on one side of VWAP by a realistic buffer (hold/acceptance filter) Only when these conditions persist does the Gate turn ON, enabling a “tradeable VWAP” environment. All calculations are done on 1-minute data using request.security(..., "1", ...) so the behavior stays consistent across chart timeframes. What is plotted 1) Session AVWAP (RTH Anchored VWAP) A manually computed VWAP that resets at the start of the RTH session (default 09:30–16:00 New York). It is plotted as “Session AVWAP” and changes color based on gate state and directional readiness (see “Colors” below). 2) VWAP ε Touch Zone (retest band) Two lines around Session VWAP: VWAP ε Upper = VWAP + ε VWAP ε Lower = VWAP − ε The band between them is filled. This creates a practical “touch zone” for retests and rejection closes. ε (epsilon) is adaptive to instrument microstructure: ε = max(minTicksEps × tickSizePts, spreadPts × epsSpreadMult) This prevents treating tiny touches (often just spread/noise) as meaningful VWAP interactions. 3) Overnight AVWAP (optional) If enabled, plots an Overnight anchored VWAP computed over the defined overnight session (default 00:00–09:30 New York). Useful for mapping overnight fair value into the open. 4) ORB(5) High/Low (optional) Plots the Opening Range Breakout (5 minutes) high/low (default 09:30–09:35 New York). Optionally draws an ε band around ORB levels (ORB ± ε) to account for noise/spread around key levels. 5) VWAP Retest Entry Markers (optional) When the gate is active, the tool can print: “L” for a long retest entry “S” for a short retest entry These are filters + triggers, not guaranteed trades. Gate logic (when trading is allowed) A) VWAP Move / Slope filter The indicator measures VWAP displacement over lookbackMin minutes: VWAP_move = |VWAP_now − VWAP_lookback| It must exceed thresholds tied to: Recent price range: thrRange = kRange × (highestHigh − lowestLow over lookback) Spread: thrSpr = kSpread × spreadPts Threshold mode Strict AND: VWAP_move must beat both thresholds Loose: VWAP_move must beat max(thrRange, thrSpr) Purpose: block low-energy sessions where VWAP drift is too small vs noise. B) Chop filter (VWAP flips) The indicator counts how often price flips sides of VWAP during the lookback window (with a small buffer to reduce micro-noise flips). If flips exceed maxCrossesN, the environment is classified as chop and the gate cannot activate. Purpose: avoid mean-reverting “ping-pong” around VWAP. C) Gate confirmation (anti-flicker / hysteresis) The gate requires persistence: Gate turns ON after onConfirmBars consecutive passes Gate turns OFF after offConfirmBars consecutive fails Purpose: prevent rapid ON/OFF switching in borderline conditions. Directional “Hold” readiness (LONG vs SHORT bias) Even when the gate is ON, the indicator requires acceptance away from VWAP: Define δ (delta buffer): δ = max(2 ticks, spreadPts × holdDeltaMult) Then: HoldLong = price has stayed > (VWAP + δ) for holdBars 1-minute closes HoldShort = price has stayed < (VWAP − δ) for holdBars 1-minute closes Additionally, direction must agree with VWAP slope: Long requires VWAP slope > 0 Short requires VWAP slope < 0 Purpose: avoid “false bias” when price temporarily deviates but VWAP is drifting the other way. VWAP Retest Entry signals (L / S) Entry markers trigger only when all are true: Gate is active Inside your Trade Window (default 09:40–11:00 New York) HoldLongOk / HoldShortOk is true Price touches the ε zone: low ≤ VWAP+ε AND high ≥ VWAP−ε Then closes away from VWAP (“rejection close”) by a fraction of ε: Long rejection: close > VWAP + (ε × rejCloseFrac) Short rejection: close < VWAP − (ε × rejCloseFrac) Optional: Require pullback can require the previous close to already be on the trend side (to avoid first-touch chaos). Colors (quick regime read) The Session VWAP line and ε zone communicate state: Gray: gate inactive / no-trade regime Yellow: gate active but no clean long/short hold yet (standby) Lime: gate active + long hold confirmed (long bias) Red: gate active + short hold confirmed (short bias) Optional background tint can reinforce gate state, and optional shading can gray out bars outside the trade window. Important notes / limitations Set spreadPts and tickSizePts correctly for your instrument. ε and δ depend on them; wrong values distort the entire filter. The indicator uses 1-minute computations across all chart timeframes for consistent behavior. This tool is a regime filter + entry trigger, not a complete trading system (no exits, no sizing, no expectancy validation included). If volume is missing/invalid, the script substitutes a minimal volume value for VWAP calculations. Suggested use Use Prop VWAP Gate to: Avoid VWAP trading in flat/choppy opens Focus attention when VWAP is moving and price is holding with structure Execute VWAP retest setups inside a controlled time window Combine with ORB(5) and overnight VWAP for key reference levels
Pine Script® indicator
by MPRManagement
AUTO FIB PRO - VWAP Bias and Retrace Breakouts (DAX NQ) v6AUTO FIB PRO by funnelzon automatically detects swing points (pivot highs/lows), draws dynamic Fibonacci levels, highlights the key retracement area (0.236–0.618), and prints continuation-style BUY/SELL signals after a retrace. It also includes VWAP + VWAP zone (ATR-based), a configurable trend filter (EMA200 / HTF EMA200 / VWAP / combined “BEST”), session & volatility filters, a CHOP blocker, a top-right “traffic light” status panel, and optional manual R/S zones (R1–R4 & S1–S4) with width presets and background highlighting. 1) Auto Swing → Auto Fibonacci The script detects swing points using pivot highs/lows. Once two valid swing points are available (P1 → P2), it plots Fibonacci levels: 0.236 / 0.382 / 0.500 / 0.618 / 0.786 / 1.000 Lines extend to the right and update automatically with new swings. 2) Retracement Box (0.236–0.618) The yellow retracement box marks the key pullback area between 0.236 and 0.618. Optional ATR padding can slightly widen the box (helps with “near touches”). 3) VWAP + VWAP Zone + VWAP Bias Label VWAP line is optional. VWAP zone is an ATR-based band around VWAP. Bias label shows: BULL / BEAR / NEUTRAL, placed outside the chart (left/right selectable). 4) Filters (to avoid low-quality market phases) Session Filter (DAX / NQ sessions in CET) ATR-Min Filter (blocks low volatility) CHOP Filter (blocks markets that get “stuck” inside the retracement zone for too long) 5) Signals (Continuation After Retrace) Default behavior (Continuation ON): Retracement zone must be touched first (setup becomes “armed”). Signal triggers only when price breaks out across the box edge: BUY: crossover above retrace top + bullish candle + filters OK SELL: crossunder below retrace bottom + bearish candle + filters OK Alternative (Continuation OFF): More aggressive signals can trigger already inside the retracement box. 6) Signal Quality Modes MORE Trades: looser rules, more signals (optional counter-trend allowed) A+ ONLY: stricter rules (RSI + EMA slope + trend alignment) 7) Traffic-Light Panel (Top Right) Shows in real time: Auto preset type (DAX/NQ + Scalp/Swing + FAST/STABLE) STATUS: TRADE OK / NO TRADE (and the reason) Direction: LONG / SHORT / WAIT Selected trend filter mode VWAP bias Pivot length 8) Manual Support/Resistance Zones (R1–R4 & S1–S4) 8 zones as price “areas” (boxes), extended left/right in time Width presets: Narrow / Normal / Wide or Manual (Points/ATR) Optional background highlighting when price is inside a zone Key Features Auto Swing Detection (Pivot High/Low) → builds P1 → P2 swing Auto Fibonacci Levels: 0.236 / 0.382 / 0.500 / 0.618 / 0.786 / 1.000 Retracement Box: 0.236–0.618 (+ optional ATR padding) VWAP Line + VWAP Zone (ATR-based) VWAP Bias Label: BULL / BEAR / NEUTRAL (outside the chart) Trend Filter Modes: OFF / EMA200 / HTF EMA200 / VWAP / HTF EMA200 + VWAP (BEST) Trade Quality Modes: MORE Trades (looser, more signals) A+ ONLY (stricter: RSI + EMA slope + trend alignment) Gate Filters: Session filter (DAX / NQ CET sessions) ATR-min filter (blocks low volatility) CHOP filter (blocks extended sideways inside retrace zone) Traffic Light Panel (Top Right): STATUS, DIR, FILTER, VWAP BIAS, PivotLen Manual Zones (R1–R4 / S1–S4): Width presets: Narrow / Normal / Wide (or Manual via Points/ATR) Optional background highlight when price is inside a zone Signals (Logic) Default (Continuation ON): Setup becomes “armed” after retracement zone touch Signal triggers only on breakout: BUY: close crosses above retrace top + bullish candle + filters OK SELL: close crosses below retrace bottom + bearish candle + filters OK Continuation OFF: more aggressive signals can trigger already inside the retracement box. Recommended Setup (Quick Presets) Clean & Reliable (recommended) Auto Presets: ON Mode: AUTO / SCALP (1/5/15) Auto Fib Mode: STABLE Quality: A+ ONLY Continuation: ON Trend Filter: HTF EMA200 + VWAP (BEST) Session filter: ON ATR-min: ON CHOP filter: ON More Trades Auto Fib Mode: FAST Quality: MORE Trades Trend Filter: VWAP or EMA200 FAQ (Quick) Q: Why do I see “NO TRADE” in the panel? A: One of the gate filters blocks signals (outside session, ATR too low, or CHOP detected). Q: Why no signals even though price is moving? A: A valid swing (P1→P2) must exist, retrace zone must be touched (Continuation ON), and trend/quality filters must pass. Q: What does CHOP mean here? A: Price stayed inside the retracement zone for too many bars → higher noise → signals disabled until conditions improve. Q: DAX vs NQ feels different — what should I change first? A: Start with Market Preset, then adjust VWAP zone ATR mult and CHOP bars limit. Disclaimer Educational/analytical tool only. Not financial advice. Use risk management and confirm signals with market context.
Pine Script® indicator
by funnelzon
1
Institutional Volume RSI [Adaptive]The Institutional Volume RSI is a next-generation momentum oscillator designed to solve the two biggest problems with standard RSI: Price Deception and Static Thresholds. Standard RSI uses fixed 70/30 levels to define "Overbought" and "Oversold." This is flawed because in a strong institutional trend, the market can stay "Overbought" for weeks. Selling just because RSI hit 70 is a guaranteed way to lose money. This tool fixes that. It replaces static lines with Adaptive Volatility Bands . These bands breathe with the market—expanding during trends and contracting during squeezes—giving you a dynamic, statistically significant view of true momentum. How It Works The engine runs on three institutional concepts: 1. Volume-Weighted Source (VWMA) 📊 We calculate RSI based on Volume Weighted Moving Average , not just Close price. Low Volume Move: RSI ignores it (Fakeout). High Volume Move: RSI reacts aggressively (True Momentum). 2. Adaptive Volatility Bands 🌊 Instead of fixed lines, we use dynamic bands (similar to Bollinger Bands) applied directly to the RSI. The Trend Ride: As long as the RSI line stays inside or above the Upper Band, the trend is strong. Do not sell. The Squeeze: When the bands contract (get tight), it signals that volatility is dead and a massive explosive move is imminent. 3. Dynamic Sentiment Coloring 🎨 Green Line: RSI is above the baseline (Bullish Control). Red Line: RSI is below the baseline (Bearish Control). White Dots: These appear when RSI breaks outside the bands, signaling an extreme statistical anomaly (often a climax top or bottom). The "Elastic Snap" Strategy Recommended Companion: Hooke's Law: Market Elasticity This indicator is the perfect "Trigger" for a Mean Reversion system. We recommend pairing it with a Reversal indicator (like Hooke's Law) to create a complete Setup + Trigger system. The Strategy Rules: 1. The Setup (The Stretch) 📏 Wait for your Reversal Indicator (e.g., Hooke's Law) to identify an overextended market condition (Overbought/Oversold). Context: The rubber band is stretched tight. 2. The Trigger (The Snap) 🔫 Do not enter blindly! Look at the IV-RSI : For Shorts: Wait for the RSI line to turn RED . This confirms that momentum has actually rolled over. For Longs: Wait for the RSI line to turn GREEN . This confirms that buyers have stepped in. 3. The Filter (The Safety) 🛡️ If price hits your Stop Loss level before the IV-RSI changes color, cancel the trade . This prevents you from shorting a strong trend that is simply "melting up" without volume exhaustion. Settings & Configuration RSI Length: Default is 14. Source Type: VWMA (Volume Weighted) is recommended for institutional analysis. Bands Multiplier: Default is 2.0 (Standard Deviation). Increasing this to 2.5 will make the "White Dot" extremes rarer and more significant. Disclaimer Trading involves a high level of risk and is not suitable for all investors. The content provided here is for educational purposes only and does not constitute financial advice. Past performance is not indicative of future results. The author (abgthecoder) is not responsible for any financial losses incurred from the use of this indicator. Always use proper risk management and never trade with money you cannot afford to lose. This tool is provided "as is" with open source code for the benefit of the trading community.
Pine Script® indicator
by abgthecoder
1
VWMA Cross Buy SignalCore Components & Logic 1. The Entry Engine (VWMA + Filters) The strategy triggers a long signal when a Volume Weighted Moving Average (VWMA) crossover occurs. Unlike a standard Simple Moving Average, the VWMA gives more weight to bars with higher volume. This ensures the indicator responds faster to "Smart Money" moves and slower to low-volume noise. It uses a secondary Trend Filter (defaulting to the 200 EMA). By only buying when the price is above this line, the indicator forces you to stay on the right side of the primary market trend. It requires volume to be higher than its recent average (e.g., 1.1× or 10% higher). This prevents entries on weak, low-conviction price moves. 2. The Dynamic Exit System You have two distinct ways to manage your risk and targets, toggleable in the settings: ATR Based (Volatility Adjusted): It calculates the Average True Range (ATR) to determine how volatile the stock is. By setting your Stop Loss at 2.0×ATR, you avoid getting "shaken out" by normal daily price fluctuations. The Take Profit is set at 4.4×ATR to capture large trend extensions. Fixed % (Static): A more rigid approach where you set a hard percentage target (e.g., 10% gain / 5% loss). 3. The Performance Analytics Table The grey minimalist table in the bottom-right corner uses cumulative percentage-based math to show: Realized RRR: The actual Reward-to-Risk ratio based on your closed trades. Break-Even Win Rate: The minimum win rate you need to stay profitable with your current RRR. It uses the formula: BE WR=1+RRR1​ Current Win Rate: Highlighted in Green if you are beating the Break-Even rate, or Red if the strategy is currently losing money on that specific stock. Max Drawdown %: The most important metric for risk. It shows the largest peak-to-trough decline in your equity curve, letting you know how much losing streak can hurt your equity. Strategic Use Case This indicator is optimized for Stock Screening. When you flip through your watchlist, the table updates instantly. If you see a stock with a high Win Rate and a Max Drawdown under 10%, you have found a ticker where the VWMA crossover logic is highly compatible with that stock's specific volatility. If the Win Rate cell is Red, you know the strategy is "un-tuned" for that asset and needs adjustment.
Pine Script® indicator
by liquidspacie1337
Liquidation Bubbles [OmegaTools]🔴🟢 Liquidation Bubbles — Advanced Volume & Price Stress Detector Liquidation Bubbles is a professional-grade analytical tool designed to identify forced positioning events, stop-runs, and liquidation clusters by combining price displacement and volume imbalance into a single, statistically normalized framework. This indicator is not a repainting signal tool and not a simple volume spike detector. It is a contextual market stress mapper, built to highlight areas where one-sided positioning becomes unstable and the probability of forced order execution (liquidations, stops, margin calls) materially increases. --- ## 🔬 Core Concept Market liquidations do not occur randomly. They emerge when price deviates aggressively from its volume-weighted equilibrium while volume itself becomes abnormal. Liquidation Bubbles detects exactly this condition by: * Estimating a **dynamic equilibrium price** using an *inverted volume-weighted moving average* * Measuring **directional price stress** relative to that equilibrium * Measuring **volume stress** relative to its own adaptive baseline * Normalizing both into **Z-score–like metrics** * Highlighting only **statistically extreme, asymmetric events** The result is a clear visual map of stress points where market participants are most vulnerable. --- ⚙️ Methodology (How It Works) 1️⃣ Advanced Inverted VWMA (Equilibrium Engine) The script uses a custom Advanced VWMA, where: * High volume bars receive less weight * Low volume bars receive more weight This produces a **robust equilibrium level**, resistant to manipulation and volume bursts. This equilibrium is used for **both price and volume normalization**, creating a consistent statistical framework. --- 2️⃣ Price Stress (Directional) Price stress is calculated as: * The **maximum deviation** between high/low and equilibrium * Directionally signed (upside vs downside) * Normalized by its own historical volatility This allows the script to distinguish: * Aggressive upside exhaustion * Aggressive downside capitulation --- 3️⃣ Volume Stress Volume stress is measured as: * Deviation from volume equilibrium * Normalized by historical volume dispersion This filters out: * Normal high-volume sessions * Illiquid noise And isolates abnormal participation imbalance. --- 4️⃣ Liquidation Logic A liquidation event is flagged when: * Both price stress and volume stress exceed adaptive thresholds * The imbalance is directional and statistically extreme Optional Combined Score Mode allows aggregation of price & volume stress into a single composite metric for smoother signals. --- 🔵 Bubble System (Signal Hierarchy) The indicator plots **two tiers of bubbles**: 🟢🔴 Small Bubbles * Early warning stress points * Localized stop-runs * Micro-liquidations * Often precede reactions or short-term reversals 🟢🔴 Big Bubbles * Full liquidation clusters * Forced unwinds * High probability exhaustion zones * Frequently align with: * Intraday extremes * Range boundaries * Reversal pivots * Volatility expansions Bubble color: * **Green** → Downside liquidation (sell-side exhaustion) * **Red** → Upside liquidation (buy-side exhaustion) Bubble placement is **ATR-adjusted**, ensuring visual clarity without overlapping price. --- 🔄 Cross-Market Volume Analysis The script allows optional **external volume sourcing**, enabling: * Futures volume applied to CFDs * Index volume applied to ETFs * Spot volume applied to derivatives This is critical when: * Your traded instrument has unreliable volume * You want **institutional-grade confirmation** --- 🧠 How to Use Liquidation Bubbles This indicator is **not meant to be traded alone**. Best use cases: * 🔹 Confluence with support & resistance * 🔹 Contextual confirmation for reversals * 🔹 Identifying fake breakouts * 🔹 Liquidity sweep detection * 🔹 Risk management (avoid entering into liquidation zones) Ideal for: * Futures * Indices * Crypto * High-liquidity FX pairs * Intraday & swing trading --- 🎯 Who This Tool Is For Liquidation Bubbles is designed for: * Advanced discretionary traders * Order-flow & liquidity-based traders * Macro & index traders * Professionals seeking **context**, not signals If you want **where the market is fragile**, not just where price moved — this tool was built for you. --- 📌 Key Characteristics ✔ Non-repainting ✔ Statistically normalized ✔ Adaptive to volatility ✔ Works on all timeframes ✔ Futures & crypto ready ✔ No lagging indicators ✔ No moving average crosses --- Liquidation Bubbles does not predict the future. It shows you where the market is most likely to break. — OmegaTools
Pine Script® indicator
by OmegaTools
1
ATR-Normalized VWMA DeviationThis indicator measures how far price deviates from the Volume-Weighted Moving Average ( VWMA ), normalized by market volatility ( ATR ). It identifies significant price reversal points by combining price structure and volatility-adjusted deviation behavior. The core idea is to use VWMA as a dynamic trend anchor, then measure how far price travels away from it relative to recent volatility . This helps highlight when price has stretched too far and may be due for a reversal or pullback. How it works: VWMA deviation is calculated as the difference between price and the VWMA. That deviation is divided by ATR (Average True Range) to normalize for current volatility. The script tracks the highest and lowest normalized deviations over the chosen lookback period. It also tracks price structure (highest/lowest highs/lows) over the same period. A reversal signal is generated when a historical extreme in deviation aligns with a price structure extreme, and a confirmed reversal candle forms. You get visual signals and color highlights where these conditions occur. Settings explained: Lookback period defines how many bars the script uses to find recent extremes. ATR length controls how volatility is measured. VWMA length controls how the volume-weighted moving average is calculated. Signal filters help refine entries based on price vs deviation behavior. Display options let you customize how signals and levels appear on the chart. This indicator is especially useful for spotting potential turning points where price has moved far from VWMA relative to volatility, suggesting possible exhaustion or overextension. Tips for use: Combine with broader trend context (higher timeframe support/resistance). Use with risk management rules (position sizing, stops) — signals are guides, not guaranteed entries. Adjust lookback and ATR settings based on your trading timeframe and asset volatility.
Pine Script® indicator
by exploretranspose
2
Bens Platypus Dual VWAP_Rolling 7D vs Weekly AnchoredBen’s Platypus Dual VWAP: Rolling 7D vs Weekly Anchored (optional σ bands) Weekly-anchored VWAP resets on Monday (exchange time). That makes sense for assets tied to a traditional weekly “market open,” but BTC trades 24/7 and often doesn’t respect Monday as a real regime boundary—so the Monday reset can create a mechanical jump that looks like signal but is just arithmetic. If you drive entries/exits off that reset, some algos will get spooked into early entries, fake “stretch” readings, or sudden mean shifts that aren’t actually market behaviour. This indicator fixes that by plotting: • Rolling 7D VWAP (thick aqua): a continuous trailing VWAP that does not reset on Mondays, giving you a stable mean for reversion logic. • Weekly Anchored VWAP (thin purple): kept for context, so you can see the reset effect rather than accidentally trade it. Result: you can visually compare the two means and quantify when “weekly structure” is useful versus when it’s just a calendar artifact on a 24/7 market.
Pine Script® indicator
by popularGnuofls7
Percentile Rank Oscillator (Price + VWMA)A statistical oscillator designed to identify potential market turning points using percentile-based price analytics and volume-weighted confirmation. What is PRO? Percentile Rank Oscillator measures how extreme current price behavior is relative to its own recent history. It calculates a rolling percentile rank of price midpoints and VWMA deviation (volume-weighted price drift). When price reaches historically rare levels – high or low percentiles – it may signal exhaustion and potential reversal conditions. How it works Takes midpoint of each candle ((H+L)/2) Ranks the current value vs previous N bars using rolling percentile rank Maps percentile to a normalized oscillator scale (-1..+1 or 0–100) Optionally evaluates VWMA deviation percentile for volume-confirmed signals Highlights extreme conditions and confluence zones Why percentile rank? Median-based percentiles ignore outliers and read the market statistically – not by fixed thresholds. Instead of guessing “overbought/oversold” values, the indicator adapts to current volatility and structure. Key features Rolling percentile rank of price action Optional VWMA-based percentile confirmation Adaptive, noise-robust structure User-selectable thresholds (default 95/5) Confluence highlighting for price + VWMA extremes Optional smoothing (RMA) Visual extreme zone fills for rapid signal recognition How to use High percentile values –> statistically extreme upward deviation (potential top) Low percentile values –> statistically extreme downward deviation (potential bottom) Price + VWMA confluence strengthens reversal context Best used as part of a broader trading framework (market structure, order flow, etc.) Tip: Look for percentile spikes at key HTF levels, after extended moves, or where liquidity sweeps occur. Strong moves into rare percentile territory may precede mean reversion. Suggested settings Default length: 100 bars Thresholds: 95 / 5 Smoothing: 1–3 (optional) Important note This tool does not predict direction or guarantee outcomes. It provides statistical context for price extremes to help traders frame probability and timing. Always combine with sound risk management and other tools.
Pine Script® indicator
by exploretranspose
OBV (Delta or regular)This is a quite simple script to apply some choices to OBV. You can choose to use regular OBV values or you can choose to use delta OBV values. Delta OBV values calculates the delta between selling volume and buying volume per bar to find discrepancies. You can make the OBV a smoothed line or just keep the normal rigid line. Rigid line is default. A secondary smoothed OBV line is added automatically with color change if the OBV is above or below the smoothed line. You can set your desired MA from SMA, EMA, VWMA and WMA, The same will be applied to both lines if chosen to smooth them both. Both lines are editable from the styles tab (visibility, color and line type) If you for some reason don't want color change on the secondary line, chose the same color for both color 1 and 2. Simple delta OBV example: If a red bar has a long lower wick, OBV will calculate the entire bar towards bearish volume, while the delta will check if there's more buying or selling happening in total. Some times you'll be able to catch divergences in the volume which implies a reversal might be in the making. For instance more selling on a green candle making the OBV drop instead of increasing or vise versa. Hopefully someone finds is useful.
Pine Script® indicator
by GizmoTheInvestor
1
Volume Spike (Multi-Timeframe)Volume Spike (Multi-Timeframe) Overview Volume Spike (Multi-Timeframe) evaluates traded volume against its moving average on a selected timeframe so traders can identify when activity departs from recent norms. What it does Calculates volume on the chart timeframe or any alternate timeframe you select in the inputs. Builds a configurable simple moving average to establish a rolling volume benchmark. Applies distinct colors to spike and baseline volume columns to highlight deviations. Plots the related moving-average line for reference. Registers an alert condition when volume closes above its moving-average baseline. How to use it Choose the desired Volume Timeframe (leave blank to inherit the chart’s period). Tune the Volume MA Length to balance responsiveness and noise. Adjust the spike, base, and MA colors to align with existing chart styling. Enable the alert condition when automated notification of spikes is needed. Implementation notes Timeframe selection is applied consistently to both the raw volume series and its moving average. Color inputs allow visual adjustments without modifying code. Alert messaging specifies that the event is a volume spike relative to the selected timeframe baseline. Disclaimer This indicator is designed as a technical analysis tool and should be used in conjunction with other forms of analysis and proper risk management. Past performance does not guarantee future results, and traders should thoroughly test any strategy before implementing it with real capital.
Pine Script® indicator
by dchunt-stack
VWMA True Range | Lyro RSVWMA True Range | Lyro RS This script is a hybrid technical analysis tool designed to identify trends and spot potential reversals. It employs a consensus-based system that uses multiple smoothed, Volume-Weighted Moving Averages (VWMA) to generate both trend-following and counter-trend signals. Understanding the Indicator's Components The indicator plots a main line on a separate pane and provides visual alerts directly on the chart. The Main Line: This line represents a smoothed average of momentum scores derived from multiple VWMAs. Its direction and value are the foundation of the analysis. Signal Generation: The tool provides two distinct types of signals: Trend Signals: These trend-following signals ("⬆️Long" / "⬇️Short") activate when the indicator's consensus reaches a pre-set strength threshold, indicating sustained momentum in one direction. Reversal Signals: These counter-trend alerts ("📈Oversold" / "📉Overbought") trigger when the main line breaks a previous period's level, hinting at exhaustion and a potential short-term reversal. Visual Alerts: Colored Background: The indicator's background highlights during strong trend signals for added visual emphasis. Chart Shapes: Small circles appear on the main chart to mark where potential reversals are detected. Colored Candles: You can choose to color the price candles to reflect the current trend signal. Information Table: A compact table provides an at-a-glance summary of all currently active signals. Suggested Use and Interpretation Here are a few ways to incorporate this indicator into your analysis: Following the Trend: Use the "Long" or "Short" trend signals to align your trades with the prevailing market momentum. Spotting Reversals: Watch for "Oversold" or "Overbought" reversal signals, often accompanied by chart shapes, to identify potential market turning points. Combining Signals: Use the primary trend signal for context and look for reversal signals that may indicate a pullback within the larger trend, potentially offering favorable entry points. Customization Options: You can tailor the indicator's behavior and appearance through several settings: Core Settings: Adjust the Calculation Period and Smooth Length to make the main line more or less responsive to price movements. Signal Thresholds: Fine-tune the Long threshold and Short threshold to control how easily trend signals are triggered. Visual Settings: Toggle various visual elements like the indicator band, candle coloring, and the information table on or off. Table Settings: Customize where the information table appears and its size to suit your chart layout. ⚠️Disclaimer This indicator is a tool for technical analysis and does not guarantee future results. It should be used as part of a comprehensive trading strategy that includes other analysis techniques and strict risk management. The creators are not responsible for any financial decisions made based on its signals.
Pine Script® indicator
by LyroRS
2
Moving Average Ribbon AZlyMoving Average Ribbon AZly The Moving Average Ribbon AZly is a flexible trend-following indicator that visualizes market direction, strength, and transition phases using multiple customizable moving averages. It helps traders instantly identify when short-, medium-, and long-term trends align or diverge. 🔧 How it works Up to six moving averages can be plotted, each with its own: Type (SMA, EMA, SMMA, WMA, VWMA, or HMA) Length, color, and width Custom source input The script also adds adaptive color fills between key pairs: MA1–MA2: short-term momentum MA4–MA5: mid-term bias MA5–MA6: long-term trend Bullish alignment paints green or blue ribbons, while bearish alignment turns them red or pink. The wider the ribbon, the stronger the trend separation. 💡 Why it’s better Unlike typical ribbon indicators, this version offers full per-line customization, adaptive color fills, and a clean, high-contrast design that makes trend shifts instantly recognizable . It’s optimized for clarity, flexibility, and smooth performance on any market or timeframe. 🎯 Trading ideas Trend confirmation: Trade only in the direction of the ribbon (green for long, red for short). Early reversals: Watch for the fastest MAs (MA1–MA2) crossing the mid-term pair (MA4–MA5) as early signals of a trend shift. Momentum compression: When the ribbon narrows or colors alternate rapidly, it signals consolidation or potential breakout zones. Pullback entries: Enter trades when price bounces off the outer ribbon layer in the direction of the dominant trend. Multi-timeframe use: Combine with a higher timeframe ribbon to confirm overall market bias. 📊 Recommended use Works on all markets and timeframes. Ideal for trend-following, swing trading, and visual confirmation of price structure.
Pine Script® indicator
by YunakAZly