Daily Bias Trade Manager [MarkitTick]💡 The Daily Bias Trade Manager is a sophisticated technical analysis suite designed to automate the identification of high-probability intraday setups based on liquidity concepts and structural shifts. By synthesizing Previous Day High/Low (PDH/PDL) interactions with momentum confirmation and strict risk management protocols, this tool assists traders in navigating the "Daily Bias." It moves beyond simple signal generation by offering a complete trade management visualization system, projecting entries, stop losses, and take-profit levels directly onto the chart in real-time.
✨ Originality and Utility
This script distinguishes itself by integrating institutional price action theory—specifically Liquidity Sweeps and Change in State of Delivery (CISD)—with mechanical filtering. While many indicators simply highlight highs and lows, the Daily Bias Trade Manager validates these levels by analyzing what happens *after* price tests them.
It solves a common problem for intraday traders: "Analysis Paralysis." By automating the detection of structure breaks (MSS) and Fair Value Gaps (FVG) following a sweep of daily liquidity, it provides an objective framework for entry. Furthermore, the built-in "Position Box" feature removes the guesswork from trade execution by instantly calculating risk-to-reward ratios and visualizing them, allowing traders to see the feasibility of a trade before execution.
🔬 Methodology and Concepts
The core logic operates on a sequential detection model:
Liquidity Identification: The script first plots the Previous Day High (PDH) and Previous Day Low (PDL). These are critical institutional reference points where stop-loss orders (liquidity) often reside.
The Sweep: A "Sweep" is confirmed when price breaches a PDH/PDL but fails to sustain the breakout, closing back inside the previous day's range. This suggests a "Fake-out" or liquidity grab, often a precursor to a reversal.
Change in State of Delivery (CISD): Following a sweep, the script monitors local market structure. It looks for a decisive close past a recent swing point (Swing High for shorts, Swing Low for longs) within a user-defined bar window. This confirms that the counter-trend move has momentum.
Confluence Filtering: To reduce false positives, the engine applies optional filters:
RVOL (Relative Volume): Ensures the sweep occurred on significant volume (Climax behavior).
RSI Momentum: Verifies that momentum supports the reversal direction.
Trend Filter: Uses a long-term EMA to ensure trades align with the broader market direction.
Entry Model: Upon validation, the script calculates an entry at the close (or optionally at a Fair Value Gap), places a Stop Loss at the sweep extreme, and projects three Take Profit targets based on configurable R:R ratios.
🎨 Visual Guide
The indicator uses a distinct color-coded system to keep the chart clean yet informative:
● Liquidity Levels & Sweeps
Orange/Blue Lines: Represent the PDH (Previous Day High) and PDL (Previous Day Low).
Teal Shaded Zones: Indicate a "Buy-Side Sweep" (Price took highs and rejected).
Red Shaded Zones: Indicate a "Sell-Side Sweep" (Price took lows and rejected).
● Position Management Boxes
When a signal triggers, a structured box appears:
Solid Gray Line: The theoretical Entry Price.
Solid Red Line: The Stop Loss (SL), typically placed at the swing high/low of the sweep.
Dashed Blue Lines: Represent TP1, TP2, and TP3 targets based on Reward-to-Risk settings.
Labels: Data tags on the right side of the box show exact price coordinates for Entry, SL, and Targets.
● Signals & Clouds
Green "BUY" Labels: Appear below the bar when a bullish sweep and structural shift are confirmed.
Red "SELL" Labels: Appear above the bar when a bearish sweep is validated.
Yellow Clouds: Highlight Fair Value Gaps (FVG) used for entry confluence or retests.
● Multi-Timeframe (MTF) Dashboard
A panel (default: Top Right) displays the status of up to three higher timeframes.
Trend: Shows "BULL" or "BEAR" based on EMA alignment.
Liquidity: Indicates if the timeframe is "Taking Buy Liq", "Taking Sell Liq", or "Inside Range".
📖 How to Use
● Bullish Reversal Setup
Wait for price to drop below the Blue PDL Line.
Look for a Red Sell-Side Sweep Zone to form, indicating price has rejected lower prices.
Wait for the Green BUY Signal . This confirms a shift in structure (CISD) back to the upside.
Observe the Position Box. If the Risk/Reward is favorable (targets are within reasonable reach), consider the trade.
Optional: Use the "Dynamic Targets" setting to target the previous swing high instead of a fixed ratio.
● Bearish Reversal Setup
Wait for price to rally above the Orange PDH Line.
Look for a Teal Buy-Side Sweep Zone .
Wait for the Red SELL Signal confirming the rejection.
Ensure the dashboard shows alignment (e.g., Higher Timeframe Trend is Bearish) for higher probability.
● Trade Management
Enable the "ATR Trailing Stop" in settings to have the Stop Loss line dynamically adjust as price moves in your favor, locking in potential gains.
⚙️ Inputs and Settings
● General & Display
Show Daily Liquidity: Toggles the PDH/PDL lines.
Max Signals/Zones: Limits the visual clutter by restricting historical shapes.
● Detection Logic
Swing Detection Length: Controls the sensitivity of pivot points. Higher numbers = fewer, more significant swings.
CISD Window: How many bars after a sweep are allowed for the structure shift to occur.
Use FVG Entry: If true, the signal waits for a retest of a gap rather than entering immediately at the close.
● Filters
Volume (RVOL): Requires the sweep candle volume to be X times larger than average.
Trend Filter: Only allows Buy signals above the EMA and Sell signals below it.
Session Filter: Restricts signals to specific hours (e.g., New York Killzone).
● Targets & Management
Target R:R: Sets the multiplier for TP1, TP2, TP3 relative to the stop loss distance.
Use Dynamic Targets: Targets structural liquidity (Previous Highs/Lows) instead of fixed math ratios.
ATR Trailing Stop: Activates the trailing stop mechanism.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
This indicator is grounded in the principles of Market Microstructure and Mean Reversion theory .
1. Liquidity Pools & Stop Runs:
Academic literature on market microstructure suggests that order flow clusters around obvious visual references (PDH/PDL). Large market participants often utilize this "resting liquidity" to fill large block orders with minimal slippage. The "Sweep" logic detects this absorption phase.
2. Volatility Breakout vs. Fake-out:
The script differentiates between a genuine breakout and a mean-reverting "fake-out" by analyzing the Close relative to the Range . A close back within the prior day's range after a breach signifies a failure of auction in the new territory, statistically increasing the probability of a reversion to the mean (equilibrium).
3. Momentum Validation (RSI & RVOL):
By integrating Relative Volume (RVOL) and RSI, the script applies statistical significance testing to the price action. High volume at a range extreme without price progress (the sweep) indicates "Stopping Volume" or absorption, a key concept in Volume Spread Analysis (VSA).
🙏 Gratitude
I would like to express my gratitude to harry040708 for sharing the insightful idea that made this script possible.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Orderflow
Institutional Structure [Clean Pro]Institutional Structure — Script Explanation
This script is designed to map institutional market behavior using high-timeframe structure, not retail noise.
It focuses on where smart money acts, not on frequent signals.
🔹 1. High-Timeframe Support & Resistance (HTF S/R)
The script identifies major structural highs and lows using a higher lookback period.
Purpose:
Defines where institutions previously distributed or accumulated
Acts as natural decision zones
Filters out low-quality intraday levels
Why it matters:
Institutions trade from key HTF levels, not random support/resistance.
🔹 2. Equilibrium (50% Mean Price)
The equilibrium line represents the fair price between HTF high and low.
How it’s used:
Below equilibrium → discount zone (buy interest)
Above equilibrium → premium zone (sell interest)
Professional insight:
Smart money prefers buying discounts and selling premiums, not chasing price.
🔹 3. Market Structure Shift (MSS)
Instead of frequent BOS labels, the script detects true directional shifts.
Bullish MSS:
Price closes above previous HTF high
Bearish MSS:
Price closes below previous HTF low
Why MSS over BOS:
MSS confirms control change
Reduces false signals
Aligns with institutional execution logic
🔹 4. Liquidity Sweep Detection (Wick-Based)
The script identifies stop-hunt behavior using wick rejection logic.
Buy-side liquidity:
Wick above HTF high, but close back below
Sell-side liquidity:
Wick below HTF low, but close back above
Meaning:
Stops were triggered, but price failed to accept → smart money absorption
🔹 5. Fair Value Gap (FVG) – Refined Imbalance
Fair Value Gaps highlight inefficient price movement.
Bullish FVG:
Price leaves an upside imbalance
Bearish FVG:
Price leaves a downside imbalance
How pros use it:
As reaction zones, not entry signals
Best combined with liquidity + MSS
🔍 How Everything Works Together
The script is context-based, not signal-based:
1️⃣ HTF structure defines the battlefield
2️⃣ Liquidity is taken (stop hunts)
3️⃣ MSS confirms direction
4️⃣ FVG offers precision
5️⃣ Equilibrium filters bias
This creates high-probability trade environments, not overtrading.
📌 Best Practices (Professional Use)
Timeframes: 1H / 4H / Daily
Avoid lower TF noise
Trade only after liquidity is taken
Use FVG as confirmation, not trigger
Respect equilibrium bias
🎯 Summary
✔ Clean institutional logic
✔ No clutter, no spam
✔ HTF-driven decisions
✔ Liquidity-first mindset
✔ Designed for BTC, Gold & FX
🧠 Trade where institutions trade — not where indicators flash.
Matrix OrderflowMatrix Orderflow Technical Documentation
Matrix Orderflow is a Pine Script v6 execution engine that integrates Machine Learning regime detection with real-time orderflow imbalance tracking.
1. Functional Logic
Matrix ML Regime Detection
The indicator calculates a prediction using the Matrix ML library.
Bullish Regime: Triggered when the prediction slope exceeds the positive threshold. Visualized by a Cyan line.
Bearish Regime: Triggered when the prediction slope falls below the negative threshold. Visualized by a Hot Pink line.
Micro-Momentum Gating: Signals are strictly gated by the rate of change (p_slope) of the ML prediction.
Smart Trend Fallback
In instances where the ML prediction is neutral (below slope thresholds), the engine switches to a Macro Trend fallback. Bias is determined by the relationship between the closing price and the selected Baseline (Matrix ML or EMA).
Persistent Liquidity Zones (FVG)
Detects Fair Value Gaps using confirmable bar logic.
Persistence: Boxes remain active on the chart until the price trades through the mid-point or the entire gap (mitigation).
Directional Bias: Active long FVGs provide a bullish bias; active short FVGs provide a bearish bias.
Footprint Imbalance Tracking
Scans for stacked imbalances within a single candle.
Bullish Imbalance: Aggressive buying clustered at specific price levels.
Bearish Imbalance: Aggressive selling clustered at specific price levels.
These clusters act as rejection zones for high-conviction entries.
Trap Detection
Identifies instances where price interacts with a liquidity zone (FVG) but fails to maintain the move, accompanied by opposing orderflow. These are marked with "X" symbols.
2. Signal Generation (Confluence)
Signals are generated based on a "Triple-Lock" alignment system:
Regime Alignment: Price must be on the correct side of the ML/Trend baseline.
Bias Alignment: Most recent FVG and Imbalance must agree with the directional trade.
Momentum Confirmation: The ML slope must be trending in the direction of the signal.
3. Visualization Guide
Cyan Shapes/Lines: Bullish confluence and aggressive buying.
Hot Pink Shapes/Lines: Bearish confluence and aggressive selling.
Yellow Circle: Point of Control (POC).
Yellow X: Trap detection / Potential exhaustion.
Triangles: High-conviction entry signals.
4. Input Configuration
Delta Sensitivity: Sets the minimum volume delta required for institutional force confirmation.
ML Sensitivity: Adjusts the slope thresholds for regime changes.
Baseline Type: Toggle between Matrix ML prediction and a standard EMA for trend tracking.
Table Controls: Configuration for the top-right dashboard display. village
Smooth Trader - Order Flow Simplified"Order flow Simplified: Pro delta-pressure signals with real-time absorption detection, enhanced user-friendly volume delta histogram, proprietary PL/PS entries/exits, and integrated VIDYA trend heat map baked into candles. Designed for clear, low-noise trading decisions.
Smooth Trader – Order flow Simplified
This invite-only indicator distills complex order-flow analysis into a clean, focused tool that helps traders read delta pressure, spot absorption in real time, and make high-probability entry/exit decisions without overwhelming the chart.
Core Concept: Order flow Simplified
Order flow reveals who is really in control (buyers vs sellers) through volume delta and price interaction. This pro version simplifies that insight by combining enhanced delta visualization with proprietary divergence-based signals and adaptive trend context — making institutional-level pressure readable at a glance.
Key Components & Proprietary Logic:
Enhanced Volume Delta Histogram:
An improved, user-friendly take on common delta display. Uses lower-timeframe precision with enum-selectable lookback (long/medium/short) and session-aware resets.
Shows cumulative buy/sell pressure as clean columns (teal bullish / magenta bearish) with session extremes marked. More detailed than standard versions — easier to interpret pressure buildup or exhaustion without noise.
Real-Time Delta Absorption Detection & Highlighting:
Detects when aggressive delta opposes price direction (e.g., strong buying delta during a bearish move = potential seller absorption).
Highlighted instantly via divergence-specific candle coloring or integrated gradient. This visual cue flags institutional defense or exhaustion points — a key orderflow concept made simple and immediate.
Proprietary Power Long (PL) & Power Short (PS) Signals
These are custom-developed entry/exit signals not found in any public TradingView script.
PL triggers on bearish delta absorption followed by bullish price confirmation (candle strength relative to ATR/average volume). PS is symmetric for bearish reversals.
A state machine prevents consecutive signals, dramatically reducing false entries in choppy conditions. Designed specifically for delta traders looking for high-conviction reversal points.
Trend Heat Map (Baked into Candles):
Smooth gradient coloring applied directly to candle bodies based on multi-timeframe adaptive VIDYA z-score average (presets processed only on first bar for efficiency).
Colors transition gradually: neutral gray → strong bullish teal → strong bearish magenta.
Keeps traders aligned with the dominant order
flow direction — helping them stay in winning trades longer or avoid fighting the trend.
Why This Is Original & Worth Protected Access:
Proprietary PL/PS logic combines delta divergence, price-action confirmation, and state-based filtering in a way not replicated in public scripts.
Enhanced delta histogram offers more usable detail and cleaner presentation than standard implementations.
Real-time absorption highlighting + VIDYA gradient creates a unique "order flow at a glance" experience — reducing complexity while preserving depth.
All wrapped in enum-based inputs, first-bar optimizations, and v5 lower-TF library for performance.
How to Use
Add from Invite-Only Scripts → adjust enums (signal type/filter, VDH reset/precision, timeframe preset) → look for PL/PS labels after absorption setups, use delta histogram for pressure context, absorption coloring for reversal cues, and candle gradient for trend conviction.
Alerts on PL/PS conditions. Best on 5–60m timeframes in volatile markets. Requires TradingView Premium.
Disclaimer
For educational/informational purposes only. No trading advice or performance guarantees. Trading involves substantial risk of loss. Use at your own risk.This version:
5 minutes ago
Release Notes
Smooth Trader Pro – Order flow SimplifiedThis invite-only indicator distills complex order-flow analysis into a clean, focused tool that helps traders read delta pressure, spot absorption in real time, and make high-probability entry/exit decisions without overwhelming the chart.
Core Concept: Order flow Simplified
Order flow reveals who is really in control (buyers vs sellers) through volume delta and price interaction. This pro version simplifies that insight by combining enhanced delta visualization with proprietary divergence-based signals and adaptive trend context — making institutional-level pressure readable at a glance.
Key Components & Proprietary Logic
Enhanced Volume Delta Histogram:
An improved, user-friendly take on common delta display. Uses lower-timeframe precision with enum-selectable look back (long/medium/short) and session-aware resets.
Shows cumulative buy/sell pressure as clean columns (teal bullish / magenta bearish) with session extremes marked. More detailed than standard versions — easier to interpret pressure buildup or exhaustion without noise.
Real-Time Delta Absorption Detection & Highlighting:
Detects when aggressive delta opposes price direction (e.g., strong buying delta during a bearish move = potential seller absorption).
Highlighted instantly via divergence-specific candle coloring or integrated gradient. This visual cue flags institutional defense or exhaustion points — a key order flow concept made simple and immediate.
Proprietary Power Long (PL) & Power Short (PS) Signals:
These are custom-developed entry/exit signals not found in any public TradingView script.
PL triggers on bearish delta absorption followed by bullish price confirmation (candle strength relative to ATR/average volume). PS is symmetric for bearish reversals.
A state machine prevents consecutive signals, dramatically reducing false entries in choppy conditions. Designed specifically for delta traders looking for high-conviction reversal points.
VIDYA Trend Heat Map (Baked into Candles):
Smooth gradient coloring applied directly to candle bodies based on multi-timeframe adaptive VIDYA z-score average (presets processed only on first bar for efficiency).
Colors transition gradually: neutral gray → strong bullish teal → strong bearish magenta.
Keeps traders aligned with the dominant order flow direction — helping them stay in winning trades longer or avoid fighting the trend.
Why This Is Original & Worth Protected Access Proprietary PL/PS logic combines delta divergence, price-action confirmation, and state-based filtering in a way not replicated in public scripts.
Enhanced delta histogram offers more usable detail and cleaner presentation than standard implementations.
Real-time absorption highlighting + VIDYA gradient creates a unique "order flow at a glance" experience — reducing complexity while preserving depth.
All wrapped in enum-based inputs, first-bar optimizations, and v5 lower-TF library for performance.
How to Use
Add from Invite-Only Scripts → adjust enums (signal type/filter, VDH reset/precision, timeframe preset) → look for PL/PS labels after absorption setups, use delta histogram for pressure context, absorption coloring for reversal cues, and candle gradient for trend conviction.
Alerts on PL/PS conditions. Best on 5–60m timeframes in volatile markets. Requires TradingView Premium.
Disclaimer:
For educational/informational purposes only. No trading advice or performance guarantees. Trading involves substantial risk of loss. Use at your own risk.
AMT Orderflow Profile + Imbalance Highlight + DashboardAMT Orderflow Profile + Imbalance Highlight + Dashboard
This indicator is a price-bin-based orderflow profile designed to expose where aggressive participation is concentrated and sustained, not just where volume traded.
Unlike traditional volume profiles that show where activity occurred, this script focuses on how volume behaved inside price, separating buying and selling pressure and highlighting only statistically dominant imbalance.
🔹 Why This Script Is Original
Most volume profiles and orderflow tools suffer from one or more of the following:
Single-bin imbalance noise
Repeating alerts from already-accepted imbalance
Visual imbalance that does not align with alerts
No distinction between fresh initiative vs historical volume
This script solves those issues by combining price-bin profiling, directional volume classification, and strict imbalance persistence rules into one unified model.
The result is a contextual orderflow tool, not a signal spammer.
🔹 How It Works (Concepts)
Price-Based Binning
The script divides the price range of the lookback window into fixed bins.
Directional Volume Separation
Buy volume: candles closing above open
Sell volume: candles closing below open
Bin-Level Imbalance Calculation
A bin is imbalanced only when one side controls a configurable percentage of total volume:
Side Volume ÷ (Buy + Sell Volume) ≥ Threshold
Persistence Requirement (Noise Filter)
Imbalance is only considered valid when it appears across 3 or more consecutive bins, filtering out isolated prints.
Fresh Print Enforcement
Alerts trigger only when imbalance first appears, never while it persists or after it has already been accepted by price.
🔹 Visual Output
Each bin is drawn as a horizontal box
Imbalanced bins display:
Bold borders
Highlighted background
Text label: BUY IMB or SELL IMB
Box width represents relative volume intensity
Alerts are mathematically locked to these visual labels, ensuring perfect alignment between what you see and what you’re alerted on.
🔹 How Traders Use It
This tool is best used for:
Identifying initiative buying or selling
Spotting absorption vs acceptance
Confirming auction direction within a larger framework
Providing orderflow context alongside VWAP, IB, CVD, or market structure
It is not intended as a standalone entry signal, but as a confirmation and context engine.
🔹 Alerts (Non-Repainting)
BUY alert → fresh 3+ bin buy-side imbalance
SELL alert → fresh 3+ bin sell-side imbalance
Alerts do not repeat unless imbalance fully disappears and reappears
⚠️ Notes
Candle-based volume (not tick footprint)
Non-repainting
Designed for futures and liquid markets
Best used with clean charts for clarity
Multi-Session Volume Profile [MarkitTick]💡 This comprehensive Multi-Session Volume Profile indicator offers a sophisticated, array-based approach to Auction Market Theory. By simultaneously processing Daily, Weekly, Monthly, and Custom Session profiles, it empowers traders to visualize the migration of value across multiple timeframes without the performance overhead of standard heavy profile scripts. It is designed to identify key liquidity nodes, support/resistance zones defined by volume, and the directional bias of the market through Point of Control (POC) shifts.
✨ Originality and Utility
● Multi-Dimensional Value Analysis
Unlike standard volume profiles that often restrict users to a single timeframe or require multiple instances of an indicator, this script consolidates four distinct profile calculations into a single, efficient tool. It leverages Pine Script® arrays and custom types (`VPSlot`, `VolumeProfile`) to dynamically calculate volume distribution, ensuring minimal lag while maintaining high data granularity.
● Dynamic POC Shift Tracking
A standout feature of this utility is the "Shift Analysis." The indicator does not merely plot the current Point of Control; it calculates the delta between the current session's POC and the previous session's POC. This provides immediate visual feedback on "Value Migration"—whether the market is accepting higher prices (Bullish Shift) or lower prices (Bearish Shift).
● Granular Control via Custom Types
The script utilizes a custom quantitative structure (`type VolumeProfile`) to manage raw volume, highs, lows, and volatility slots independently for each timeframe. This allows for precise "row" calculations, ensuring that the volume distribution accurately reflects price action within the specific session, rather than broad approximations.
🔬 Methodology and Concepts
● Array-Based Bucketing
The core engine relies on a "Row Size" input to divide the session's price range into horizontal buckets (slots). As new price bars form, the script distributes the bar's volume across these slots. If a bar spans multiple slots, volume is distributed proportionally; if a bar is contained within a single slot, the total volume accumulates there. This mimics a true TPO (Time Price Opportunity) calculation using volume as the weight.
● Statistical Value Area Calculation
The Value Area (VA) is determined using a standard deviation proxy. The script identifies the POC (the slot with the highest accumulated volume) and then iteratively adds the next highest volume slots above or below the POC until the total accumulated volume reaches the user-defined percentage (default 70%).
● Session Logic and Reset
The indicator employs state-logic variables (`isNewDay`, `isNewWeek`, `isNewMonth`) to detect session boundaries. Upon a boundary cross, the `reset()` method clears the arrays and initializes a new profile, while the `draw()` method finalizes the visualization of the completed session. This ensures that the lines on the chart always represent the developing or completed structure of the specific time period.
🎨 Visual Guide
The indicator renders up to four distinct profiles, each color-coded for rapid identification.
● Daily Profile (Default: Yellow)
Solid Yellow Line: Represents the Daily POC (Point of Control)—the price level with the most volume traded today.
Dashed/Dotted Yellow Lines: Represent the Value Area High (VAH) and Value Area Low (VAL).
Yellow Background Box: Highlights the 70% Value Area, showing where the bulk of the day's trading occurred.
● Weekly Profile (Default: Blue)
Solid Blue Line: The Weekly POC. Use this to gauge the medium-term trend direction.
Blue Background: Encapsulates the weekly value area. A breakout from this zone often signals a significant trend continuation.
● Monthly Profile (Default: Purple)
Solid Purple Line: The Monthly POC. This is a high-timeframe magnet level, often acting as major support or resistance.
Purple Background: Shows the macro acceptance zone for the asset.
● Custom Session Profile (Default: Cyan)
Solid Cyan Line: Tracks the POC for a specific time window (e.g., 09:30-16:00). Ideal for isolating RTH (Regular Trading Hours) from electronic sessions.
● Labels and Shift Arrows
Right-Side Labels: Display the exact price of the POC for each active profile.
Shift Indicators (▲ / ▼): Located inside the label. A "▲" indicates the current POC is higher than the previous session's POC (Value Migration Up), while "▼" indicates the opposite.
📖 How to Use
● Trend Confirmation via Value Migration
Observe the Shift Arrows in the labels. If the Daily and Weekly profiles both show "▲" (Up Shift), it confirms that value is migrating higher, suggesting a healthy uptrend. Do not short the market when value is migrating up unless price breaks below the VAL.
● Mean Reversion Trades
When price extends far away from the POC but fails to establish value (volume) at those new levels, it often reverts back to the POC. Use the POC lines as profit targets for mean reversion strategies.
● Breakout Validation
A breakout is considered valid if price closes outside the Value Area (Background Box) and volume begins to build at the new levels. If price spikes out of the VAH but quickly returns inside the box, it is a "Failed Auction," and a rotation to the VAL is probable.
● Confluence Zones
Look for price levels where the Daily POC and Weekly VAL/VAH overlap. These "clusters" of volume act as reinforced support or resistance levels.
⚙️ Inputs and Settings
● General Settings
Row Size: Determines the resolution of the profile. Higher numbers (e.g., 100) give smoother, more precise profiles but use more resources. Lower numbers (e.g., 24) are blockier but faster.
Value Area %: The percentage of total volume to include in the VA. Standard is 70.0.
Show POC Shift Analysis: Toggles the display of the ▲/▼ drift comparison.
● Profile Toggles (Daily, Weekly, Monthly, Session)
Each section has individual toggles for Show Profile , Show Value Area , and Show Background .
Start of Week Day: Allows you to define when the weekly profile resets (e.g., Sunday or Monday).
● Alert Settings
Approach Distance (Ticks): Defines how close price must get to a POC/VAH/VAL level to trigger an "Approaching" alert.
Enable Alerts: Master switch to turn on internal alert condition checks.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
● Auction Market Theory (AMT)
The script is grounded in Auction Market Theory, which posits that the market's primary purpose is to facilitate trade. Price advertises opportunity, and Volume records the acceptance of that opportunity. The "Value Area" represents the fair value established by buyers and sellers, while the POC represents the price of maximum consensus.
● Gaussian Distribution Application
The calculation of the Value Area at 70% is derived from the statistical properties of a Normal (Gaussian) Distribution, where approximately 68.2% of data points typically fall within one standard deviation of the mean. In this script, the POC acts as the mode (peak frequency), and the Value Area represents that first standard deviation of transactional volume.
● Volume-Price Integration
By integrating volume into price buckets (`VPSlot`), the indicator transforms two-dimensional time/price data into three-dimensional data (Time, Price, Volume). This reveals the "texture" of the market structure, distinguishing between high-volume nodes (strong acceptance) and low-volume nodes (rejection or emotional trading).
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Apex Wallet - Real-Time Market Volume Delta & Order FlowOverview The Apex Wallet Market Volume Delta is a professional liquidity analysis tool designed to decode the internal structure of market volume. Unlike standard volume bars, this script calculates the "Delta"—the net difference between buying and selling pressure—to reveal the true conviction of market participants in real-time.
Dynamic Multi-Mode Intelligence This indicator features an adaptive calculation engine that recalibrates its internal logic based on your trading style:
Scalping: Fast-response settings (9-period MA) for immediate execution on low timeframes.
Day-Trading: Balanced settings (26-period MA) optimized for intraday sessions.
Swing-Trading: High-filter settings (52-period MA) for major trend confirmation.
Advanced Order Flow Detection
Real-Time Delta Calculation: Tracks the precise interaction between price and volume to identify aggressive buyers vs. passive sellers.
Dual Calculation Modes: Choose between "Buy/Sell" (aggressive) or "Buy/Sell/Neutral" for a more granular view of flat market periods.
Visual Delta Labels: Displays the net volume values directly above each bar, with color-coded alerts (Green for Bullish Delta, Red for Bearish Delta).
Scalable UI: Features a "Scale Down Factor" to simplify large volume numbers into readable units (10/100/1k/10k).
Key Features:
Visual Split: Clearly differentiates historical volume from real-time buying and selling flows.
Trend Confirmation: Integrated optional EMA to compare current volume surges against the average market liquidity.
Clean Interface: Professional-grade histogram styling with clear demarcation of session activity.
Apex Wallet - Volume Profile: Institutional POC & Value Area TooOverview The Apex Wallet Volume Profile is a professional-grade institutional analysis tool designed to reveal where the most significant trading activity has occurred. By plotting volume on the vertical price axis, it identifies key liquidity zones, value areas, and market fair value, which are essential for order flow trading and identifying high-probability support and resistance.
Dynamic Multi-Mode Engine This script features an intelligent adaptive lookback system that automatically adjusts based on your timeframe and trading style:
Scalping: Fine-tuned for 1m to 15m charts, focusing on immediate liquidity.
Day-Trading: Optimized for intraday sessions from 5m to 1h timeframes.
Swing-Trading: Deep historical analysis for 1h up to daily charts.
Institutional Data Points
Point of Control (POC): Automatically identifies and highlights the price level with the highest total volume.
Value Area (VAH/VAL): Calculates the range where 70% (customizable) of the volume occurred, representing the "Fair Value" of the asset.
HVN & LVN Detection: Spots High Volume Nodes (significant support/resistance) and Low Volume Nodes (rejection zones).
Delta Visualization: Toggle between Bullish, Bearish, or Total volume distribution for precise buy/sell pressure analysis.
Professional UI The profile is rendered with high-fidelity histograms that can be offset to avoid overlapping with price action. It features clear labels and dashed levels for institutional markers, ensuring a clean and actionable workspace.
FlowMap / Flowly IndicatorsIntroducing FlowMap
FlowMap is built to be minimal, yet a powerful tool for navigating orderflow with all key concepts baked into one.
Concepts
💧 Liquidity Heatmap
🌀 Internal Flow
🔅 Value Area & POC
🔥 Liquidations
On top of the concepts themselves, FlowMap supports a wide range of features for backtesting orderflow events as well as automating workflows using alerts and scanning with PineScreener.
Features
🧪 Signal builder
📊 Backtesting & Analytics
🔔 Custom alerts
📡 Custom scans
FlowMap can be used on all timeframes and charts available on TradingView. FlowMap differs from traditional orderflow tools by detecting key orderflow events algorithmically using price and volume, rather than using direct exchange trade feed. This approach comes with its own unique advantages and disadvantages, which are discussed further ahead.
For getting access to FlowMap, see "Author's instructions" section. Please review "Limitations & considerations" also.
Let’s go over in detail all the concepts, key features and how to use FlowMap in practical ways.
💧 Liquidity Heatmap
Before jumping into the heatmap itself, let's first go over what liquidity is. Liquidity refers to buy and sell orders placed in an orderbook at various price levels. Depth of liquidity refers to how many buy and sell orders are clustered around various price levels.
Deep liquidity
Buy/sell orders that are clustered around narrow area in price
-> Price struggles to move to higher/lower prices, hard passage
Thin liquidity
Buy/sell orders that are spread out across a larger area
-> Price doesn't struggle to move to higher/lower prices, easy passage
As every buy order needs a seller and every sell order needs a buyer, price naturally finds resistance at deep liquidity where resting limit orders are overwhelming incoming market orders. Here’s a ballpark illustration of how price can be expected to react at deep vs. thin liquidity.
FlowMap is built to detect only deep liquidity where price is likely to find resistance. Deep liquidity is detected using specific type of turns in price that signal an underlying liquidity pool, responsible for the turn.
When a liquidity pool is detected, FlowMap estimates its depth using volume traded at the pool. The larger the estimated liquidity pool, the larger the line and brighter the color. Deep liquidity can also be gauged by looking for multiple overlapping lines.
Liquidity pool manipulation
FlowMap also highlights events where a liquidity pool is exceeded and price closes back in, referred to as manipulation. The idea behind manipulation is to identify extremes where traders have sold or bought into overwhelming limit orders set by larger players, leaving the participating traders as exit liquidity.
When market psychology starts to play out, these traders are compelled to cover their losses, further fueling a reversal.
🌀 Internal Flow
Internal Flow displays unusual volume activity taking place inside a candle, highlighted in a heatmap style - brighter color corresponding to higher volume. In simple terms, Internal Flow shows an X-ray view of activity inside candles, revealing high value orders and key flows.
How Internal Flow is calculated
Internal Flow is calculated using lower timeframe price moves and the volume associated with them. For example, on 1H chart FlowMap goes over 60x1 minute price moves inside the candle, assesses their volume and visualizes unusual activity. FlowMap automatically chooses an appropriate lower timeframe that maintains same level of accuracy across all charts and timeframes.
🔅 Value Area & POC
Sometimes a candle does not have high value orders or extreme activity, but it is regardless useful to know where most volume and highest volume was traded. Value Area displays area in each candle where 70% (customizable) of the volume was traded, visualized using a blue box. Point of Control (POC), displays point in price where highest amount of volume was traded, visualized using a black horizontal line.
How Value Area & POC are calculated
Like with Internal Flow, Value Area and POC are also calculated using lower timeframe price moves. Using same 1H chart example, FlowMap goes over 60x1 minute price moves inside the candle to calculate range where 70% of all volume was traded (Value Area).
Point of control (POC) is defined as closing price of the lower timeframe candle where largest volume occurred. Value area is then calculated starting from this point, progressively calculating an area to the upside and downside, until the area captures 70% of all trading volume.
🔥 Liquidations
Liquidations are detected by a complex algorithm that uses volume and price anomalies to identify events where traders were forcefully liquidated. In simple terms, liquidations signify traders who have suffered significant losses and pain, leaving price exhausted and creating a window of opportunity for a reversal/halt in price. Size of the bubbles indicate estimated amount of realized liquidations. The bigger the bubble, the more liquidations.
🧪 Signal builder
Signal builder can be used to build custom orderflow based signals using any single event or combining multiple. Once signal is defined and built, it can be used for backtesting, creating alerts and market scans.
The following events are available for creating a signal:
- Liquidations
- Liquidity pool sweeps
- Liquidity pool confirmed
- Manipulation
Signals can be previewed on chart visually, showing where they have historically triggered. Preview mode also shows backtest metrics for each signal.
📊 Backtest & Analytics
Once conditions are defined using Signal builder, FlowMap detects each occurrence of the signal and measures its performance using price and volume metrics, shown on the right side table.
1. Amount of signals
Amount of signals shows how many times the custom signal has occurred through the chart’s history.
2. Volume test
Volume test refers to how much volume traded at signal is above/below average volume. This concept is also known as relative volume, comparing current volume traded to a historical average (average of 20 historical candles).
Example: When volume gain is +30%, volume traded at signal is typically 30% higher than average. Volume test allows us to validate and measure liquidity depth typically found when signal fires.
3. Highs/lows hold test
Highs/lows hold test measures likelihood of price staying above signal low price (bullish impact test) and staying below signal high price (bearish impact test). This test is measured for 3 candles after signal confirmation, giving us an idea of resistance in price.
Example: Highs hold score of 66% indicates two out of three candles after a signal stay below signal high price, indicating price at least stops trending up most of the time.
4. Max. run test
Max. run test measures maximum price increase (bullish impact test) and decrease (bearish impact test) after a confirmed signal, expressed in percentage change. Max. run is calculated by measuring highest/lowest price within 3 candles after a signal, compared to signal closing price. This test gives an idea for typical reversal magnitude.
Example: Max. run up score of +1.2% indicates that a signal typically leads to 1.2% upside move.
Together, FlowMap's backtesting can be used to form evidence based trade thesis/ideas and get a sense for what is reasonable to expect from various orderflow events. The backtest results will always vary from chart to chart and conditions selected for a signal, which is good to keep in mind. Users should also note that the metrics are guidelines, historical performance does not guarantee future results .
🔔 Creating alerts
Custom signals can also be used for alerts. Once we have defined the conditions for the signal we wish to get notified on, we can enable an alert for it using TradingView's alert menu.
📡 Creating scans
In the same way, custom signals can be used for market scans using PineScreener. PineScreener allows scanning custom watchlists for signals using any indicator, including FlowMap.
Head to PineScreener and select FlowMap under Indicators to prepare for a scan.
Scroll down in FlowMap's settings menu to find all available events. In this example, we're scanning for downside liquidations. Once we have selected downside liquidation from the events, let's click "Apply" to save the changes.
To scan the selected watchlist of charts, set “Custom signal” to “True”. Then just click “Scan”. PineScreener will begin to look for charts where downside liquidation has recently occurred, shown as a list of symbols where signal was found. We can see that PineScreener found a downside liquidation on MSFT (Microsoft).
We can then hop over to TradingView and open up Microsoft's chart to confirm a downside liquidation is indeed there.
❓ Limitations and considerations
FlowMap is based on algorithmic orderflow, which significantly differs from orderbook based orderflow. That being said, FlowMap has some unique advantages and disadvantages that users should be aware of.
1. Advantages vs. disadvantages
✅ Reduced noise, clearer read on orderflow
✅ Can be validated using backtesting
✅ Can be used for alerts and market scans
❌ Some orderflow events have a slight delay (see below)
❌ Not based on volume tick data
2. Confirmation times
Due to the nature of algorithmic orderflow, some events are not detected in real-time. The algorithm powering FlowMap is designed to be at a sweet spot for less noise/more accurate indications without sacrificing reasonable confirmation times.
Liquidity pool sweep : ⚡️ Real-time, no delays
Liquidity pool sweeps are detected real-time, drawn as they develop without delays.
Value area & POC : ⚡️ Real-time, no delays
Value area & POC are calculated real-time, drawn as they develop without delays.
Internal Flow : ⚡️ Real-time, no delays
High value trades shown by Internal Flow are real-time, drawn as they develop without delays.
Liquidations : ⏱️ On candle close
Liquidation conditions are checked on candle close, after which they are considered confirmed.
Manipulation : ⏱️ On candle close
Manipulation pattern confirms once price has closed back inside exceeded liquidity pool.
Liquidity pool confirmation : ⏱️ 2-3 candle delay
Liquidity pools are confirmed on average in 2-3 candles after a qualifying turn in price.
3. TradingView related limitations
While FlowMap can be used on free plans, due to TradingView related restrictions some functionality are available only for users with a paid plan.
Internal Flow and Value Area & POC on 1 minute charts
Internal Flow and Value Area & POC can be used on 1 minute timeframe only if you have a Premium plan or above (as of writing this guide).
This is due to TradingView restricting seconds based timeframes only for these plans, which FlowMap uses on 1 minute charts.
Market scans
Market scans using PineScreener are only available if you have a Premium plan or above (as of writing this guide).
All other functionality of FlowMap works the same way for free plans.
💡 How to use FlowMap
FlowMap is a simple, yet a powerful tool allowing one to see inside charts and identify when the flows are favorable. Let's cover a few practical ways on how to take advantage of FlowMap.
Identify absorption/trapped traders
Absorption refers to an event where price forms a reversal shaped candle pattern, while high amount of volume is traded at the wick.
The idea behind absorption is that price found liquidity to which traders bought/sold into with high effort, but reaped little reward. Absorption can be interpreted as a sign of deep and impactful liquidity, potentially causing a halt/reversal in price.
Absorption can be seen using Internal Flow by looking for high value trades in wicks. Ideal point of confluence for absorption is a preceding parabola-type trend, increasing likelihood of exhaustion.
Although the high value trades at wick imply greater absorption (therefore more likely exhaustion/price impact), absorption can also be spotted using just Value Area and POC at wick as well.
Identify trend initiation
Internal Flow, Value Area and POC are also useful for gauging when large players are initiating new moves. Uptrend initiations can be seen from large amount of flows at candle high, downtrend initiations at candle low.
Unlike with absorption, ideal point of confluence for trend initiations is a preceding low volatility/stable period of price action.
Identify rekt traders
While absorption often coincides with forced liquidations, another simple and straightforward way to detect such instances on FlowMap is liquidation bubbles and manipulation patterns.
Liquidations indicate when traders are forcefully liquidated and price moves away from them, creating ideal conditions for a halt/turn in price.
Although less frequent, manipulations are also apt indications for detecting pain. Buyers and sellers that are trapped into liquidity pool sweep create ideal conditions for long and short squeezes.
Detecting key levels
Liquidity pools on FlowMap can be used to anticipate key levels where price is likely to find liquidity, resulting in resistance.
📃 Disclaimer
FlowMap does not provide a standalone trading strategy or financial advice. It also does not substitute knowing how to trade. Example charts and ideas shown for use cases are textbook examples under ideal conditions, not guaranteed to repeat as they are presented. Hypothetical or simulated performance does not represent actual trading and past results do not guarantee future performance.
For getting access to FlowMap, see "Author's instructions" section.
SMC Precision Scalper# SMC Precision Scalper - All-in-One Smart Money Analysis Tool
## Overview
SMC Precision Scalper is a comprehensive technical analysis indicator combining Smart Money Concepts (SMC) methodology with advanced scalping tools. This indicator integrates institutional trading concepts to provide traders with high-probability confluence zones and market structure analysis.
---
## How It Works - Technical Methodology
### Order Block Detection System
**Detection Algorithm:**
The script identifies Order Blocks using a three-criteria validation process:
1. **Pattern Recognition**: Scans for consolidation candles (opposite color to trend) that precede strong impulse moves
2. **Impulse Validation**: The following candle must break the high/low of the consolidation candle
- Strict Mode: Impulse candle must fully engulf the Order Block
- Standard Mode: Impulse candle must only break the OB high/low
3. **Volatility Filtering**: Applies ATR (Average True Range) or CMR (Cumulative Mean Range) filters with adjustable multiplier (default 0.5x) to eliminate noise
**Mitigation Tracking:**
Order Blocks are monitored until price retraces to their 50% level (midpoint). Mitigation can be calculated by either:
- Close price crossing the midpoint
- Wick penetration of the midpoint
Internal Order Blocks use shorter swing length (default 5 periods) for intraday precision, while standard OBs use longer swings (default 10 periods) for structural zones.
---
### Fair Value Gap (FVG) Calculation
**Gap Detection:**
FVGs are identified when:
Bullish FVG: (candle.low - candle.high) > ATR(14) × threshold
Bearish FVG: (candle.low - candle.high) > ATR(14) × threshold
Default threshold: 0.3x ATR multiplier
**Visual Rendering:**
Each FVG is rendered as 13 horizontal layers to show the liquidity void depth. The script tracks consecutive FVGs to adjust layer positioning dynamically.
**Mitigation Logic:**
FVGs remain active until price fully crosses the gap zone (high > gap bottom AND low < gap top). Optionally displays "filled" FVGs with reduced opacity for historical reference.
---
### EMA Confluence & Flips System
**Core Components:**
- EMA Fast: 5-period exponential moving average
- EMA Slow: 12-period exponential moving average
- EMA Confluence: 200-period exponential moving average (customizable)
**Flip Detection:**
Generates signals when EMA 5 crosses EMA 12:
- Flip Up (↑): EMA 5 crosses above EMA 12
- Flip Down (↓): EMA 5 crosses under EMA 12
**Trend Filter:**
Optional confluence filter requires:
- Uptrend confirmation: Close > EMA Confluence for N bars (adjustable)
- Downtrend confirmation: Close < EMA Confluence for N bars
This prevents counter-trend signals and improves accuracy.
---
### EMA Cloud Layers
**Calculation:**
Creates three multi-timeframe cloud zones using paired EMAs:
- Cloud 1: EMA 20 / EMA 42
- Cloud 2: EMA 8 / EMA 23
- Cloud 3: EMA 5 / EMA 50
**Color Logic:**
- Green cloud: Faster EMA > Slower EMA (bullish momentum)
- Red cloud: Faster EMA < Slower EMA (bearish momentum)
Each cloud has progressive transparency (10%, 16%, 22%) to show momentum strength layers.
---
### VWAP Implementation
**Session VWAP:**
Calculates volume-weighted average price that resets at each session boundary using TradingView's native `ta.vwap()` function.
**Daily VWAP:**
Custom implementation that resets every calendar day:
CumulativePV = Σ(Price × Volume)
CumulativeV = Σ(Volume)
Daily VWAP = CumulativePV / CumulativeV
Source price options: HLC3, Close, OHLC4, HL2
---
### Premium/Discount Zones
**Range Calculation:**
Based on selected mode (Trailing Swings, Daily/Weekly/Monthly Range):
- High 100% = Swing high or HTF high
- Low 0% = Swing low or HTF low
- Range = High - Low
**Zone Division:**
*3 Zones Simple Mode:*
- Premium: 66.67% - 100%
- Equilibrium: 33.33% - 66.67%
- Discount: 0% - 33.33%
*5 Zones Fibonacci Mode:*
- Strong Premium: 78.6% - 100%
- Premium: 61.8% - 78.6% (OTE Zone)
- Equilibrium: 38.2% - 61.8%
- Discount: 23.6% - 38.2%
- Strong Discount: 0% - 23.6%
**Purpose:**
Provides institutional context: institutions typically buy in Discount zones and sell in Premium zones.
---
### Fibonacci Retracement
**Auto-Calculation:**
- Scans the last N periods (default 80, range 20-200) to identify swing high and swing low
- Projects key Fibonacci levels: 0%, 23.6%, 38.2%, 50%, 61.8%, 78.6%, 100%
- Optional inversion for downtrends
- Future projection extends levels forward by adjustable bars (default 50)
**OTE Zone Highlighting:**
Creates a visual box for the 61.8%-78.6% zone, which represents the Optimal Trade Entry area commonly used in ICT methodology.
---
### Ichimoku Cloud (Multi-Timeframe)
**Components Calculation:**
Tenkan-sen = (9-period high + 9-period low) / 2
Kijun-sen = (26-period high + 26-period low) / 2
Senkou Span A = (Tenkan + Kijun) / 2
Senkou Span B = (52-period high + 52-period low) / 2
Chikou Span = Close shifted back 26 periods
**MTF Implementation:**
Uses `request.security()` to fetch higher timeframe data when custom timeframe is specified. Falls back to chart timeframe if empty.
**Cloud Filtering:**
- Price above cloud = Bullish bias filter
- Price below cloud = Bearish bias filter
- Price in cloud = Neutral/avoid
---
### Market Structure Detection
**BOS (Break of Structure):**
Occurs when price breaks the last swing high (in uptrend) or swing low (in downtrend), confirming trend continuation.
**MSS (Market Structure Shift):**
Detected when BOS occurs in the opposite direction of current trend, indicating potential reversal.
**CHoCH (Change of Character):**
Early warning signal when price touches but doesn't strongly break the previous swing, suggesting momentum loss.
---
### Previous Day Levels
**Calculation:**
Uses `request.security()` with daily timeframe and ` ` offset with lookahead on:
- PDH: Previous Day High
- PDL: Previous Day Low
- PDM: (PDH + PDL) / 2
**Daily Bias Logic:**
- Bullish: Close > PDM or breakout above PDH
- Bearish: Close < PDM or breakdown below PDL
- Neutral: Close at PDM
---
## Why This Combination?
This indicator integrates multiple institutional concepts to create a **confluence-based filtering system** that answers three critical trading questions:
1. **WHERE to trade?** (Order Blocks, FVG, Premium/Discount zones, Fibonacci OTE)
2. **WHEN to trade?** (EMA Flips, Market Structure breaks, Ichimoku confirmation)
3. **WHICH direction?** (HTF Bias, Daily Bias, Cloud momentum, Structure trend)
### Synergy Between Components:
- **OB + FVG Confluence**: When an Order Block overlaps with a Fair Value Gap, it creates a high-probability institutional zone
- **Premium/Discount Context**: Filters OB signals to match institutional bias (buy Discount, sell Premium)
- **EMA Flips + Structure**: Fast momentum signals (flips) confirmed by slower structure breaks reduce false entries
- **Ichimoku Cloud**: Acts as additional trend filter, preventing counter-cloud trades
- **VWAP + Fibonacci**: Provides dynamic and static mean reversion levels for risk management
**Individual indicators might generate conflicting signals**, but this mashup requires multiple confirmations before highlighting setups, significantly reducing noise and improving trade quality.
---
## How to Use
### Setup Configuration
1. **Enable desired components** in settings (Essentials group)
2. **Adjust swing lengths** based on timeframe:
- M1-M5: Swing 5-7, Internal 3
- M15-H1: Swing 10, Internal 5 (default)
- H4-D1: Swing 15-20, Internal 7-10
3. **Configure filters**:
- Lower timeframes: Use ATR filter 0.3-0.5x
- Higher timeframes: Use CMR filter or 0.7-1.0x ATR
### Trading Workflow
**Step 1: Identify Trend**
- Check EMA Cloud colors (green = bullish, red = bearish)
- Confirm with Ichimoku Cloud position
- Verify Market Structure (BOS direction)
**Step 2: Find Confluence Zones**
- Locate active Order Blocks in trend direction
- Check for FVG overlap with OB
- Ensure zone is in correct Premium/Discount area
**Step 3: Wait for Entry Trigger**
- Monitor EMA 5/12 flips within confluence zone
- Check Fibonacci OTE zone if displayed
- Confirm VWAP position supports direction
**Step 4: Execute & Manage**
- Enter on flip signal within OB/FVG confluence
- Stop loss: Outside Order Block zone
- Target: Opposite Premium/Discount zone or next OB
---
## Dashboard Information
The on-chart table displays real-time market conditions:
- **Trend**: Current structure (Bullish/Bearish/Neutral)
- **HTF Bias**: Higher timeframe direction
- **OB**: Active Order Block status (Bull ↑ / Bear ↓ / None)
- **FVG**: Active Fair Value Gap (Bull ↑ / Bear ↓ / None)
- **OB+FVG**: Confluence confirmation (✓ when both align)
- **P/D Zone**: Current price position in Premium/Discount
- **Fib 61.8-78.6**: OTE zone status (In Zone / Outside)
- **Daily Bias**: ICT daily bias (Bullish/Bearish/Neutral)
- **Market Status**: Overall condition summary
- **RSI(14)**: Momentum (Oversold <30 / Neutral / Overbought >70)
- **Ichimoku**: Cloud position (Above/In/Below)
---
## Alert Conditions
Complete alert system for key events:
- BOS Bullish / Bearish detected
- New Order Block formed (Bullish/Bearish)
- New Internal OB formed
- EMA Flip signals (Up/Down)
- Price entering OTE zone (when HTF aligned)
---
## Best Practices
✅ **Use on multiple timeframes**: Align HTF bias with entry TF signals
✅ **Wait for confluence**: At least 2-3 confirmations before entry
✅ **Respect Premium/Discount**: Don't buy Premium or sell Discount
✅ **Adjust swing lengths**: Match to your trading timeframe
✅ **Backtest first**: Understand signal behavior before live trading
❌ **Don't overtrade**: Not every OB or FVG is a valid setup
❌ **Don't ignore filters**: Disabled filters increase false signals
❌ **Don't trade against cloud**: Ichimoku filter prevents low-probability trades
---
## Technical Specifications
- Pine Script™ Version: 6
- Overlay: Yes
- Max Boxes: 500
- Max Lines: 500
- Max Labels: 300
- Repainting: Signals confirmed on bar close (barstate.isconfirmed)
---
## Recommended Timeframes
- **Scalping**: M1, M5 (reduce swing lengths to 5-7)
- **Day Trading**: M15, M30, H1 (default settings)
- **Swing Trading**: H4, D1 (increase swing lengths to 15-20)
---
## Performance Notes
For optimal chart performance:
- Disable unused features (Structure, EQH/EQL if not needed)
- Reduce lookback periods on lower timeframes
- Limit to 1-2 active alerts per instrument
---
This indicator does not predict the future and should be used as part of a complete trading plan with proper risk management.
© 2025-2026
Buy & Sell Side Liquidity [Bellsz]Detects Buy-Side & Sell-Side Liquidity zones across multiple HTFs with purge tracking and clean visual logic.
Buy & Sell Side Liquidity is a multi-timeframe liquidity mapping engine designed to visualize where Buy-Side & Sell-Side Liquidity accumulates and gets purged.
This script automatically tracks:
Buy-Side Liquidity above Highs
Sell-Side Liquidity below Lows
Higher-Timeframe liquidity structures
Liquidity sweep events (purges)
Clean structural dividers for session context
The logic is optimized for clean execution, low chart noise & precision tracking of institutional liquidity behavior.
Every plotted level represents latent liquidity pressure, areas where price is statistically drawn, swept & repriced by large market participants.
The system dynamically updates levels in real time, removes or fades purged liquidity & preserves only relevant market-sensitive zones, keeping the chart focused on actionable liquidity data.
Order Flow & Market PhaseOrder Flow & Market Phase is a market analysis indicator designed to help traders understand how price behaves when significant participation enters the market.
The script focuses on the interaction between volume, price structure, volatility, and market phases, rather than producing isolated buy or sell signals.
This indicator is built around the idea that meaningful price movements are usually preceded or accompanied by changes in participation, volatility, and structural behavior. Instead of relying on a single method, the script combines several analytical components into one unified framework, where each component serves a specific role.
Core analytical components
Order Flow and Volume Pressure
The script evaluates volume relative to price movement and range expansion to identify imbalances between buying and selling pressure. This helps highlight moments where one side of the market becomes dominant, as well as potential absorption scenarios where large activity fails to move price significantly.
Market Structure and Phase Context
Price structure is analyzed to determine trend continuation, structural breaks, and changes of character. These structural observations are then placed within broader market phases such as accumulation, distribution, markup, markdown, or neutral conditions. The goal is to provide context, not predictions.
Liquidity and Reaction Zones
The script identifies areas where price briefly moves beyond recent extremes and then rejects, suggesting possible liquidity-driven moves. These events are filtered using volume and volatility conditions to reduce random noise.
Supply and Demand Zones
Potential supply and demand areas are detected using price compression, expansion, and volume confirmation. Zones are managed dynamically and filtered by quality factors such as freshness, volume reaction, and higher-timeframe alignment.
Multi-Timeframe Confirmation
When enabled, higher-timeframe data is used to confirm directional bias and participation, allowing lower-timeframe observations to be evaluated within a broader market context.
Adaptive Market Regime Filtering
Volatility and trend conditions are measured using ATR-based normalization and directional metrics. Based on the detected regime, signal strictness is automatically adjusted so that the script behaves differently in trending, ranging, high-volatility, or low-volatility environments.
How to use the indicator
This script is intended as a context and confirmation tool, not a standalone trading system.
It can be used to:
Filter low-quality trade setups
Align entries with stronger market structure and participation
Understand whether price movement is driven by momentum, accumulation, or distribution
Improve timing and risk awareness when combined with an existing strategy
The dashboard summarizes market regime, phase, order flow conditions, and signal quality to help traders make informed decisions without focusing on a single signal.
Important notes
All calculations are non-repainting and based on confirmed data.
The indicator does not predict future price movements.
Performance metrics shown are session-based and are not a historical backtest.
Works across markets and timeframes, with clearer behavior on liquid instruments.
IFVG Ultimate Toolkit PRO+ by [Yahya]🔷 OVERVIEW
This script is a comprehensive institutional toolkit designed to automate the Inner Circle Trader (ICT) and Smart Money Concepts (SMC) framework. It replaces manual chart markups with a high-performance, real-time calculation engine that tracks Liquidity, Time, and Inter-market Correlations.
From identifying "hidden" magnets like the Event Horizon (EHPDA) to detecting the exact moment "Smart Money" flips a zone via the Inversion FVG (iFVG), this tool provides a complete roadmap for the professional intraday trader.
Integrated institutional framework that transforms raw price data into actionable narrative. Unlike static indicators, it utilizes a dynamic time-series engine to provide real-time, touch-sensitive FVG mitigation and "garbage-collected" memory management to prevent chart lag. Its core superiority lies in multi-asset correlation (SMT) and GMT-synchronized session logic, ensuring users see the exact "Midnight Open" and "Killzones" used by institutional algorithms. By automating complex ICT concepts like Inversion FVGs and Synthetic PO3 projections, it eliminates manual bias and provides a professional roadmap based on liquidity sweeps rather than lagging retail signals, all within a high-performance, non-repainting environment.
🚀 KEY CORE FEATURES
• Institutional Killzones & Pivots: Automatically maps Asia, London, and NY sessions with GMT-sync protection. It projects session highs/lows forward until they are swept, providing real-time liquidity alerts.
• Multi-Timeframe (MTF) FVG Engine: Scans up to 12 user-defined timeframes. Boxes feature Touch-Sensitive Logic, dynamically shrinking as price mitigates the gap to show remaining unfilled orders.
• iFVG (Inversion) Trigger: The "Hidden Secret" logic. It identifies failed FVGs that have been closed through with high volume, signaling a powerful support/resistance "flip."
• Multi-Asset SMT Radar: A correlation scanner that monitors up to 8 assets (e.g., NQ vs. ES vs. DXY). It flags "cracks in correlation" to catch institutional accumulation/distribution before it happens.
• Synthetic AMD (PO3) Projection: Renders Higher Timeframe (HTF) candles on the right side of your chart. It visually breaks down the Power of 3 (Accumulation, Manipulation, Distribution) so you can see if you are inside a daily wick.
• Event Horizon (EHPDA) & Opening Gaps: Plots New Week (NWOG) and New Day (NDOG) opening gaps. It calculates the Consequent Encroachment (C.E.) and midpoints between gaps to find institutional price magnets.
• EQH/EQL Liquidity Pools: Uses a "Fuzziness" algorithm to find equal highs/lows within a 200-bar lookback, identifying where large clusters of stop-loss orders are resting.
1. Multi Timeframe FVGs Engine🟢
The script scans multiple user-defined timeframes (from 30-seconds up to Weekly) to identify Fair Value Gaps. It uses a "touch-sensitive" logic: when price mitigates a gap, the box can automatically resize or change color to indicate the level has been tested.
The function find_box uses the standard formula for an imbalance:
• Bullish: low > high (A gap between the high of candle 1 and the low of candle 3).
• Bearish: high < low .
• Dynamic Updating: The control_box method uses box.set_top and box.set_bottom to "shrink" the boxes as price eats into the gap, providing a real-time look at remaining liquidity.
Security & Performance
This code includes a Premium Safety Toggle (enable30s). Its a smart addition! TradingView limits the use of sub-minute timeframes in request.security to Premium members. By including this toggle, it prevent the script from crashing for Free/Pro users.
To prevent the chart from becoming cluttered with "dead" data, the script uses a Mitigation Security Loop:
* Detection: It constantly compares the current close price to the stored _boxLow or _boxHigh in the arrays.
* State Change: When price enters the FVG area, it triggers box.set_bgcolor to the "Tested" color.
* Deletion: If price moves entirely through the gap (full mitigation), it uses array.remove and box.delete. This is critical for performance; if the script didn't delete old boxes, it would eventually hit the 500-box limit and stop working.
2. Institutional Session Killzone & Pivot Mechanics🟢
It automatically plots the Asia, London, New York AM/PM, and Lunch sessions. Beyond simple boxes, it calculates the Average Range of these sessions and displays them in a real-time dashboard to help traders gauge volatility expectations.
The script utilizes the time() function with a GMT offset to isolate specific institutional "Killzones."
• Logic: When the current time falls within a defined session (e.g., London "0200-0500"), the script initializes a kz type object.
• Range Tracking: It continuously updates the high and low coordinates using math.max() and math.min() until the session closes.
• Pivot Invalidation: Once the session ends, these levels are projected forward as line objects. The script utilizes _hi_valid and _lo_valid boolean arrays; if the current price trades through these lines, an alert is triggered, and the line is visually updated to signal a Liquidity Sweep.
The security behind the Killzones involves translating your local computer time into the "Exchange Time" or a "Fixed Timezone" (like UTC-5 for New York).
Timezone Protection: By using gmt_tz = input.string('America/New_York'...) and passing it into the time() function, the script ensures that a trader in London and a trader in Tokyo see the "New York Open" at the exact same moment on the chart.
State Detection: ```pinescript
t = not na(time("", this.session, gmt_tz))
t_prev = not na(time("", this.session, gmt_tz, bars_back = 1))
3. Opening Gaps & Event Horizon (EHPDA)🟢
It tracks New Week Opening Gaps (NWOG) and New Day Opening Gaps (NDOG), projecting "Event Horizons" (EHPDA) which act as significant institutional magnets for price action.
This module tracks the relationship between the previous period's close and the current period's open.
Identification: Upon a timeframe.change(), the script captures the distance between Close and Open .
Consequent Encroachment (C.E.): The script calculates the exact equilibrium of the gap:
Midpoint= Gap High + Gap Low
2
* EHPDA Logic: Using the set_ehpda method, the script calculates the mathematical midpoint between consecutive opening gaps, identifying a "Hidden Pivot" where price typically seeks rebalancing.
4. Equal High & Equal Lows Liquidity Pool🟢
This script identifies EQH/EQL (Equal Highs/Lows) by scanning a 200-bar lookback for price matches. It uses a break-on-violation logic: if any intervening price exceeds the level, the liquidity is considered "cleared" and ignored.
This ensures only relevant, unmitigated double tops/bottoms are plotted, pinpointing high-probability buy/sell-side liquidity pools for ICT and SMC strategies while maintaining chart clarity and performance
Sensitivity Check: It uses a "Fuzziness" or "Tolerance" logic. Since price rarely hits the exact same decimal point (e.g., 1.25000 vs 1.25001), the script calculates if the difference is within a few "ticks."
The script identifies Liquidity Pools by scanning the price history for horizontal clusters.
The Algorithm
The findAndDrawEqualHighs function performs a lookback loop.
* It identifies a current swing point (src ).
* It iterates backward through lookbackLength.
* Proximity Matching: If the historical price exactly matches (src == src ), it validates the level.
Note: In advanced ICT concepts, this code functions as a "Magnet" detector. When these lines are drawn, it signifies that Buy-side or Sell-side stops are resting just above/below, which the Market Maker will likely sweep to facilitate their own orders.
5. Synthetic AMD Projection🟢
A sophisticated visualizer that draws HTF candles (including custom daily opens like Midnight or 8:30) on the right side of the chart. This allows traders to monitor HTF trend and momentum without switching tabs.
• The Power of 3 (PO3):
1. Accumulation: Anchored by a custom_daily open price (Midnight/8:30/9:30).
2. Manipulation: The script renders wicks using line.new() to show where price deviated below/above the open.
3. Distribution: The script calculates the body expansion of the HTF candle, allowing traders to see the real-time "state" of the Daily or Weekly candle without switching tabs.
• Inter-market SMT: The logic compares the current ticker's high/low against a secondary ticker (via request.security). If a non-correlation (divergence) occurs, the script flags has_bearish_div or has_bullish_div directly on the synthetic HTF candles.
The "Trace" System
The Trace type creates horizontal projections of the HTF Open, High, Low, and Close.
• Significance: It allows you to see the "Current Candle State." If the LTF price is trading below the projected HTF Open but above the HTF Low, you are mathematically inside the "Lower Wick" of the HTF candle—a prime location for ICT long entries.
Memory Management and Performance
To prevent the "Script Requesting Too Many Drawings" error, this script features a self-cleaning logic:
• Array Management: It uses array.unshift() to add new objects and array.pop().delete() to remove the oldest drawings once the max_days or max_boxes_count limit is reached.
• Non-Repainting: All security calls use the index or barstate.isconfirmed checks to ensure that signals do not disappear after the bar closes.
6. Multi- Timeframe SMT Divergence🟢
This logic acts as a Correlation Radar. By calling request.security() for 8 assets (e.g., ES, NQ, DXY), the script checks for "cracks" in symmetry. If one asset makes a new high but others fail, an SMT is flagged.
This is a correlation engine. It looks for "cracks" in the relationship between two assets that should move together (like the S&P 500 and Nasdaq).
• How it works: It simultaneously looks at your current chart and a "hidden" second chart. If Asset A makes a higher high, but Asset B fails to make that higher high, it signals a Divergence. This often precedes a massive trend reversal.
• Visual Logic: It draws diagonal lines directly between the highs or lows of the HTF candles to show you the "tilt" of the divergence visually.
• Security (Data Integrity): The script uses "Protected Security" calls. It ensures that the data from the second asset is synced perfectly in time with your current chart, preventing "future-leaking" where an indicator looks like it’s winning only because it knows what happens next. To prevent crashes, it uses Array Buffers and Tuple Requests, grouping data to stay under Pine Script's 40-call limit while ensuring non-repainting accuracy.
7. High Timeframe (HTF) Candle Projections PO3🟢
The script "projects" larger timeframe candles (like Daily or 4-Hour) onto your lower timeframe chart (like the 1-minute or 5-minute).
• How it works: It builds these candles using math and coordinates rather than standard bars. This allows them to sit on the right side of your screen in the "empty space," giving you a roadmap of the higher-order trend without blocking your view.
• Swing Detection Logic: It identifies if these projected candles have "swept" liquidity.
• Empty Triangle (▽): A "Potential" sweep. Price is currently above a old high, but the candle hasn't closed yet.
• Solid Triangle (▼): A "Confirmed" sweep. The candle closed, and price was rejected, leaving a wick.
• Security: The script uses an Array Buffer. It only keeps a specific number of these candles in memory. As a new candle forms, the oldest one is deleted. This keeps the script fast and prevents TradingView from lagging.
The "Trace Lines" (Open, High, Low, Close) connect the HTF projected candles back to the actual price bars.
This is a Performance Guardrail. Pine Script has a maximum lookback for drawing objects. By checking if the index is within 5000 bars, the script avoids trying to draw lines into "null" memory space, which would throw a runtime error.
8. Expansion & Equilibrium (EQ) Logic🟢
This logic predicts the "intent" of the market based on the previous candle's behavior.
• Expansion expected: If the previous HTF candle created a "Swing Low" (swept a low and rejected), the script colors the current forming candle as Bullish Expansion. It’s telling you: "The sweep is done; we are likely moving up now."
• Equilibrium (EQ) Line: It draws a dotted line at the exact 50% mark of the previous HTF candle. In institutional trading, the 50% mark (Mean Threshold) is the "fair value" point. Trading above it is "Premium," and below it is "Discount."
• Security: It uses Timezone Normalization. Regardless of where you live, the script can sync to the New York Midnight or 8:30 AM open, ensuring your levels match the algorithm's "True Day" start.
9. The HTF Info Table🟢
This is the "Dashboard" logic. It summarizes the state of multiple timeframes into a single UI element.
Acts as your mission control. It gathers data from up to 6 different timeframes and puts them in a clean table.
Expansion Logic: ```pinescript
exp_text = c2_swing_high and c2_swing_low ? "▲▼" : c2_swing_low ? "▲" : c2_swing_high ? "▼" : "-"
This tells the trader what the
next candle is expected to do. If the previous candle swept a low expansion up the table flags.
• How it works: It scans all active timeframes for Timers, Swings, Expansions, and Divergences. If 4 out of 6 timeframes show a "Bullish Expansion" icon (▲), you have high-probability confluence.
• Logic Security: The table only updates on "Real-Time" bars. It won't waste processing power recalculating historical table data that you can't trade anyway.
10. The iFVG (Inversion Fair value gap) Engine🟢
Standard FVGs are gaps where price moves too fast. This script tracks Inversions—when a gap that was supposed to act as support is "run over" and becomes resistance (or vice versa)
This is the most complex logic in the snippet. It doesn't just look for gaps; it looks for failed gaps that act as support/resistance.
The Inversion Trigger: The script waits for a specific number of candles (inv_candles) for price to close through the FVG. Once the is_inverted condition is met, it converts a standard FVG into an iFVG.
Memory Management: By using array.push(active_boxes, new_box) and a corresponding box.delete loop, the script ensures it never exceeds the TradingView drawing limits, which would otherwise cause the script to lag or crash.
The "Secret Sauce" Logic: It includes a volatility filter. It won't plot an iFVG unless the move was backed by high volume, orderflow and a large price spread. This ensures you only see gaps created by banks, not retail noise.
Security: It features an Invalidation Cleanup. Once price moves too far past an iFVG, the script "kills" the drawing. This prevents the chart from being cluttered with old, irrelevant levels and saves your computer's memory.
How it works: The script identifies a gap between Candle 1 and Candle 3. It then enters a "monitoring state" for a set number of candles. If price closes through that gap, it "flips" the zone and draws a box extending into the future.
11. IFVG MTF ALERTS🟢
The Multi-Timeframe iFVG Alerts function as a real-time "state change" monitor across your 1m to 15m execution charts. Unlike standard price alerts, these only trigger when the script detects a failed FVG—meaning price hasn't just touched a gap, but has closed completely through it with enough displacement to flip the zone's institutional bias.
🔔 How the Alerts Function
• Fractal Detection: The script scans your selected 1, 2, 3, 4, 5, and 15-minute intervals. For eg, If a 15m Bearish FVG is "run over" by price, it sends an Inversion Alert, signaling that a high-timeframe resistance has now flipped into support.
• Volume/Close Validation: To prevent "fakeouts," the alert only fires when a candle body closes above (for bullish flips) or below (for bearish flips) the gap boundaries. This ensures the alert represents a genuine shift in order flow rather than just a wick sweep.
• Non-Repainting Logic: By using barstate.isconfirmed, the alert triggers exactly at the candle close. This ensures that once you get a notification on your phone or desktop, the level is "locked" and won't disappear if price fluctuates later.
🛠️ HOW TO USE (THE INSTITUTIONAL WORKFLOW)
1. TIME: Identify if you are in a Killzone (Shaded area). Opening Gaps & EHPDA: Locate the NWOG and NDOG lines. Use the Event Horizon (EHPDA)—the midpoint between gaps—as your primary "Magnet."
2. BIAS: Check the EHPDA/Midnight Open. Are you in a Discount (to buy) or Premium (to sell)?
Use HTF Info Table: Confirm your idea. If the table shows "▲" (Bullish Expansion) across 4/6 timeframes, you have a massive directional tailwind.
3. MAGNET: Look for the EQH/EQL dotted lines. This is your target.
4. TRAP: Wait for a Liquidity Sweep
5. CONFIRM: Check the SMT Radar for divergence and the HTF Info Table for expansion confluence.
6. MTF FVG Engine: Look for price to enter a large Higher Timeframe FVG. Because these are "touch-sensitive," the box will shrink as price eats the liquidity, telling you exactly when the gap is "full."
• iFVG Inversion Trigger: Once inside the MTF FVG and after an SMT, wait for a small gap to form and fail.
• The Move: Price closes through a Bearish FVG and flips to a Bullish iFVG.
• Execution: Enter on the inversion of the iFVG box.
🛡️ PERFORMANCE & SECURITY
• Memory Management: Features a built-in "Garbage Collector" that deletes old drawings to stay under TradingView's 500-object limit and prevent lag.
• Premium Safety Toggle: Includes an enable30s check to prevent script crashes for non-premium users on lower timeframes.
• Non-Repainting: All request.security calls use indexing or barstate.isconfirmed to ensure signals are permanent once the candle closes.
📌 NOTES
• Optimized For: 1M, 2M, 3M, 4M , 5M, and 15M execution timeframes.
• Markets: Works on Forex, Indices (NQ/ES), Commodities (Gold), and Crypto.
⚠️Risk Disclaimer
Financial Trading involves significant risk. This Pine Script is an educational tool designed to automate specific technical analysis frameworks; it does not guarantee profits or provide financial advice. Past performance, including backtested results or historical "Power of 3" projections, is not indicative of future success.
The user assumes full responsibility for all trading decisions and capital risk. Use of this script on real-money accounts should only occur after extensive personal testing. The developer is not liable for any financial losses, data inaccuracies, or platform-related execution errors resulting from the use of this software.
Order Block IndicatorThe Order Block Indicator is a multi-timeframe institutional order detection tool designed to identify significant price levels where large order activity has occurred. Using a proprietary adaptive algorithm, the indicator analyzes order size and frequency from multiple timeframes to determine areas where price is likely to have a significant reaction when it returns to those levels.
The indicator adapts to price and volume data in real time, detecting only the levels with the highest importance and displaying them with rankings for ease of use. This adaptive approach means the indicator automatically adjusts to current market conditions, providing relevant levels during both high-volatility and low-volatility periods.
The indicator works on any market with volume data, including futures, stocks, forex, crypto, and commodities.
This indicator can be used on lower timeframe charts such as 1 minute intervals for day trading, as well as higher timeframe charts such as 1 day for swing trading. Below are some screenshots as examples.
Day trading 1 minute chart examples:
Apple on the 1 minute chart with default settings.
Tesla on the 1 minute chart with default settings.
Swing trading 1 day chart examples:
NVIDIA on the 1 day chart with 5m, 15m, 30m timeframes for data and 12 month session tracking.
Apple on the 1 day chart with 5m, 15m, 30m timeframes for data and 12 month session tracking.
Nasdaq Futures (NQ) on the 1 day chart with 5m, 15m, 30m timeframe for data and 12 month session tracking.
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How It Works
The Order Block Indicator analyzes data from three separate lower timeframes (default: 10T, 1S, 5S) to identify areas of significant institutional order activity. The proprietary detection algorithm evaluates order size and frequency to find price levels that are most likely to act as future support or resistance.
Adaptive Detection - The indicator continuously adapts to market conditions in real time. Rather than using static thresholds that become irrelevant as volatility changes, the algorithm dynamically adjusts its sensitivity. This allows the indicator to identify meaningful institutional activity during both quiet overnight sessions and volatile market opens.
Three-Tier Classification - Detected order blocks are classified into three tiers based on their significance:
Tier 1 (thickest lines): Highest importance — the strongest levels detected
Tier 2 (medium lines): Second highest importance — significant levels
Tier 3 (thinnest lines): Third highest importance — moderate levels
Tier 1 levels represent areas where price is most likely to react strongly. Tier 2 and Tier 3 levels represent slightly less significant areas but are still extremely valuable levels.
Ranking System - Within each tier, levels are ranked by their significance. The #1 ranked level in each tier represents the most important level for that classification. Rankings update in real time as new levels are detected, ensuring you always see the most relevant information.
Session-Based Tracking - Levels are tracked within user-defined sessions (Daily, Weekly, or Monthly). At session boundaries, current levels are terminated and the most important levels from each tier can optionally extend forward as "Prev" lines. This allows you to maintain awareness of key historical levels while focusing on current session activity.
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How To Use This Indicator
Identifying Support and Resistance - Order block levels represent prices where significant institutional activity occurred. When price approaches these levels, watch for:
Price reactions (bounces or rejections, especially with large wicks) confirming the level's significance
Breakouts and then retests of these levels
Finding reversals when an order block appears at extreme ends of an upward or downward move and then price bounces off of that order block
Add multiple instances of the indicator to your chart with different tracking sessions such as 1H, 1D and 1W to get very recent important levels, important levels from the day’s session and important levels from the week’s session. These can all provide excellent levels to enter trades and scalp bounces from
Using the Tier System
Tier 1 levels represent the strongest institutional interest and often produce the most reliable reactions
Tier 2 levels indicate significant activity and serve as high-probability support/resistance
Tier 3 levels show moderate activity and can be used for scalping targets or secondary reference points
When multiple tier levels cluster near each other, the zone gains exceptional significance
Trading Approaches
Use Tier 1 and Tier 2 levels for primary trade decisions (entries, exits, stop placement)
Use Tier 3 levels for scaling in/out or as warning zones
Scalp rejections at the order blocks, especially when large wicks form at the level
Watch for price reactions at "Prev" levels from the previous session
Combine with price action confirmation (candlestick patterns, market structure, order flow) for best results
Many times price will push through an order block and appear to not respect that level, but then when price comes back to it, the candle bodies and wicks show clear significance to that level. Use this to your advantage a trade the retests of these levels.
Understanding Rankings
#1 = Most significant level in that tier this session
#2 = Second most significant, etc.
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Settings Guide
Global Settings
Session Length To Reset Tracking : Determines how often level tracking resets (Daily, Weekly, Monthly). Day traders typically use Daily; swing traders may prefer Weekly or Monthly.
Show Tracking Session Period On Labels : When enabled, appends the session timeframe to labels (e.g., "Tier 1 #1 (D)"). Useful when running multiple instances with different session settings.
Lower Timeframe #1, #2, #3 For Data : The three data resolutions used to scan for orders (default: 10T, 1S, 5S). All three must be smaller than your chart timeframe and should be different from each other. Choose the lowest timeframes you can that still provide at least 2 full session periods of historical data.
Tier 1 Settings (Highest Importance)
Tier 1 Levels On/Off: Enable or disable Tier 1 level display
Labels On/Off: Show or hide Tier 1 labels
Number Of Tier 1 Levels To Track: How many Tier 1 levels to display, ranked by significance (default: 2)
Extend Previous Session Important Levels On/Off: When enabled, top levels extend into the next session as "Prev" lines
Number Of Previous Session Levels To Extend: How many of the top Tier 1 levels to carry forward (default: 1)
Line Color: Color for Tier 1 lines and labels (default: White)
Tier 2 Settings (Second Highest Importance)
Same structure as Tier 1
Default color: Yellow
Tier 3 Settings (Third Highest Importance)
Same structure as Tier 1
Default color: Orange
Style Settings
Previous Session Line Style: Choose Solid, Dashed, or Dotted for extended "Prev" lines. Dotted (default) helps distinguish historical levels from the current session levels.
Label Offset: Distance from current price to place labels. Also controls how far lines extend to the right. Increase if labels overlap price action.
Text Size: Font size for all labels (1-20 range).
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Recommended Configurations
Day Trading (Intraday)
Session: Daily (D)
Timeframes: 10T, 1S, 5S (default settings)
Levels per tier: 2
Extend previous: 1 per tier
Best for: Scalping and intraday swing trades on futures and active stocks
Swing Trading
Session: Weekly (W) or Monthly (M)
Timeframes: 5S, 10S, 15S or 1, 5, 15 (minutes)
Levels per tier: 2
Extend previous: 1 per tier
Best for: Multi-day positions on any market
Highest Confidence Only (Minimal Display)
Turn OFF Tier 2 and Tier 3 levels
Track only 1-3 Tier 1 levels
Result: Only the most significant levels are displayed
Best for: Clean charts focused on the highest-probability levels
Multi-Session Analysis
Add the indicator three times to the same chart
Instance 1: Session = Hourly, enable "Show Session Period On Labels" and set timeframes 10 1T, 10T, 1S
Instance 2: Session = Daily, enable "Show Session Period On Labels" and set timeframes to 10T, 1S, 5S
Instance 3: Session = Weekly, enable "Show Session Period On Labels" and set timeframes to 5S, 10S, 15S
Use different colors for each instance
Result: See both hourly, daily and weekly significant levels with clear distinction
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Data Requirements And Limitations
Subscription Tier Considerations The default settings use tick-based intervals (10T) and second-based intervals (1S, 5S), which require a paid TradingView subscription.
If You Don't Have Tick/Second Data Access Simply change the "Lower Timeframe For Data" settings to minute-based intervals. For best results, use the lowest timeframes you can that still give you at least 2 previous tracking sessions worth of data. For example if you only have minute intervals available, use 1m, 2m & 3m as long as you have enough data to view the previous 2 days worth of historical bars when set to a 1 day tracking session.
The indicator works effectively with minute-based data for swing trading on higher timeframe charts.
Additional Notes
All three lower timeframes must be smaller than your chart timeframe
Choose timeframes that provide at least 2 session periods of historical data for best results
Levels are confirmed at bar close to ensure accuracy, so you will not see levels until the current bar is confirmed
Works on any market with volume data (futures, stocks, forex, crypto, commodities)
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Understanding The Visual Elements
Line Widths
Tier 1: Thick (3px) — Highest importance
Tier 2: Medium (2px) — Second highest importance
Tier 3: Thin (1px) — Third highest importance
Label Format
Current session: Tier {#} #{Rank} (e.g., "Tier 1 #1")
Previous session: Tier {#} #{Rank} Prev (e.g., "Tier 1 #1 Prev")
With session suffix: Tier {#} #{Rank} ({Session}) (e.g., "Tier 1 #1 (D)")
Line Styles
Current session levels: Solid lines
Previous session levels: User-selected style (Solid, Dashed, or Dotted)
Default Colors
Tier 1: White — Most important levels stand out clearly
Tier 2: Yellow — High visibility for significant levels
Tier 3: Orange — Warm color for moderate-importance levels
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Tips For Best Results
Start with defaults : The default 10T/1S/5S configuration is optimized for intraday trading. Adjust only after understanding how the indicator behaves on your preferred market and based on your data allowances from your subscription tier.
Prioritize Tier 1 levels : These represent the strongest detected activity and typically produce the most reliable price reactions.
Watch for level clusters : When levels from multiple tiers appear near each other, that price zone has exceptional significance.
Use Previous Session levels : "Prev" levels often act as significant support/resistance in the new session, especially Tier 1 Prev levels.
Combine with price action : Order block levels work best when combined with candlestick patterns, market structure analysis, or other confirmation techniques. One of the best ways to trade these levels is to look for large wicks at these levels as confirmation that price is going to react there and then scalp those rejections.
Adjust for your trading style : Day traders should use Daily sessions with tick/second timeframes. Swing traders should use Weekly/Monthly sessions with second/minute timeframes.
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Troubleshooting
Indicator Not Loading or Displaying Incorrectly Toggle the "Fix Indicator Loading Error" checkbox ON or OFF to force TradingView to restart the indicator.
No Levels Appearing
Verify your subscription tier supports the selected lower timeframe intervals
Check that at least one tier is enabled with "Number of Levels" greater than 0
Confirm that your lower timeframes are smaller than your chart timeframe
Ensure you have enough historical data available on your chart
If using 1T for data on charts with lots of participants such as NQ, you might not get much data during regular trading hours due to there being tons of transactions happening every second which limits how far back the indicator can gather data from
There may not be any levels that were detected as having major significance within the tracking period and with enough lower timeframe data provided
Too Many or Too Few Levels
Adjust "Number of Levels To Track" for each tier
Disable lower-importance tiers (Tier 2, Tier 3) for a cleaner display
Enable more tiers if you want additional reference levels
Labels Overlapping Price Action
Increase "Label Offset (Bars)" in Style Settings
Reduce text size if needed
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This indicator is designed to assist with identifying potential support and resistance zones based on detected institutional order activity. As with any technical analysis tool, it should be used as part of a comprehensive trading approach that includes proper risk management. Past performance of identified levels does not guarantee future price reactions.
Order Flow IndicatorThe Order Flow Indicator is an advanced order flow analysis tool that processes lower timeframe (LTF) tick-level data to reveal the underlying buying and selling dynamics behind price movement. Using custom scoring formulas and proprietary weighting algorithms, this indicator transforms raw tick data into actionable visualizations that help traders understand market microstructure, detect potential institutional activity, and identify shifts in buying and selling pressure.
Unlike standard volume indicators that only show total volume per bar, this indicator analyzes every individual tick within each chart bar—potentially hundreds or thousands of data points—to calculate directional pressure, volume absorption, and large order detection with far greater precision.
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Core Features
1. Institutional Buyer Histogram
The institutional buyer histogram identifies and displays large orders that likely represent institutional or professional trading activity. The indicator uses a proprietary classification system with an adaptive algorithm to detect which orders are the most important, automatically calibrating to different instruments and market conditions without manual adjustment.
Large orders are classified by direction:
Buy Orders (green, above zero) : Large orders where price moved up
Sell Orders (red, below zero) : Large orders where price moved down
Neutral Orders (white, split across zero) : Large orders with no directional impact
The tiered filtering system allows you to adjust sensitivity:
Tier 1 Only : Shows only the absolute largest, most significant orders
Tier 1 & 2 Only : Shows very large orders (default setting)
Tier 1, 2 & 3 Only : Shows large orders with more frequency
All Tiers : Shows all significant orders above normal retail size
Use Order Size Filter Only : Bypass the adaptive tier system and filter purely by a specific order size threshold
An optional Size Filter can be enabled to set an absolute minimum order size in addition to tier filtering, allowing for precise control over which orders are displayed.
2. Buy & Sell Pressure Histogram
Visualizes the total directional pressure within each bar using a proprietary scoring system that weights volume by price impact. The histogram height represents total pressure intensity, while the color gradient—ranging from neutral gray to green (buying) or red (selling)—indicates how one-sided the activity was. Bars with strong directional conviction display more saturated colors, while mixed or balanced activity remains closer to neutral.
The color intensity is determined by custom adaptive algorithms that compare current activity against recent historical context, providing meaningful visual feedback about the strength and conviction of each bar's order flow.
3. Absorption Histogram
Detects when significant volume occurs without proportional price movement. High absorption readings suggest that large orders may be getting filled without moving the market, potentially indicating institutional activity, strong support/resistance levels, or an active battle between buyers and sellers. This can mean a reversal is coming or that the move is exhausted.
The indicator uses proprietary efficiency calculations and adaptive normalization to compare current absorption against recent historical context, automatically adjusting to different market conditions and volatility.
4. Neutral Volume Histogram
Displays cumulative volume where price remained unchanged between ticks. Elevated neutral volume may indicate consolidation, indecision, or large orders being executed at a single price level without directional impact. These are typically limit orders where institutional buyers were trying to get their orders filled without moving the markets.
5. Order Flow Trend Line & Moving Averages
Tracks cumulative directional order flow over time, resetting at user-defined intervals (hourly, daily, weekly, etc.). Two calculation methods are available:
Basic : Raw cumulative volume delta (up volume minus down volume)
Advanced : Uses the proprietary scoring system for volume-weighted directional measurement
Three time-based moving averages (default: 15min, 1H, 4H) provide trend context. Unlike traditional bar-based MAs, these automatically calculate the appropriate length based on your chart timeframe, ensuring consistent time periods across different charts. Optional color-filled areas show when the trend line is above or below each MA for quick visual reference.
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How To Read The Indicator
Institutional Histogram Interpretation:
Green spikes above zero = Large buying orders detected
Red spikes below zero = Large selling orders detected
White spikes above and below zero = Large neutral orders detected
Simultaneous buy and sell spikes = Two-sided institutional activity (potential reversal zone or high-interest price level)
The identification table on your chart shows which tier filter is active and any size filter threshold
Pressure Histogram Interpretation:
Tall bars with saturated green = Strong, mostly one-sided buying pressure
Tall bars with saturated red = Strong, mostly one-sided selling pressure
Shorter or gray-tinted bars = Lower conviction or balanced activity from buyers and sellers
Absorption Histogram Interpretation:
Tall bright bars = High volume absorbed without moving price (potential reversal or exhaustion of the move)
Low/absent bars = Volume efficiently moving price as expected
Neutral Volume Histogram Interpretation:
Large neutral volume signals clusters of limit orders from large buyers and sellers looking to fill their orders without moving the market. This can signal a potential reversal, or intention to support price from that area.
Trend Line Interpretation:
Rising trend line (green) = Cumulative buying pressure increasing
Falling trend line (red) = Cumulative selling pressure increasing
Trend crossing above/below MAs = Potential shift in order flow momentum
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Trading Applications
Scalping & Intraday Trading : Use the Institutional Histogram to identify when large players are entering the market. Imbalances between institutional buying and selling often precede short-term price movements. Watch for a strong directional bias from large orders and then look for pullbacks to enter positions in the same direction of the large order bias.
Watch for high spikes in absorption after an extended move up or down. This typically represents a reversal is coming or that the move is exhausted and a pullback to fair price areas is likely so trail your stop tightly if you are already in a position or use the absorption spike as a signal to watch for a potential entry near that spike candle.
Support & Resistance Confirmation : High Absorption readings at key price levels may confirm that orders are being absorbed, strengthening the case for support or resistance. Clusters of absorption can help identify accumulation and distribution zones. These often have price reactions that can be scalped for quick profits by trading back towards where price approached the support/resistance level from.
Trend Confirmation : The Order Flow Trend Line can confirm or diverge from price trends. Strong price moves accompanied by aligned order flow provide higher conviction. Divergences between price and cumulative delta may signal weak conviction from traders and indicate a potential reversal is coming.
Institutional Order Detection : Filter for only the largest orders (Tier 1) to see when potential institutional players are most active. These rare, significant orders often precede meaningful price moves. When you see a clear bias in direction from the institutional traders, look for pullbacks and then enter a position in the same direction as the large trader bias.
Volume Analysis : Compare Pressure and Neutral Volume histograms together. High pressure with low neutral volume suggests conviction moves, while high neutral volume with low pressure may indicate consolidation or absorption.
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Settings Overview
Global Settings:
Data Source : Analyze order flow from a different symbol (e.g., ES1! while viewing SPY). Leave empty to use the current chart symbol.
Lower Timeframe : The granularity of tick data analysis (default: 1T for 1-tick). Lower timeframes provide more accurate data but have limited historical depth.
Only Show Data For Confirmed Bars : When enabled, only displays data after bars close to prevent values from updating on open bars.
Institutional Buyer Histogram Settings:
Order Size Tier Filter : Adjust sensitivity from Tier 1 (largest orders only) through All Tiers (broader detection), or use Size Filter Only mode
Only Show Orders Above Filter Threshold : Enable an additional absolute minimum order size filter
Order Size Filter Threshold : Set a specific minimum volume when the size filter is enabled
Color Settings : Customize buy, sell, and neutral order colors
Buy & Sell Pressure Histogram Settings:
Enable/disable and invert the histogram
Customize buy pressure, sell pressure, and base colors for the gradient system
Absorption Histogram Settings:
Enable/disable and invert the histogram
Customize absorption and base colors
Neutral Volume Histogram Settings:
Enable/disable and invert the histogram
Customize the neutral volume color
Order Flow Trend Settings:
Calculation Method : Basic (raw delta) or Advanced (proprietary scoring)
Smoothing Length : Apply SMA smoothing to the trend line (1 = no smoothing)
Reset Period : When cumulative values reset (5min through 1 Year)
MA 1/2/3 Timeframes : Time-based moving average periods (each can be independently enabled)
MA Fill : Optional color fill between trend line and MAs
Identification Table:
Enable/disable the on-chart table showing active features
Customize position, background color, and text color
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Important Notes & Limitations
Lower Timeframe Data Requirements : This indicator is designed to work with tick-level data (1T timeframe) for maximum accuracy. The quality of analysis depends directly on the granularity of data available:
Tick-based intervals require a paid TradingView subscription (Ultimate plan)
Historical tick data is very limited — even on the Ultimate plan, only 40,000 bars of historical tick data is available which can be days worth of data on some charts and only hours worth of data on charts like NQ where there are a large amount of traders constantly buying and selling.
Second-based data requires Premium or Ultimate plans. This will give you more history to work with, but multiple transactions can happen within a single second bar, so the data, especially directional data will not be as accurate as tick level data.
Using higher LTF settings (such as 1-minute) will still work but provides less granular order flow analysis
For complete information on data availability by subscription tier, see the TradingView pricing page.
Volume Data Required : This indicator requires volume data to function. Instruments without volume data (such as some forex pairs from certain brokers) cannot be analyzed with this tool.
Real-Time Updates : Without "Only Show Data For Confirmed Bars" enabled, the current bar's values will update in real-time as new ticks arrive. Enable this setting if you prefer to act only on finalized data that will not change upon bar confirmation.
Instrument Compatibility : While designed primarily for futures trading analysis, this indicator works on any instrument with volume data including stocks, forex, ETFs, and cryptocurrencies.
Using Multiple Instances Of The Indicator : There are multiple different options for you to use on this indicator, but having them on the same pane can be confusing and not obvious when the data overlaps. To fix this, just add a second or third instance of the indicator to your chart and then switch on the specific tool you want to use for that indicator pane. My personal favorite is the absorption on one pane and the institutional buyer histogram on another pane for easy analysis of both.
If you want to combine two histograms onto one indicator pane such as absorption and neutral volume, just enable the inversion setting on one of the tools so you get data on the positive side and negative side of the zero line and reduce how much space your indicator setup consumes of your chart.
Fix Indicator Loading Error: If the indicator fails to load or displays incorrectly, toggle the "Fix Indicator Loading Error" checkbox in settings. This forces TradingView to restart the indicator and typically resolves loading issues. Tradingview charts have issues with parsing tick data sometimes too, so if you see gaps between readings, try refreshing your browser. Most of the time that fixes the issue with gaps in data. If that does not resolve the issue, there may not be any tick data available from the exchange during that time period.
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Default Configuration
Out of the box, the indicator displays:
Institutional Buyer Histogram : Enabled with Tier 1 & 2 filter
Identification Table : Enabled (shows active features and current tier selection)
All other features : Disabled
This provides immediate value by showing large order detection without overwhelming the chart. Enable additional features as needed for your trading style.
ApEn Zones with Delta Confirmation MTF [PhenLabs]📊 ApEn Zones with Delta Confirmation MTF
Version: PineScript™ v6
📌 Description
The ApEn Zones with Delta Confirmation MTF indicator combines Approximate Entropy analysis with cumulative volume delta to identify high-probability support and resistance zones. Approximate Entropy (ApEn) measures the complexity and unpredictability in price data—when ApEn drops significantly, it signals a transition from chaotic to ordered market behavior, often preceding reversals or continuations.
This indicator goes beyond simple ApEn detection by integrating Delta confirmation, which validates zones using volume-based order flow analysis. When a zone forms with Delta confirmation, it indicates institutional participation aligning with the price structure. The multi-timeframe capability allows traders to detect zones forming on higher timeframes while executing on their preferred chart.
🚀 Points of Innovation
First indicator to combine ApEn complexity analysis with cumulative Delta confirmation for zone validation
Pre-built calculation presets eliminate guesswork—optimized parameters for scalping, day trading, and swing trading
Smart zone management automatically removes invalidated zones after two price rejections
Multi-timeframe architecture detects zones on configurable timeframes independent of chart timeframe
Visual style presets provide instant customization from high contrast to subtle overlays
Delta threshold system distinguishes between regular zones and institutionally-confirmed zones
🔧 Core Components
ApEn Calculator: Measures pattern regularity using embedding dimension (m=2) and tolerance factor (r) against price standard deviation to quantify market complexity
Delta Engine: Computes cumulative delta from volume and price movement, comparing against statistical thresholds to identify significant order flow divergence
Zone Generator: Creates visual box zones at signal points with dynamic sizing based on bar range and confirmation status
MTF Request Handler: Fetches ApEn calculations from user-specified timeframe using security() calls for higher timeframe alignment
Zone Manager: Tracks zone interactions, counts rejections, and automatically purges zones that have been tested twice
🔥 Key Features
Calculation Presets: Choose from Aggressive, Conservative, Scalping 1m, Strong Scalping, Swing Trading, or Default—each preset optimizes all parameters for specific trading styles
Visual Style Presets: Select Default, High Contrast, Subtle, Classic, Neutral, or Neutral Reverse to match your chart theme and preference
Delta Confirmation: Zones display with enhanced opacity when cumulative delta confirms institutional participation in the direction of the zone
Automatic Zone Cleanup: Zones self-destruct after two rejections, keeping your chart clean and focused on active levels
Alert System: Four alert conditions for buy zones, sell zones, strong buy signals, and strong sell signals
Maximum Zone Control: Limits display to 5 zones per direction to prevent chart clutter
🎨 Visualization
Buy Zones: Displayed as horizontal boxes at low points when ApEn crosses under threshold—lighter transparency indicates regular zone, darker indicates Delta confirmation
Sell Zones: Displayed as horizontal boxes at high points when ApEn crosses over threshold—visual confirmation follows same transparency logic
Zone Boundaries: Each zone extends 10% of bar range above and below the signal level, providing clear entry and stop areas
Dynamic Extension: All zones automatically extend rightward with each new bar until invalidated
📖 Usage Guidelines
Calculation Preset Selection
Scalping 1m / Strong Scalping: Use for 1-5 minute charts with faster signal generation and tighter thresholds (Length: 15, Zone Length: 5)
Aggressive: Shorter lookback (Length: 10) generates more zones with lower confirmation requirements—higher frequency, more noise
Default: Balanced parameters suitable for 5-15 minute charts (Length: 15, Zone Threshold: 0.5, Delta Length: 4)
Conservative: Extended lookback (Length: 30) with stricter thresholds—fewer but higher probability zones
Swing Trading: Longest parameters (Length: 40, Zone Length: 20) for 1H-4H charts capturing major structural zones
Visual Style Selection
High Contrast: Bright green/red for maximum visibility on any background
Subtle: Muted green/red with transparency for minimal chart distraction
Classic: Traditional lime green and crimson color scheme
Neutral / Neutral Reverse: Grayscale tones for non-directional bias visualization
Timeframe Configuration
Default timeframe is set to 1 minute—adjust based on your execution timeframe
For scalping: Set zone timeframe 1-3x your chart timeframe
For swing trading: Set zone timeframe to 4H or Daily while viewing 1H charts
✅ Best Use Cases
Identifying reversal zones during high-volatility market conditions
Confirming support/resistance levels with volume-based order flow validation
Scalping entries on lower timeframes with higher timeframe zone confluence
Filtering trade setups by requiring Delta confirmation before entry
Setting stop losses beyond zone boundaries after rejection tests
Swing trade positioning at zones detected on 4H/Daily timeframes
⚠️ Limitations
ApEn calculations are computationally intensive—may experience slower loading on very long chart histories
Delta estimation uses (close - open) * volume approximation, not actual order flow data
Zones require sufficient price history—indicator needs max_bars_back of 2000 bars for proper calculation
Low volume instruments may produce unreliable Delta confirmation signals
Zone rejections are counted based on price interaction, not candle close confirmation
Maximum of 5 zones per direction limits visibility during highly active markets
💡 What Makes This Unique
Entropy-Based Detection: Uses mathematical complexity analysis rather than simple price patterns to identify zones
Dual Confirmation System: Combines ApEn signals with Delta divergence for higher probability setups
Adaptive Presets: Six calculation presets and six visual styles create 36 possible configurations without manual parameter adjustment
Self-Managing Zones: Automatic invalidation after two rejections mimics how professional traders track level degradation
🔬 How It Works
Step 1 - ApEn Calculation: The indicator computes Approximate Entropy by measuring how often similar patterns of length m repeat within tolerance r multiplied by standard deviation—lower values indicate more predictable (ordered) price behavior
Step 2 - Signal Generation: Buy signals trigger when higher timeframe ApEn crosses under the average ApEn divided by threshold; sell signals trigger when ApEn crosses over average multiplied by threshold
Step 3 - Delta Confirmation: Cumulative delta is compared against its moving average plus/minus standard deviation times threshold—extreme readings confirm institutional order flow alignment
Step 4 - Zone Creation: Visual boxes are drawn at signal bars with dimensions based on bar range; confirmed zones receive enhanced opacity while unconfirmed zones appear more transparent
Step 5 - Zone Lifecycle: Active zones extend with each bar and track price interactions; after two rejections (price touches zone but reverses), the zone is automatically deleted
💡 Note:
This indicator works best when combined with trend analysis and market structure. Use calculation presets as starting points and adjust the Zone Timeframe setting to align with your trading methodology. Delta confirmation significantly improves zone reliability but requires volume data—instruments with low or unreported volume should rely primarily on ApEn signals alone. Always validate signals with price action context before executing trades.
High Volume Footprint BreakoutThe High Volume Footprint Breakout indicator brings institutional-grade Order Flow analysis to your standard TradingView charts. By looking inside the candles using intrabar data, this tool identifies specific price levels where massive, aggressive buying or selling volume has occurred.
Unlike standard Volume Profiles which show volume over a long period, this indicator isolates specific moments of high-intensity participation. It draws extended support and resistance lines from these "High Volume Nodes," helping you identify where institutions have stepped in and where trapped traders might exist.
Why Use This Indicator?
Standard candlestick charts show you where price went, but they hide how it got there. A candle might look normal, but inside that candle, there could be a massive battle between buyers and sellers at a specific price level.
Reveal Hidden Liquidity : Find the exact price levels that defended a move.
Filter the Noise : Instead of showing every volume node, this script only highlights Breakout Levels —areas where the single-price volume exceeded a historical maximum (e.g., the highest volume node in the last 20 bars).
No External Tools Needed : Replicates the logic of professional Footprint/Order Flow software using native TradingView data.
How It Works (The Logic)
This script uses a strict algorithm to reconstruct a virtual "Footprint" of the market:
Intrabar Analysis : It accesses lower timeframe data (e.g., 1-minute data inside a Daily bar) to analyze price action at a granular level.
Volume Categorization : It separates volume into Buy Volume (Aggressive Buyers) and Sell Volume (Aggressive Sellers) based on price movement logic.
Volume Distribution : To ensure accuracy, it distributes the volume of intrabar candles across their High-Low range, preventing artificial volume spikes on single ticks.
Breakout Detection : It compares the highest volume node of the current bar against the highest nodes of the previous X bars. If the current volume is a new local record, a line is drawn.
How to Trade This Indicator
1. The Standard Rejection (Trend Continuation)
Green Lines (Aggressive Buyers) : These levels represent areas where buyers stepped in with massive force. In an uptrend, expect price to bounce off these lines. Treat them as Support.
Red Lines (Aggressive Sellers) : These levels represent areas where sellers unloaded heavy positions. In a downtrend, expect price to reject these lines. Treat them as Resistance.
2. The "Flip" Setup (Trapped Traders)
This is an advanced Order Flow concept. When the market disrespects a high-volume level, it creates "Trapped Traders."
Red Line Acting as Support : If price breaks above a Red (Sell) line and holds, the aggressive sellers at that level are now trapped underwater. When price returns to this line, these sellers often buy to close their positions at breakeven, fueling a bounce.
Green Line Acting as Resistance : If price breaks below a Green (Buy) line, the aggressive buyers are trapped. When price rallies back to this line, they often sell to exit, creating resistance.
Settings & Configuration
Auto-Select Intrabar Timeframe :
Enabled (Recommended) : Automatically selects the best resolution (1-min for Intraday/Daily, 60-min for Weekly/Monthly) to match the "Volume Data Source" standards.
Disabled : Allows you to manually force a specific intrabar resolution.
Breakout Lookback Period : Determines how significant a volume spike must be to trigger a line. (Default: 20). Higher values = fewer, stronger lines.
Max Visible Lines : Limits the number of lines on the chart to keep your workspace clean.
Label Offset : Adjusts how far to the right the text labels appear, allowing you to position them perfectly for your screen setup.
Who Should Use This?
Order Flow Traders : Who want footprint-style logic without complex grid charts.
Price Action Traders : Who want objective, data-driven Support & Resistance levels rather than subjective drawings.
Scalpers & Day Traders : Who need to see where the "heavy hands" are transacting in real-time.
Disclaimer & Limitations
Intrabar vs. Tick Data : This script uses TradingView's intrabar data to approximate the footprint. While highly accurate, it may differ slightly from tick-perfect software.
Volume Data Required : This indicator requires the asset to provide real volume data. It works best on Futures, Crypto, and Stocks. It may not work on FOREX pairs that do not provide tick volume.
Does it Repaint?
Short Answer:
No , it does not repaint on closed bars. Once a candle closes and a line is drawn, that line is permanent and will not move or disappear.
Long Answer (The Nuances):
There are two specific scenarios you need to be aware of regarding how TradingView handles data:
1. The "Forming Bar" (Wait for Close)
Behavior : While the current candle is still moving (open), the indicator is calculating the volume in real-time. If a massive volume spike happens right now, a line might appear. If the volume of previous bars suddenly looks smaller by comparison, the condition might change.
Solution : Like almost all indicators, you must wait for the bar to close to confirm the signal. Once the bar closes, the calculation is locked and the line is fixed forever.
2. Historical Data Limits (The "Disappearing History" Issue)
Behavior : This script relies on request.security_lower_tf (e.g., fetching 1-minute data inside a Daily bar). TradingView does not store infinite 1-minute data for every asset. They usually store a few thousand bars of lower timeframe history (more if you have a Premium account).
The Issue : If you scroll back 5 years on a Daily chart, the script will try to fetch the 1-minute data for a day in 2019. If TradingView has deleted that old 1-minute data to save space, the script will receive "empty" data.
Result : You might see lines on the recent chart (last few months/year), but if you scroll back too far, the lines will stop appearing because the underlying data doesn't exist anymore.
Is this Repainting? Technically, no. It's a Data Availability limitation. But it means that what you see on a chart from 5 years ago might look different than what you saw when you were trading it live 5 years ago.
Disclaimer
For Educational and Informational Purposes Only
This indicator is provided for educational and informational purposes only and DOES NOT constitute financial, investment, or trading advice. The "High Volume Footprint Breakout" tool is based on historical data analysis and algorithmic interpretation of market volume; it does not predict future market movements with certainty.
Risk Warning
Trading in financial markets (Stocks, Crypto, Futures, Forex, etc.) involves a high degree of risk and may not be suitable for all investors. You could lose some or all of your initial investment. Past performance of any trading system or methodology is not necessarily indicative of future results.
No Liability
The author of this script assumes no responsibility or liability for any errors or omissions in the content of this indicator, or for any trading losses or damages incurred as a result of using this tool. Users are solely responsible for their own trading decisions and should always use proper risk management. By using this script, you acknowledge and agree to these terms.
Smart Fixed Volume Profile [MarkitTick]💡 This comprehensive analysis suite integrates Auction Market Theory, structural gap analysis, and statistical liquidity strain modeling into a single, cohesive toolkit. Designed for traders who require a granular view of institutional order flow, this indicator overlays a Fixed Range Volume Profile with intelligent price gap classification and a volatility-adjusted exhaustion detector. By combining these three distinct analytical dimensions, it allows users to identify value consensus, structural breakouts, and potential market turns driven by liquidity shortages.
✨ Originality and Utility
While standard Volume Profiles display where trading occurred, this script advances the concept by contextually analyzing *how* price arrived at those levels. It solves the problem of isolated analysis by fusing three disparate methodologies:
Contextual Integration: It does not merely show support and resistance; it qualifies moves using "Smart Gaps" (classifying gaps based on market structure) and "Liquidity Strain" (identifying unsustainable price velocity).
Institutional Footprint: The inclusion of an "Unusual Volume" highlighter within the profile bars helps traders spot hidden institutional accumulation or distribution blocks that standard profiles miss.
Hybrid Logic: By combining a fixed-time profile (anchored to specific dates) with dynamic, developing gap analysis, it provides both a static roadmap of the past and a dynamic interpretation of current price action.
🔬 Methodology and Concepts
• Fixed Volume Profile Engine
The core of the indicator constructs a volume distribution histogram over a user-defined time window. It utilizes a custom aggregation engine that:
Fetches higher-timeframe volume and price data to ensure accuracy.
Segments the price range into specific "bins" or rows.
Allocates volume to these bins based on price action within the bar, separating Buying Volume (Up bars) from Selling Volume (Down bars).
Calculates the Point of Control (POC) —the price level with the highest traded volume—and the Value Area , which contains 70% (customizable) of the total volume centered around the POC.
• Smart Gap Logic
The script systematically identifies price gaps and classifies them based on their location relative to market pivots (Highs/Lows):
Breakaway Gaps: Occur when price gaps beyond a significant structural pivot (Lookback High/Low), signaling a potential trend initiation.
Runaway Gaps: Occur within an existing trend without breaking structure, indicating trend continuation.
Exhaustion Gaps: Identified when a gap occurs late in a mature trend (measured by bar count since the last pivot) accompanied by a volume spike, suggesting the trend is overextended.
• Liquidity Strain Detector
This module utilizes a statistical approach to measure market stress. It calculates "Illiquidity" by analyzing the ratio of True Range to Volume (Price Impact).
It applies a Logarithmic transformation to normalize the data.
It calculates a Z-Score (Standard Deviation from the mean) of this impact.
If the Z-Score exceeds a threshold (e.g., 2.0 Sigma) while the trend opposes the price move, it triggers an exhaustion signal, indicating that price is moving too easily on too little volume (thin liquidity).
🎨 Visual Guide
• Volume Profile Elements
Histogram Bars: Horizontal bars representing volume at price. Cyan indicates bullish volume; Red indicates bearish volume.
Unusual Volume Highlight: Bars with volume exceeding the average by a set factor (default 2x) are highlighted with brighter, distinct overlays to denote institutional interest.
POC Line: A solid Yellow line marking the price level with the highest volume.
VAH / VAL Lines: Dashed Blue lines marking the Value Area High and Value Area Low.
Background Box: A grey shaded area encapsulating the entire time and price range of the profile.
• Smart Gap Boxes
Blue Box (Breakaway): Marks the start of a new structural move.
Orange Box (Runaway): Marks continuation gaps in the middle of a trend.
Red Box (Exhaustion): Marks potential trend termination points.
Dotted Lines: Extend from the center of gap boxes to serve as future support/resistance levels. These boxes are automatically deleted if price "fills" or violates the gap level.
Note: This tool incorporates core components from [ Smart Gap Concepts ], optimized for this specific strategy.
• Liquidity Signals
Green Label (SE): "Seller Exhaustion" – Appears below bars in a downtrend when selling pressure is statistically overextended.
Red Label (BE): "Buyer Exhaustion" – Appears above bars in an uptrend when buying pressure is statistically overextended.
Note: This tool incorporates core components from [ Liquidity Strain Detector ], optimized for this specific strategy.
📖 How to Use
• Interactive Range Selection: This indicator features a flexible, interactive input system. Upon adding the script to your chart, execution is paused until the analysis range is defined. You will be prompted to click on the chart twice: first to establish the Start Date and second to establish the End Date. Once these anchor points are confirmed, the indicator will automatically load the data and generate the profile for the selected specific period.
● Strategies for Optimal Anchoring
the optimal starting and ending points for high-probability setups:
Swing Highs and Lows (Trend Analysis):
Anchor the Start Date at a major structural swing high or low and the End Date at the current price using the Extend to Present feature. This identifies the "Fair Value" for the entire price move .
Consolidation/Range Anchoring:
Set the Start Date at the first bar of a sideways range and the End Date at the breakout candle. This reveals the high-node volume clusters that will act as future support or resistance.
Session-Based Anchoring (Intraday):
Align the Start Date with the session open (e.g., London or New York open) to track institutional flow for that specific day .
Event-Driven Anchoring:
Place the Start Date on a significant news event or a Breakaway Gap identified by the script's Gap Engine. This helps determine if the new volume supports the direction of the gap.
Correction Cycles:
During a pullback, anchor the Start Date at the start of the correction to find the Value Area Low (VAL), which often serves as a tactical entry point for a trend continuation.
• Identifying Value:
Use the Value Area to gauge market consensus. Acceptance of price within the VA indicates balance. A breakout above VAH or below VAL suggests the market is searching for new value. The POC often acts as a magnet for price correction.
• Trading Breakouts:
Watch for Breakaway Gaps (Blue) that align with a move out of the Volume Profile's Value Area. This confluence increases the probability of a sustained trend.
• Spotting Reversals:
Combine Exhaustion Gaps (Red) with Liquidity Strain Signals (SE/BE) . If price gaps up into a low-volume node on the profile and prints a "Buyer Exhaustion" signal, it suggests the move is unsupported by liquidity and liable to reverse.
• Support and Resistance:
The extended dotted lines from the Smart Gap boxes act as dynamic support/resistance. A retest of a "Runaway Gap" is often a viable entry point for trend continuation.
⚙️ Inputs and Settings
• Global Profile:
Start/End Date: Define the exact window for the volume profile calculation.
Extend to Present: If checked, the profile updates with live data beyond the end date.
• Profile Settings:
Number of Rows: Determines the vertical resolution (granularity) of the histogram.
Value Area %: Default is 70%, representing one standard deviation of volume distribution.
Placement: Position the profile on the Left or Right of the defined range.
• Liquidity & Gaps:
Unusual Threshold: Multiplier of average volume to highlight institutional bars (default 2.0x).
Structure Lookback: Adjusts the sensitivity of pivot detection for gap classification.
Stress Threshold (Sigma): The Z-Score limit for triggering Liquidity Strain signals (default 2.0).
🔍 Deconstruction of the Underlying Scientific and Academic Framework
• Auction Market Theory (AMT):
The script is grounded in AMT, which posits that the market's primary function is to facilitate trade. The Volume Profile visualizes this by displaying a bell curve of price distribution. The Value Area (typically 70%) corresponds to the First Standard Deviation in a normal Gaussian distribution, representing the area of "Fair Value" where buyers and sellers agree.
• Market Microstructure & Kyle’s Lambda:
The Liquidity Strain module draws conceptually from Kyle’s Lambda, a metric in market microstructure that measures market depth and price impact (Illiquidity). By calculating the ratio of price change (True Range) to Volume, the script approximates the "cost" of moving the market.
• Statistical Z-Score Normalization:
To make the liquidity data actionable, the script applies Z-Score normalization: Z = (X - μ) / σ . This converts raw illiquidity values into standard deviations from the mean. A Z-Score above +2.0 signifies a statistically significant anomaly—an outlier event where price moved excessively relative to the volume traded, often preceding a mean-reversion event.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
BT Smart CVDBT Smart CVD — Intelligent Delta, Inventory & Participation Context
What this is
BT CVD is an advanced Cumulative Volume Delta tool designed to show when delta actually matters .
Instead of treating all buying/selling equally, BT CVD contextualizes delta by:
• Existing inventory size
• Relative delta significance
• Participation momentum (CDC-weighted)
This is a context and permission tool , not a buy/sell signal generator.
In the example above advanced but common CVD interpretations can mislead traders into trap areas. The Smart CVD recognizes exhaustion in real time, informing traders when price is slowing down and possibly reversing
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Core concepts
CVD Line = Inventory
The CVD line shows cumulative net buying or selling since the selected anchor.
• Rising CVD → inventory accumulation
• Falling CVD → inventory distribution
• Flat CVD → balance / rotation
Delta Histogram = Activity
Each histogram bar represents delta on that candle only.
• Cyan = net buying on the bar
• Red = net selling on the bar
Important:
A cyan bar below zero does NOT mean the market is bullish.
It means buyers were aggressive on that candle, even if sellers still control inventory overall.
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Intelligent Delta Heatmap
BT CVD uses a gradient heatmap to highlight relative delta significance , not raw size.
Delta intensity is normalized by:
• Current inventory (CVD level)
• A stabilizing denominator floor
• A user-defined % threshold
Result:
• Dark / saturated bars = meaningful pressure
• Faded bars = low-impact activity
• Rapid intensity changes = acceleration or liquidation
This makes liquidation, exhaustion, and initiative moves visually obvious.
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CDC-Weighted Delta (Key Feature)
Delta only matters if participation supports it.
When CDC-weighting is enabled:
• Delta is emphasized only when participation expands in the same direction
• Decelerating participation is muted
• Direction-aware logic correctly handles both bullish and bearish flows
This dramatically reduces false breakouts and late-trend traps.
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State-Aware CVD
BT CVD classifies flow into behavioral states that guide trader behavior:
Inventory Building
• Strong delta + expanding participation
• Press-friendly environment
Fragile Inventory
• Strong delta + weak participation
• Breakouts vulnerable
Exhaustion
• Participation spikes without inventory follow-through
• Fade risk increases
Inventory Unwind
• Strong opposing delta
• Liquidation or rotation risk
No arrows. No signals. Just behavior.
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Anchoring & Scaling
• Session / Weekly / All anchors for inventory context
• Manual or Auto scaling keeps CVD readable across assets
• Optional intrabar delta for higher-fidelity flow
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How traders use BT CVD
• Press trades only when inventory and participation align
• Avoid chasing fragile breakouts
• Recognize liquidation and exhaustion early
• Stand down during low-quality participation
Bottom line
BT CVD doesn’t predict price.
It helps traders align with professional inventory behavior and avoid trading when delta doesn’t matter.
Full playbook and available separately.
Kalman Absorption/Distribution Tracker 3-State EKFQuant-Grade Institutional Flow: 3-State EKF Absorption Tracker
SUMMARY
An advanced, open-source implementation of a 3-State Extended Kalman Filter (EKF) designed to track institutional Order Flow. By analyzing 1-second intrabar microstructure data, this script estimates the true Position, Velocity, and Volatility of the Cumulative Volume Delta (CVD), revealing hidden Absorption and Distribution events in real-time.
INTRODUCTION: THE SIGNAL AMIDST THE NOISE
In the world of technical analysis, noise is the enemy. Traditional indicators rely on Moving Averages (SMA, EMA) to smooth out price and volume data. The problem is the "Lag vs. Noise" paradox: to get a smooth signal, you must accept lag; to get a fast signal, you must accept noise.
This indicator solves that paradox by introducing aerospace-grade mathematics to the TradingView community: The 3-State Extended Kalman Filter (EKF).
Unlike moving averages that blindly average past data, a Kalman Filter is a probabilistic state-space model. It constantly predicts where the order flow "should" be, compares it to the actual measurement, and updates its internal model based on the calculated uncertainty of the market.
This script is not just another volume oscillator. It is a full microstructure analysis engine that digests intrabar data (down to 1-second resolution) to track the true intent of "Smart Money" while filtering out the noise of retail chop.
THE INNOVATION: WHY 3 STATES?
Most Kalman Filters found in public libraries are "1-State" (tracking price only) or occasionally "2-State" (tracking price and velocity). This script introduces a highly advanced 3-State EKF.
The filter tracks three distinct variables simultaneously in a feedback loop:
State 1: Position (The True CVD)
This is the noise-filtered estimate of the Cumulative Volume Delta. It represents the actual inventory accumulation of aggressive buyers versus sellers, stripped of random noise.
State 2: Velocity (The Momentum)
This tracks the rate of change of the order flow. Is buying accelerating? Is selling pressure fading even as price drops? This provides a leading signal before the cumulative value even turns.
State 3: Volatility (The Adaptive Regime)
This is the game-changer. The filter estimates the current volatility of the order flow (Log-Volatility). In high-volatility environments (like news events), the filter automatically widens its uncertainty bands (Covariance) and reacts faster. In low-volatility environments (chop), it tightens up and ignores minor fluctuations.
THE LOGIC: DETECTING ABSORPTION AND DISTRIBUTION
The core philosophy of this indicator is based on Wyckoff Logic: Effort vs. Result.
-- Effort: Represented by the CVD (Buying/Selling pressure).
-- Result: Represented by Price Movement.
When these two diverge, we have an actionable signal. The script uses the EKF Velocity state to detect these moments:
Absorption (Bullish)
This occurs when the EKF detects high negative Velocity (aggressive selling), but Price refuses to drop. The "Smart Money" is absorbing the sell orders via limit buys. The indicator highlights this as a Blue Event in the dashboard.
Distribution (Bearish)
This occurs when the EKF detects high positive Velocity (aggressive buying), but Price refuses to rise. Limit sellers are capping the market. The indicator highlights this as an Orange Event.
TECHNICAL DEEP DIVE: UNDER THE HOOD
For the developers and quants, here is how the Pine Script is architected using the "type" and "method" features of Pine Script v5.
1. Data Ingestion (Microstructure)
The script uses "request.security_lower_tf" to pull intrabar data regardless of your chart timeframe. This allows the script to see "inside" the bar. A 5-minute candle might look green, but the microstructure might reveal that 80% of the volume was selling absorption at the wick. This script sees that.
2. Tick Classification
Standard CVD assumes that if Price Close is greater than Price Open, all volume is buying. This is often flawed. This script offers three modes of tick handling, including a "High-Low Distribution" method that statistically apportions volume based on where the tick closed relative to its high and low.
3. The EKF Mathematics
The script implements the standard Extended Kalman Filter equations manually. It calculates the Jacobian matrix to handle the non-linear relationship between volatility and price. The "Process Noise Matrix" (Q) is dynamically scaled by the Volatility State. This means the mathematics of the indicator literally "breathe" with the market conditions—expanding during expansion and contracting during consolidation.
THE DASHBOARD & VISUALS:
The indicator features a professional-grade HUD (Heads Up Display) located on the chart table.
-- EKF State Vector: Displays the real-time Position, Velocity, and Volatility values derived from the matrix.
-- Ease of Movement (Wyckoff): Calculates how much price moves per 1,000 contracts of CVD. For example, if Price moves +5 points per 1k Buy CVD, but only -2 points per 1k Sell CVD, the "Path of Least Resistance" is clearly UP.
-- Session State: Tracks cumulative confirmed Bullish vs. Bearish events for Today, Yesterday, and the Day Before (3-Day Profile).
-- Bias Summary: An algorithmic conclusion telling you if the day is "Confirmed Bullish," "Accumulating," or "Neutral."
HOW TO TRADE THIS INDICATOR
Strategy A: The Reversal (Absorption Play)
Look for price making a Lower Low.
Look for the EKF Velocity (Histogram) to be Deep Red (High Selling Pressure).
Watch the Dashboard "Absorption" count increase.
SIGNAL: When EKF Velocity crosses back toward zero and turns grey/green, the absorption is complete. This indicates sellers are exhausted and limit buyers have control.
Strategy B: The Trend Continuation (Ease of Movement)
Check the Dashboard "Ease of Movement" section.
If "Price per +1K CVD" is significantly higher than "Price per -1K CVD", buyers are efficient.
Wait for a pullback where EKF Velocity hits the "Neutral Zone" (Gray).
SIGNAL: Enter Long when Velocity ticks positive again, aligning with the dominant Ease of Movement stats.
CONFIGURATION GUIDE:
Because this is a quant-grade tool, the settings allow for fine-tuning the physics of the filter.
-- Velocity Decay: Controls how fast momentum resets to zero. Set high (0.98) for trending markets, or lower (0.85) for mean-reverting chop.
-- Volatility Persistence: Controls how "sticky" volatility regimes are.
-- Process Noise: Increase this if the filter feels too laggy; decrease it if the filter feels too jittery (noisy).
-- Measurement Noise: Increase this to trust the Mathematical Model more than the Price Data (smoother output).
WHY OPEN SOURCE?
Complex statistical filtering is often sold behind closed doors in expensive "Black Box" algorithms. By releasing this 3-State EKF open source, the goal is to raise the standard of development on TradingView.
I encourage the community to inspect the code, specifically the "ekf_update_3state" function, to understand how matrix operations can be simulated in Pine Script to create adaptive, self-correcting indicators. And also update me for improvements.
DISCLAIMER:
This tool analyzes microstructure volume data. It requires a subscription plan that supports Intrabar inspection (Premium/Pro recommended for best results). Past performance of the Kalman Filter logic does not guarantee future results. Volume analysis is subjective and should be used as part of a comprehensive strategy.
SUGGESTED SETTINGS
-- Timeframe: Works best on 1m, 3m, or 5m charts (Intrabar data is fetched from 1S).
-- Asset Class: Highly effective on Futures (ES, NQ, BTC) and high-volume Forex/Crypto pairs where volume data is reliable.
-- Background: Dark mode recommended for Dashboard visibility.
WHAT IS A KALMAN FILTER?
Imagine driving a car into a tunnel where your GPS signal is lost.
Prediction: Your car knows its last speed (Velocity) and position. It predicts where you are every second inside the tunnel.
Update: When you exit the tunnel, the GPS connects again. The system compares where it thought you were versus where the satellite says you are.
Correction: It corrects your position and updates its estimate of your speed.
Now apply this to trading:
-- The Tunnel: Market Noise, wicks, and Fake-outs.
-- The Car: The True Market Trend.
-- This Indicator: The navigation system that tells you where the market actually is, ignoring the noise of the tunnel.
Enjoy the indicator and trade safe!
Dr. Jay Desai
(Investment Management & Derivatives Area, Gujarat University)
Smart Money Flow Oscillator [MarkitTick]💡This script introduces a sophisticated method for analyzing market liquidity and institutional order flow. Unlike traditional volume indicators that treat all market activity equally, the Smart Money Flow Oscillator (SMFO) employs a Logic Flow Architecture (LFA) to filter out market noise and "churn," focusing exclusively on high-impact, high-efficiency price movements. By synthesizing price action, volume, and relative efficiency, this tool aims to visualize the accumulation and distribution activities that are often attributed to "smart money" participants.
✨ Originality and Utility
Standard indicators like On-Balance Volume (OBV) or Money Flow Index (MFI) often suffer from noise because they aggregate volume based simply on the close price relative to the previous close, regardless of the quality of the move. This script differentiates itself by introducing an "Efficiency Multiplier" and a "Momentum Threshold." It only registers volume flow when a price move is considered statistically significant and structurally efficient. This creates a cleaner signal that highlights genuine supply and demand imbalances while ignoring indecisive trading ranges. It combines the trend-following nature of cumulative delta with the mean-reverting insights of an In/Out ratio, offering a dual-mode perspective on market dynamics.
🔬 Methodology
The underlying calculation of the SMFO relies on several distinct quantitative layers:
• Efficiency Analysis
The script calculates a "Relative Efficiency" ratio for every candle. This compares the current price displacement (body size) per unit of volume against the historical average.
If price moves significantly with relatively low volume, or proportional volume, it is deemed "efficient."
If significant volume occurs with little price movement (churn/absorption), the efficiency score drops.
This score is clamped between a user-defined minimum and maximum (Efficiency Cap) to prevent outliers from distorting the data.
• Momentum Thresholding
Before adding any data to the flow, the script checks if the current price change exceeds a volatility threshold derived from the previous candle's open-close range. This acts as a gatekeeper, ensuring that only "strong" moves contribute to the oscillator.
• Variable Flow Calculation
If a move passes the threshold, the script calculates the flow value by multiplying the Typical Price and Volume (Money Flow) by the calculated Efficiency Multiplier.
Bullish Flow: Strong upward movement adds to the positive delta.
Bearish Flow: Strong downward movement adds to the negative delta.
Neutral: Bars that fail the momentum threshold contribute zero flow, effectively flattening the line during consolidation.
• Calculation Modes
Cumulative Delta Flow (CDF): Sums the flow values over a rolling period. This creates a trend-following oscillator similar to OBV but smoother and more responsive to real momentum.
In/Out Ratio: Calculates the percentage of bullish inflow relative to the total absolute flow over the period. This oscillates between 0 and 100, useful for identifying overextended conditions.
📖 How to Use
Traders can utilize this oscillator to identify trend strength and potential reversals through the following signals:
• Signal Line Crossovers
The indicator plots the main Flow line (colored gradient) and a Signal line (grey).
Bullish (Green Cloud): When the Flow line crosses above the Signal line, it suggests rising buying pressure and efficient upward movement.
Bearish (Red Cloud): When the Flow line crosses below the Signal line, it suggests dominating selling pressure.
• Divergences
The script automatically detects and plots divergences between price and the oscillator:
Regular Divergence (Solid Lines): Suggests a potential trend reversal (e.g., Price makes a Lower Low while Oscillator makes a Higher Low).
Hidden Divergence (Dashed Lines): Suggests a potential trend continuation (e.g., Price makes a Higher Low while Oscillator makes a Lower Low).
"R" labels denote Regular, and "H" labels denote Hidden divergences.
• Dashboard
A dashboard table is displayed on the chart, providing real-time metrics including the current Efficiency Multiplier, Net Flow value, and the active mode status.
• In/Out Ratio Levels
When using the Ratio mode:
Values above 50 indicate net buying pressure.
Values below 50 indicate net selling pressure.
Approaching 70 or 30 can indicate overbought or oversold conditions involving volume exhaustion.
⚙️ Inputs and Settings
Calculation Mode: Choose between "Cumulative Delta Flow" (Trend focus) or "In/Out Ratio" (Oscillator focus).
Auto-Adjust Period: If enabled, automatically sets the lookback period based on the chart timeframe (e.g., 21 for Daily, 52 for Weekly).
Manual Period: The rolling lookback length for calculations if Auto-Adjust is disabled.
Efficiency Length: The period used to calculate the average body and volume for the efficiency baseline.
Eff. Min/Max Cap: Limits the impact of the efficiency multiplier to prevent extreme skewing during anomaly candles.
Momentum Threshold: A factor determining how much price must move relative to the previous candle to be considered a "strong" move.
Show Dashboard/Divergences: Toggles for visual elements.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
This indicator represents a hybrid synthesis of academic Market Microstructure theory and classical technical analysis. It utilizes an advanced algorithm to quantify "Price Impact," leveraging the following theoretical frameworks:
• 1. The Amihud Illiquidity Ratio (2002)
The core logic (calculating body / volume) functions as a dynamic implementation of Yakov Amihud’s Illiquidity Ratio. It measures price displacement per unit of volume. A high efficiency score indicates that "Smart Money" has moved the price significantly with minimal resistance, effectively highlighting liquidity gaps or institutional control.
• 2. Kyle’s Lambda (1985) & Market Depth
Drawing from Albert Kyle’s research on market microstructure, the indicator approximates Kyle's Lambda to measure the elasticity of price in response to order flow. By analyzing the "efficiency" of a move, it identifies asymmetries—specifically where price reacts disproportionately to low volume—signaling potential manipulation or specific Market Maker activity.
• 3. Wyckoff’s Law of Effort vs. Result
From a classical perspective, the algorithm codifies Richard Wyckoff’s "Effort vs. Result" logic. It acts as an oscillator that detects anomalies where "Effort" (Volume) diverges from the "Result" (Price Range), predicting potential reversals.
• 4. Quantitative Advantage: Efficiency-Weighted Volume
Unlike linear indicators such as OBV or Chaikin Money Flow—which treat all volume equally—this indicator (LFA) utilizes Efficiency-Weighted Volume. By applying the efficiency_mult factor, the algorithm filters out market noise and assigns higher weight to volume that drives structural price changes, adopting a modern quantitative approach to flow analysis.
● Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Institutional PointOverview Institutional Point is a sophisticated data-mining indicator designed to identify and track "institutional footprints" by isolating the single candle with the highest volume relative to a specific time anchor. Unlike traditional volume profiles that aggregate data into price bins, this script pinpoints the exact temporal origin of massive liquidity injections.
Core Methodology The script operates on a multi-timeframe analysis engine (MTF). It scans sub-chart data (2-minute or 15-minute intervals) to find the absolute maximum volume peak within a defined period. Once the "Institutional Point" is identified:
Source Identification: The origin candle is highlighted in white, signaling a high-conviction entry or exit by large-scale market participants.
Zone Projection: A borderless "Institutional Zone" is projected forward from the spike’s high/low range.
Dynamic Interaction: The zone remains active until the price revisits the area (mitigation) or until the time-based expiration is reached.
Anchor Modes & Precision
8-Hour Cycle: Optimized for high-frequency scalping. Anchors reset at 00:00, 08:00, and 16:00. Utilizes ultra-precise 2-minute volume detection.
Daily Session: Designed for intraday and swing traders. Anchors to the Daily Open. Utilizes 2-minute volume detection to isolate precise institutional orders.
Weekly Cycle: Built for identifying major structural pivots. Anchors to the Weekly Open. Utilizes 15-minute volume detection for macro-liquidity analysis.
Key Features
Naked Level Tracking: Zones automatically stop extending the moment they are "hit" by price action, providing a clean visual of unmitigated liquidity.
Anti-Noise Filter: Automatically excludes Saturday and Sunday data to maintain statistical integrity across global markets.
Minimalist Interface: High-contrast visual design focused on scannability and professional chart aesthetics.
Use Cases
Data Science & Backtesting: Ideal for measuring the "Z-Score" or "Percentile Distance" from institutional peaks.
Supply & Demand Trading: Automated identification of the "Origin of the Move."
Magnet Analysis: Tracking "Naked" volume spikes as high-probability magnets for future price mean reversion.
Pinnacle ICT BasicOverview
Pinnacle ICT Basic (PICT Basic) is a contextual market regime overlay inspired by Inner Circle Trader (ICT) principles. It analyzes price behavior relative to recent structure and momentum to classify current conditions as orderly (directional progression), transitional (consolidation/stall), or unstable (chop/stand-down).
Important: This script provides no trade entries, exits, targets, alerts for execution, or performance predictions. It serves purely as a visual aid for discretionary decision-making, highlighting market context to help traders avoid low-quality conditions.
Originality and Value of This Integration
This script stands out by combining classic elements (EMA baseline for trend bias, pivot-based liquidity sweeps, displacement via candle body analysis, volume spikes, ATR-based separation, ADX/range for chop detection, and HTF EMA alignment) in a unique hierarchical filtering system. The proprietary tuning creates cleaner, more reliable contextual reads than simple individual indicators or basic mashups.
Key differentiators include:
Adaptive stall detection using a rolling baseline cross-count scaled as a percentage of lookback period (combined with ADX and range/ATR ratios) to identify hidden consolidation early, reducing false directional reads in ranging markets.
Deterministic market-mode adjustments (offsets for stocks vs. futures) for consistent behavior across asset classes without over-optimization.
Binary quality gating on setups (configurable OR/AND logic for volume + displacement) before confirmation, with limits like one-setup-per-leg, one-confirm-per-swing, cooldown bars, and micro-trend alignment.
Strict CONT (continuation first-touch) arming that requires pre-separation from baseline (ATR-scaled) and optional close-side requirements, preventing premature or noisy signals.
These interactions form a multi-layer filter: structure → quality → confirmation → regime shading. This reduces noise significantly compared to freely available scripts that plot sweeps or displacements independently, offering refined contextual awareness that justifies protected source code and selective access.
How It Works (Conceptual)
The script evaluates price movement progression, not just position.
At a high level:
A baseline EMA defines primary bias (bullish/bearish), with optional micro EMA for short-term alignment.
Market state detection combines traditional chop filters with proprietary stall logic to flag "stand down" periods of indecision.
Liquidity sweeps identify breaches of recent swing highs/lows (configurable key-swing strength or lookback).
Displacement requires strong candle bodies exceeding averages (with optional ATR filter).
Volume confirmation demands spikes above SMA.
HTF filter checks true bias alignment (not just LTF close vs. HTF EMA).
Setups trigger on recent sweeps or armed first-touch continuations at baseline.
Confirms require confluence of displacement, volume, micro alignment, and HTF OK—gated to avoid over-signaling.
The HUD displays regime (bullish/bearish/stand-down), bias, HTF status, alignment (OK or mismatch), and active filters (vol/disp). Background shading and optional labels/shapes provide visual cues for orderly vs. compressed/unstable action.
Visual Output
The script overlays:
Baseline (and optional micro) EMA.
Background regime shading.
Setup/confirm labels or shapes (configurable sizes/modes: Minimal, Standard, Debug).
On-chart HUD with real-time state summary.
No predictive elements, offsets into future, or non-standard chart assumptions are used.
What This Script Is Not
Does not generate buy/sell signals or alerts for direct execution.
Does not rely on fixed oscillator thresholds or simple MA crossovers alone.
Does not forecast direction or replace risk management.
Does not constitute a standalone system—all decisions remain discretionary.
Intended Use
Use as a contextual filter alongside your existing approach:
Avoid participation in "stand down" or mismatched conditions.
Monitor transitions from compression to expansion.
Assess structural continuity or disruption.
Apply across timeframes and assets (with auto-mode detection for stocks/futures).
Disclaimer
This script is for educational and informational purposes only. It does not constitute financial, investment, or trading advice. Trading involves risk; apply proper risk management. Past observations do not guarantee future behavior.
To request access, send a private message on TradingView with your username and brief intended use.
