Intra Bar Volume ProfileThis indicator provides a high-resolution volume profile analysis for every single bar on the chart. It builds this profile by sampling data from a lower intra-bar timeframe, allowing for a granular view of price distribution and buying/selling pressure within the bar.
Key Features:
Intra-Bar Profile Engine: For each bar on the main chart, the indicator builds a complete volume profile on a lower 'Intra-Bar Timeframe'. It uses:
Statistical Models ('Allot model'): Distributes volume across price levels using 'PDF' (Probability Density Function) or 'Classic' (close) methods.
Buy/Sell Classifiers ('Volume Estimator'): Splits volume using a 'Dynamic' (trend/wick-based) or 'Classic' (candle color) model.
On-Chart Visualization (Overlay): The analysis is rendered directly onto the price bars:
Point of Control (POC): A line showing the price level with the most volume for that bar.
Value Area (VA): A colored box representing the price range where the specified percentage (e..g., 50%) of volume was traded.
VWAP: Displays the volume-weighted average price (VWAP) for the bar as a separate line.
Integrated Alerts: Includes 8 alerts that trigger when the main price crosses over or under the key intra-bar levels: POC, VWAP, and the Value Area High/Low.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMM
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Intrabar
Market Structure Volume ProfileThis indicator visualizes volume profiles that are dynamically anchored to market structure events, rather than fixed time intervals. It builds these profiles using high-resolution intra-bar data to provide a precise view of where value is established during critical market phases.
Key Features:
Event-Based Profile Anchoring: The indicator starts a new profile based on one of three user-selected events ('Profile Anchor'):
Swing: A new profile begins when the 'impulse baseline' (derived from intra-bar delta) changes. This baseline adjusts when a new price pivot is confirmed: When a price high forms, the baseline moves to the lower of its previous level or the peak delta (max of delta O/C) at the pivot. When a price low forms, it moves to the higher of its previous level or the trough delta (min of delta O/C) at the pivot.
Structure: A new profile begins immediately on the bar that confirms a market structure break (e.g., a new HH or LL, based on a sequence of price pivots).
Delta: A new profile begins immediately on the bar that confirms a break in the cumulative delta's market structure (e.g., a new HH or LL in the delta). Both 'Swing' and 'Delta' anchors are derived from the same continuous (non-resetting) Cumulative Volume Profile Delta (CVPD), which is built from the intra-bar statistical analysis.
Statistical Profile Engine: For each bar in the anchored period, the indicator builds a volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses advanced statistical models:
Allocation ('Allot model'): 'PDF' (Probability Density Function) distributes volume proportionally across the bar's range based on an assumed statistical model (e.g., T4-Skew). 'Classic' assigns all volume to the close.
Buy/Sell Split ('Volume Estimator'): 'Dynamic' applies a model that analyzes candle wicks and recent trend to estimate buy/sell pressure. 'Classic' classifies all volume based on the candle color.
Visualization & Lag: The indicator plots the final profile (as a polygon) and the developing statistical lines (POC, VA, VWAP, StdDev).
Note on Lag: All anchor events require Pivot Right Bars for confirmation.
In 'Structure' and 'Delta' mode, the developing lines (POC, VA, etc.) are plotted using a non-repainting method (showing the value from pivRi bars ago).
In 'Swing' mode, the profile is plotted retroactively, starting from the bar where the pivot occurred. The developing lines are also plotted with this full pivRi lag to align with the past data.
Flexible Display Modes: The finalized profile can be displayed in three ways: 'Up/Down' (buy vs. sell), 'Total' (combined volume), and 'Delta' (net difference).
Dynamic Row Sizing: Includes an option ('Rows per Percent') to automatically adjust the number of profile rows (buckets) based on the profile's price range.
Integrated Alerts: Includes 13 alerts that trigger for:
A new profile reset ('Profile was resetted').
Price crossing any of the 6 developing levels (POC, VA High/Low, VWAP, StdDev High/Low).
Alert Lag Assumption: In 'Swing' mode, alerts are delayed to match the retroactively plotted lines. In 'Structure' and 'Delta' modes, alerts fire in real-time based on the current price crossing the current (repainting) value of the metric, which may differ from the non-repainting plotted line.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This includes the values used for real-time alerts in 'Structure' and 'Delta' modes.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Periodic Volume ProfileThis indicator visualizes volume profiles that are dynamically anchored to market structure events, rather than fixed time intervals. It builds these profiles using high-resolution intra-bar data to provide a precise view of where value is established during critical market phases.
Key Features:
Event-Based Profile Anchoring: The indicator starts a new profile based on one of three user-selected events ('Profile Anchor'):
Swing: A new profile begins when the 'impulse baseline' (derived from delta) changes. This baseline adjusts when a new price pivot is confirmed: When a price high forms, the baseline moves to the lower of its previous level or the peak delta (max of delta O/C) at the pivot. When a price low forms, it moves to the higher of its previous level or the trough delta (min of delta O/C).
Structure: A new profile begins immediately on the bar that confirms a market structure break (e.g., a new HH or LL, based on a sequence of price pivots).
Delta: A new profile begins immediately on the bar that confirms a break in the cumulative delta's market structure (e.g., a new HH or LL in the delta).
Statistical Profile Engine: For each bar in the anchored period, the indicator builds a volume profile on a lower 'Intra-Bar Timeframe'. It uses:
Statistical Models ('Allot model'): Distributes volume across price levels using 'PDF' (Probability Density Function) or 'Classic' (close) methods.
Buy/Sell Classifiers ('Volume Estimator'): Splits volume using a 'Dynamic' (trend/wick-based) or 'Classic' (candle color) model.
Note on Anchor Lag: The different anchor types have different delays. 'Structure' and 'Delta' profiles begin in real-time on the confirmation bar. The 'Swing' profile calculation is plotted retroactively to the pivot's origin, as the pivot is only confirmed Pivot Right Bars after it occurs.
Flexible Visualization Modes: The finalized profile (plotted at the end of each period) can be displayed in three ways: 'Up/Down' (buy vs. sell), 'Total' (combined volume), and 'Delta' (net difference).
Developing Real-Time Metrics: The indicator plots the developing Point of Control (POC), Value Area (VA), VWAP, and Standard Deviation bands in real-time as the new profile forms.
Dynamic Row Sizing: Includes an option ('Rows per Percent') to automatically adjust the number of profile rows (buckets) based on the profile's price range, maintaining a consistent visual density.
Integrated Alerts: Includes 13 alerts that trigger for:
A new profile reset ('Profile was resetted').
Price crossing any of the 6 developing levels (POC, VA High/Low, VWAP, StdDev High/Low).
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Pivot Orderflow DeltaThis indicator analyzes order flow by calculating a continuous Cumulative Volume Profile Delta (CVPD). It plots this delta as a series of "delta candles" and identifies divergences and structural pivot levels.
Key Features:
Statistical Delta Engine: For each bar, the indicator builds a high-resolution volume profile on a lower 'Intra-Bar Timeframe'. It uses statistical models ('PDF' allocation) and advanced classifiers ('Dynamic' split) to determine the buy/sell pressure, which is then accumulated.
Cumulative Delta Candle Visualization: The indicator plots the continuous, accumulated delta as a series of candles, where for each bar:
Open: Is the cumulative delta value of the previous bar.
Close: Is the new total cumulative delta.
High/Low: Represent the peak/trough cumulative delta reached during that bar's formation.
Dynamic Pivot Baseline: The indicator plots a separate dynamic baseline ('Impulse Start') that adjusts when a new price pivot is confirmed.
When a price high forms, the baseline moves to the lower of its previous level or the peak delta (max of delta candle O/C) at the pivot.
When a price low forms, the baseline moves to the higher of its previous level or the trough delta (min of delta candle O/C) at the pivot.
Full Divergence Suite (Class A, B, C): A built-in divergence engine automatically detects and plots Regular (A), Hidden (B), and Exaggerated (C) divergences between price and the peak/trough of the delta candles (High/Low).
Detailed Pivot Confluence: The indicator plots distinct markers to differentiate between pivots occurring only on the price chart, only on the delta oscillator, or on both simultaneously.
Note on Confirmation (Lag): Divergence and pivot signals rely on a confirmation method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag.
Integrated Alerts: Includes 23 comprehensive alerts for:
The start and end of all 6 divergence types.
The detection of a new Impulse Start pivot.
Delta/volume agreement/disagreement.
Delta crossing the zero line.
The formation of price-only or delta-only pivots.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Cumulative Volume Profile DeltaThis indicator calculates the Cumulative Volume Profile Delta (CVPD). It constructs a high-resolution volume profile for each bar using intra-bar data, then derives and accumulates the delta from that profile to show net buying/selling pressure.
Key Features:
Statistical Volume Profile Engine: For each bar, the indicator builds a high-resolution volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses statistical models ('PDF' allocation) to distribute volume across price levels and advanced classifiers ('Dynamic' split) to determine the buy/sell pressure before accumulation.
Periodic Accumulation: The CVPD accumulation is anchored to a user-defined 'Anchor Timeframe' (e.g., daily, weekly). This cyclical reset allows to analyze the build-up of pressure within specific trading periods.
"Delta Candle" Visualization: The periodic CVPD is shown as a candle, where:
Open: The CVPD value at the start of the period (or zero).
High/Low: Represent the peak buying (CVD High) and selling (CVD Low) pressure within that period's profile.
Close: The final net delta value (CVD) for the period.
Dual CVD & Divergence Engine: The indicator calculates two CVPDs: a Periodic one (for plotting) and a Continuous one (non-resetting). The continuous line is used as a stable source for the built-in divergence engine (detecting Regular, Hidden, and Exaggerated).
Dynamic Divergence Plotting: Divergence markers are plotted relative to the periodic (candle) CVPD. They automatically adjust their vertical position after a reset to remain visually aligned with the plotted candles.
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF Output: The entire analysis (Delta Candles, Divergences) can be calculated on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 18 comprehensive alerts for:
The start and end of all 6 divergence types.
The periodic CVPD crossing the zero line.
Conditions of agreement or disagreement between the delta and the main bar's direction.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.Example: crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Cumulative Volume DeltaThis Cumulative Volume Delta (CVD) indicator analyzes intra-bar volume dynamics. It introduces a periodic reset mechanism, anchoring the accumulation to a user-defined timeframe (e.g., daily, weekly) for cyclical analysis.
Key Features:
Dual CVD Calculation: The indicator computes two CVD values simultaneously:
Periodic CVD: Resets on the user-defined 'Anchor Timeframe'. This is plotted as "Delta Candles".
Continuous CVD: Accumulates volume continuously (non-resetting) and is used as the source for divergence detection.
Intra-Bar Delta Analysis: Uses a lower timeframe ('Intra-Bar Timeframe') to calculate buy/sell pressure based on the direction of the intra-bar candles.
"Delta Candle" Visualization: The periodic CVD is shown as a candle, where:
Open: The CVD value at the start of the period (or zero).
High/Low: Represent the peak buying (CVD High) and selling (CVD Low) pressure within that period.
Close: The final net delta value for that period.
Full Divergence Suite (Class A, B, C): A built-in engine automatically detects and plots Regular (A), Hidden (B), and Exaggerated (C) divergences between price and the continuous CVD line.
Dynamic Divergence Plotting: Divergence markers are plotted relative to the periodic (candle) CVD. They automatically adjust their vertical position after a reset to remain visually aligned with the plotted candles.
Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint.
The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars).
The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed).
Multi-Timeframe (MTF) Capability:
MTF Output: The entire dual-CVD analysis can be run on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Divergence detection engine (pivDiv) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 18 comprehensive alerts for:
The start and end of all 6 divergence types.
The periodic CVD crossing the zero line.
Conditions of agreement or disagreement between the delta and the main bar's direction.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volume Profile DeltaThis indicator calculates the Volume Profile Delta (VPD). It constructs a high-resolution volume profile for each bar using intra-bar data, offering a detailed understanding of buying and selling pressure at discrete price levels.
Key Features:
Statistical Volume Profile Engine: For each bar, the indicator builds a high-resolution volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses statistical models ('PDF' allocation) to distribute volume across price levels and advanced classifiers ('Dynamic' split) to determine the buy/sell pressure within that profile, providing a more nuanced delta calculation.
"Delta Candle" Visualization: The per-bar VPD is displayed as a candle, where:
Open: Always anchored at the zero line.
High/Low: Represent the peak buying (CVD High) and selling (CVD Low) pressure accumulated within that bar's profile.
Close: The final net delta value (CVD) for the bar.
Customizable Moving Average: An optional moving average of the net delta (Close) can be added. The MA type, length, and an optional Volume weighted setting are customizable.
Intra-Bar Peak Pivot Detection: Automatically identifies and plots significant turning points (pivots) in the peak buying (High) and selling (Low) pressure.
Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag.
Multi-Timeframe (MTF) Capability:
MTF Output: The entire analysis (Delta Candles, MA, Pivots) can be calculated on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 8 alerts for:
The net delta crossing its moving average.
The detection of new peak buying or selling pivots.
Conditions of agreement or disagreement between the net delta and the main bar's direction.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volume DeltaThis indicator provides a detailed view of Volume Delta (VD) by analyzing order flow on a lower, intra-bar timeframe. For each bar on the chart, it calculates the net difference between buying and selling volume based on the direction of the intra-bar candles.
Key Features:
Intra-Bar Delta Calculation: The indicator analyzes price action on a user-defined lower timeframe ('Intra-Bar Timeframe') to construct a detailed picture of the underlying order flow for each bar on the main chart.
"Delta Candle" Visualization: The delta for each bar is shown as a candle, where:
Open: Always starts at the zero line.
High/Low: Represent the peak buying and selling pressure accumulated within the bar.
Close: The final net delta value for that bar. This visualization shows absorption, exhaustion, and conviction in a single glance.
Customizable Moving Average: An optional moving average of the net delta (Close) can be added. The MA type, length, and an optional Volume weighted setting are customizable.
Intra-Bar Peak Pivot Detection: Automatically identifies and plots significant turning points (pivots) in the peak buying (High) and selling (Low) pressure.
Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag.
Multi-Timeframe (MTF) Capability:
MTF Output: The entire analysis (Delta Candles, MA, Pivots) can be calculated on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 8 alerts for:
The net delta crossing its moving average.
The detection of new peak buying or selling pivots.
Conditions of agreement or disagreement between the net delta and the main bar's direction (absolute volume).
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volume Weighted Volatility RegimeThe Volume-Weighted Volatility Regime (VWVR) is a market analysis tool that dissects total volatility to classify the current market 'character' or 'regime'. Using a Linear Regression model, it decomposes volatility into Trend, Residual (mean-reversion), and Within-Bar (noise) components.
Key Features:
Seven-Stage Regime Classification: The indicator's primary output is a regime value from -3 to +3, identifying the market state:
+3 (Strong Bull Trend): High directional, upward volatility.
+2 (Choppy Bull): Moderate upward trend with noise.
+1 (Quiet Bull): Low volatility, slight upward drift.
0 (Neutral): No clear directional bias.
-1 (Quiet Bear): Low volatility, slight downward drift.
-2 (Choppy Bear): Moderate downward trend with noise.
-3 (Strong Bear Trend): High directional, downward volatility.
Advanced Volatility Decomposition: The regime is derived from a three-component volatility model that separates price action into Trend (momentum), Residual (mean-reversion), and Within-Bar (noise) variance. The classification is determined by comparing the 'Trend' ratio against the user-defined 'Trend Threshold' and 'Quiet Threshold'.
Dual-Level Analysis: The indicator analyzes market character on two levels simultaneously:
Inter-Bar Regime (Background Color): Based on the main StdDev Length, showing the overall market character.
Intra-Bar Regime (Column Color): Based on a high-resolution analysis within each single bar ('Intra-Bar Timeframe'), showing the micro-structural character.
Calculation Options:
Statistical Model: The 'Estimate Bar Statistics' option (enabled by default) uses a statistical model ('Estimator') to perform the decomposition. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead).
Normalization: An optional 'Normalize Volatility' setting calculates an Exponential Regression Curve (log-space).
Volume Weighting: An option (Volume weighted) applies volume weighting to all volatility calculations.
Multi-Timeframe (MTF) Capability: The entire dual-level analysis can be run on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Integrated Alerts: Includes 22 comprehensive alerts that trigger whenever the 'Inter-Bar Regime' or the 'Intra-Bar Regime' crosses one of the key thresholds (e.g., 'Regime crosses above Neutral Line'), or when the 'Intra-Bar Dominance' crosses the 50% mark.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volume Weighted Intra Bar LR Standard DeviationThis indicator analyzes market character by providing a detailed view of volatility. It applies a Linear Regression model to intra-bar price action, dissecting the total volatility of each bar into three distinct components.
Key Features:
Three-Component Volatility Decomposition: By analyzing a lower timeframe ('Intra-Bar Timeframe'), the indicator separates each bar's volatility into:
Trend Volatility (Green/Red): Volatility explained by the intra-bar linear regression slope (Momentum).
Residual Volatility (Yellow): Volatility from price oscillating around the intra-bar trendline (Mean-Reversion).
Within-Bar Volatility (Blue): Volatility derived from the range of each intra-bar candle (Noise/Choppiness).
Layered Column Visualization: The indicator plots these components as a layered column chart. The size of each colored layer visually represents the dominance of each volatility character.
Dual Display Modes: The indicator offers two modes to visualize this decomposition:
Absolute Mode: Displays the total standard deviation as the column height, showing the absolute magnitude of volatility and the contribution of each component.
Normalized Mode: Displays the components as a 100% stacked column chart (scaled from 0 to 1), focusing purely on the percentage ratio of Trend, Residual, and Noise.
Calculation Options:
Statistical Model: The 'Estimate Bar Statistics' option (enabled by default) uses a statistical model ('Estimator') to perform the decomposition. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead).
Normalization: An optional 'Normalize Volatility' setting calculates an Exponential Regression Curve (log-space).
Volume Weighting: An option (Volume weighted) applies volume weighting to all intra-bar calculations.
Multi-Component Pivot Detection: Includes a pivot detector that identifies significant turning points (highs and lows) in both the Total Volatility and the Trend Volatility Ratio. (Note: These pivots are only plotted when 'Plot Mode' is set to 'Absolute').
Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag.
Multi-Timeframe (MTF) Capability:
MTF Analysis: The entire intra-bar analysis can be run on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 9 comprehensive alerts for:
Volatility character changes (e.g., 'Character Change from Noise to Trend').
Dominant character emerging (e.g., 'Bullish Trend Character Emerging').
Total Volatility pivot (High/Low) detection.
Trend Volatility pivot (High/Low) detection.
Caution! Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
Volume Weighted Intra Bar Standard DeviationThis indicator provides a high-resolution analysis of market volatility by dissecting each bar on the chart into its fundamental components. It uses data from a lower, intra-bar timeframe to separate the total volatility of a single bar into its 'directional' and 'non-directional' parts.
Key Features:
Intra-Bar Volatility Decomposition: For each bar on the chart, the indicator analyzes the underlying price action on a smaller timeframe ('Intra-Bar Timeframe') and quantifies two types of volatility:
Between-Bar Volatility (Directional): Calculated from price movements between the intra-bar candles. This component represents the directional, trending price action within the main bar.
Within-Bar Volatility (Non-Directional): Calculated from price fluctuations inside each intra-bar candle. This component represents the choppy, noisy, or ranging price action.
Dual Display Modes: The indicator offers two modes to visualize this information:
Absolute Mode: Plots the total standard deviation as a stacked column chart, showing the absolute magnitude of volatility and the contribution of each component.
Normalized Mode: Plots the components as a 100% stacked column chart (scaled from 0 to 1), focusing purely on the percentage ratio of 'between-bar' (trending) and 'within-bar' (choppy) volatility.
Calculation Options:
Statistical Model: The 'Estimate Bar Statistics' option (enabled by default) uses a statistical model ('Estimator') to perform the decomposition. (Assumption: In this mode, the Source input is ignored, and an estimated mean for each bar is used instead).
Normalization: An optional 'Normalize Volatility' setting calculates volatility in percentage terms (log-space).
Volume Weighting: An option (Volume weighted) applies volume weighting to all intra-bar volatility calculations.
Volatility Pivot Detection: Includes a built-in pivot detector that identifies significant turning points (highs and lows) in the total volatility line. (Note: This is only visible in 'Absolute Mode').
Note on Confirmation (Lag): Pivot signals are confirmed using a lookback method. A pivot is only plotted after the Pivot Right Bars input has passed, which introduces an inherent lag.
Multi-Timeframe (MTF) Capability:
MTF Analysis Lines: The entire intra-bar analysis can be run on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...).
Limitation: The Pivot detection (Calculate Pivots) is disabled if a Higher Timeframe (HTF) is selected.
Integrated Alerts: Includes 6 alerts for:
Volatility character changes (e.g., 'Character Change from Choppy to Trend').
Dominant character emerging (e.g., 'Trend Character Emerging').
Total Volatility pivot (High/Low) detection.
Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed.
DISCLAIMER
For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset.
Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk.
No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability.
No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator.
Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.
LibBrStLibrary "LibBrSt"
This is a library for quantitative analysis, designed to estimate
the statistical properties of price movements *within* a single
OHLC bar, without requiring access to tick data. It provides a
suite of estimators based on various statistical and econometric
models, allowing for analysis of intra-bar volatility and
price distribution.
Key Capabilities:
1. **Price Distribution Models (`PriceEst`):** Provides a selection
of estimators that model intra-bar price action as a probability
distribution over the range. This allows for the
calculation of the intra-bar mean (`priceMean`) and standard
deviation (`priceStdDev`) in absolute price units. Models include:
- **Symmetric Models:** `uniform`, `triangular`, `arcsine`,
`betaSym`, and `t4Sym` (Student-t with fat tails).
- **Skewed Models:** `betaSkew` and `t4Skew`, which adjust
their shape based on the Open/Close position.
- **Model Assumptions:** The skewed models rely on specific
internal constants. `betaSkew` uses a fixed concentration
parameter (`BETA_SKEW_CONCENTRATION = 4.0`), and `t4Sym`/`t4Skew`
use a heuristic scaling factor (`T4_SHAPE_FACTOR`)
to map the distribution.
2. **Econometric Log-Return Estimators (`LogEst`):** Includes a set of
econometric estimators for calculating the volatility (`logStdDev`)
and drift (`logMean`) of logarithmic returns within a single bar.
These are unit-less measures. Models include:
- **Parkinson (1980):** A High-Low range estimator.
- **Garman-Klass (1980):** An OHLC-based estimator.
- **Rogers-Satchell (1991):** An OHLC estimator that accounts
for non-zero drift.
3. **Distribution Analysis (PDF/CDF):** Provides functions to work
with the Probability Density Function (`pricePdf`) and
Cumulative Distribution Function (`priceCdf`) of the
chosen price model.
- **Note on `priceCdf`:** This function uses analytical (exact)
calculations for the `uniform`, `triangular`, and `arcsine`
models. For all other models (e.g., `betaSkew`, `t4Skew`),
it uses **numerical integration (Simpson's rule)** as
an approximation of the cumulative probability.
4. **Mathematical Functions:** The library's Beta distribution
models (`betaSym`, `betaSkew`) are supported by an internal
implementation of the natural log-gamma function, which is
based on the Lanczos approximation.
---
**DISCLAIMER**
This library is provided "AS IS" and for informational and
educational purposes only. It does not constitute financial,
investment, or trading advice.
The author assumes no liability for any errors, inaccuracies,
or omissions in the code. Using this library to build
trading indicators or strategies is entirely at your own risk.
As a developer using this library, you are solely responsible
for the rigorous testing, validation, and performance of any
scripts you create based on these functions. The author shall
not be held liable for any financial losses incurred directly
or indirectly from the use of this library or any scripts
derived from it.
priceStdDev(estimator, offset)
Estimates **σ̂** (standard deviation) *in price units* for the current
bar, according to the chosen `PriceEst` distribution assumption.
Parameters:
estimator (series PriceEst) : series PriceEst Distribution assumption (see enum).
offset (int) : series int To offset the calculated bar
Returns: series float σ̂ ≥ 0 ; `na` if undefined (e.g. zero range).
priceMean(estimator, offset)
Estimates **μ̂** (mean price) for the chosen `PriceEst` within the
current bar.
Parameters:
estimator (series PriceEst) : series PriceEst Distribution assumption (see enum).
offset (int) : series int To offset the calculated bar
Returns: series float μ̂ in price units.
pricePdf(estimator, price, offset)
Probability-density under the chosen `PriceEst` model.
**Returns 0** when `p` is outside the current bar’s .
Parameters:
estimator (series PriceEst) : series PriceEst Distribution assumption (see enum).
price (float) : series float Price level to evaluate.
offset (int) : series int To offset the calculated bar
Returns: series float Density value.
priceCdf(estimator, upper, lower, steps, offset)
Cumulative probability **between** `upper` and `lower` under
the chosen `PriceEst` model. Outside-bar regions contribute zero.
Uses a fast, analytical calculation for Uniform, Triangular, and
Arcsine distributions, and defaults to numerical integration
(Simpson's rule) for more complex models.
Parameters:
estimator (series PriceEst) : series PriceEst Distribution assumption (see enum).
upper (float) : series float Upper Integration Boundary.
lower (float) : series float Lower Integration Boundary.
steps (int) : series int # of sub-intervals for numerical integration (if used).
offset (int) : series int To offset the calculated bar.
Returns: series float Probability mass ∈ .
logStdDev(estimator, offset)
Estimates **σ̂** (standard deviation) of *log-returns* for the current bar.
Parameters:
estimator (series LogEst) : series LogEst Distribution assumption (see enum).
offset (int) : series int To offset the calculated bar
Returns: series float σ̂ (unit-less); `na` if undefined.
logMean(estimator, offset)
Estimates μ̂ (mean log-return / drift) for the chosen `LogEst`.
The returned value is consistent with the assumptions of the
selected volatility estimator.
Parameters:
estimator (series LogEst) : series LogEst Distribution assumption (see enum).
offset (int) : series int To offset the calculated bar
Returns: series float μ̂ (unit-less log-return).
FlowScope [Hapharmonic]FlowScope: Uncover the Market's True Intent 🔬
Ever wished you could look inside the candles and see where the real action is happening? FlowScope is your microscope for the market's flow, designed to give you a powerful edge by revealing the volume distribution that price action alone can't show you.
Instead of just looking at the open, high, low, and close, FlowScope lets you dive deeper into the market's auction process. It groups candles together and builds a detailed Volume Profile for that period, showing you exactly where the trading happened and revealing the story behind the price action.
Let's explore how you can use it to gain a powerful new edge.
🧐 Core Concept: How It Works
At its heart, FlowScope does three key things:
It Groups Candles: You decide how many candles to group together. For example, setting " Group Candles " to 4 on a 5-minute chart effectively gives you a detailed 20-minute candle and profile. This helps you see the bigger picture and filter out market noise.
It Builds a Volume Profile: For each group, FlowScope analyzes the volume at every single price level. It then displays this as a horizontal histogram (we call this a "footprint" or profile). Longer bars mean more volume was traded at that price, indicating a "fair" price or an area of acceptance. Shorter bars mean price moved through quickly, indicating rejection.
It Creates a Custom "Grouped Candle": To summarize the group's overall price action, FlowScope draws a single, custom candle representing the entire group's:
Open: The open of the first candle in the group.
High: The absolute highest price reached within the group.
Low: The absolute lowest price reached within the group.
Close: The close of the last candle in the group.
This gives you a crystal-clear view of the group's net result, free from the back-and-forth noise of the individual candles inside it.
Below are some of the stunning preset color palettes you can choose from to customize your view:
🚀 How to Use: Practical Applications
FlowScope isn't just for looking pretty; it's a powerful analysis tool. Here are a few ways to integrate it into your trading:
Identify High-Volume Nodes (HVNs): Look for the longest bars in the profile. These are price levels where the market spent the most time and traded the most volume. HVNs often act as powerful "magnets" for price, becoming key areas of support and resistance.
Spot Low-Volume Nodes (LVNs): These are areas with very short bars or gaps in the profile. They represent price levels that the market moved through quickly and inefficiently. If price returns to an LVN, it's likely to move through it quickly again.
Analyze the Summary Box: This is where the real magic happens! ✨
Total Volume (Σ): The total volume for the entire group.
Buy (B) vs. Sell (S) Volume: FlowScope analyzes the lower timeframe action to estimate the buying and selling pressure that made up the total volume. Is a big red candle mostly aggressive selling, or was it just a lack of buyers? The B/S data gives you clues. A high-volume candle with nearly 50/50 buy/sell pressure might indicate absorption or a potential reversal.
Use the Grouped Candle for Clarity: Is the market in a clear uptrend, or is it just choppy? The grouped candle can give you a much clearer signal. A series of strong, green grouped candles shows much more conviction than a mix of small green and red candles.
⚙️ Settings & Customization
This is where you can truly make FlowScope your own. Let's walk through each setting.
Profile Settings
Group Candles: The number of standard chart candles you want to combine into a single FlowScope profile. A setting of 1 will analyze every single bar. A higher number gives you a broader market view. When Group Candles is set to 5, the data from the 5 individual candles are combined, and the volume is calculated accordingly.
Max Profile Boxes: This setting is more than just a number; it's a smart limit that ensures your profiles are always readable and relevant to the current market conditions.
Adaptive Sizing (The Ideal Goal): FlowScope first tries to create the perfect profile by making each volume box's height proportional to the current market volatility. It calculates an "ideal" box height based on the Average True Range ( ATR / 10 ). This is powerful because it automatically adapts: you get smaller, more detailed boxes in quiet, low-volatility markets, and larger, clearer boxes in volatile, fast-moving markets.
The Safety Cap (Your Setting): However, what if you group several candles during a massive price move? The price range could be huge! If we only used the small, ATR-based box height, you might end up with hundreds of tiny, unreadable boxes. This is where your Max Profile Boxes setting (defaulting to 50) comes in. It acts as a maximum detail cap . If the adaptive, volatility-based calculation determines that it would need more boxes than your setting (e.g., more than 50), the indicator will override it. It will then simply divide the entire price range of the group into exactly the number of boxes you specified (e.g., 50).
In short: You are setting the maximum allowable detail. FlowScope intelligently adapts the profile's granularity below that limit based on market volatility, ensuring you always get a clear and meaningful picture.
Style
Show Profile BG: A simple toggle to show or hide the faint background color behind the volume bars. Turning it off can create a cleaner look.
Color Mode: This dropdown controls how the volume profile text is colored.
Custom Gradient: This mode uses the three custom colors you select in the "Profile Colors" section to create a beautiful gradient across the profile.
Candle Color: This mode colors the profile based on whether the grouped candle was bullish (green) or bearish (red). The color will be a gradient, with the most intense color applied to the box with the highest volume; the colors of the other boxes will fade out from that point. It's a great way to see the profile's "mood" at a glance.
Profile Colors 🎨
Use Preset Palette: This is the master switch!
If checked: You can choose from 10 stunning, pre-designed color palettes from the Palette dropdown. The custom color pickers below will be disabled.
If unchecked (Default): The Palette dropdown will be disabled, and you can now choose your own three colors for the gradient.
Palette: (Only active when "Use Preset Palette" is checked) . Choose from 10 luxurious, eye-catching color schemes like "Solar Flare" or "Deep Space" to instantly change the look and feel of your chart.
Low Price / Mid Price / High Price: (Only active when "Use Preset Palette" is unchecked) . These three color pickers allow you to design your own unique gradient for the Custom Gradient color mode.
Candle Display
These settings control the custom "Grouped Candle" that summarizes the profile. When using the "Show Custom Candle" feature, you should change the chart's candlestick display to Bars for a cleaner view.
Show Custom Candle: This is the main toggle. When you check this box, the original chart candles will be hidden, and your custom FlowScope candle will be displayed instead. This custom candle is intentionally small to ensure it does not visually overlap with the volume profile boxes.
Show Body: (Only active when "Show Custom Candle" is checked) . Toggles the visibility of the candle's body.
Wick Width & Body Width: (Only active when "Show Custom Candle" is checked) . These sliders let you control the thickness of the wick and body lines to match your personal style.
Up Color / Down Color: (Only active when "Show Custom Candle" is checked) . Choose the colors for your bullish and bearish custom candles.
Experiment with the settings, find a style that works for you, and start seeing the market in a whole new light.
Happy trading! 📈😊
Internal Candle Strength [LuxAlgo]The Internal Candle Strength tool allows traders to divide each chart bar into multiple rows of custom size and inspect the strength of the lower timeframes trends located within each row.
This tool effectively helps traders in identifying the power dynamic between bulls and bears within multiple areas within each bar, providing the ability to conduct LTF analysis.
🔶 USAGE
The strength displayed within each row ranges from 0% to 100%, with 0% being the most bearish and 100% being the most bullish.
Traders should be aware of the extreme probabilities located at the higher/lower end of the bars, as this can signal a change in strength and price direction.
Traders can select the lower timeframe to pull the data from or the row size in the scale of the chart. Selecting a lower timeframe will provide more data to evaluate an area's strength.
Do note that only a timeframe lower than the chart timeframe should be selected.
🔹 Row Size
Selecting a smaller row size will increase the number of rows per bar, allowing for a more detailed analysis. A lower value will also generally mean that less data will be considered when calculating the strength of a specific area.
As we can see on the chart above (all BTCUSD 30m), by selecting a different row size, traders can control how many rows are displayed per bar.
🔶 SETTINGS
Timeframe: Lower timeframe used to calculate the candle strength.
Row Size: Size of each row on the chart scale, expressed as a fraction of the candle range.
Timeframe LoopThe Timeframe Loop publication aims to visualize intrabar price progression in a new, different way.
🔶 CONCEPTS and USAGE
I got inspiration from the Pressure/Volume loop, which is used in Mechanical Ventilation with Critical Care patients to visualize pressure/volume evolution during inhalation/exhalation.
The main idea is that intrabar prices are visualized by a loop, going to the right during the first half and returning to the left towards its closing point. Here, the main chart timeframe (CTF) is 4 hours, and we see the movements of eight 30-minute lower timeframe (LTF) periods, highlighted by four yellow dots/lines (first 2 hours -> "Right") and four blue dots/lines (last 2 hours <- "Left"):
🔹 BTF
If "Show Lowest TF" is enabled, the LTF is split into another lower TF (BTF - "Base TF"); in this case, the 30-minute LTF is split into 10 parts of 3 minutes (BTF):
Enabling "Loop Lowest TF" will enable the BTF to react similarly to the largest loop; from halfway, it will return to its startpoint:
Here is a more detailed example:
🔹 Mini-Candles
The included option "Mini-Candles" will bring even more detail, showing the LTF as Japanese candlesticks with user-defined colors and adjustable body width; in this example, the mini-candles associated with the first half (yellow lines/dots) are green/red, while blue/fuchsia in the second half (blue lines/dots):
CTF 10 minutes, LTF 1 minute, BTF 5 seconds
One can see the detailed intrabar price progression in one glance.
CTF 5 minutes, LTF 1 minute, BTF 5 seconds
If the LTF/BTF ratio, divided by two, results in a non-integer number, the right side will be a vertical line instead of just a turning point. In that case, the smaller, most right blue loop will be situated at the right of that line.
10 minutes / 1 minute = 10 -> 10 / 2 = 5 parts
5 minutes / 1 minute = 5 -> 5 / 2 = 2.5 parts
🔶 SETTINGS
🔹 Timeframes
Lower Timeframe 1
Lower Timeframe 2
No need to worry about the order of both timeframes; BTF will be the lowest TF of the 2, LTF the highest; both have to be lower than the main chart TF (CTF); otherwise, it will result in the error: "`Lower Timeframes` should be lower than current chart timeframe".
The ratio LTF / BTF should be equal or higher than 2; otherwise, this error will show: "`Lower Timeframe` should minimally be twice the `Base (smallest) Timeframe`"
Lastly, the ratio CTF / BTF should be lower than 500; otherwise, this error will pop up: "`Current Chart timeframe` / `Lower Timeframe` should be less than 500."
I have tried to capture runtime errors as best I could. If one should be triggered (red exclamation mark next to the title), it is best to increase the lowest TF.
🔹 Options
Show Lowest TF: Show BTF progression.
Loop Lowest TF: Enabling will let the BTF line return halfway.
Show Mini-Candles
Show Steps
"Show Steps" can be useful to see how the script works, where the location of the current price is compared against the position of the left (L) and right (R) labels:
🔹 Style
Intrabar Volume Distribution [BigBeluga]Intrabar Volume Distribution is an advanced volume and order flow indicator that visualizes the buy and sell volume distribution within each candlestick.
🔔 Before Use:
Turn off the background color of your candles for clear visibility.
Overlay the indicator on the top layout to ensure accurate alignment with the price chart.
🔵 Key Features:
Inside Bar Volume Visualization:
Each candlestick is divided into two columns:
Left column displays the sell % volume amount.
Right column displays the buy % volume amount.
Provides a clear representation of buyer-seller activity within individual bars.
Percentage Volume Labels:
Labels above each bar show the percentage share of sell and buy volume relative to the total (100%).
Quickly assess market sentiment and volume imbalances.
Point of Control (POC) Levels:
Orange dashed lines mark the POC inside each bar, indicating the price level with the highest traded volume.
Helps identify key liquidity zones within individual candlesticks.
Multi-Timeframe Volume Analysis:
The indicator automatically uses a timeframe 20-30 times lower than the current one to gather detailed volume data.
For each higher timeframe candle, it collects 20-30 bars of lower timeframe data for precise volume mapping.
Each bar is divided into 100 volume bins to capture detailed volume distribution across the price range.
Bins are filled based on the aggregated volume from the lower timeframe data.
Lookback Period:
Allows traders to select how many bars to display with delta and volume information.
The beginning of the selected lookback period is marked with a gray line and label for quick reference.
Indicator displays up to 80 bars back
🔵 Usage:
Order Flow Analysis: Monitor buy/sell volume distribution to spot potential reversals or continuations.
Liquidity Identification: Use POC levels to locate areas of strong market interest and potential support/resistance.
Volume Imbalance Detection: Pay attention to percentage labels for quick recognition of buyer or seller dominance.
Scalping & Intraday Trading: Ideal for traders seeking real-time insight into order flow and volume behavior.
Historical Analysis: Adjust the lookback period to analyze past price action and volume activity.
Intrabar Volume Distribution is a powerful tool for traders aiming to gain deeper insight into market sentiment through detailed volume analysis, allowing for more informed trading decisions based on real-time order flow dynamics.
Intrabar BoxPlotThe Intrabar BoxPlot publication highlights an uncommon technique by displaying statistical intrabar Lower Timeframe (LTF) values on the chart.
🔶 USAGE
🔹 Middle 50% Boxes
By showing the middle 50% intrabar values through a box, we can more easily see where the intrabar activity is mainly situated.
The middle 50% intrabar values are referred to from here on as Interquartile range (IQR).
In this example, the successive IQRs form a channel where the price eventually breaks out.
Disproportionately distributed values can give insights which can be used to find potential support/resistance areas.
IQR gaps can give valuable information as well. Potentially, the price can return to these gaps.
Seeing the IQR areas against regular candles gives an alternative image of the underlying price movements.
🔹 Highest volume Price level
The script displays the price level with the highest volume situated, dependable on the user's source setting. Setting the source at 'close' will only display intrabar close values; the same goes for high, low, ...
As seen in the above example, the volume levels can aid in finding support/resistance.
🔹 Median
The location of the median off all intrabar values is displayed as a coloured dot: green when the close price is higher than the opening price and red if otherwise. The median can give valuable insights into price movements.
🔹 Outliers
Medium (white dots) and extreme (white X) outliers, in combination with the IQR box, can help identify potential areas of interest.
🔹 Volume Delta
When there is a discrepancy between the delta volume and direction of the candle, this will be displayed as follows:
Green candle: when the sum of the volume of red intrabars is higher than the sum of the volume of green intrabars, the candle will be coloured orange.
Red candle: when the sum of the volume of green intrabars is higher than the sum of the volume of red intrabars, the candle will be coloured blue.
🔹 Highlight Boxplot only
Probably the easiest way to display boxplot only is by changing the Bar's style to Bars .
🔶 DETAILS
All intrabar values (Lower TimeFrame - LTF) are sorted and evaluated. Values can be close , high , low , ... by selecting this in Settings ( source ).
The middle 50% of all values are displayed as a box; this contains the values between percentile 25 (p25) and percentile 75 (p75). The value of percentile rank 75 means 75% of all values are lower. The value of percentile rank 25 means 25% of all values are lower, or 75% is higher.
The difference between p75 and p25 is also known as Interquartile range (IQR)
IQR is used to check for outliers.
Wiki: Boxplot , Interquartile range
Extreme high: maximum value, higher than p75 + IQR*3
Max outlier high: maximum value, higher than p75 + IQR*1.5 but lower than p75 + IQR*3
Max: maximum value, lower than p75 + IQR*1.5
Min: minimum value, higher than p25 - IQR*1.5
Min outlier low: minimum value, lower than p25 - IQR*1.5 but higher than p25 - IQR*3
Extreme low: minimum value, lower than p25 - IQR*3
Max and min must not be interpreted with the current candle high/low.
🔹 Example: Length of chart-puppets
The following example can make it easier to digest. Forty "chart-puppets" are sorted by their length.
The p25 value is 97
The p50 value is 120
The p75 value is 149
75% of all "chart-puppets" are smaller than p75, and 25% is larger than p75.
50% of all "chart-puppets" are smaller than p50, and 50% is larger than p50 (= median).
25% of all "chart-puppets" are smaller than p25, and 75% is larger than p25.
IQR = 149 - 97 = 52
Extreme outlier limit max: p75 + IQR*3 = 149 + 52*3 = 305
Mild outlier limit max: p75 + IQR*1.5 = 149 + 52*1.5 = 227
Mild outlier limit min: p25 - IQR*1.5 = 97 - 52*1.5 = 19
Extreme outlier limit min: p25 - IQR*3 = 97 - 52*3 = -59
In this example there are no outliers to be found, all values are located between p25 - IQR*1.5 (19) and p75 + IQR*1.5. (227)
🔹 Source settings
Note that results are dependable on the chosen source (settings). When, for example, close is chosen as the source, only intrabar close prices are included. This means a low or high can stretch further then the min or max.
Here we can see different results with different source settings
🔹 LTF settings
When 'Auto' is enabled (Settings, LTF), the LTF will be the nearest possible x times smaller TF than the current TF. When 'Premium' is disabled, the minimum TF will always be 1 minute to ensure TradingView plans lower than Premium don't get an error.
Examples with current Daily TF (when Premium is enabled):
500 : 3 minute LTF
1500 (default): 1 minute LTF
5000: 30 seconds LTF (1 minute if Premium is disabled)
🔶 SETTINGS
Source: Set source at close, high, low,...
🔹 LTF
LTF: LTF setting
Auto + multiple: Adjusts the initial set LTF
Premium: Enable when your TradingView plan is Premium or higher
🔹 Intrabar Delta : Colors, dependable on different circumstances.
Up: Price goes up, with more bullish than bearish intrabar volume.
Up-: Price goes up, with more bearish than bullish intrabar volume.
Down: Price goes down, with more bearish than bullish intrabar volume.
Down+: Price goes down, with more bullish than bearish intrabar volume.
🔹 Table
Show table: Show details at the top right corner
Show TF: Show LTF at the bottom right corner
Text color/table size
See DETAILS for more information
Market Structure (Intrabar) [LuxAlgo]The Market Structure (Intrabar) indicator is designed to automatically detect and highlight real-time intrabar market structures, a core component of the Smart Money Concepts methodology.
🔶 USAGE
The proposed indicator gives a detailed picture of the most recent candle lower timeframe trends, highlighting market structures within them.
This can be particularly useful to assess the price dynamic within the most recent candle. For example, we can see how pronounced a trend is by the number of opposite bullish/bearish market structures formed within the candle.
Users can select the intrabar timeframe of interest from the "Intrabar Timeframe" setting, using a timeframe significantly lower than the chart timeframe will return more intrabar candles and potentially more market structures.
🔹 Dashboard
Users have access to a dashboard returning useful statistics such as the number of formed CHoCH's and BOS's from the intrabar prices. These can be indicative of how predominant a trend is within the intrabar data or if there exist multiple trends.
🔶 DETAILS
Market structures allow determining trend continuations as well as trend reversals in the market through two distinct structures:
🔹 Change of Character (CHoCH)
A change of character (CHoCH) refers to a shift in the market behavior of a security that is driven by changes in the underlying supply and demand dynamics. CHoCH's are indicative of confirmed reversals.
🔹 Break of Structure (BoS)
The break of structure (BoS) refers to the point at which a key level of support or resistance is broken. BOS's are indicative of confirmed trend continuations.
🔶 SETTINGS
🔹Inside the Bar Market Structure
Intrabar Timeframe: Lower timeframe setting option, if set to 'Auto' the script will determine the lower timeframe based on the chart timeframe.
Intrabar Market Structure, Length: Toggles the visibility of the break of structures and change of characters. Length defines the detection length of the swing levels.
Intrabar Swing Levels: Toggles the visibility of the swing levels, including a color customization option for highs and lows.
Intrabar Statistics: Toggles the visibility of the dashboard. Some further statistical details are presented in the tooltips of the table cells
🔹 General
Market Structure Colors: Color customization option for the break of structure and change of character lines and labels.
Intrabar Candle Colors: Color customization option for intrabar candles.
Intrabar Candles Horizontal Offset: Adjusting the intrabar candles horizontal position
Dashboard: Dashboard position and size customization option
🔶 LIMITATIONS
Please note that seconds-based intervals are available for premium and professional plan holders, which implies that the seconds-based intervals usage of the indicator may not be available for all users depending on their subscription plan.
🔶 RELATED SCRIPTS
Smart-Money-Concepts
ICT-Concepts
Intrabar Analyzer [Kioseff Trading]Hello!
This indicator (Intrabar Analyzer) presents intrabar data in various derivative forms.
On-Chart Features
Traditional price data down to 1 min.
Heikin-Ashi price data down to 1 min.
Kagi price data down to 1 min.
Point & Figure price data down to 1 min.
Renko price data down to 1 min.
Linebreak price data down to 1 min.
LinReg channel
SMA
EMA
ALMA
Echomorphic Average (A @kaigouthro special!)
HMA
RMA
WMA
VWMA
VWAP
SWMA
SAR
Supertrend
On-Chart Features
Price x Volume graph
Intrabar technical rating
Positive volume index
Negative volume index
Price volume trend
RSI
%k
ROC
MFI
MFC
OBV
CCI
BBW
CMO
COG
KCW
MOM
RANGE
%r
Let's look at the objects populated by the indicator!
The image above shows what data correlates to the populated graphs!
Let's dial in on the price x volume graph.
The image above provides an example/explanation of the price x volume graph. All data is sourced from a lower timeframe (configurable - default = 1 minute).
Colors are configurable; the plot characters are configurable.
The numbers above show an alternative view of the price x volume graph!
Price graph
The price graph can populate 6 variations of price data: traditional, heikin-ashi, renko, point & figure, line break, and kagi.
The subsequent images will show all available forms of price data, in addition to a randomly selected, on-chart technical indicator!
Kagi + LinReg
Traditional + EMA
Renko + SAR
Point & Figure + ALMA
Heikin-Ashi + Supertrend
Line Break + VWAP
You can display up to three indicators concomitantly - all calculated using intrabar data!
Lastly, the indicator displays the TradingView calculated technical rating for the intrabar.
The technical ratings are multiplied by x100 and oriented left & right of the price box. Left values are negative; right values are positive. The "0" value is not shown; therefore, if the technical rating isn't highlighted then the rating is "0".
The image above shows the technical rating system in action (:
That's it!
This was a fun project and I'm certainly willing to add more - let me know if there's anything you'd like included.
Additionally, a future feature involves compatibility with any custom indicator! Stay tuned; thank you for checking this out (:
Thank you to @kaigouthro, TradingView and @PineCoders for providing some cool libraries to play with!
Realtime Volume Analysis ToolbarThis script displays an intrabar volume analysis in realtime
displayed data is the following
Total volume
Up volume
Down volume
Delta
Buyers %
More options will be added in the future, at least customization of the colors.
Volume Bull & BearHello Trader,
thanks to the new request.security_lower_tf()-function we are able to calculate intrabar volume. So here is my approach.
Please be aware, that the selected resolution should always be smaller than the selected chart timeframe.
You can find the exact values for bullish and bearish volume in the data window.
Hope it helps some of you :)
FunctionIntrabarCrossValueLibrary "FunctionIntrabarCrossValue"
intrabar_cross_value(a, b, step) Find the minimum difference of a intrabar cross and return its median value.
Parameters:
a : float, series a.
b : float, series b.
step : float, step to iterate x axis, default=0.01
Returns: float
Tick Stream with Tick-Matching AnalysisThis is a simple live tick-chart with optional tick-matching.
Stream Live ticks
Set Matching conditions (price difference, volume or both)
Tick lines will increase in width when there's a match.
Optionally plot labels with volume and price change information.
Well-documented source code for pine nuts.
