5 Layer Script FVG P3 Identifier Package True vs FalseThis script is a Fair Value Gap (FVG) identification framework designed to highlight price inefficiencies created by displacement, not to predict reversals or force entries. The script automatically detects and plots true three candle fair value gaps, allowing traders to objectively identify areas where price moved with imbalance and may later seek re-equilibration. Where you will see the FVG will update from a regular fvg to a True FVG.
How it works
-Identifies valid FVGs based on price displacement, not arbitrary candle size
-Plots FVG zones only after they are fully formed and confirmed
-Zones remain on the chart until price interacts with them
-No repainting once an FVG is printed
How to use it
-Use FVGs as areas of interest, not entry signals
-Best applied when price is returning after expansion
-Combine with: Higher-timeframe bias and Midpoint equilibrium levels
-Market structure shifts
-Liquidity sweeps or session timing
Entries should be taken only after confirmation (reaction, rejection, or shift)
This can be a good entry tool.
Cerca negli script per "gaps"
Adaptive Kinetic Trend [AKT] Pure MathTitolo: Adaptive Kinetic Trend - Pure Math
Descrizione:
Overview The Adaptive Kinetic Trend is a custom-built trend following system designed to filter noise and adapt to changing market volatility. Unlike standard indicators that rely on a static calculation, the AKT introduces a "Kinetic" component that adjusts the trend baseline according to price velocity (Momentum) and market intensity (ADX).
The "Pure Math" Implementation To ensure maximum stability and prevent potential discrepancies associated with data gaps or library updates, this script features a 100% manual mathematical library. It does not use TradingView's native ta.* functions for its core logic. Every calculation—including Wilder's Smoothing (RMA), Weighted Moving Averages (WMA), and True Range (TR)—is computed explicitly within the code from raw price data. This provides a transparent look at how the signals are derived.
Key Features
1. Kinetic Center Line The backbone of the indicator is an adaptive moving average that shifts its sensitivity based on a manually calculated RSI (Velocity).
High Velocity: The line reacts faster to capture breakout momentum.
Low Velocity: The line smooths out to prevent whipsaws during corrections.
2. Dynamic Volatility Expansion Using a custom ADX calculation (Intensity), the bands automatically expand during high-volatility events. This helps keep positions open during strong trends where standard ATR stops might be triggered prematurely.
3. Visual Filters (Color Logic) The script uses a strict color-coding system to guide analysis:
🟢 Green / 🔴 Red (Trend): The market is in a validated trend phase with sufficient intensity.
⚪ Gray (Choppy Filter): When Intensity falls below the threshold (default 20), the bars turn gray and signals are suppressed. This filters out low-probability ranging markets.
🟡 Yellow (Proximity Zone): When price trades within 0.5 ATR of the trend line, bars turn yellow. This indicates price is testing the trend structure.
4. Smart Pullback Signals (PB) Small triangles labeled "PB" appear when the price retraces to test the trend line.
Visual Intensity: The signals feature adaptive transparency. They appear bright during strong trends (High Probability) and faded/transparent during choppy conditions (Lower Probability), helping users filter signal quality visually.
5. Live Dashboard A data panel provides real-time metrics:
Trend Status: BULL, BEAR, or RANGE.
Intensity: Raw ADX value to gauge trend strength.
Dist ATR: The precise distance from the close price to the stop-loss line, measured in ATR multiples.
How to Use
Trend Analysis: Identify the main direction via Green/Red candles.
Filtering: Use the Gray bars to identify periods of low volatility/consolidation where trend strategies typically fail.
Re-entries: Use PB triangles to identify potential continuation points within an existing trend.
Risk Monitoring: Use Yellow bars (Proximity) to monitor price action near the invalidation level.
Disclaimer This script is intended for technical analysis and educational purposes only. It provides a visual representation of market trends based on historical data and does not guarantee future performance.
TA Confluence Scanner v2.9 | Mint_Algo📘 TA Confluence Scanner
Introduction
The TA Confluence Scanner is a multi-factor trend system designed to filter market noise and identify high-probability trade setups. By combining adaptive algorithms (KAMA) with Price Action methodologies (SMC, Breakouts, Fractals), this indicator operates on the principle of Confluence : a signal is only valid when multiple independent tools agree on the direction.
Instead of relying on a single lagging indicator (like just MA fast and slow crossover), this script acts as a "Scanner," evaluating the market state through Volatility, Trend Structure, and Equilibrium.
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Important Note
To make this "Plug & Play," I have included optimized presets in the settings for different timeframes (1m/15m-1h/4h-1D) and trading styles (Scalper, Intraday, Swing, Investor) tested on symbols:
FX:EURUSD
IG:NASDAQ
BITSTAMP:BTCUSD
BINANCE:ETHUSD
CAPITALCOM:US500
OANDA:XAUUSD
NASDAQ:AAPL
NASDAQ:TSLA
BUT default settings already include a good preset which excludes most of the noise and grabs the trend better (fewer entries, but quality is higher).
Check the presets at the bottom 👇
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Core Features
Adaptive Trend Filter (KAMA): Adjusts to market volatility to distinguish between chop and true trends.
SMC Equilibrium (EQ) Fans: A three-tiered dynamic structure (Fast, Medium, Slow) for trailing stops and targets.
Confluence Counter: Visually displays the strength of a signal (e.g., "Strong 4/6") based on how many factors align.
Re-Entry Logic: Identifies low-risk entry points within an existing trend.
Automated S/R & Breakouts: Detects key pivot levels and structural breaks.
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Settings & Components Breakdown
1. KAMA (Primary Trend Filter)
The backbone of the system. It calculates the Efficiency Ratio (ER) of price movement.
How it works: If the ER is high (strong trend), KAMA follows price closely. If ER is low (ranging), KAMA flattens out to prevent false signals.
Tuning:
Fast (ER ~100/5/60): For Scalping.
Smooth: Default settings are optimized for a balance between lag and noise reduction.
2. SMC Equilibrium (EQ Structure)
Based on the HL2 formula (High+Low / 2), this creates a "fan" of three lines:
EQ1 (Fast): The aggressive line. Used for early exits or scalping stops.
EQ2 (Medium): The baseline trend structure.
EQ3 (Slow): The major trend container. Used for position trading.
Usage: Use these lines to gauge how far price has deviated from its "fair value."
3. Breakout & Internal Trend
Lookback Period: Defines the range for a valid breakout. A lower lookback (e.g., 10) gives earlier signals but more noise; a higher lookback (e.g., 20-30) confirms significant structural breaks.
Internal Trend: A simplified SMA check to ensure immediate momentum aligns with the macro trend.
4. Signal Strength (The Confluence Meter)
The indicator counts active signals from: KAMA, Internal Trend, S/R, FVG, Breakout, and EQ.
Strong Signal: When the count hits your threshold (e.g., 4/6 ). This suggests a high-probability reversal or breakout.
Medium Signal (Triangles): These appear when the trend is active but not all filters align. These are excellent continuation/re-entry points.
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How to Trade (Strategy Guide)
🎯 The Entry
Wait for a Strong Signal (Large Label). This confirms that volatility, structure, and momentum have aligned.
Conservative: Wait for the candle to close.
Aggressive: Enter on the breakout of the KAMA line.
🔄 Re-Entry & Continuation
Markets rarely move in a straight line.
Scenario: You missed the initial "Strong" entry, or you took profit and want to re-enter.
The Signal: Look for the small Triangles (Medium signals). These often appear after a pullback when price resumes the main trend.
Logic: If the main KAMA trend is still green/red, but the "Strong" signal isn't firing, a Triangle indicates a safe place to add to a position.
⚠️ Pyramiding & Risk Management (Advanced)
The EQ Lines (Fast/Medium/Slow) are designed for a tiered position management strategy:
Entry: Open position (e.g., 0.03 lots).
First Take Profit: When price extends far beyond EQ1 (Fast) , lock in partial profits.
Trailing Stop: Move your Stop Loss to trace the EQ2 (Medium) line.
Trend Riding: Hold the "Runner" portion of your position until price closes back under EQ3 (Slow) or the KAMA line.
Tip: Use William Fractals (Period 2) to pinpoint exact swing highs/lows for tightening stops.
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Presets & Optimized Settings
To make this "Plug & Play," I have included optimized presets in the settings for different trading styles.
(If you don't see some parameters, that means they are turned off in trading mode)
⚡ SCALPER (1m - 5m)
KAMA:
ER: 100
Fast Length: 15
Slow Length: 30
FVG:
Size %: 0.01
Trend Detection:
Length: 20
Breakout:
Lookback Period: 10
S/R Detection:
Pivot Length: 10
Tolerance: 0.3
SMC EQ:
Default: 10
EQ1: 10
EQ2 (Main): 30
EQ3: 120
Signal Strength:
Strong: 4
Medium: 3
📊 INTRADAY (15m - 1H)
KAMA:
ER: 100
Fast Length: 5
Slow Length: 30
Trend Detection:
Length: 100
Breakout:
Lookback Period: 30
S/R Detection:
Pivot Length: 20
Tolerance: 0.5
SMC EQ:
Default: 10
EQ1: 10
EQ2 (Main): 40
EQ3: 80
Signal Strength:
Strong: 4
Medium: 3
📈 SWING (4H - 1D)
KAMA:
ER: 30
Fast Length: 4
Slow Length: 30
Trend Detection:
Length: 50
Breakout:
Lookback Period: 20
S/R Detection:
Pivot Length: 30
Tolerance: 0.7
SMC EQ:
Default: 10
EQ1: 10
EQ2: 50
EQ3 (Main): 60
Signal Strength:
Strong: 4
Medium: 3
💼 INVESTOR (4H - 1D+)
KAMA:
ER: 30
Fast Length: 5
Slow Length: 10
Trend Detection:
Length: 100
Breakout:
Lookback Period: 50
S/R Detection:
Pivot Length: 30
Tolerance: 0.7
SMC EQ:
Default: 10
EQ1: 10
EQ2: 50
EQ3 (Main): 100
Signal Strength:
Strong: 4
Medium: 3
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Notes
FVG (Fair Value Gaps): Optional. Enable if you trade volatile assets like Crypto/Gold where imbalances are common.
Support/Resistance: The built-in Pivot system is optional. Disable it if you prefer drawing your own levels to keep the chart clean.
Recommended Pairing:
For best results, pair this with a momentum oscillator like RSI to detect the range regime of a trend. Or DI+ and DI- (when it crosses over each other, that means the "range of possible" regime change of a trend).
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Disclaimer:
This tool is for informational purposes only. "Confluence" increases probability but does not guarantee results. Always manage your risk.
SPX Iron Fly Session TrackerOverview
This indicator provides visual tracking for iron fly option structures designed for SPX 0-day-to-expiration (0DTE) intraday trading. It implements a two-phase position management system that adapts to different market conditions throughout the trading day.
This is a visualization and tracking tool only. It does not execute trades, access real options data, or calculate actual profit and loss. All displayed positions are theoretical representations based on underlying price movement.
Strategy Goal and Context
The Core Objective:
The strategy aims to have SPX price expire within your iron fly positions at end of day. When price expires inside a fly's profit zone (between the wings), that position captures maximum premium. The challenge is that price moves throughout the day, so static positioning rarely succeeds.
The Solution: Active Management
Rather than setting positions and hoping price cooperates, this approach continuously manages and repositions flies to keep price centered within your profit zones. As SPX drifts during the trading session, you add new flies at current price levels and close flies that price has moved away from.
The Goal: Multiple Profitable Expirations
By session end, you want as many flies as possible to have price expire within their center zones. This requires:
Adding new flies as price moves away from existing positions
Closing flies when price crosses beyond their optimal range
Building layered coverage in the afternoon to increase probability of capture
Adapting wing widths to time of day and volatility
The Reality: Capital and Time Intensive
This is not a passive strategy. Successful implementation requires:
Substantial capital (each fly requires margin, multiple flies compound this)
Active monitoring throughout trading sessions
Quick decision-making as positions trigger
Multiple position adjustments per session
Disciplined adherence to management rules
How This Indicator Helps:
For backtesting:
Use replay mode to study how positions would have managed on historical sessions
Test different parameter combinations to find optimal settings
Observe position behavior during various market conditions
Understand timing and frequency of position adds and closes
Validate whether your capital can support the required position count
For live session support:
Real-time visual tracking shows current position coverage
Alerts notify you immediately when new positions should be added
Position closure alerts help you manage exits promptly
Reference strike tracking shows where you're measuring movement from
History table provides audit trail of all position activity
The indicator handles the complex tracking and rule application, allowing you to focus on execution and risk management.
Key Use Cases
1. Replay Mode - Backtest and Study
Use TradingView's replay feature to validate the strategy on historical sessions:
Step through past SPX sessions bar-by-bar
See exactly when positions would have opened and closed
Count how many flies would have expired profitably
Analyze different parameter settings on the same historical data
Study position behavior during trending vs ranging conditions
Calculate approximate capital requirements for your setup
Refine your parameters before risking real capital
2. Live Session Alerts
Set up real-time notifications for active trading sessions:
Get alerted immediately when new positions trigger
Receive notifications when positions close
Alerts include strike level, wing width, and closure reason
Works on mobile, desktop, email, or webhook
Never miss a position signal during active trading
Maintain awareness even when away from screens briefly
3. Fully Customizable Parameters
Adapt every aspect to your risk tolerance and capital:
Adjust trigger distances for more or fewer position adds
Modify wing widths for different volatility environments
Change session timing to match your trading schedule
Set maximum concurrent positions to your capital limits
Fine-tune spacing to match available strike increments
Iron Fly Structure
An iron fly is a neutral options strategy with four legs:
- Short 1 ATM Call
- Short 1 ATM Put
- Long 1 OTM Call (upper wing protection)
- Long 1 OTM Put (lower wing protection)
The structure creates a defined risk zone. Maximum profit occurs when price expires at the center strike. Loss increases as price moves toward the wings (breakeven points). Maximum loss is defined and occurs beyond the wings.
Expiration Goal:
You want SPX to close inside the fly's wings. If SPX expires at the strike, you capture maximum premium. If SPX expires between the strike and either wing, you still profit (reduced). If SPX expires beyond the wings, you realize a loss (but it's defined and limited by the wings).
Two-Phase Management System
The indicator tracks positions across two distinct trading phases with different management rules:
Phase 1: TWO_GLASS - Morning Session (Default 10am-1pm ET)
Conservative positioning with active repositioning:
- Trigger new positions when price moves 7.5 points from reference strike (configurable)
- Maintain maximum 2 concurrent positions (configurable)
- 10-point spacing between position strikes (configurable)
- 40-point wing width (configurable)
- Exit rule: When two positions are active and price crosses to one strike level, close the OTHER position
This phase uses a "follow the price" approach. You're not trying to stack multiple positions yet - you're maintaining one or two flies centered on wherever price currently is. As price drifts, you add a new fly at the current level and close the old one when price moves too far away.
Phase 2: THREE_GLASS - Afternoon Session (Default 1pm-4pm ET)
Accumulation mode with layered coverage:
- Trigger new positions every 2.5 points of price movement (configurable)
- Maintain maximum 6 concurrent positions (configurable)
- 5-point spacing between strikes (configurable)
- 20-point wings early, reducing to 10 points after 3pm (configurable)
- Exit rule: Positions only close when price reaches wing extremes
This phase builds a stacked profit zone. Instead of swapping positions, you accumulate multiple flies as price moves. The goal is to have several flies active at expiration, creating a wider net to capture price. Tighter spacing and more frequent triggers create this layered coverage.
Why Two Different Phases?
Morning (Phase 1):
Earlier in the day, price has more time to move substantially. Maintaining many concurrent positions is riskier because price could trend and hit multiple wings. The strategy uses selective positioning with wider wings and active replacement.
Afternoon (Phase 2):
Closer to expiration, price movements typically compress. Time for large moves decreases. The strategy shifts to accumulation, building a net of positions to increase probability that final expiration price falls within at least one (ideally several) of your flies. Tighter wings and more positions become appropriate.
Exit Mechanisms
Strike Cross Exit (Phase 1 Only)
When two positions are active, if price moves to or beyond one position's strike level, the OTHER position closes. This keeps your coverage centered on current price action rather than maintaining positions price has moved away from.
Example: Flies at 5900 and 5910 are open. Price moves to 5910. The fly at 5900 closes because price has moved to the 5910 level. You're now positioned at current price (5910) rather than maintaining coverage at old price (5900).
Wing Extreme Exit (Both Phases)
Any position closes immediately when price touches its upper or lower wing boundary. This represents the breakeven/maximum loss point, so the position is closed to prevent further deterioration.
Dynamic Wing Adjustment
Wing widths automatically adjust based on time of day:
- Phase 1 (Morning): 40 points (customizable)
- Phase 2 Early (1pm-3pm): 20 points (customizable)
- Phase 2 Late (3pm-4pm): 10 points (customizable)
This progressive tightening reflects decreasing price movement potential as expiration approaches. Wider wings earlier provide more protection when price could move substantially. Tighter wings later allow more precise positioning when price movements typically compress.
All values are fully adjustable to match your risk parameters and observed market volatility.
Customization Guide
Every parameter can be modified to suit your trading style, risk tolerance, and capital:
Session Timing
- TWO_GLASS Start Hour: When Phase 1 begins (default: 10am ET)
- THREE_GLASS Start Hour: When Phase 2 begins (default: 1pm ET)
- Wing Width Change Hour: When wings tighten (default: 3pm ET)
- Session End Hour: When tracking stops (default: 4pm ET)
Phase 1 Parameters (Fully Adjustable)
- Trigger Distance: How far price must move from reference strike to add new position (default: 7.5, range: 0.1+)
- Fly Spacing: Distance between position strikes (default: 10, range: 1.0+)
- Wing Width: Distance from strike to wings (default: 40, range: 5.0+)
- Max Flies: Maximum concurrent positions (default: 2, range: 1-10)
Phase 2 Early Parameters (Fully Adjustable)
- Trigger Distance: Movement needed to add new position (default: 2.5, range: 0.1+)
- Fly Spacing: Distance between strikes (default: 5, range: 1.0+)
- Wing Width: Strike to wing distance (default: 20, range: 5.0+)
- Max Flies: Maximum concurrent positions (default: 6, range: 1-20)
Phase 2 Late Parameters
- Wing Width: Reduced width after 3pm (default: 10, range: 5.0+)
General Settings
- Strike Rounding: Round strikes to nearest multiple (default: 5.0, range: 1.0+)
- Bars Before Check: Bars to wait before allowing closure (default: 2, prevents premature exits)
Display Options
- Show History Table: Toggle detailed position log (default: on)
- History Table Rows: Number of positions displayed (default: 15, range: 5-30)
Alert Settings
- Enable Alerts: Toggle notifications for opens/closes (default: on)
How to Use
For Backtesting in Replay Mode:
Select a historical SPX trading session
Apply indicator to 1-5 minute timeframe
Configure your preferred parameters
Activate TradingView's replay feature
Play through the session (step-by-step or continuous)
Observe when positions open (green boxes appear)
Watch position closures (boxes turn gray)
Count how many flies would have expired with price inside (green at session end)
Note total number of position adds throughout session
Calculate approximate capital needed (positions × margin per fly)
Test different parameter combinations on same historical data
Study position behavior during trending vs ranging sessions
For Live Trading Sessions:
Apply indicator to SPX on 1-5 minute timeframe
Configure parameters based on your backtest results
Create alerts for "Iron Fly Opened" and "Iron Fly Closed"
Set alert frequency to "Once Per Bar Close"
Choose notification method (popup, mobile app, email, webhook)
Monitor the status table (top-right) for current session and reference strike
Review history table (bottom-right) for position log with timestamps
When alert triggers, use visual cues to manually place actual option orders
Execute position adds and closes as indicated by the tracker
Visual Interpretation:
Green boxes = Active positions (theoretical profit zones)
White lines (Phase 1) / Aqua lines (Phase 2) = Strike levels
Red/Blue dotted lines = Wing boundaries (breakeven/risk limits)
Gray boxes = Closed positions (historical reference)
Current SPX price line = Shows where price is relative to positions
Top-right table = Current session status, reference strike, open/closed counts
Bottom-right table = Complete position history with open/close timestamps
Alert System Details
The indicator generates detailed alert messages for position management:
Position Opened:
- Strike level where fly should be placed
- Wing width (±points from strike)
- Session phase (Phase 1 or Phase 2)
- Alert format example: "Iron Fly OPENED | Strike: 5900 | Wings: ±40 | Session: TWO_GLASS"
Position Closed:
- Strike level of fly being closed
- Closure reason (strike cross, wing extreme, etc.)
- Session phase
- Alert format example: "Iron Fly CLOSED | Strike: 5900 | Reason: Price crossed to lower fly | Session: TWO_GLASS"
Configure alerts once before market open, then receive automatic notifications as positions trigger throughout the trading session.
Parameter Optimization Suggestions
For Higher Volatility Environments:
- Increase trigger distances (e.g., Phase 1: 10-15 points, Phase 2: 3-5 points)
- Widen wing widths (e.g., Phase 1: 50-60 points, Phase 2: 25-30 points early, 15-20 late)
- Increase strike spacing to reduce position frequency
For Lower Volatility Environments:
- Decrease trigger distances (e.g., Phase 1: 5-7 points, Phase 2: 1.5-2 points)
- Tighten wing widths (e.g., Phase 1: 30-35 points, Phase 2: 15-18 points early, 8-10 late)
- Reduce strike spacing for more granular coverage
For Conservative Risk Management:
- Reduce maximum concurrent positions (Phase 1: 1, Phase 2: 3-4)
- Widen wing widths for more breathing room
- Increase bars before check to avoid whipsaws
- Use wider trigger distances to reduce position frequency
For Aggressive Positioning:
- Increase maximum concurrent positions (Phase 2: 8-10)
- Tighten trigger distances for more frequent adds
- Reduce bars before check for faster responses
- Use tighter spacing to create denser coverage
Capital Considerations:
Remember that each fly requires margin. If Phase 2 allows 6 concurrent flies and each requires $10,000 margin, you need $60,000 in available capital just for position requirements, plus additional cushion for adverse movement.
Use replay mode to count maximum concurrent positions that would have occurred on historical sessions with your parameters, then calculate total capital needed.
Practical Application
This tool provides visual guidance and management support. To implement the strategy:
Backtest thoroughly in replay mode first
Validate capital requirements for your parameter settings
Confirm you can actively monitor positions during trading hours
Use displayed positions as reference for manual order placement
Match indicator parameters to your actual option contracts
Account for real-world factors: commissions, slippage, bid-ask spreads, option availability
Implement proper position sizing based on available capital
Set up alerts before market open to catch all signals
Execute actual trades manually in your brokerage platform
Track actual results versus indicator expectations
Important Limitations
Theoretical tracking only - not an automated trading system
No access to real option prices, Greeks, or implied volatility
No profit/loss calculations or risk metrics
Does not account for time decay (theta), delta, gamma, vega changes
Assumes continuous price action - gaps or halts not handled
Designed for 0DTE SPX options - not suitable for other timeframes or instruments
Assumes option availability at all strike levels - may not reflect reality
Does not model actual option bid/ask spreads or liquidity
Assumes instant execution at desired strikes - slippage not considered
Historical replay shows theoretical behavior only - actual market conditions may differ
Does not adjust for changing implied volatility throughout session
Position count and timing may not match what's executable in real markets
Capital and Time Requirements
This strategy is resource-intensive:
Capital Requirements:
Each iron fly requires margin (varies by broker and strike width)
Multiple concurrent positions multiply capital needs
Example: 6 flies at $10,000 each = $60,000 minimum
Additional cushion needed for adverse movement
Pattern Day Trader rules may apply (requires $25,000 minimum)
Time Requirements:
Active monitoring during trading hours (typically 10am-4pm ET)
Quick response to position add/close signals
Multiple position adjustments per session possible
Cannot be passive or set-and-forget
Requires ability to place orders promptly when alerted
Use replay mode to understand the commitment level before attempting live implementation.
Risk Considerations
Iron fly trading involves substantial risk. This indicator provides visualization and management support only - it does not constitute financial advice or trading recommendations.
Options trading can result in total loss of capital. The indicator's theoretical positions do not reflect actual trading results. Backtest analysis and historical visualization do not guarantee similar future outcomes. Multiple concurrent positions multiply both profit potential and loss risk.
Always conduct independent research, understand all risks, validate capital requirements, and never trade with funds you cannot afford to lose. Consider starting with paper trading to validate execution capability before risking real capital.
Technical Notes
The indicator uses price-based triggers only. It does not:
Connect to options data feeds
Calculate theoretical option values or Greeks
Execute trades automatically
Provide specific trading signals or recommendations
Account for option-specific factors (implied volatility, time decay, bid/ask spreads)
All displayed information represents theoretical position placement based solely on underlying SPX price movement and user-configured parameters. The tool helps visualize the management framework but requires the trader to handle all actual execution and risk management decisions.
This is an educational and analytical tool for understanding iron fly position management concepts. It requires active interpretation, backtesting validation, and manual implementation by the user.
deKoder | Whale Prints [WP]deKoder | Whale Prints | Large Trade Orderflow Detection
This open-source indicator is a clean, precision tool for revealing hidden large-volume activity directly on your chart. By scanning ultra-low timeframes while you view higher ones, it projects statistically significant volume spikes as intuitive markers giving you a clear window into institutional orderflow without visually overwhelming the price action.
Key Features & Strengths
True Intra-Bar Detection | Monitors lower timeframes down to 1-second bars, catching aggressive block trades and absorption that occur within a single higher-TF candle.
Accurate Trade Levels | Markers are placed at the actual hl2 price of the aggressive lower-TF bar, providing a far more accurate estimate of where the large trade executed than typical mid-candle approximations.
Multiple Trades Per Bar | If several significant volume spikes occur inside one higher-TF candle, all qualifying levels are displayed individually – offering greater granularity and context.
Adaptive Thresholding | Uses higher-TF volume standard deviation (stable baseline) intelligently scaled to the lower timeframe, reducing noise in quiet markets while remaining sensitive to genuine outliers.
Clean Visual Hierarchy | Three tiers (Small 🞉 / Medium ⏣ / Large 🞊) with dynamic symbol size, line thickness, transparency, and user-definable bullish/bearish coloring based on LTF candle direction.
How to Use It as an Orderflow Tool
Large volume spikes often mark the footprints of institutional players. This indicator helps you read those footprints in real time.
Small (🞉) | Moderate excess volume: early interest, probing, or building positions.
Medium (⏣) | Strong spike: increasing conviction, potential momentum shift.
Large (🞊) | Extreme outlier: frequently climactic volume signalling exhaustion or major absorption.
Why Price Often Reverses at These Levels
Large players frequently place limit orders in areas rich with liquidity – commonly just beyond recent highs/lows where retail stop-losses cluster. When price sweeps those zones:
Stop hunts trigger a cascade of forced exits, creating liquidity for larger participants to fill their limit orders.
Breakout traders who entered on the move are trapped offside and become forced buyers/sellers when price reverses.
Institutions use this liquidity to execute large orders at favorable prices with minimal immediate market impact.
The result is aggressive volume at the extreme, followed by reversal as smart money finishes filling and price returns toward fair value. Clusters of medium/large markers at swing points are classic signs of this dynamic.
Practical Analysis Tips
Reversals/Absorption | Clusters of large markers at swing highs/lows (especially opposing-color spikes) signal potential turns – buyers or sellers stepping in aggressively.
Level Defense | Trades piling up at key support/resistance suggest institutions protecting or building positions.
Trapped Traders | Large spikes beyond range pivots followed by reversal back into the range often highlight trapped breakout traders who add fuel to a move when they are forced to liquidate their positions.
Use Offset (-3 to +3) to shift markers away from current price for clearer viewing.
Pro tip: Zoom into the lower TF occasionally to see how these projected levels align exactly with aggressive candles.
Recommended Pairings
This is designed as a pure orderflow overlay to be layered with your existing setup:
Support & Resistance (horizontals, pivots, Volume Profile POC/VAH/VAL)
Market Structure tools (swing points, order blocks, fair value gaps)
Trend filters (EMAs, SuperTrend, higher-TF bias)
Momentum oscillators for timing confluence
Best Suited For
Scalping & day trading (1–15 min charts with 5–30S lower TF)
Swing trading entries (1H–4H charts with 1–5 min lower TF)
High-liquidity markets: crypto perpetuals, forex majors, volatile stocks
Add this indicator to start seeing the hidden aggression driving price and expose the hidden edges beyond the noise.
☠ FR33FA11 | deKoder ☠
Released January 2025 | Open Source
Rolling Volume Structure: HVN & SentimentTitle:
Rolling Volume Structure: HVN & Sentiment
Description:
This indicator visualizes the distribution of volume over price levels for a user-defined rolling period. It is designed to identify structural market nodes (HVN/LVN) and correlate them with Pivot Points to filter out market noise.
NOTE: This script utilizes a mathematical array binning algorithm to calculate the profile efficiently on the chart timeframe, avoiding the runtime timeouts often associated with standard iterative volume profiles.
How it works (Technical Methodology)
Binning Algorithm: The script calculates the price range (Highest High - Lowest Low) of the lookback period and divides it into a fixed number of vertical bins defined by the Resolution input.
Volume Allocation: It iterates through historical bars once. The volume of each bar is assigned to the corresponding price bin based on the bar's closing price.
Sentiment Approximation: Since tick-level Bid/Ask data is not available for historical bars in standard Pine Script strategies, this indicator estimates directional volume based on candle polarity:
If Close > Open: Volume is categorized as "Up Volume" (Buying Sentiment).
If Close < Open: Volume is categorized as "Down Volume" (Selling Sentiment).
Disclaimer: This is a standard approximation for structural analysis and does not represent true tick-data delta.
Why this Combination? (Originality & Synergy)
This script addresses the problem of validating structural levels. Traders often use Pivots and Volume Profiles separately. This script combines them programmatically to provide context:
Pivot Confluence: A Pivot Point is only plotted if it aligns with significant volume structure.
HVN Validation: A pivot occurring within a High Volume Node (HVN) suggests a high-liquidity reversal zone, whereas a pivot in a Low Volume Node (LVN) may indicate a liquidity void or a "weak" high/low.
The Dashboard summarizes these metrics (Position relative to Value Area, Net Sentiment, and Trend), removing the need for multiple separate indicators.
Educational Use for Beginners
If you are new to Volume Profile, think of the market structure in these simple terms:
Value Area (VA): This is the "Fair Price" zone where 70% of trading happened. If price is inside here, the market is balanced. If price breaks out, it may be starting a trend.
HVN (High Volume Nodes - Colored Boxes): Think of these as "Traffic Jams". Price often slows down, bounces, or gets stuck here because there are many orders. They act as Support or Resistance.
LVN (Low Volume Nodes - Gray Strips): Think of these as "Empty Highways". Because there is little volume here, price tends to move through these zones very quickly to get to the next HVN.
Features
HVN (High Volume Nodes): Colored boxes highlighting areas of high accumulation.
LVN (Low Volume Nodes): Gray strips highlighting gaps or acceleration zones.
Value Area (VA): Displays the VAH, VAL, and PoC (Point of Control).
Volume-Filtered Pivots: Plots pivots only when supported by the profile structure.
Sentiment Coloring: The profile bins are colored based on the net bullish/bearish candle volume.
Settings
Rolling Period: The lookback window size (default 150 bars).
Resolution: Precision of the profile bins (higher = more detail, lower = smoother).
HVN Thresholds: Percentage of PoC volume required to identify a node.
Global Text Size: Adjusts labels and dashboard for 4K or standard screens.
Credits: The core binning logic is adapted from generic open-source array management concepts for custom volume profiles.
Apex ICT Delivery & Session Flow ProDescription
The Apex ICT Delivery & Session Flow Pro is a high-precision technical analysis indicator designed for inner-circle traders who prioritize a clean, institutional-grade chart. This script specializes in identifying real-time liquidity levels and displacement zones while utilizing an automated "Cleanup Engine" to ensure that only the most relevant, unmitigated data remains visible.
Core Functionalities
Multi-Timeframe Displacement Engine: The script scans across multiple timeframes (1m, 5m, 15m, 1H) to identify Fair Value Gaps (FVG) created by high-displacement price action. It automatically plots the FVG boxes and the 50% Consequent Encroachment (CE) line for precise entry and target mapping.
Dynamic Session Liquidity: Automatically identifies and tracks the Highs and Lows of the Asia, London, and New York sessions. These levels are explicitly labeled and extended to act as magnet levels for price or points of liquidity reversal.
CISD (Change in State of Delivery): Visualizes shifts in order flow by marking the opening prices of the last opposite candle when price action confirms a change in delivery state. This provides immediate visual feedback on market sentiment shifts.
NY-Specific VWAP: Features a strict New York Session VWAP that resets daily at the NY open (08:00). This serves as the "Mean" for the session, helping traders identify premium and discount zones specifically within the high-volume New York hours.
The "Clean Chart" Cleanup Engine: Unlike standard indicators that clutter the screen with historical data, this script features an intelligent removal system:
FVGs & Order Blocks: Automatically deleted once price trades through them or if they move too far from current price (Proximity Filter).
Broken Session Levels: Highs and Lows are instantly removed once they are breached by price.
Temporal Decay: CISD markers are automatically cleared after 20 candles to keep the focus on immediate delivery.
Apex ICT: Proximity & Delivery FlowThis indicator is a specialized ICT execution tool that automates the identification of Order Blocks, Fair Value Gaps, and Changes in State of Delivery (CISD). Unlike standard indicators that clutter the screen, this script uses a Proximity Logic Engine to ensure you only see tradeable levels. It automatically purges old data (50-candle CISD limit) and deletes mitigated zones the moment they are breached, leaving you with a clean, institutional-grade chart.
Apex ICT: Proximity & Delivery FlowSimple Description: This indicator is a specialized ICT execution tool that automates the identification of Order Blocks, Fair Value Gaps, and Changes in State of Delivery (CISD). Unlike standard indicators that clutter the screen, this script uses a Proximity Logic Engine to ensure you only see tradeable levels. It automatically purges old data (50-candle CISD limit) and deletes mitigated zones the moment they are breached, leaving you with a clean, institutional-grade chart.
ICT CISD+FVG+OBThis script is a high-performance ICT suite designed for traders who want a professional, "noise-free" chart. It identifies core institutional patterns—Order Blocks, Fair Value Gaps, and Changes in State of Delivery (CISD)—across multiple timeframes.
The script features a proprietary Proximity Cleanup Engine that automatically deletes old or broken levels, keeping your workspace focused only on price action that is currently tradeable. It strictly follows directional delivery rules for CISD and includes a 50-candle "freshness" limit to ensure you never have to manually clear old data from your past bars.
Core Features
Intelligent CISD: Only triggers Bullish CISD on green candles and Bearish CISD on red candles.
Proximity Filter: Automatically wipes away any levels that are "miles away" from the current price.
Clean Workspace: Removes broken session highs/lows and mitigated zones instantly.
Full Customization: Toggle visibility and colors for every component via the settings menu.
ORB with Range Context📌 What This Indicator Does
This indicator plots the Opening Range (OR) — the high and low established during a user-defined session window at market open — and provides context on the range's significance by comparing it to recent volatility.
After the opening range session completes, the indicator displays:
• ORB High and Low as horizontal reference levels
• Optional Midline (often acts as intraday support/resistance)
• Target projections at customizable multiples when breakout occurs
• Range Quality classification (Narrow / Normal / Wide)
🔬 How It Works
Step 1: Opening Range Capture
During the session window (default: 09:15–09:20 IST for Indian markets), the indicator tracks the highest high and lowest low. These become the day's Opening Range boundaries.
Step 2: Range Quality Analysis
This is where this indicator differs from standard ORB tools. It compares today's range to the instrument's Average True Range (ATR) and classifies it:
• NARROW — Range is less than 0.5× ATR
Interpretation: Price compression. The market opened in a tight range relative to recent volatility. Compression often precedes expansion — breakouts from narrow ranges can be more directional.
• NORMAL — Range is between 0.5× and 1.2× ATR
Interpretation: Typical opening behavior. Standard breakout expectations apply.
• WIDE — Range is greater than 1.2× ATR
Interpretation: The market opened with unusual volatility — possibly due to gaps, news events, or overnight developments. Wide ranges may indicate that much of the day's move has already occurred.
Step 3: Breakout Detection
A breakout is confirmed when price closes beyond the ORB High or Low (not just wicks through). The indicator tracks the first breakout direction each day.
Step 4: Target Projection
On confirmed breakout, targets are calculated using the ORB range as the measurement unit:
• Target 1 = Breakout Level ± (Range × 1.0)
• Target 2 = Breakout Level ± (Range × 1.5)
• Target 3 = Breakout Level ± (Range × 2.0)
⚙️ Settings Guide
Opening Range Settings
• ORB Session Window — Time window for capturing the range. Default: 0915-0920 (first 5 min for NSE/BSE) or 0915-10:00(first 45 mins for NSE/BSE. US Markets: 0930-0935 or 0930-0945.
• Show Midline — Toggle the range midpoint display
Target Projection
• Target 1/2/3 (x Range) — Multipliers for profit targets. Default values (1.0, 1.5, 2.0) follow classical ORB methodology.
Range Quality Analysis
• ATR Period — Lookback for ATR calculation (default: 14)
• Narrow Threshold — Ranges below this ATR multiple are classified as narrow (default: 0.5)
• Wide Threshold — Ranges above this ATR multiple are classified as wide (default: 1.2)
📈 How to Use This Indicator
1. Apply to an intraday chart (1-min to 5-min recommended)
2. Wait for the ORB session to complete — levels appear after the time window ends
3. Check Range Quality in the info panel
4. Watch for breakout confirmation — price must close beyond ORB High or Low
5. Use projected targets for trade management
💡 Practical Tips
• Narrow Range Days: Often produce cleaner breakout trades. Tight opening suggests indecision that typically resolves directionally.
• Wide Range Days: If range exceeds 1.5× ATR, consider whether the instrument has already made its daily move.
• Midline Usage: After breakout, the midline often acts as a pullback level for re-entry or confirmation.
📊 Why Range Quality Matters
Most ORB indicators plot static levels without context. A 100-point range on NIFTY might be significant on a quiet day but trivial on a volatile day.
By normalizing against ATR, this indicator answers: "Is today's opening range tight or loose relative to what this instrument normally does?"
This helps traders:
• Calibrate profit expectations
• Assess risk appropriately
• Avoid mechanical trading without market context
🔔 Alerts Available
• ORB Bullish Breakout
• ORB Bearish Breakout
• Target 1 Hit
• Target 2 Hit
⚠️ Notes
• Works on intraday timeframes only
• Best suited for liquid instruments with defined opening sessions
• Range Quality is contextual guidance, not a standalone signal
• Always use appropriate risk management
BB6-MTF-OverlayBB6-MTF-Overlay (Multi-Bollinger Bands, MTF, Overlay)
BB6-MTF-Overlay is a Bollinger Bands overlay indicator that lets you display up to 6 independent BB sets on a single chart, with full MTF (higher timeframe) support.
It’s designed for fast multi-timeframe context—so you can see where price is relative to higher-timeframe BB levels (middle / ±1σ / ±2σ / ±3σ) while trading your current timeframe.
Key Features
Up to 6 Bollinger Band sets displayed simultaneously (overlay)
Per BB set: choose Local (current TF) or MTF (higher TF via security)
Per BB set: Gaps ON/OFF
ON: values may appear only at HTF update points (discontinuous)
OFF: HTF values are filled across lower TF bars (step-like)
Per BB set: Confirmed Bars Mode ON/OFF
ON: uses confirmed HTF values (minimizes repainting)
OFF: follows the in-progress HTF bar (useful for discretionary trading)
Per BB set: toggle visibility for Middle / ±σ1 / ±σ2 / ±σ3 independently
Custom sigma multipliers (e.g., 1.5σ, 0.6σ) for fine tuning
Separate switches for Calculation ON/OFF and Display ON/OFF
Turn off calculations to reduce load, or hide plots only
Typical Use Cases
Use higher timeframe (4H/D/W) BB middle and ±1σ as “structure walls” while executing on lower timeframe
Combine real-time tracking (e.g., 15m BB with Confirmed OFF) with stable HTF anchors (e.g., Daily/Weekly with Confirmed ON)
Keep ±2σ/±3σ OFF by default and enable them only when you need to check range expansion or extremes
Default Preset (Initial Settings)
BB1: 15m MTF (Confirmed Bars Mode OFF)
BB2: 4H MTF (Confirmed Bars Mode OFF)
BB3: Daily MTF (Confirmed Bars Mode ON)
BB4: Weekly MTF (Confirmed Bars Mode ON)
BB5: Monthly MTF (Confirmed Bars Mode ON)
BB6: Calculation OFF / Display OFF
For all active BB sets: σ1 ON by default, σ2 & σ3 OFF by default
Notes
With MTF + Confirmed OFF, band values will move until the higher timeframe bar closes (intended for discretionary use).
If the chart looks too busy, disable unused BB sets or turn off σ2/σ3.
📌 BB6-MTF-Overlay（ボリンジャーバンド6本・MTF対応・Overlay）
BB6-MTF-Overlay は、最大6セットのボリンジャーバンドを同時にチャート上へ重ねて表示できる、MTF（上位足参照）対応のBollinger Bandsインジケーターです。
🕒 15分／4時間／日足／週足／月足など、複数時間軸のボリンジャーを1つのチャートで確認できるため、環境認識（上位足の位置関係）＋現在足の判断をスムーズに行えます。
✨ 主な特徴
📈 最大6本のボリンジャーバンドを同時表示（Overlay）
🔁 各BBごとに Local（現在足） / MTF（上位足） を選択可能
🧩 各BBごとに ギャップON/OFF（上位足更新点のみ表示／階段状に埋める表示）を切替
✅ 各BBごとに 確定足モードON/OFF
ON：上位足確定値（リペイント最小）
OFF：進行中の上位足にも追随（裁量補助向け）
🎚️ 各BBごとに ミドル／±σ1／±σ2／±σ3 を個別に表示ON/OFF
🔧 σ値は自由入力（例：1.5σ、0.6σ など微調整可）
⚙️ 計算ON/OFFと表示ON/OFFを分離
表示だけ消す／計算ごと止めて軽くする、の両方に対応
🧠 想定する使い方（例）
🧱 上位足（4H/日足/週足）のミドル・±1σを「壁」として見て、今の足（5分/15分）での反発・抜けを判断
🏃 「15分BB（確定足OFF）」でリアルタイム追随しつつ、「日足/週足（確定足ON）」で大局の位置を固定して確認
🔍 σ2・σ3は普段OFF、必要なときだけONにしてレンジ幅・伸び代を確認
🧾 デフォルト設定（初期状態）
1️⃣ BB1：15分MTF（確定足モードOFF）
2️⃣ BB2：4時間MTF（確定足モードOFF）
3️⃣ BB3：日足MTF（確定足モードON）
4️⃣ BB4：週足MTF（確定足モードON）
5️⃣ BB5：月足MTF（確定足モードON）
6️⃣ BB6：計算OFF／表示OFF
🎛️ 初期表示は全BB共通で「1σのみON（2σ・3σはOFF）」
⚠️ 注意事項
🔄 MTFで「確定足モードOFF（追随）」を使用する場合、上位足が確定するまで値が動くため、見え方が変化します（裁量補助向け）。
🧹 表示本数が増えるとチャートが混み合うため、必要なBBだけ表示ONにする運用がおすすめです。
Chainbey Ai - Previous Day High & Low📌 Chainbey Ai – Previous Day High & Low (Source Candle)
This indicator automatically plots the Previous Day High (PDH) and Previous Day Low (PDL) on any intraday chart, starting from the exact candle where those levels were formed — not from the new day open. This removes visual gaps and gives a more accurate market structure view.
🔹 Key Features
✅ Accurate PDH & PDL levels based on the full previous trading day
🎯 Lines start from the actual high/low candle (no artificial gap)
🏷️ Optional PDH / PDL labels placed directly on source candles
🟦 Optional range background fill between PDH and PDL
📊 Works perfectly on 5m, 15m, 30m, 1H intraday charts
⚡ Lightweight, clean, and repaint-safe
🧠 Best Use Cases
Liquidity sweep & stop-hunt detection
Breakout vs fake-breakout analysis
Support / resistance from prior session
London & New York session bias confirmation
⚠️ Notes
Levels are calculated using the broker’s daily session
Designed for intraday trading, not daily/weekly charts
Smart Money Confluence Heatmap [PhenLabs]📊 Smart Money Confluence Heatmap
Version: Pine Script™ v6
📌 Description
The Smart Money Confluence Heatmap is a professional‑grade Smart Money Concepts indicator designed to identify high‑probability institutional trading zones. It merges multiple advanced market factors into a single confluence score, allowing traders to focus only on areas that matter. By synthesizing Fair Value Gaps, Order Blocks, Liquidity Sweeps, Volume Strength, and Market Structure, this script removes subjective bias and replaces it with data‑driven confirmation.
🚀 Points of Innovation
Unified confluence scoring system combining five institutional concepts
Adaptive ATR‑based zone sizing for volatility‑adjusted precision
Automatic trend and structure alignment scoring
Volume‑validated Order Blocks and Liquidity Sweeps
Probability‑ranked zones instead of static levels
🔧 Core Components
Fair Value Gap detection with imbalance strength scoring
Order Block identification confirmed by displacement and volume
Liquidity sweep analysis using wick depth and volume expansion
Volume strength modeling for accumulation and distribution phases
Market structure confirmation using BOS and directional bias
🔥 Key Features
Confluence heatmap zones graded by bullish and bearish probability
Minimum score filtering to remove low‑quality setups
Automatic risk‑to‑reward based TP and SL projections
Entry alerts when price taps validated institutional zones
🎨 Visualization
Color‑graded heatmap zones representing probability strength
Percentage score labels with component icons
On‑chart dashboard displaying market bias and structure state
✅ Best Use Cases
Liquidity sweep reversals at key structure levels
Trend‑aligned pullbacks into institutional zones
Intraday and swing trading using confluence confirmation
⚠️ Limitations
Not designed for low‑liquidity or extremely ranging markets
Confluence does not guarantee outcomes and requires risk management
💡 What Makes This Unique
Objective probability scoring instead of subjective SMC interpretation
Multi‑layer institutional confirmation in a single indicator
Built for traders who demand clarity, not chart clutter
💡 Note:
This indicator is for educational purposes only and should always be used alongside proper risk management and higher‑timeframe context.
%-to-Tick Trailing Stop & VisualizerPercent-to-Tick Trailing Stop (strategy.exit Framework + Visualizer)
Overview
This script focuses on exit management and visualization, not entry performance. The included MA crossover entry is intentionally simple and replaceable.
Core idea (Percent → Tick conversion)
strategy.exit() trailing parameters are tick-based (trail_points, trail_offset, and loss).
This script lets you input distances in percent (%) and converts them into integer ticks using syminfo.mintick, making the same exit logic portable across most tick-based symbols/exchanges with different tick sizes.
//==What it provides==//
1. % → tick conversion for:
- Fixed stop loss (loss)
- Trailing activation distance (trail_points)
- Trailing offset distance (trail_offset)
2. On-chart visualization:
- Entry average price
- Trailing activation threshold
- Fixed stop-loss line
- Trailing stop line (with an exit-bar alignment attempt to reduce gaps)
//==How to use==//
1. Keep the included MA crossover entries, or replace them with your own entries.
2. Configure:
- Fixed Stop Loss % (loss_pct)
- Trailing Activation % (t_points_pct)
- Trailing Offset % (t_offset_pct)
3. Adjust commission/slippage defaults to match your market.
//==Important limitations (must read)==//
- calc_on_every_tick=true recalculates on realtime bars only; historical bars are evaluated differently. Backtests can differ from realtime behavior and may change after reload.
- Tick rounding: percent distances are rounded to integer ticks, so small differences can occur depending on tick size and price level.
- For more realistic intrabar backtesting, consider enabling Bar Magnifier in Strategy Properties (if available).
# Average Entry Price (Basis):
"Calculations are based on the position's average entry price (strategy.position_avg_price)."
# Pine Script v6:
"Written in the latest Pine Script v6."
요약
이 스크립트의 핵심은 “진입 전략”이 아니라 **strategy.exit()의 tick 기반 트레일링 파라미터를 % 입력으로 일반화(%→ticks 변환)**하여, 다양한 심볼/거래소의 서로 다른 tick size 환경에서도 동일한 exit 로직을 재사용할 수 있게 만든 “청산 프레임워크”입니다. 또한 calc_on_every_tick=true 환경에서 트리거/손절/트레일 라인을 실시간에 가깝게 시각화하는 데 중점을 두었습니다.
단, calc_on_every_tick은 실시간 바에서만 틱 단위 재계산이 적용되며, 히스토리 바/백테스트는 평가 방식이 달라 결과가 다를 수 있습니다.
ZOE IFVG+his indicator combines the original ICT Inversion Fair Value Gap (iFVG) Detector by ote618 with a manual checklist panel for trade analysis.
Features:
ICT iFVG Detector
Automatically identifies bullish and bearish inversion fair value gaps (iFVGs) based on 3-candle formation logic.
Draws colored boxes on the chart to highlight confirmed iFVG zones.
Sends optional alerts when iFVGs are confirmed, respecting your selected timeframe.
Works exactly like the original ote618 iFVG script, with no modifications to the core detection logic.
Manual Checklist Panel
Displays a customizable checklist to track key market factors:
Liquidity Sweep
HTF FVG
V-Shape Recovery
Inversion FVG
Clear Opposite DOL
SMT Divergence
Assigns a score and grade (A+ to F) based on selected conditions.
Panel position and background can be customized.
Allows traders to visually track trade quality alongside iFVG zones.
Usage:
Use the iFVG boxes to identify high-probability zones for entries and liquidity hunts.
Use the manual checklist to evaluate trades based on additional criteria, creating a structured workflow for market analysis.
Fully compatible with your existing iFVG workflow — the core detection and alerts remain unchanged.
Ideal For:
Traders following ICT concepts, liquidity hunts, and structure-based strategies who want to combine automated FVG detection with a manual trade-quality checklist.
4H Candle Curves4H Candle Curves - Detailed User Guide
OVERVIEW
This indicator reveals curve vs continuation behavior in NQ Futures by analyzing how price responds after breaking the first-hour range. Based on 10+ years of statistical analysis (2013-2025, 3,136+ trading days), it identifies which 4-hour sessions exhibit mean reversion (curve) behavior versus trend continuation when Q2 (second hour) breaks Q1 (first hour) extremes.
⚠️ IMPORTANT: This indicator is specifically designed for NQ FUTURES ONLY. All curve probabilities and statistics were derived from a decade-long dataset of NQ 1-minute bars. Using this on other instruments will produce inaccurate results.
CORE CONCEPT: THE CURVE
What is a "Curve"?
A curve occurs when price breaks out of the first hour's range in Q2 (hour 2), but then reverses direction in the second half (Q3+Q4) to make a new extreme on the opposite side.
Curve Example (Upside Break → Downside Reversal):
Q1 (Hour 1): Price establishes range 25,000 - 25,050
Q2 (Hour 2): Price breaks ABOVE Q1 high, reaches 25,100
Q3+Q4 (Hours 3-4): Price curves back down, makes new LOW below 25,000
Result: Q2 broke high, but second half curved back to make new low below Q1 = CURVE
What is "Continuation"?
Continuation occurs when Q2 breaks Q1 range and the second half extends further in the same direction.
Continuation Example (Upside Break → Further Upside):
Q1 (Hour 1): Price establishes range 25,000 - 25,050
Q2 (Hour 2): Price breaks ABOVE Q1 high, reaches 25,100
Q3+Q4 (Hours 3-4): Price continues higher, makes new HIGH above 25,100
Result: Q2 broke high, second half made new high above Q2 = CONTINUATION
THE CRITICAL DISCOVERY: 6AM IS THE CURVE SESSION
Curve Probabilities by Session:
When Q2 Breaks Q1 HIGH:
6AM: 60.6% curve (new low below Q1) | 38.5% continuation
2AM: 38.4% curve | 46.7% continuation (balanced)
10AM: 17.2% curve | 60.4% continuation ← STRONG continuation bias
6PM: 29.6% curve | 59.0% continuation
10PM: 27.5% curve | 55.1% continuation
When Q2 Breaks Q1 LOW:
6AM: 64.4% curve (new high above Q1) | 35.0% continuation ← HIGHEST curve
2AM: 42.8% curve | 43.3% continuation (balanced)
10AM: 16.7% curve | 51.6% continuation ← STRONG continuation bias
6PM: 33.7% curve | 51.1% continuation
10PM: 33.1% curve | 48.6% continuation
Key Insight:
6AM is THE ONLY SESSION with >60% curve probability in both directions. This makes it a uniquely exploitable mean reversion session. When Q2 breaks Q1 range during 6AM, expect the second half to curve back 60-64% of the time.
10AM shows the opposite: Strong continuation bias (60% when Q2 breaks high, 52% when Q2 breaks low). 10AM breakouts tend to follow through.
HOW IT WORKS: THE QUARTER SYSTEM
The Six 4-Hour Candles (EST):
Each trading day (6pm-5pm) is divided into six 4-hour periods:
6PM (18:00-22:00) - Evening/Globex open | Blue box
10PM (22:00-02:00) - Asia session | Purple box
2AM (02:00-06:00) - Early London | Orange box
6AM (06:00-10:00) - Late London + NY Open | Green box ← THE CURVE SESSION
10AM (10:00-14:00) - NY Morning | Red box ← THE CONTINUATION SESSION
2PM (14:00-17:00) - NY Afternoon | Yellow box (3 hours only)
The Four Quarters:
Each 4-hour candle (except 2PM) is divided into four 1-hour quarters:
Q1 (Hour 1, minutes 0-60): Establishes initial range
Q2 (Hour 2, minutes 60-120): Tests Q1 range - breaks or holds?
Q3 (Hour 3, minutes 120-180): Second half begins
Q4 (Hour 4, minutes 180-240): Second half completes
2PM candle only has 3 hours (14:00-17:00), so quarters are adjusted accordingly.
The Three-Step Analysis:
STEP 1: Q1 Establishes Range
The first hour sets the high and low for the session. This becomes the reference range.
STEP 2: Q2 Break Detection
The indicator monitors whether Q2 (hour 2) breaks above Q1 high or below Q1 low.
STEP 3: Second Half Response
Once Q2 breaks Q1 range, the indicator tracks what happens in Q3+Q4:
Does price CURVE back to make new extreme on opposite side?
Does price CONTINUE to make new extreme in same direction?
Or does price stay within the established range?
VISUAL ELEMENTS EXPLAINED
1. 4-Hour Candle Boxes
Colored boxes display the high-to-low range of each 4H candle:
Blue = 6PM (evening session start)
Purple = 10PM (Asia session)
Orange = 2AM (early London)
Green = 6AM ← THE CURVE SESSION (watch for mean reversion)
Red = 10AM ← THE CONTINUATION SESSION (trend follow-through)
Yellow = 2PM (afternoon close, 3 hours only)
2. Quarter Separator Lines
Vertical dotted lines mark the boundaries between quarters (1H, 2H, 3H marks). This helps you see:
When Q1 ends (after 1 hour)
When Q2 ends / second half begins (after 2 hours)
When Q3 ends (after 3 hours)
3. Candle Name Labels
At the 2-hour mark (Q2/Q3 boundary), a label shows:
Candle name (e.g., "6am")
Directional indicator:
🔼 = Q2 broke Q1 HIGH
🔽 = Q2 broke Q1 LOW
⚠️ = Q2 broke BOTH Q1 high and low (extended range)
No symbol = Q2 stayed within Q1 range
THE LIVE STATUS TABLE
Located in your chosen corner (default: bottom-right), this table shows real-time analysis of the current 4H candle.
Header Row:
"LIVE: CANDLE" - Shows which 4H session you're currently in
Quarter Row:
"Quarter: Q1/Q2/Q3/Q4 (Hour X)" - Shows which quarter you're currently forming
STATUS Section:
The status updates dynamically based on what has happened:
During Q1-Q2 (First Half):
"⏳ Q1 Building..." - First hour forming, range being established
"⏳ Q2 Building..." - Second hour in progress, Q2 within Q1 range so far
"🔼 Q2 Broke Q1 HIGH" - Q2 has broken above Q1 high
"🔽 Q2 Broke Q1 LOW" - Q2 has broken below Q1 low
"⚠️ Q2 Broke BOTH Q1 Extremes" - Q2 extended range in both directions
During Q3-Q4 (Second Half):
"✓ CURVE CONFIRMED" - Q2 broke one direction, second half reversed to opposite side
"✓ CONTINUATION CONFIRMED" - Q2 broke one direction, second half extended further same direction
"⏳ 2nd Half In Progress" - Q2 broke Q1, waiting to see if curve or continuation
"📊 No Q2 Break Occurred" - Q2 stayed within Q1 range (no curve/continuation setup)
EXPECTATION Section:
Shows the probabilities based on the current state:
When Q2 breaks Q1 high in 6AM:
EXPECT 2nd half:
CURVE (low < Q1): 60.6%
CONT (high > Q2): 38.5%
This tells you there's a 60.6% chance the second half will curve back to make a new low below Q1, versus 38.5% chance it continues higher above Q2.
When curve/continuation is confirmed:
Q2 broke high → 2nd half made new LOW below Q1
Curve: 60.6%
Shows what actually happened and the historical probability.
Color Coding:
Purple background = Curve confirmed (mean reversion occurred)
Green background = Continuation confirmed (upside extension)
Red background = Continuation confirmed (downside extension)
Blue background = Second half in progress, watching
Yellow background = No Q2 break (no setup)
Gray background = Still in first half, building
THE CURVE REFERENCE TABLE
Located in your chosen corner (default: bottom-left), this table provides a quick reference for all sessions.
Table Structure:
TOP SECTION: "When Q2 BREAKS Q1 HIGH"
BOTTOM SECTION: "When Q2 BREAKS Q1 LOW"
How to Read:
"Curve" column = % of time second half makes new extreme on OPPOSITE side
"Cont" column = % of time second half makes new extreme in SAME direction
"Winner" column = Which behavior is more likely
Purple highlight = Curve is the winner (higher %)
Blue highlight = Continuation is the winner
🔥 symbol = Strong edge (>60%)
Quick Reference Usage:
You're in 10AM session, Q2 just broke Q1 high. Look at top section, 10AM row:
Curve: 17.2%
Cont: 60.4%
Winner: CONT
Interpretation: 10AM breakouts tend to follow through. Only 17% chance of curving back. Trade with the break, not against it.
PRACTICAL TRADING EXAMPLES
Example 1: Perfect 6AM Curve Setup
Scenario:
6AM candle in progress
7:00 AM: Q1 ends, range is 18,000 - 18,050
7:30 AM: Price breaks above 18,050, reaches 18,075 (Q2 broke Q1 high)
Live table shows: "🔼 Q2 Broke Q1 HIGH"
Expectation: "CURVE (low < Q1): 60.6%"
Trading Decision:
Even though price broke to new highs, the 60.6% curve probability suggests looking for short opportunities expecting price to curve back below 18,000 in Q3-Q4.
Typical Outcome:
8:15 AM (Q3): Price starts declining
9:15 AM (Q4): Price makes new low at 17,990
Result: ✓ CURVE CONFIRMED
Example 2: 10AM Continuation Signal
Scenario:
10AM candle in progress
11:00 AM: Q1 ends, range is 18,100 - 18,150
11:45 AM: Price breaks above 18,150, reaches 18,180 (Q2 broke Q1 high)
Live table shows: "🔼 Q2 Broke Q1 HIGH"
Expectation: "CONT (high > Q2): 60.4%"
Trading Decision:
With 60.4% continuation probability, breakout likely to follow through. Look for long opportunities expecting extension above 18,180 in Q3-Q4.
Typical Outcome:
12:30 PM (Q3): Price continues higher to 18,200
1:15 PM (Q4): Price makes new high at 18,225
Result: ✓ CONTINUATION CONFIRMED
Example 3: Using Reference Table During Live Trading
You see Q2 breaking Q1 low during 2AM session:
Quick reference check:
2AM row, "When Q2 BREAKS Q1 LOW" section
Curve: 42.8% | Cont: 43.3% | Winner: Balanced
Interpretation: This is a coin flip - 2AM session is balanced when Q2 breaks low. Don't force a directional bias. Wait for second half price action confirmation or skip the setup.
Example 4: No Setup Scenario
Scenario:
6AM candle, Q2 ends at 8:00 AM
Q2 stayed within Q1 range (no break above or below)
Live table shows: "📊 No Q2 Break Occurred"
Trading Decision:
No curve/continuation setup exists. This analysis only applies when Q2 breaks Q1 range. Monitor for different strategies or wait for next 4H candle.
UNDERSTANDING THE UNDERLYING METHODOLOGY
Data Foundation:
Instrument: NQ Futures (E-mini NASDAQ-100)
Timeframe: 1-minute bars for precise quarter tracking
Period: January 2013 - December 2025
Sample: 3,136+ complete trading days
Total 4H Candles Analyzed: ~18,800+ individual sessions
Analysis Process:
For each 4H candle in the dataset:
Calculate Q1 high and low (first hour range)
Track whether Q2 breaks Q1 high, Q1 low, both, or neither
When Q2 breaks Q1 range, measure second half response:
Did Q3+Q4 make new low below Q1? (curve when Q2 broke high)
Did Q3+Q4 make new high above Q1? (curve when Q2 broke low)
Did Q3+Q4 make new high above Q2? (continuation when Q2 broke high)
Did Q3+Q4 make new low below Q2? (continuation when Q2 broke low)
Calculate percentages for each session
Why NQ-Specific?
Different futures contracts exhibit different intraday personality:
NQ (NASDAQ):
Tech-heavy, volatility-prone
6AM shows extreme curve behavior (60-64%) due to NY Open reversal tendency
10AM shows strong continuation (60%) as trends establish
ES (S&P 500) would show different probabilities because:
Lower volatility than NQ
Different institutional participation patterns
Different response to macro events
The indicator's probabilities are calibrated specifically to NQ behavior patterns. Using it on ES, RTY, or other instruments will produce misleading signals.
ORIGINALITY & INNOVATION
What Makes This Indicator Unique:
Quarter-Based Curve Analysis: Unlike traditional indicators that only identify breakouts, this tracks what happens after the breakout. The curve vs continuation framework is novel and provides directional edge.
Session-Specific Behavior: Recognizes that 6AM behaves fundamentally differently than 10AM. Most indicators apply the same logic across all sessions. This indicator provides session-specific probabilities.
Statistical Validation: Every probability shown is backed by 10+ years of data (2,900+ candles per session). Not based on theory or discretionary observation.
Real-Time Quarter Tracking: Precisely identifies which quarter you're in and what stage of the pattern is forming. Provides forward-looking probabilities based on current state.
The 6AM Discovery: The 60-64% curve probability in 6AM is a quantified, repeatable edge that contradicts traditional "breakout = continuation" assumptions. This session exhibits mean reversion characteristics that most traders miss.
Dual-Direction Analysis: Tracks both upside breaks (Q2 > Q1 high) and downside breaks (Q2 < Q1 low) separately, as they can have different probabilities.
Visual Quarter System: The combination of colored boxes, quarter separators, and real-time labels provides instant visual understanding of pattern stage and expected behavior.
HOW TO USE THIS INDICATOR
Step 1: Identify Current 4H Candle
Check which colored box you're in and what session it represents.
Step 2: Wait for Q2 to Complete
The setup doesn't exist until Q2 (hour 2) breaks Q1 range. Monitor the live table.
Step 3: Check Q2 Break Status
Did Q2 break Q1 high? Q1 low? Both? Or neither?
Step 4: Consult Reference Table
Look up current session in curve reference table. What's the probability?
Step 5: Apply Session-Specific Strategy
For 6AM (60-64% curve):
Q2 breaks high → Expect curve back for new low
Q2 breaks low → Expect curve back for new high
Strategy: FADE the Q2 break, look for reversal entries in Q3-Q4
For 10AM (52-60% continuation):
Q2 breaks high → Expect continuation higher
Q2 breaks low → Expect continuation lower
Strategy: TRADE WITH the Q2 break, look for continuation entries in Q3-Q4
For 2AM (38-43% curve, 43-47% continuation):
Balanced probabilities
Strategy: Wait for Q3 price action to confirm direction, or skip
For 6PM/10PM (50-59% continuation):
Moderate continuation bias
Strategy: Lean with the break but use tight stops
Step 6: Monitor Live Status
Watch the live table for confirmation:
"✓ CURVE CONFIRMED" = Mean reversion occurred
"✓ CONTINUATION CONFIRMED" = Follow-through occurred
"⏳ 2nd Half In Progress" = Still developing
BEST PRACTICES
Focus on 6AM for curve trades - This is THE high-probability mean reversion session
Focus on 10AM for continuation trades - This is THE high-probability breakout session
Be cautious with 2AM - Balanced probabilities mean lower edge
Use quarter separators - Enter trades early in Q3 after Q2 break, don't wait for Q4
Combine with price action - Don't blindly fade 6AM or follow 10AM; wait for confirming price structure
Respect the 60% rule - 6AM curve happens 60% of time, which means 40% it doesn't. Manage risk accordingly
Watch for "No Q2 Break" - If Q2 doesn't break Q1, this analysis doesn't apply
Consider overnight context - If 6AM opens with huge gap, curve probability may be affected
SETTINGS & CUSTOMIZATION
Display Settings:
Show 4H Candle Boxes - Toggle colored range boxes
Box Colors - Customize color for each session
Show Quarter Separators - Show/hide 1H, 2H, 3H lines
Show Candle Name Labels - Show/hide session labels at 2H mark
Separator Line Style - Solid/Dashed/Dotted
Max Historical Candles - How many past 4H candles to display (1-50)
Table Settings:
Show Live Status Table - Toggle real-time analysis table
Show Curve Reference Table - Toggle probability reference table
Table Positions - Place tables in any corner
Table Text Size - Tiny/Small/Normal
LIMITATIONS & DISCLAIMERS
NQ FUTURES ONLY - All probabilities are NQ-specific, do not use on other instruments
Requires Q2 break - No curve/continuation setup exists if Q2 stays within Q1 range
Probabilities, not certainties - 60% means it happens 6 out of 10 times, not every time
Lower timeframe noise - 1-minute tracking can be choppy, consider using 5min+ for entries
Gap days - Large overnight gaps may affect curve/continuation probabilities
Not standalone - Use as confluence with your strategy, not as sole decision factor
Historical performance - Past statistics don't guarantee future results
WHY THE CURVE CONCEPT MATTERS
Traditional trading wisdom says: "Breakout = Continuation"
This indicator proves that's not always true. Specifically, during the 6AM session (late London + NY Open), when Q2 breaks the Q1 range, price curves back to the opposite extreme 60-64% of the time.
This creates a unique exploitable edge:
Most breakout traders go LONG when Q2 breaks Q1 high
But in 6AM, 60.6% of the time, price curves back down for new low
Shorting the breakout (counter-intuitive) is the higher-probability trade
The 10AM session shows the opposite:
Breakouts in 10AM tend to follow through (52-60%)
Traditional "trade the breakout" strategy works better here
By knowing which session you're in, you can adapt your strategy to match the session's personality.
FINAL NOTES
This indicator distills 10+ years of NQ intraday behavior into actionable, session-specific probabilities. The discovery that 6AM exhibits 60-64% curve behavior while 10AM exhibits 52-60% continuation behavior provides a statistical edge for mean reversion and trend-following traders respectively.
The highest-probability setups:
6AM Q2 break → FADE (60-64% edge for curve)
10AM Q2 break → FOLLOW (52-60% edge for continuation)
2AM = SKIP (balanced probabilities, no clear edge)
Master the 6AM curve and 10AM continuation first. These two sessions provide the clearest statistical edges.
Remember: Trade with proper risk management. This tool provides probabilities based on historical behavior, not predictions of future performance.
VAM Pro (Multi-Model) [Final]Volatility Adjusted Momentum (VAM) Pro+ is a professional quantitative tool designed to measure trend strength by normalizing momentum against market volatility. Standard momentum indicators often fail during high-volatility periods because they treat every price change the same regardless of market noise. This indicator solves that problem by scaling price changes based on their statistical significance using Z-Score logic. This Pro+ version is specifically optimized for Scalping and Intraday Trading by introducing advanced volatility estimators and mathematical horizon adjustments that superior to classic standard deviation models.
The indicator allows you to choose the most suitable volatility model for your specific asset class. The Parkinson Volatility model is highly recommended for Crypto markets because it uses the High-Low range instead of just close prices, effectively capturing intraday wicks and liquidation spikes that standard deviation often misses. For Equities and Forex, the Garman-Klass model is the most efficient choice as it utilizes the full Open-High-Low-Close data set to account for opening gaps and professional trading ranges.
The mathematical core of the script features a strict Horizon Adjustment based on the Square Root of Time rule. This aligns the one-bar volatility risk with your chosen momentum lookback period to ensure a mathematically consistent calculation. By default, the script uses Logarithmic Returns to maintain scale invariance, which is critical for assets with high percentage swings like Cryptocurrencies. To trade with VAM Pro, look for the histogram color and its relation to the Zero line. A Green histogram indicates positive volatility-adjusted momentum where bulls are dominant, while a Red histogram shows bearish dominance. Values reaching the +2.0 or -2.0 Sigma levels represent statistically extreme moves that often act as exhaustion points or precede strong mean-reversion opportunities. When the histogram crosses the yellow signal line, it provides an early warning that the current momentum is fading.
Investment involves risk. The Volatility Adjusted Momentum (VAM) Pro+ is an analytical tool and does not constitute financial advice, investment recommendations, or an offer to buy or sell any security. Past performance is not indicative of future results. Market conditions can change rapidly, and technical indicators may produce false signals. Always perform your own due diligence, use proper risk management, and consult with a certified financial advisor before making any trading decisions. The author assumes no responsibility for any financial losses incurred through the use of this script.
ICT 1m FVG - Universal ToggleThis indicator is designed for ICT (Inner Circle Trader) style traders who prioritise displacement and Fair Value Gaps (FVG) on the 1-minute timeframe but execute or analyse on higher timeframes like the 15-minute. FVGs are create after a swing point is created on the 15m time frame.
i am struggling to get the FVGs to remain visible on the higher time frames
Strat Structure Engine Strat Structure Engine + Trapped Traders – TradingView Public Library Description (Moderator-Optimized)
Overview:
The Strat Structure Engine + Trapped Traders script is a self-contained price action indicator that identifies high-probability market structure patterns using The Strat methodology. It integrates bar-based structure, volatility (ATR), and volume analysis to detect potential reversals, exhaustion points, and trapped trader scenarios directly on the chart. Unlike generic indicators, it grades signals for reliability and visual clarity, providing actionable insight for traders.
Originality and Purpose:
This script is original because it combines multiple structure-based patterns into a single, coherent system:
3-Bar → Failed 2 (3→F2) – A tiered scoring system evaluates the strength of a strict 3-bar structure followed by a Failed 2 bar.
2-Bar → Failed 2 (2→F2, A+ only) – Filters only the strongest 2-bar setups followed by a Failed 2 for high-confidence reversal signals.
Failed 2 → Failed 2 (Dragon’s Tail / F2→F2) – Detects consecutive Failed 2 bars in opposite directions, signaling trapped traders and quick reversals.
Each pattern is evaluated using objective criteria: bar range relative to ATR, Failed 2 close relative to the preceding structure, body-to-range ratio, and volume spikes compared to recent averages. The combination of multiple patterns with tiered scoring and volume confirmation is unique and cannot be reproduced by simply merging standard indicators.
Signal Evaluation and Scoring:
1. 3→F2 (Tiered Scoring)
Criteria:
3-bar range vs ATR
Failed 2 close relative to 3-bar midpoint
Body-to-range ratio
Volume vs recent SMA
Tier Grades: A+, A, B, —
Purpose: Helps traders prioritize high-confidence reversal setups while filtering out weaker signals.
2. 2→F2 (A+ Only)
Evaluates strict 2-bar structures followed by a Failed 2 bar.
Displays only the strongest A+ setups to reduce noise.
3. F2→F2 (Dragon’s Tail)
Detects consecutive Failed 2 bars in opposite directions.
Highlights trapped trader zones and potential rapid reversals.
Volume and Volatility Integration:
ATR normalization ensures bar ranges are contextualized to market volatility.
SMA volume averaging confirms unusual activity, filtering signals with low participation.
This ensures signals are structurally valid and contextually significant.
Chart and Visual Clarity:
Labels are color-coded (green for bullish, red for bearish) and include tier/score for easy interpretation.
Only confirmed patterns are labeled, avoiding clutter or ambiguous markings.
Works on standard candlestick charts (does not use Heikin Ashi, Renko, or Range bars), ensuring realistic and reliable signals.
Customization and Alerts:
Toggle each pattern on/off: 3→F2, 2→F2, F2→F2
Adjust ATR length and volume average period per instrument or timeframe.
Alerts available for all patterns for bar-close confirmation, enabling real-time monitoring or integration with trading systems.
Practical Trading Use:
Identify exhaustion points, trapped traders, and reversals.
Can be used alongside VWAP, liquidity zones, fair value gaps, and session extremes for enhanced entry and exit decisions.
Focus on A+ / A tier signals for execution; use B-tier signals for context or partial entries.
Designed for multiple instruments (equities, futures, Forex) and adaptable across timeframes.
Compliance and Risk Notes:
Signals are historical, not predictive.
Follow proper risk management and do not rely solely on indicator signals.
Past performance does not guarantee future results.
Does not use request.security() with lookahead; all signals are confirmed on bar close.
✅ Key Advantages:
Fully self-contained, original methodology.
Multi-pattern integration with tiered scoring for reliability.
Volume and ATR confirmation reduces noise and false signals.
Clean, uncluttered chart output that is easy to read and interpret.
This version explicitly addresses moderation points:
Originality: explains why the mashup is necessary and unique.
Usefulness: shows exactly how traders can use it.
Chart clarity: confirms labels are meaningful, non-redundant, and easy to read.
Signal realism: bars are confirmed, no lookahead used.
Elite Cumulative Volume Delta OscillatorOverview
The Elite CVD+ is a premium-grade, session-resettable Cumulative Volume Delta indicator designed exclusively for professional futures and volume-profile traders. By focusing on the cleaner and more actionable Line-Focused mode, it transforms raw order flow data into a precise decision engine that reveals institutional buying/selling pressure, absorption, exhaustion, and high-probability reversal/continuation zones.
Unlike standard CVD tools that accumulate indefinitely or reset awkwardly, this version resets cleanly at your chosen anchor period (default daily) while pulling granular delta from lower timeframes when desired. The result: a smooth, non-repainting line that highlights real-time shifts in aggressive participation without the noise of perpetual accumulation.
Why This Indicator Is Elite-Level Useful
True Institutional Footprint
Cumulative Volume Delta measures the net aggressive buying (bid hits) vs. selling (ask hits). Sustained positive CVD = buyers in control; negative = sellers dominating. When price makes new highs on weakening CVD → classic bearish divergence signaling distribution. The session reset prevents old data from distorting current conviction, making divergences far more reliable than perpetual CVD.
Early Reversal Detection via Absorption & Extremes
Absorption highlighting flags scenarios where heavy delta pushes against price but price refuses to follow (e.g., massive selling into lows yet price holds or closes higher) — textbook trapping/retail stop-hunting.
Session CVD extremes with dynamic test zones pinpoint where aggressive flow is exhausted. Price returning to test these levels often produces high-R:R reversals.
Confluence-Rich Signals
Dual EMAs provide trend/filter context (crossovers, zero-line bounces). Dynamic coloring instantly shows momentum strength. Extreme single-bar delta highlights climax buying/selling. Built-in regular + hidden divergences align order flow with price structure.
Multi-Timeframe Consistency
Optional custom lower-TF delta fetch ensures the same granular data regardless of chart timeframe — critical for traders who switch between 1-min execution charts and 15-min/1H analysis charts.
Clean, Low-Lag Visuals
Thick CVD line with intelligent coloring, subtle backgrounds, persistent extreme lines, and optional labels keep the pane readable even during fast markets. No clutter from inferior candle representations.
How Professional Traders Use Elite CVD+ Most Successfully
Primary Setup Framework
Use on futures with reliable volume delta (ES, NQ, YM, CL, GC, etc.). Best timeframes: 3–15 minutes for intraday, 1H–4H for swing. Combine with price action structure (order blocks, fair value gaps, market profile highs/lows).
Practical Tips for Maximum Edge
Anchor Period: '1D' for regular session trading (resets at 00:00 exchange time). Use '1W' for weekly bias or '4H' for London/NY session-specific flow.
Lower Timeframe Delta: Enable custom and set to '1' or '3' for maximum granularity on indices. Leave disabled on higher charts for smoother read.
Absorption Tuning: Raise threshold to 80–90 on volatile instruments (NQ) to filter noise; lower to 70 on quieter ones (CL, GC).
Divergences: Most powerful on 15M+. Disable hidden on very low TFs if too noisy.
Alerts: Use the master “Any Event” alert for push/email/webhook notifications of zero crosses or new extremes — perfect for mobile monitoring.
Combination Tools: Pair with session VWAP, volume profile (fixed range at highs/lows), or psychological levels for triple confluence.
ICT Concepts [Kodexius]ICT Concepts is an all in one, chart overlay toolkit that combines several widely used ICT style components into a single, modular workflow. It is designed to help you map higher timeframe context, track directional structure, and refine execution areas with imbalance and liquidity concepts, without turning the chart into a cluttered drawing board.
Instead of plotting everything indefinitely, each module focuses on “live relevance” and chart readability. Zones, lines, and labels are managed with sensible limits so the most recent and most meaningful structures remain visible while older objects are automatically retired.
Because the system is modular, you can run it like a complete toolkit:
- Use multi timeframe Order Blocks to define high probability zones
- Use Market Structure (BOS and MSS) for bias and context
- Validate intent with SMT Divergence when you want intermarket confirmation
- Refine with Imbalances (FVG, BPR, CE) and Liquidity Sweeps
- Add timing structure via Killzones and risk structure via auto Fibonacci
🔹 Features
🔸 Multi Timeframe Order Blocks (3 candle displacement OB)
The OB engine detects a strict 3 candle displacement sequence (bull and bear) and projects the “order block candle” as a forward extending zone. Detection can run on the chart timeframe or on a user selected higher timeframe and then be displayed on your execution chart.
🔸 Overlap Control
Before adding a new OB, the script checks overlap against existing zones of the same direction. If a new zone intersects an existing one, it is ignored to reduce redundant stacking in the same price area.
🔸 Automatic Extension and Mitigation for Order Blocks
OB zones extend forward on every bar and are removed once mitigation is confirmed. Mitigation is evaluated by close breaking decisively beyond the relevant boundary:
- Bullish OB mitigates when close prints below the OB bottom
- Bearish OB mitigates when close prints above the OB top
🔸 Market Structure (BOS and MSS)
Market Structure is built from swing pivots using a configurable pivot length. When price closes through the latest swing, the script prints a structure event:
BOS (Break of Structure) for continuation
MSS (Market Structure Shift) for a directional change
To keep the chart readable, older structure drawings are capped by history limits.
🔸 SMT Divergence with optional mini panel
SMT can compare the current instrument with a user selected symbol to highlight divergence at swing points. A divergence is flagged when one market makes a new swing extreme while the other fails to confirm.
Optional: a compact right side “compare symbol” candle panel can be enabled so you can visually confirm what the secondary market is doing without leaving the chart.
🔸 Imbalances: FVG, BPR, and CE modes
You can choose between three imbalance views depending on your style:
FVG mode: Fair Value Gaps are plotted as extending zones
CE mode: Consequent Encroachment is visualized using a midpoint line and a half zone fill
BPR mode: Balanced Price Range is formed when a new FVG overlaps an opposing FVG, producing a “balanced” region that often behaves differently than a standalone gap
🔸 Automatic extension, limits, and mitigation for imbalances
Imbalance objects extend forward until mitigated. Mitigation uses wick based logic:
Bullish imbalance mitigates when price wicks below the zone bottom
Bearish imbalance mitigates when price wicks above the zone top
The script also enforces per side limits and removes older items to keep performance stable.
🔸 Liquidity sweeps (buyside and sellside)
The liquidity module tracks swing highs and lows and marks sweep events when price runs the level and then closes back through it, which often behaves like a rejection signal. Sweeps are visualized with a level line plus a small sweep highlight box, with an optional history cap.
🔸 Auto anchored Fibonacci (EQ and OTE focus)
Fibonacci levels are automatically anchored using the most recent structure context so you do not need to manually re draw fibs every time the market evolves. EQ and OTE focused bands are plotted to support common premium discount style workflows, with optional extra levels if desired.
🔸 Killzones (session boxes with optional range tracking)
Asian, London Open, New York AM, and New York PM killzones can be displayed using UTC-5 session definitions. Session boxes dynamically expand as new highs and lows are formed during the session, and historical zones can be retained up to a user set count. Rendering is restricted to intraday timeframes up to 60 minutes for clean scaling and performance.
🔹 Calculations
1) Order Block detection (3 candle displacement)
The OB pattern is defined inside detectLogic() . The zone boundaries always come from candle (the middle candle of the 3 candle sequence).
detectLogic() =>
bool isBull = open > close and close > open and close > open and low < low and close > high
bool isBear = open < close and close < open and close < open and high > high and close < low
[isBull, high , low , time , isBear, high , low , time ]
Interpretation (bullish side):
Candle is bearish
Candle is bullish (the OB candle)
Current candle is bullish and closes above high
low undercuts low to form the sweep style condition
Bearish logic is the mirrored inverse.
2) Multi timeframe projection and duplicate control
If the timeframe input is set, detections are computed on that timeframe and projected onto the current chart using request.security . A last processed time check prevents duplicate prints.
=
request.security(syminfo.tickerid, i_tf, detectLogic())
var int lastBullTime = 0
var int lastBearTime = 0
if mtf_isBull and mtf_bullTime != lastBullTime
lastBullTime := mtf_bullTime
if mtf_isBear and mtf_bearTime != lastBearTime
lastBearTime := mtf_bearTime
3) OB overlap validation and mitigation
Overlap is checked before pushing a new zone, then zones are extended and removed once mitigated by close.
method hasOverlap(array OBs, float top, float bottom) =>
bool overlap = false
if OBs.size() > 0
for i = 0 to OBs.size() - 1
OB item = OBs.get(i)
if (top < item.top and top > item.bottom) or (bottom > item.bottom and bottom < item.top)
overlap := true
break
overlap
method isMitigated(OB this, float currentClose) =>
this.isBull ? (currentClose < this.bottom) : (currentClose > this.top)
4) Market Structure: pivots, BOS, and MSS
Swings are derived from pivots; then BOS/MSS prints when price crosses the latest swing. The script tracks trend state to decide whether the break is continuation (BOS) or shift (MSS).
float ph = ta.pivothigh(i_structLen, i_structLen)
float pl = ta.pivotlow(i_structLen, i_structLen)
bool brokenHigh = ta.crossover(close, lastHigh)
bool brokenLow = ta.crossunder(close, lastLow)
// drawStructure(..., "BOS", ...) or drawStructure(..., "MSS", ...) depending on trend state
5) SMT Divergence conditions
SMT uses pivot highs/lows on both instruments. A bearish SMT prints when the main chart makes a higher high but the compare symbol fails to exceed its prior high. A bullish SMT prints when the main chart makes a lower low but the compare symbol fails to make a lower low.
bool bearishSmt = not na(smtAHighPrev) and not na(smtBHighPrev) and (smtAHighLast > smtAHighPrev) and (smtBHighLast <= smtBHighPrev)
bool bullishSmt = not na(smtALowPrev) and not na(smtBLowPrev) and (smtALowLast < smtALowPrev) and (smtBLowLast >= smtBLowPrev)
6) FVG detection, BPR construction, and CE level
FVGs are detected via a classic 3 bar gap condition. When a new FVG overlaps an opposing FVG, the script builds a BPR using the intersecting region. CE is the midpoint (top + bottom) / 2, plotted as a dashed line plus a half fill box.
bool fvgBullDetected = low > high
bool fvgBearDetected = high < low
// CE
float ceLevel = (this.top + this.bottom) / 2
Imbalance mitigation uses wick logic:
method isMitigated(FVG this, float currentHigh, float currentLow) =>
this.isBull ? (currentLow < this.bottom) : (currentHigh > this.top)
7) Liquidity sweep trigger
A sweep is confirmed only when price runs the pivot level and closes back through it (reject style).
bool sweepBull = i_showLiq and not na(liqLastLow) and not liqLastLowSwept and low < liqLastLow and close > liqLastLow
bool sweepBear = i_showLiq and not na(liqLastHigh) and not liqLastHighSwept and high > liqLastHigh and close < liqLastHigh
8) Killzone session mapping
Sessions are defined in UTC-5 using time() session strings.
string kzTz = "UTC-5"
kzInSession(string sess) =>
not na(time(timeframe.period, sess, kzTz))
bool inAsian = kzInSession("2000-0000")
bool inLondon = kzInSession("0200-0500")
bool inNY = kzInSession("0830-1100")
