Big Trades / Intrabar Volume Clusters by HK

24 dic 2025

Description:

This indicator brings professional Order Flow and Footprint capabilities to your chart. It detects and visualizes high-volume trade clusters inside the candle, allowing you to see exactly at which price level big market participants were active.

Unlike standard volume bars, this tool uses Intrabar Data to map significant buying and selling pressure precisely within the candle body.

ℹ️ IMPORTANT: Resolution Setting (Read First) To ensure this indicator works immediately for all users (including Free/Basic accounts), the default resolution is set to "1 Minute".

Basic/Free Users: Please keep the setting at "1" (Second-based intervals often require a paid plan).

Premium Users: For the best precision and the exact look shown in the screenshots, we highly recommend changing the Resolution setting to "5S" (5 Seconds)!

🚀 Key Features
Intrabar Precision: Leverages request.security_lower_tf to look inside the candle structure.

Noise Filtering: Only displays clusters that exceed your defined Minimum Volume threshold, filtering out retail noise.

Smart Coloring:

Green: Buying pressure (Close >= Open on the lower timeframe).

Red: Selling pressure (Close < Open on the lower timeframe).

🆕 Independent Sizing: A unique feature: You can control the Font Size and Circle Size independently.

This allows for small, non-intrusive circles with large, readable text.

⚙️ Settings
Resolution: Default is 1 (Minute). Premium users should switch to 5S for true order flow precision.

Minimum Volume: The most important filter. Determines how large a trade cluster must be to appear (e.g., 150+ for ETH, higher for BTC).

Visuals: Customize Buy/Sell colors, Circle Size, and Text Size separately.

⚠️ Visual Tip (If text is hidden)
If the bubbles or numbers appear behind the candles or disappear when clicking away:

Right-click on any of the indicator bubbles.

Select Visual Order -> Bring to Front.

This ensures the Big Trades data always floats on top of your price bars.

25 dic 2025

Note di rilascio

Improved default visability

25 dic 2025

Note di rilascio

Changed default min size

26 dic 2025

Note di rilascio

Changed default Volume size to 5000 and intrabar timeframe to 5min. For Premium users at a 5 min Chart use a 1-2 min intrabar setting.

Note that you have to set the Min Volume for each Coin/Share/Contract individual.

2 gen

Note di rilascio

New Feature: Volume Sigma Signals

Detect significant volume spikes instantly with the new Sigma Logic:

Highlight Anomalies: Clusters that are significantly larger than the recent average (e.g., 3x) are now visually distinct.

Shape Customization: Full control over the shape of both standard dots and signal dots (Diamonds, Triangles, etc.).

Customizable Logic: Adjust the lookback period and volume multiplier in the settings to fit your asset's volatility.

2 gen

Note di rilascio

MAJOR UPDATE: Absorption Signals, Smart Volume Logic & Tape Speed
This update brings professional Orderflow features to the indicator, significantly improving accuracy and adding real-time context to your trading.

1. Smart Volume Splitting
We have completely overhauled how Intrabar Volume is calculated to match professional Tick-Data platforms more closely.

Old Logic: If the 1s bar closes higher, 100% is counted as Buy Volume. (Resulted in inflated values).

New "Price Location" Logic: The indicator now analyzes where the intrabar candle closes relative to its range. This accurately estimates the split between aggressive Buyers and Sellers, filtering out noise and providing much more realistic "Big Trade" clusters.

2. Dynamic Absorption Signals
Added a new detection engine for Absorption (Passive Limit Orders blocking price).

Visuals: Blue Arrows (Top/Bottom).

Logic: Detects when massive volume is traded at the High/Low of a bar, but price is rejected (Wick/Rejection).

Usage: Identifies "Walls" where aggressive participants are trapped or absorbed by Limit Orders.

3. Real-Time Tape Speed Meter (Dashboard)
A new HUD panel that measures the velocity of the market in real-time.

Score 1-10: From "Asleep" to "Hectic/Algo".

Smart Dynamics: Uses a "Peak Hold & Decay" algorithm. It reacts instantly to volume spikes (0 lag) but cools down smoothly, making it easy to read without jitter.

Context: Tells you instantly if the current move is backed by momentum or if the market is drying up.

4. Enhanced Sigma Highlighting
Improved the usability of the "Big Trade" highlights (Yellow Clusters).

The Problem: When a cluster turned yellow (Sigma), you lost the color info (Green/Red) regarding trade direction.

The Solution: Sigma clusters now feature dynamic text coloring.

Yellow Glow = High Volume Event.

Green Text inside = Aggressive Buyers.

Red Text inside = Aggressive Sellers.

6 giorni fa

Note di rilascio

Big Update !

Brand new detection engine with live candle analysis! Features real-time calculations as candles form, better visualization, and tons of customization options to match your trading style. All features are adjustable in the settings below. Enjoy!

Overview
Advanced orderflow analysis tool that detects and visualizes significant volume clusters within each candle using intrabar data. This indicator goes beyond standard volume analysis by breaking down each bar into sub-second intervals to identify where aggressive buying and selling pressure actually occurred.
Key Features
🎯 Dual Detection Modes

Manual Threshold Mode (Default): Set a fixed volume threshold (default: 200) to display all trades above that level. No lookback needed - pure raw data visualization.
Adaptive (RVOL) Mode: Automatically calculates significant volume using statistical analysis (standard deviation + relative volume). Adapts to market conditions.

📊 Intrabar Volume Clustering

Breaks down each candle into 1-45sec intervals for maximum precision (Premium users)
Free users: Works with 1-minute intrabar resolution on higher timeframes (5min+)
Uses vector-based analysis to separate aggressive market orders from passive limit orders
Displays volume clusters directly on the chart at the exact price levels where they occurred
Shows formatted volume labels (K for thousands, M for millions)

🎨 Smart Candle Coloring

High Volume Candles: Highlighted with custom colors (Blue/Pink at 50% transparency by default)
Normal Candles: Subtle background coloring (70% transparency)
Automatic detection based on configurable lookback period and multiplier
Instantly identifies which bars had exceptional volume

⚡ Tape Speed Dashboard
Real-time market activity monitor with 10-level scoring system:

Score 1-2: Market asleep/very quiet
Score 3-5: Below normal to normal activity
Score 6-7: Active and accelerating
Score 8-10: Aggressive to algo-level activity

Calculates speed by comparing current volume accumulation rate against historical averages, with smart smoothing to prevent false signals.
🔧 Advanced Customization

Marker Shapes: Choose from 7 different shapes for buy/sell clusters (triangles, circles, squares, diamonds, crosses)
Color Schemes: Fully customizable colors for all elements
Size Controls: Adjust marker and text sizes independently
Text Positioning: Automatic offset above markers for optimal readability

Technical Details
Calculation Method

Fetches intrabar data at user-defined resolution (1-second default for Premium, 1-minute minimum for Free)
Applies vector analysis to each sub-bar:

Body weight: 1.2 (represents market order dominance)
Wick weight: 1.0 (represents limit order absorption)


Calculates close position within range to determine buy/sell pressure
Filters clusters based on selected detection mode
Plots markers at exact price levels with volume labels

Performance Optimized

Efficient array operations
Smart label management (max 500 labels)
Real-time updates with varip for tape speed
Minimal CPU overhead despite sub-second analysis

Use Cases

Scalping: Identify exact price levels where big players entered
Orderflow Trading: See where market orders overwhelmed limit orders
Support/Resistance: Volume clusters often mark important price levels
Tape Reading: Real-time activity monitoring via tape speed dashboard
Market Structure: Distinguish between high and low activity periods

Settings Overview
Modus Auswahl (Mode Selection)

Detection Mode: Manual Threshold / Adaptive (RVOL)
Manual Min. Volume: Fixed threshold (default: 200)

Algorithmus Kern (Algorithm Core)

Intrabar Resolution: 1-second for maximum precision (adjustable for free users)
RVOL Lookback: 5 bars (Adaptive mode only)
Volatility Multiplier: 2.0 (Adaptive mode only)

Visualisierung (Visualization)

Cluster Markers: On/Off
Volume Text: On/Off
Marker & Text Sizes
Buy/Sell Shapes
Colors for all elements

Kerzen-Einfärbung (Candle Coloring)

High Volume Candle Detection: On/Off
Lookback Period: 10 bars
Volume Multiplier: 1.5x
Custom colors for high/normal volume candles

Tape Speed Dashboard

Real-time activity monitoring
Configurable position and size
10-level scoring system

Installation Notes

Premium Users: Set intrabar resolution to (5-15 second) for maximum precision on 1min timeframes for best sculping set ups
Free Users: Set intrabar resolution to at least "1" (1 minute) and use on 1,3,5 minute or higher timeframes
Works on all instruments with volume data
Max 500 labels displayed (TradingView limit)

5 giorni fa

Note di rilascio

Version Update - Bug Fixes
Fixed:

Transparency Control: User-defined transparency settings for Aggressive Buy/Sell markers now work correctly. Previously, transparency values were being overwritten by dynamic calculations.
Text Rendering Order: Volume text labels now render above the triangle markers instead of behind them, improving readability.

New Option:

Added "Dynamic Transparency (Intensity)" toggle in Visualization settings. When disabled (default), your color settings including transparency are used exactly as configured. When enabled, transparency varies based on volume intensity.

4 giorni fa

Note di rilascio

New Feature: Sigma Volume Detection
Automatically highlights exceptionally large volume clusters that stand out from the average - perfect for catching institutional activity and major order flow events.
What's New:
🎯 Smart Volume Recognition

Detects dots with volume significantly above historical average
Customizable lookback period (default: 10 bars)
Adjustable sigma multiplier (default: 3.0x threshold)

🎨 Visual Clarity

Separate color coding for sigma buy/sell events (default: yellow/fuchsia)
Optional color override mode
Enhanced tooltips showing exact sigma ratio (e.g., "🔥 SIGMA: 4.2x")

⚙️ Advanced Controls

Separate Buy/Sell Baseline: Independent thresholds for buy vs sell pressure
Baseline Smoothing: SMA smoothing for more stable detection
Flexible Color Options: Choose your own sigma colors or keep standard highlighting