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ICT Unicorn Model [Kodexius]ICT Unicorn Model is a market structure and imbalance confluence tool that automatically detects high probability “Unicorn” setups by combining three key elements into a single, clean script: -A first, clean break of that swing level (displacement style break) -A Fair Value Gap that overlaps a breaker candle body range Instead of plotting every pivot or every imbalance independently, the script waits for a specific sequence: price establishes a valid swing, breaks that swing for the first time, and prints a setup only when the resulting context aligns with a valid, volatility filtered FVG and a clearly defined breaker range. Each detected setup is drawn directly on the chart with labeled zones (Breaker and FVG) and is then actively monitored. If price violates the breaker boundary based on your chosen invalidation basis (Close or Wick), the setup is marked inactive and can optionally be removed to keep the chart clean. This indicator is designed for traders who work with ICT style concepts such as liquidity runs, displacement, breaker blocks, and imbalance reversion, and who want a structured, rules based visualization rather than discretionary drawing. 🔹 Features 🔸 Fair Value Gap Detection With Volatility Filtering Bullish and bearish FVGs are detected using classic three candle imbalance logic. To avoid low quality gaps during compression, the script applies an ATR based minimum size filter using the “FVG Min Size (ATR Multiplier)” input. Only gaps larger than ATR * threshold are considered valid. 🔸 First Break Validation (Clean Break Logic) A key part of the model is identifying a “first break” of a swing level. The script checks whether the swing price has already been invalidated between the swing bar and the current bar. If it has, the swing is ignored. This helps reduce repeated signals and focuses on fresh structural breaks. 🔸 Breaker and FVG Confluence With Overlap Requirement After a valid break occurs, the script defines a breaker range using the body of the swing candle (open and close). A setup is only created if this breaker body range overlaps the detected FVG price range. This overlap requirement is what filters many “almost” conditions and keeps signals more selective. Bullish Unicorn: Bearish Unicorn: 🔸 Configurable Invalidation Basis (Close or Wick) You can choose how a setup fails: -Close: invalidation requires a candle close beyond the breaker boundary -Wick: invalidation occurs as soon as any wick crosses beyond the breaker boundary This allows the tool to adapt to different trading styles, from conservative confirmation to more sensitive risk control. 🔸 Automatic Cleanup of Failed Setups If “Delete Invalidated Setups” is enabled, the script removes the breaker box, FVG box, and label as soon as the setup is invalidated. If disabled, the zones remain visible for review while the setup is marked inactive internally. 🔸 Clear Chart Visuals Each setup plots: -A labeled Breaker zone box -A labeled FVG zone box -A directional Unicorn label (Bull or Bear) that updates position as the chart advances Colors for bullish and bearish structures are fully configurable. 🔸 Alert Conditions Two alert conditions are provided: -Bullish Unicorn Setup Detected -Bearish Unicorn Setup Detected Alerts trigger only on the bar a new setup is created. 🔹 Calculations This section summarizes the main computations used internally. The goal here is to explain the model mechanics rather than reproduce every implementation detail. 1. Swing Detection (Pivot High / Pivot Low) Swing levels are detected using a symmetric pivot definition with “Swing Length” bars on both sides: float ph = ta.pivothigh(high, swingLength, swingLength) float pl = ta.pivotlow(low, swingLength, swingLength) When a pivot is confirmed, its price and originating bar index are stored: -Swing High: price = pivot high, isHigh = true -Swing Low: price = pivot low, isHigh = false The script keeps a limited history (most recent swings) to stay efficient. 2. Fair Value Gap Detection FVGs use the classic three candle displacement imbalance: Bullish FVG condition bool isBullFVG = high < low Bullish gap range is defined as: -Top = low -Bottom = high Bearish FVG condition bool isBearFVG = low > high Bearish gap range is defined as: -Top = low -Bottom = high 3. ATR Based Minimum Gap Filter ATR is computed (length 14), then the gap size is compared against a user threshold: float atr = ta.atr(14) bool validBullFVG = isBullFVG and (bullFvgTop - bullFvgBot) > (atr * fvgThreshold) bool validBearFVG = isBearFVG and (bearFvgTop - bearFvgBot) > (atr * fvgThreshold) This prevents very small imbalances from generating setups in low volatility conditions. 4. “First Break” Check Using Level Invalidation Scan Before accepting a swing break, the script scans forward from the swing bar to the current bar to confirm the level has not already been breached. The scan can be based on wick or close: -Wick mode: uses high or low -Close mode: uses close Conceptually: priceToCheck = mode == "Wick" ? (checkBelow ? low : high) : close If a prior breach is found, the swing is treated as already invalidated and is ignored for setup creation. 5. Break Of Structure Condition Bullish break requirement A bullish setup requires breaking a stored swing high with bullish body intent: -close > swingHighPrice -open < close Bearish break requirement A bearish setup requires breaking a stored swing low with bearish body intent: -close < swingLowPrice -open > close An additional proximity filter is applied in the bearish branch to reduce weak or overly extended breaks by requiring the prior close to be reasonably near the swing level. 6. Breaker Range Construction Once a qualifying swing is found, the breaker range is derived from the body of the swing candle (the candle at the swing bar index). The body boundaries are: float breakerTop = math.max(bOpen, bClose) float breakerBot = math.min(bOpen, bClose) This models the breaker as the candle body range rather than full wick range, which typically produces more practical invalidation boundaries. 7. Overlap Test Between Breaker and FVG A setup is only created if the breaker body overlaps the FVG zone. Conceptually the script rejects cases where one range is fully above or fully below the other: -If there is no overlap, no setup is created -If overlap exists, the Unicorn setup is valid 8. Active Monitoring and Invalidation Each setup remains active until invalidated. Invalidation is evaluated every bar using your selected basis: -Close basis: compares close to breaker boundary -Wick basis: compares high or low to breaker boundary Bullish invalidation Setup fails if price crosses below breaker bottom. Bearish invalidation Setup fails if price crosses above breaker top. If deletion is enabled, all drawings related to that setup are removed immediately on invalidation. 9. Drawing Updates and Object Lifecycle Breaker and FVG boxes are extended to the right while the setup is active to keep zones visible into the near future. The Unicorn label is also repositioned as new bars print so the most recent context stays readable.
Indicatore Pine Script®
di Kodexius
ICT Suspension BlocksICT Suspension Block (SB) Indicator The ICT Suspension Block (SB) is a three-candle price action pattern that often act as support or resistance zones. A Suspension Block is a three-candle pattern showing a brief pause in price efficiency before continuation. These zones frequently serve as areas where price may later return, offering traders potential trading opportunities. Pattern Definition A Suspension Block forms when three consecutive candles move in the same direction but leave behind a specific body-to-body imbalance. (a gap between the bodies of consecutive candles). Bullish Suspension Block (+SB): All three candles are bullish (close > open). Candle 1 close < Candle 2 open. Candle 2 close < Candle 3 open. Zone = from Candle 1 close to Candle 3 open. Bearish Suspension Block (-SB): All three candles are bearish (close < open). Candle 1 close > Candle 2 open. Candle 2 close > Candle 3 open. Zone = from Candle 1 close to Candle 3 open. These zones mark areas where price was temporarily imbalanced. Price often “respects” these levels later, either bouncing from them or breaking through them, which can provide valuable trade context. Application Suspension Blocks are used to mark areas where price may later react: A Bullish SB can act as potential support. A Bearish SB can act as potential resistance. The significance of a block depends on market context. Blocks formed during strong, impulsive moves tend to be more meaningful than those in consolidation. How the Indicator Works Identifies bullish and bearish suspension blocks using body gap imbalances. Draws colored zones (green = bullish, red = bearish) directly on the chart. Extends zones forward until they are inversed by price action. Once inversed, zones switch to a neutral color, allowing traders to annotate/extend them manually if desired. Includes Consequent Encroachment (CE) lines (the 50% equilibrium of the block), which many traders use as reaction levels. Features Customizable colors for bullish, bearish, and inversed zones Extend blocks indefinitely forward or limit them to a set number of bars Adjustable maximum number of displayed blocks for performance control Consequent Encroachment (CE) (Middle Point, 50%, Equilibrium) line feature Configurable CE line style, color, and width How to Use It Trend Following: Blocks forming in the direction of trend can act as continuation zones. Reversals: Opposite-direction blocks may signal exhaustion and potential turning points. Liquidity Levels: CE lines (50% of block) often serve as reaction levels for entries, partials, or stop placement. Context is Key: Suspension Blocks should not be used in isolation. Combine them with market structure, liquidity pools, or other confluence factors for best results. Notes This indicator is intended for technical analysis and research. It should always be combined with proper risk management and a complete trading plan. Past market behavior does not guarantee future results.
Indicatore Pine Script®
di flasi
3
Iridescent Liquidity Prism [JOAT]Iridescent Liquidity Prism | Peer Momentum HUD A multi-layered order-flow indicator that combines microstructure analysis, smart-money footprint detection, and intermarket momentum signals. The script uses dynamic color-shifting themes to visualize liquidity patterns, structure, and peer momentum data directly on the chart. There is so much to choose from inside the settings, if you think it's a mess on the chart it's because you have to personally customize it based on your needs... Core Functionality The indicator calculates and displays several analytical layers simultaneously: Order-Flow Imbalance (OFI): Calculates buy vs. sell volume pressure using volume-weighted price distribution within each bar. Uses an EMA filter (default: 55 periods) to smooth the signal. Values are normalized using standard deviation to identify significant imbalances. Smart Money Footprints: Detects accumulation and distribution zones by comparing volume rate of change (ROC) against price ROC. When volume ROC exceeds a threshold (default: 65%) and price ROC is positive, accumulation is detected. When volume ROC is high but price ROC is negative, distribution is detected. Fractal Structure Mapping: Identifies pivot highs and lows using a fractal detection algorithm (default: 5-bar period). Maintains a rolling window of recent structure points (default: 4 levels) and draws connecting lines to show trend structure. Fair Value Gap (FVG) Detection: Automatically detects price gaps where three consecutive candles create an imbalance. Bullish FVGs occur when the current low exceeds the high two bars ago. Bearish FVGs occur when the current high is below the low two bars ago. Gaps persist for a configurable duration (default: 320 bars) and fade when price fills the gap. Liquidity Void Detection: Identifies candles where the high-low range exceeds an ATR threshold (default: 1.7x ATR) while volume is below average (default: 65% of 20-bar average). These conditions suggest areas where liquidity may be thin. Price/Volume Divergence: Uses linear regression to detect when price trend direction disagrees with volume trend direction. A divergence alert appears when price is trending up while volume is trending down, or vice versa. Peer Momentum Heatmap (PMH): Calculates composite momentum scores for up to 6 symbols across 4 timeframes. Each score combines RSI (default: 14 periods) and StochRSI (default: 14 periods, 3-bar smooth) to create a momentum composite between -1 and +1. The highest absolute momentum score across all combinations is displayed in the HUD. Custom settings using Fractal Pivots, Skeleton Structure, Pulse Liquidity Voids, Bottom Colorful HeatMaps, and Iridescent Field. --- Visual Components Spectrum Aura Glow: ATR-weighted bands (default: 0.25x ATR) that expand and contract around price action, indicating volatility conditions. The thickness adapts to market volatility. Chromatic Flow Trail: A blended line combining EMA and WMA of price (default: 8-period EMA blended with WMA at 65% ratio). The trail uses gradient colors that shift based on a phase oscillator, creating an iridescent effect. Volume Heat Projection: Creates horizontal volume profile bands at price levels (default: 14 levels). Scans recent bars (default: 150 bars) to calculate volume concentration. Each level is colored based on its volume density relative to the maximum volume level. Structure Skeleton: Dashed lines connecting fractal pivot points. Uses two layers: a primary line (2-3px width) and an optional glow overlay (4-5px width) for enhanced visibility. Fractal Markers: Diamond shapes placed at pivot high and low points. Color-coded: primary color for highs, secondary color for lows. Iridescent Color Themes: Five color themes available: Iridescent (default), Pearlescent, Prismatic, ColorShift, and Metallic. Colors shift dynamically using a phase oscillator that cycles through the color spectrum based on bar index and a speed multiplier (default: 0.35). --- HUD Console Metrics The right-side HUD displays seven key metrics: Flow: Shows OFI status: ▲ FLOW BUY when normalized OFI exceeds imbalance threshold (default: 2.2), ▼ FLOW SELL when below -2.2, or ◆ FLOW BAL when balanced. Struct: Structure trend bias: ▲ STRUCT BULL when microtrend > 2, ▼ STRUCT BEAR when < -2, or ◆ STRUCT RANGE when neutral. Smart$: Institutional activity: ◈ ACCUM when smart money index = 1, ◈ DISTRIB when = -1, or ○ IDLE when inactive. Liquid: Liquidity state: ⚡ VOID when a liquidity void is detected, or ● NORMAL otherwise. Diverg: Divergence status: ⚠ ALERT when price/volume divergence detected, or ✓ CLEAR when aligned. PMH: Peer Momentum Heatmap status: Shows dominant timeframe and momentum score. Displays 🪩 for bull surge (above 0.55 threshold) or 🧨 for bear surge (below -0.55). FVG: Fair Value Gap status: Shows active gap count or CLEAR when no gaps exist. Displays GAP LONG when bullish gap detected, GAP SHORT when bearish gap detected. Pearlscent Color with Volume Heatmap. Parameters and Settings Microstructure Engine: Analysis Depth: 20-250 bars (default: 55) - Controls OFI smoothing period Liquidity Threshold ATR: 1.0-4.0 (default: 1.7) - Multiplier for void detection Imbalance Ratio: 1.5-6.0 (default: 2.2) - Standard deviations for OFI significance Smart Money Layer: Smart Money Window: 10-150 bars (default: 24) - Period for ROC calculations Accumulation Threshold: 40-95% (default: 65%) - Volume ROC threshold Structural Mapping: Fractal Pivot Period: 3-15 bars (default: 5) - Period for pivot detection Structure Memory: 2-8 levels (default: 4) - Number of structure points to track Volume Heat Projection: Heat Map Lookback: 60-400 bars (default: 150) - Bars to analyze for volume profile Heat Map Levels: 5-30 levels (default: 14) - Number of price level bands Heat Map Opacity: 40-100% (default: 92%) - Transparency of heat map boxes Heat Map Width Limit: 6-80 bars (default: 26) - Maximum width of heat map boxes Heat Map Visibility Threshold: 0.0-0.5 (default: 0.08) - Minimum density to display Iridescent Enhancements: Visual Theme: Iridescent, Pearlescent, Prismatic, ColorShift, or Metallic Color Shift Speed: 0.05-1.00 (default: 0.35) - Speed of color phase oscillation Aura Thickness (ATR): 0.05-1.0 (default: 0.25) - Multiplier for aura band width Chromatic Trail Length: 2-50 bars (default: 8) - Period for trail calculation Trail Blend Ratio: 0.1-0.95 (default: 0.65) - EMA/WMA blend percentage FVG Persistence: 50-600 bars (default: 320) - Bars to keep FVG boxes active Max Active FVG Boxes: 10-200 (default: 40) - Maximum boxes on chart FVG Base Opacity: 20-95% (default: 80%) - Transparency of FVG boxes Peer Momentum Heatmap: Peer Symbols: Comma-separated list of up to 6 symbols (e.g., "BTCUSD,ETHUSD") Peer Timeframes: Comma-separated list of up to 4 timeframes (default: "60,240,D") PMH RSI Length: 5-50 periods (default: 14) PMH StochRSI Length: 5-50 periods (default: 14) PMH StochRSI Smooth: 1-10 periods (default: 3) Super Momentum Threshold: 0.2-0.95 (default: 0.55) - Threshold for surge detection Clarity & Readability: Liquidity Void Opacity: 5-90% (default: 30%) Smart Money Footprint Opacity: 5-90% (default: 35%) HUD Background Opacity: 40-95% (default: 70%) Iridescent Field: Field Opacity: 20-100% (default: 86%) - Background color intensity Field Smooth Length: 10-200 bars (default: 34) - Smoothing for background gradient --- Alerts The indicator provides seven alert conditions: Liquidity Void Detected - Triggers when void conditions are met Strong Order Flow - Triggers when normalized OFI exceeds imbalance ratio Smart Money Activity - Triggers when accumulation or distribution detected Price/Volume Divergence - Triggers when divergence conditions occur Structure Shift - Triggers when structure polarity changes significantly PMH Bull Surge - Triggers when PMH exceeds positive threshold (if enabled) PMH Bear Surge - Triggers when PMH exceeds negative threshold (if enabled) Bull/Bear Prismatic FVG - Triggers when new FVG is detected (if FVG display enabled) --- Usage Considerations Performance may vary on lower timeframes due to the volume heat map calculations scanning multiple bars. Consider reducing heat map lookback or levels if experiencing slowdowns. The PMH feature requires data requests to other symbols/timeframes, which may impact performance. Limit the number of peer symbols and timeframes for optimal performance. FVG boxes automatically expire after the persistence period to prevent chart clutter. The maximum box limit (default: 40) prevents excessive memory usage. Color themes affect all visual elements. Choose a theme that provides good contrast with your chart background. The indicator is designed for overlay display. All visual elements are positioned relative to price action. Structure lines are drawn dynamically as new pivots form. On fast-moving markets, structure may update frequently. Volume calculations assume typical volume data availability. Symbols without volume may show incomplete data for volume-dependent features. --- Technical Notes Built on Pine Script v6 with dynamic request capability for PMH functionality. Uses exponential moving averages (EMA) and weighted moving averages (WMA) for trail calculations to balance responsiveness and smoothness. Volume profile calculation uses price level buckets. Higher levels provide finer granularity but require more computation. Iridescent color engine uses a phase oscillator with sine wave calculations for smooth color transitions. Box management includes automatic cleanup of expired boxes to maintain performance. All visual elements use color gradients and transparency for smooth blending with price action. --- Customization Examples Intraday Scalping Setup: Analysis Depth: 30 bars Heat Map Lookback: 100 bars FVG Persistence: 150 bars PMH Window: 15 bars Fast color shift speed: 0.5+ Macro Structure Tracking: Analysis Depth: 100+ bars Heat Map Lookback: 300+ bars FVG Persistence: 500+ bars Structure Memory: 6-8 levels Slower color shift speed: 0.2 --- Limitations Volume heat map calculations may be computationally intensive on lower timeframes with high lookback values. PMH requires valid symbol names and accessible timeframes. Invalid symbols or timeframes will return no data. FVG detection requires at least 3 bars of history. Early bars may not show FVG boxes. Structure lines connect points but do not predict future structure. They reflect historical pivot relationships. Color themes are aesthetic choices and do not affect calculation logic. The indicator does not provide trading signals. All visual elements are analytical tools that require interpretation in context of market conditions. Open Source This indicator is open source and available for modification and distribution. The code is published with Pine Script v6 compliance. Users are free to customize parameters, modify calculations, and adapt the visual elements to their trading needs. For questions, suggestions, or anything please talk to me in private messages or comments below! Would love to help! - officialjackofalltrades
Indicatore Pine Script®
di officialjackofalltrades
1
Holographic Market Microstructure | AlphaNattHolographic Market Microstructure | AlphaNatt A multidimensional, holographically-rendered framework designed to expose the invisible forces shaping every candle — liquidity voids, smart money footprints, order flow imbalances, and structural evolution — in real time. --- 📘 Overview The Holographic Market Microstructure (HMS) is not a traditional indicator. It’s a visual architecture built to interpret the true anatomy of the market — a living data structure that fuses price, volume, and liquidity into one coherent holographic layer. Instead of reacting to candles, HMS visualizes the market’s underlying micro-dynamics : where liquidity hides, where volume flows, and how structure morphs as smart money accumulates or distributes. Designed for system-based traders, volume analysts, and liquidity theorists who demand to see the unseen — the invisible grid driving every price movement. --- 🔬 Core Analytical Modules Microstructure Analysis Deconstructs each bar’s internal composition to identify imbalance between aggressive buying and selling. Using a configurable Imbalance Ratio and Liquidity Threshold , the algorithm marks low-liquidity zones and price inefficiencies as “liquidity voids.” • Detects hidden supply/demand gaps. • Quantifies micro-level absorption and exhaustion. • Reveals flow compression and expansion phases. Smart Money Tracking Applies advanced volume-rate-of-change and price momentum relationships to map institutional activity. • Accumulation Zones – Where price rises on expanding volume. • Distribution Zones – Where price declines on rising volume. • Automatically visualized as glowing boxes, layered through time to simulate footprint persistence. Fractal Structure Mapping Reveals the recursive nature of price formation. HMS detects fractal highs/lows, then connects them into an evolving structure. • Defines nested market structure across multiple scales. • Maps trend progression and transition points. • Renders with adaptive glow lines to reflect depth and strength. Volume Heat Map Transforms historical volume data into a 3D holographic heat projection. • Each band represents a volume-weighted price level. • Gradient brightness = relative participation intensity. • Helps identify volume nodes, voids, and liquidity corridors. HUD Display System Real-time analytical dashboard summarizing the system’s internal metrics directly on the chart. • Flow, Structure, Smart$, Liquidity, and Divergence — all live. • Designed for both scalpers and swing traders to assess micro-context instantly. --- 🧠 Smart Money Intelligence Layer The Smart Money Index dynamically evaluates the harmony (or conflict) between price momentum and volume acceleration. When institutions accumulate or distribute discreetly, volume surges ahead of price. HMS detects this divergence and overlays it as glowing smart money zones. ◈ ACCUM → Institutional absorption, early uptrend formation. ◈ DISTRIB → Distribution and top-heavy conditions. ○ IDLE → Neutral flow equilibrium. Divergences between price and volume are signaled using holographic alerts ( ⚠ ALERT ) to highlight exhaustion or trap conditions — often precursors to structural reversals. --- 🌀 Fractal Market Structure Engine The fractal subsystem recursively identifies local pivot symmetry, connecting micro-structural highs and lows into a holographic skeleton. • Bullish Structure — Higher highs & higher lows align (▲ BULLISH). • Bearish Structure — Lower highs & lower lows dominate (▼ BEARISH). • Ranging — Fractal symmetry balance (◆ RANGING). Each transition is visually represented through adaptive glow intensity, producing a living contour of market evolution . --- 🔥 Volume Heat Map Projection The heatmap acts as a volumetric X-ray of the recent 100–300 bars. Each horizontal segment reflects liquidity density, rendered with gradient opacity from cold (inactive) to hot (highly active). • Detects hidden accumulation shelves and distribution ridges. • Identifies imbalanced liquidity corridors (voids). • Reveals the invisible scaffolding of the order book. When combined with smart money zones and structure lines, it creates a multi-layered holographic perspective — allowing traders to see liquidity clusters and their interaction with evolving structure in real time. --- 💎 Holographic Visual Engine Every element of HMS is dynamically color-mapped to its visual theme . Each theme carries a distinct personality: Aeon — Neon blue plasma aesthetic; futuristic and fluid. Cyber — High-contrast digital energy; circuit-like clarity. Quantum — Deep space gradients; reflective of non-linear flow. Neural — Organic transitions; biological intelligence simulation. Plasma — Vapor-bright gradients; high-energy reactive feedback. Crystal — Minimalist, transparent geometry; pristine data visibility. Optional Glow Effects and Pulse Animations create a living hologram that responds to real-time market conditions. --- 🧭 HUD Analytics Table A live data matrix placed anywhere on-screen (top, middle, or side). It summarizes five critical systems: Flow: Order flow bias — ▲ BUYING / ▼ SELLING / ◆ NEUTRAL. Struct: Microstructure direction — ▲ BULLISH / ▼ BEARISH / ◆ RANGING. Smart$: Institutional behavior — ◈ ACCUM / ◈ DISTRIB / ○ IDLE. Liquid: Market efficiency — ⚡ VOID / ● NORMAL. Diverg: Price/Volume correlation — ⚠ ALERT / ✓ CLEAR. Each metric’s color dynamically adjusts according to live readings, effectively serving as a neural HUD layer for rapid interpretation. --- 🚨 Alert Conditions Stay informed in real time with built-in alerts that trigger under specific structural or liquidity conditions. Liquidity Void Detected — Market inefficiency or thin volume region identified. Strong Order Flow Detected — Aggressive buying or selling momentum shift. Smart Money Activity — Institutional accumulation or distribution underway. Price/Volume Divergence — Volume fails to confirm price trend. Market Structure Shift — Fractal structure flips directional bias. --- ⚙️ Customization Parameters Adjustable Microstructure Depth (20–200 bars). Configurable Imbalance Ratio and Liquidity Threshold . Adaptive Smart Money Sensitivity via Accumulation Threshold (%). Multiple Fractal Depth Layers for precise structural analysis. Scalable Heatmap Resolution (5–20 levels) and opacity control. Selectable HUD Position to suit personal layout preferences. Each parameter adjusts the balance between visual clarity and data density , ensuring optimal performance across intraday and macro timeframes alike. --- 🧩 Trading Application Identify early signs of institutional activity before breakouts. Track structure transitions with fractal precision. Locate hidden liquidity voids and high-value areas. Confirm strength of trends using order-flow bias. Detect volume-based divergences that often precede reversals. HMS is designed not just for observation — but for contextual understanding . Its purpose is to help traders anchor strategies in liquidity and flow dynamics rather than surface-level price action. --- 🪞 Philosophy Markets are holographic. Each candle contains a reflection of every other candle — a fractal within a fractal, a structure within a structure. The HMS is built to reveal that reflection, allowing traders to see through the market’s multidimensional fabric. --- Developed by: AlphaNatt Version: v6 Category: Market Microstructure | Volume Intelligence Framework: PineScript v6 | Holographic Visualization System Not financial advice
Indicatore Pine Script®
di AlphaNatt
12
Smart VWAP FVG SystemSmart VWAP FVG System - Professional Multi-Filter Trading Indicator 📊 OVERVIEW The Smart VWAP FVG System is an advanced multi-layered trading indicator that combines institutional volume analysis, multi-timeframe VWAP trend confirmation, and Fair Value Gap detection to identify high-probability trade entries. This indicator uses a sophisticated filtering mechanism where signals appear only when multiple independent confirmation criteria align simultaneously. Recommended Timeframe: 5-minute (M5) or higher. The indicator works best on M5, M15, and M30 charts for intraday trading. 🎯 ORIGINALITY & PURPOSE This indicator is original because it combines three distinct analytical methods into a unified decision-making system: Market Profile Volume Analysis - Identifies institutional accumulation/distribution zones Dual VWAP Filtering - Confirms trend direction using two independent VWAP calculations Fair Value Gap Detection - Validates institutional interest through price inefficiency zones The key innovation is the directional filter system: the primary Market Profile generates BUY-ONLY or SELL-ONLY states based on higher timeframe value area reversals, which then controls which signals from the main system are displayed. This creates a multi-timeframe confluence that significantly reduces false signals. Unlike simple indicator mashups, each component serves a specific purpose: Market Profile → Direction bias (trend filter) Primary VWAP (Session) → Short-term trend confirmation Secondary VWAP (Week) → Medium-term trend confirmation FVG Detection → Institutional activity validation 🔧 HOW IT WORKS 1. Primary Market Profile Filter (Higher Timeframe) The indicator calculates Market Profile on a higher timeframe (default: 1 hour) to determine the overall market structure: Value Area High (VAH): Top 70% of volume distribution Value Area Low (VAL): Bottom 70% of volume distribution Point of Control (POC): Price level with highest volume When price reaches VAH and reverses down → SELL-ONLY mode activated When price reaches VAL and reverses up → BUY-ONLY mode activated This higher timeframe filter ensures you're trading in the direction of institutional flow. 2. Dual VWAP System Two independent VWAP calculations provide multi-timeframe trend confirmation: Primary VWAP (Session-based): Resets daily, tracks intraday momentum Secondary VWAP (Week-based): Resets weekly, confirms longer-term trend Filter Logic: BUY signals require: Price > Primary VWAP AND Price > Secondary VWAP SELL signals require: Price < Primary VWAP AND Price < Secondary VWAP This dual confirmation prevents counter-trend trades during ranging conditions. 3. Fair Value Gap (FVG) Detection FVG zones identify price inefficiencies where institutional orders were executed rapidly: Bullish FVG: Gap between candle .high and candle .low (upward imbalance) Bearish FVG: Gap between candle .high and candle .low (downward imbalance) The indicator monitors recent FVG formation (lookback: 50 bars) and requires: Bullish FVG present for BUY signals Bearish FVG present for SELL signals FVG zones are displayed as colored boxes and automatically marked as "mitigated" when price fills the gap. 4. Main Trading Signal Logic The secondary Market Profile (default: 1 hour) generates the actual trading signals: BUY Signal Conditions: Price reaches Value Area Low Reversal pattern confirmed (minimum 1 bar) Price > Primary VWAP Price > Secondary VWAP (if filter enabled) Recent Bullish FVG detected (if filter enabled) Primary MP Filter = BUY-ONLY or NEUTRAL SELL Signal Conditions: Price reaches Value Area High Reversal pattern confirmed (minimum 1 bar) Price < Primary VWAP Price < Secondary VWAP (if filter enabled) Recent Bearish FVG detected (if filter enabled) Primary MP Filter = SELL-ONLY or NEUTRAL All conditions must be TRUE simultaneously for a signal to appear. 📈 VISUAL ELEMENTS On Chart: 🟢 Green Triangle (▲) = BUY Signal 🔴 Red Triangle (▼) = SELL Signal 🟦 Blue horizontal lines = Value Area zones 🟡 Yellow line = Point of Control (POC) 🟩 Green boxes = Bullish FVG zones 🟥 Red boxes = Bearish FVG zones 🔵 Blue line = Primary VWAP (Session) ⚪ White line = Secondary VWAP (Week) Info Panel (Top Right): Real-time status display showing: Filter Direction (BUY ONLY / SELL ONLY / NEUTRAL) Active timeframes for both MP filters FVG filter status and count VWAP positions (ABOVE/BELOW) Signal enablement status Alert status ⚙️ KEY SETTINGS MP/TPO Filter Settings (Primary Indicator) MP Filter Time Frame: 60 minutes (controls directional bias) Filter Value Area %: 70% (standard Market Profile calculation) Filter Alert Distance: 1 bar Filter Min Bars for Reversal: 1 bar Filter Alert Zone Margin: 0.01 (1%) FVG Filter Settings Use FVG Filter: Enabled (toggle on/off) FVG Timeframe: 60 minutes (1 hour) FVG Filter Mode: Both (require bullish FVG for BUY, bearish for SELL) FVG Lookback Period: 50 bars (how far back to search) Show FVG Formation Signals: Optional visual markers Max FVG on Chart: 50 zones Show Mitigated FVG: Display filled gaps Market Profile Settings Higher Time Frame: 60 minutes (for main signals) Percent for Value Area: 70% Show POC Line: Enabled Keep Old MPs: Enabled (maintain historical profiles) Primary VWAP Filter Use Primary VWAP Filter: Enabled Primary VWAP Anchor Period: Session (resets daily) Primary VWAP Source: HLC3 (typical price) Secondary VWAP Filter Use Secondary VWAP Filter: Enabled Secondary VWAP Anchor Period: Week (resets weekly) Secondary VWAP Filter Mode: Both Secondary VWAP Line Color: White Trading Signals Show Trading Signals on Chart: Enabled Show SELL Signals: Enabled Show BUY Signals: Enabled Alert Distance: 1 bar Min Bars for Reversal: 1 bar Alert Zone Margin: 0.01 (1%) Retest Search Period: 20 bars Min Bars Between Retests: 5 bars Show Only Retests: Disabled Alert Settings Enable Trading Notifications: Enabled VAH Reversal Alert: Enabled (SELL signals) VAL Reversal Alert: Enabled (BUY signals) Time Filter Settings Filter Alerts By Time: Optional (exclude specific hours) ⚠️ IMPORTANT WARNINGS & LIMITATIONS 1. Repainting Behavior CRITICAL: This indicator uses lookahead=barmerge.lookahead_on to access higher timeframe data immediately for FVG detection. This is necessary to provide real-time FVG zone visualization but has the following implications: FVG zones may shift slightly until the higher timeframe candle closes FVG detection signals are preliminary until HTF bar confirmation The main trading signals (triangles) appear on confirmed bars and do not repaint Best Practice: Always wait for the current timeframe bar to close before acting on signals. The filter status and FVG zones are informational but may adjust as new data arrives. 2. Minimum Timeframe Do NOT use on timeframes below 5 minutes (M5) Recommended: M5, M15, M30 for intraday trading Higher timeframes (H1, H4) can also be used but will generate fewer signals 3. Multiple Filters Can Block Signals By design, this indicator is conservative. When all filters are enabled: Signals appear ONLY when all conditions align You may see extended periods with no signals This is intentional to reduce false positives If you see no signals: Check the Info Panel to see which filters are failing Consider adjusting FVG lookback period Temporarily disable FVG filter to test Verify VWAP filters match current market trend 4. Market Profile Limitations Market Profile requires sufficient volume data Low-volume instruments may produce unreliable profiles Value Areas update only on higher timeframe bar close Works best on liquid markets (major forex pairs, indices, crypto) 📖 HOW TO USE Step 1: Add to Chart Apply indicator to M5 or higher timeframe chart Ensure chart shows volume data Use standard candles (NOT Heikin Ashi, Renko, etc.) Step 2: Configure Settings Primary MP Filter TF: Set to 60 (1 hour) minimum, or 240 (4 hour) for swing trading Main MP TF: Set to 60 (1 hour) for intraday signals FVG Timeframe: Match or exceed main MP timeframe Leave other settings at default initially Step 3: Understand the Info Panel Monitor the top-right panel: FILTER STATUS: Shows current directional bias NEUTRAL = Both signals allowed BUY ONLY = Only green triangles will appear SELL ONLY = Only red triangles will appear FVG Filter: Shows if bullish/bearish gaps detected recently VWAP positions: Confirms trend alignment Step 4: Take Signals For BUY Signal (Green Triangle ▲): Wait for green triangle to appear Check Info Panel shows ✓ for BUY signals Confirm current bar has closed Enter long position Stop loss: Below recent VAL or swing low Target: Previous Value Area High or 1.5-2× risk For SELL Signal (Red Triangle ▼): Wait for red triangle to appear Check Info Panel shows ✓ for SELL signals Confirm current bar has closed Enter short position Stop loss: Above recent VAH or swing high Target: Previous Value Area Low or 1.5-2× risk Step 5: Risk Management Risk per trade: Maximum 1-2% of account equity Position sizing: Adjust based on stop loss distance Avoid trading: During major news events or time filter periods Multiple confirmations: Look for confluence with price action (support/resistance, trendlines) 🎓 UNDERLYING CONCEPTS Market Profile Theory Developed by J. Peter Steidlmayer in the 1980s, Market Profile organizes price and volume data to identify: Value Areas: Where 70% of trading activity occurred POC: Price level with highest acceptance (most volume) Imbalances: When price moves away from value quickly This indicator uses TPO (Time Price Opportunity) calculation method to build the volume profile distribution. VWAP (Volume Weighted Average Price) VWAP represents the average price weighted by volume, showing where institutional traders are positioned: Price above VWAP = Bullish (institutions accumulated lower) Price below VWAP = Bearish (institutions distributed higher) Using dual VWAP (Session + Week) creates multi-timeframe trend alignment. Fair Value Gaps (FVG) Also known as "imbalance" or "inefficiency," FVG occurs when: Price moves so rapidly that a gap forms in the candlestick structure Indicates institutional order flow (large market orders) Price often returns to "fill" these gaps (rebalance) The 3-candle FVG pattern (gap between candle and candle ) is widely used in ICT (Inner Circle Trader) methodology and Smart Money Concepts. 🔍 CREDITS & CODE ATTRIBUTION This indicator builds upon established technical analysis concepts and combines multiple methodologies: 1. Market Profile / TPO Calculation Concept Origin: J. Peter Steidlmayer (Chicago Board of Trade, 1980s) Code Inspiration: TradingView's public domain Market Profile examples Modifications: Custom filtering logic for directional bias, dual timeframe implementation 2. VWAP Calculation Concept Origin: Standard financial instrument (widely used since 1980s) Code Base: TradingView built-in ta.vwap() function (public domain) Modifications: Dual VWAP system with independent anchor periods, custom filtering modes 3. Fair Value Gap Detection Concept Origin: Inner Circle Trader (ICT) / Smart Money Concepts methodology Code Implementation: Original implementation based on 3-candle gap pattern Features: Multi-timeframe detection, automatic mitigation tracking, visual zone display 4. Pine Script Framework Language: Pine Script v6 (TradingView) Built-in Functions Used: ta.vwap() - Volume weighted average price request.security() - Higher timeframe data access ta.change() - Period detection ta.cum() - Cumulative volume time() - Timestamp functions Note: All code is original implementation. While concepts are based on established trading methodologies, the combination, filtering logic, and execution are unique to this indicator. 📊 RECOMMENDED INSTRUMENTS Best Performance: Major Forex Pairs (EURUSD, GBPUSD, USDJPY) Stock Indices (ES, NQ, SPX, DAX) Major Cryptocurrencies (BTCUSD, ETHUSD) Liquid Stocks (high daily volume) Avoid: Low-volume altcoins Illiquid stocks Exotic forex pairs with wide spreads ⚡ PERFORMANCE TIPS Start Conservative: Enable all filters initially Reduce Filters Gradually: If too few signals, disable Secondary VWAP filter first Match Timeframes: Keep MP Filter TF and FVG TF at same value Backtest First: Review historical performance on your preferred instrument/timeframe Combine with Price Action: Look for support/resistance confluence Use Time Filter: Avoid low-liquidity hours (optional setting) 🚫 WHAT THIS INDICATOR DOES NOT DO Does not guarantee profits - No trading system is 100% accurate Does not predict the future - Based on historical patterns Does not replace risk management - Always use stop losses Does not work on all instruments - Requires volume data and liquidity Does not provide exact entry/exit prices - Signals are zones, not precise levels Does not account for fundamentals - Purely technical analysis 📜 DISCLAIMER This indicator is provided for educational and informational purposes only. It is not financial advice, and past performance does not guarantee future results. Trading Risk Warning: All trading involves risk of loss You can lose more than your initial investment (leverage products) Only trade with capital you can afford to lose Always use appropriate position sizing and risk management Consider seeking advice from a licensed financial advisor Technical Limitations: Indicator may repaint FVG zones until HTF bar closes Signals are based on historical patterns that may not repeat Market conditions change and no system works in all environments Volume data quality varies by exchange/broker By using this indicator, you acknowledge these risks and agree that the author bears no responsibility for trading losses. 📞 SUPPORT & UPDATES Questions? Comment on this publication Issues? Describe the problem with chart screenshot Feature Requests? Suggest improvements in comments Updates: Will be published as new versions using TradingView's update feature 📝 VERSION HISTORY Version 1.0 (Current) Initial public release Multi-filter system: MP + Dual VWAP + FVG Directional bias filter Real-time info panel Comprehensive alert system Time-based filtering Thank you for using Smart VWAP FVG System! Happy Trading! 📈
Indicatore Pine Script®
di Smart-Day-Trader
Volume Order Block Scanner [BOSWaves]Volume Order Block Scanner - Dynamic Detection of High-Volume Supply and Demand Zones Overview The Volume Order Block Scanner introduces a refined approach to institutional zone mapping, combining volume-weighted order flow, structural displacement, and ATR-based proportionality to identify regions of aggressive participation from large entities. Unlike static zone mapping or simplistic body-size filters, this framework dynamically evaluates each candle through a multi-layer model of relative volume, candle structure, and volatility context to isolate genuine order block formations while filtering out market noise. Each identified zone represents a potential institutional footprint, defined by significant volume surges and efficient body-to-ATR relationships that indicate purposeful positioning. Once mapped, each order block is dynamically adjusted for volatility and tracked throughout its lifecycle - from creation to mitigation to potential invalidation - producing an evolving liquidity map that adapts with price. This adaptive behavior allows traders to visualize where liquidity was absorbed and where it remains unfilled, revealing the structural foundation of institutional intent across timeframes. Theoretical Foundation At its core, the Volume Order Block Scanner is built on the interaction between volume displacement and structural imbalance. Traditional order block systems often rely on fixed candle formations or simple engulfing logic, neglecting the fundamental driver of institutional activity: volume concentration relative to volatility. This framework redefines that approach. Each candle is filtered through two comparative ratios: Relative Volume Ratio (RVR) - the candle’s volume compared to its rolling average, confirming genuine transactional surges. Body-ATR Ratio (BAR) - a measure of displacement efficiency relative to recent volatility, ensuring structural strength. Only when both conditions align is an order block validated, marking a displacement event significant enough to create a lasting imbalance. By embedding this logic within a volatility-adjusted environment, the system maintains scalability across asset classes and volatility regimes - equally effective in crypto, forex, or index markets. How It Works The Volume Order Block Scanner operates through a structured multi-stage process: Displacement Detection - Identifies candles whose body and volume exceed dynamic thresholds derived from ATR and rolling volume averages. These represent the origin points of institutional aggression. Zone Construction - Each qualified candle generates an order block with ATR-proportional dimensions to ensure consistency across instruments and timeframes. The zone includes two regions: Body Zone (the precise initiation point of displacement) and Wick Imbalance (the residual inefficiency representing unfilled liquidity). Lifecycle Tracking - Each zone is continuously monitored for market interaction. Reactions within a defined window are classified as respected, mitigated, or invalidated, giving traders a data-driven sense of ongoing institutional relevance. Volume Confirmation Layer - Reinforces signal integrity by ensuring that all detected blocks correspond with meaningful increases in transactional activity. Temporal Decay Control - Zones that remain untested beyond a set period gradually lose visual and analytical weight, maintaining chart clarity and contextual precision. Interpretation The Volume Order Block Scanner visualizes how institutional participants interact with the market through zones of accumulation and distribution. Bullish order blocks denote demand imbalances where price displaced upward under high volume; bearish order blocks signify supply regions formed by concentrated selling pressure. Price revisiting these areas often reflects institutional re-entry or liquidity rebalancing, offering actionable insights for both continuation and reversal scenarios. By continuously monitoring interaction and expiry, the framework enables traders to distinguish between active institutional footprints and historical liquidity artifacts. Strategy Integration The Volume Order Block Scanner integrates naturally into advanced structural and order-flow methodologies: Liquidity Mapping : Identify high-volume regions that are likely to influence future price reactions. Break-of-Structure Confirmation : Validate BOS and CHOCH signals through aligned order block behavior. Volume Confluence : Combine with BOSWaves volume or momentum indicators to confirm real institutional intent. Smart-Money Frameworks : Utilize order block retests as precision entry zones within SMC-based setups. Trend Continuation : Filter zones in line with higher-timeframe bias to maintain directional integrity. Technical Implementation Details Core Engine : Dual-filter mechanism using Relative Volume Ratio (RVR) and Body-ATR Ratio (BAR). Volatility Framework : ATR-based scaling for cross-asset proportionality. Zone Composition : Body and wick regions plotted independently for visual clarity of imbalance. Lifecycle Logic : Real-time monitoring of reaction, mitigation, and invalidation states. Directional Coloring : Distinct bullish and bearish shading with adjustable transparency. Computation Efficiency : Lightweight structure suitable for multi-timeframe or multi-asset environments. Optimal Application Parameters Timeframe Guidance: 5m - 15m : Reactive intraday zones for short-term liquidity engagement. 1H - 4H : Medium-term structures for swing or intraday trend mapping. Daily - Weekly : Macro accumulation and distribution footprints. Suggested Configuration: Relative Volume Threshold : 1.5× - 2.0× average volume. Body-ATR Threshold : 0.8× - 1.2× for valid displacement. Zone Expiry : 5 - 10 bars for intraday use, 15 - 30 for swing/macro contexts. Parameter optimization should be asset-specific, tuned to volatility conditions and liquidity depth. Performance Characteristics High Effectiveness: Markets exhibiting clear displacement and directional flow. Environments with consistent volume expansion and liquidity inefficiencies. Reduced Effectiveness: Range-bound markets with frequent false impulses. Low-volume sessions lacking institutional participation. Integration Guidelines Confluence Framework : Pair with structure-based BOS or liquidity tools for validation. Risk Management : Treat active order blocks as contextual areas of interest, not guaranteed reversal points. Multi-Timeframe Logic : Derive bias from higher-timeframe blocks and execute from refined lower-timeframe structures. Volume Verification : Confirm each reaction with concurrent volume acceleration to avoid false liquidity cues. Disclaimer The Volume Order Block Scanner is a quantitative mapping framework designed for professional traders and analysts. It is not a predictive or guaranteed system of profit. Performance depends on correct configuration, market conditions, and disciplined risk management. BOSWaves recommends using this indicator as part of a comprehensive analytical process - integrating structural, volume, and liquidity context for accurate interpretation.
Indicatore Pine Script®
di BOSWaves
12
Realtime FootprintThe purpose of this script is to gain a better understanding of the order flow by the footprint. To that end, i have added unusual features in addition to the standard features. I use "Real Time 5D Profile by LucF" main engine to create basic footprint(profile type) and added some popular features and my favorites. This script can only be used in realtime, because tradingview doesn't provide historical Bid/Ask date. Bid/Ask date used this script are up/down ticks. This script can only be used by time based chart (1m, 5m , 60m and daily etc) This script use many labels and these are limited max 500, so you can't display many bars. If you want to display foot print bars longer, turn off the unused sub-display function. Default setting is footprint is 25 labels, IB count is 1, COT high and Ratio high is 1, COT low and Ratio low is 1 and Delta Box Ratio Volume is 1 , total 29. plus UA , IB stripes , ladder fading mark use several labels. ///////// General Setting /////////// Resets on Volume / Range bar : If you want to use simple time based Resets on, please set Total Volume is 0. Your timeframe is always the first condition. So if you set Total Volume is 1000, both conditions(Volume >= 1000 and your timeframe start next bar) must be met. (that is, new footprint bar doesn't start at when total volume = exactly 1000). Ticks per row and Maximum row of Bar : 1 is minimum size(tick). "Maximum row of Bar" decide the number of rows used in one footprint. 1 row is created from 1 label, so you need to reduce this number to display many footprints (Max label is 500). Volume Filter and For Calculation and Display : "Volume Filter" decide minimum size of using volume for this script. "For Calculation and Display" is used to convert volume to an integer. This script only use integer to make profile look better (I contained Bid number and Ask number in one row( one label) to saving labels. This require to make no difference in width by the number of digits and this script corresponds integers from 0 to 3 digits). ex) Symbol average volume size is from 0.0001 to 0.001. You decide only use Volume >= 0.0005 by "Volume Filter". Next, you convert volume to integer, by setting "For Calculation and Display" is 1000 (0.0005 * 1000 = 5). If 0.00052 → 5.2 → 5, 0.00058 → 5.8 → 6 (Decimal numbers are rounded off) This integer is used to all calculation in this script. //////// Main Display /////// Footprint, Total, Row Delta, Diagonal Delta and Profile : "Footprint" display Ask and Bid per row. "Total" display Ask + Bid per row. "Row Delta" display Ask - Bid per row. "Diagonal Delta" display Ask(row N) - Bid(row N -1) per row. Profile display Total Volume(Ask + Bid) per row by using Block. Profile Block coloring are decided by Row Delta value(default: positive Row Delta (Ask > Bid) is greenish colors and negative Row Delta (Ask < Bid) is reddish colors.) Volume per Profile Block, Row Imbalance Ratio and Delta Bull/Bear/Neutral Colors : "Volume per Profile Block" decide one block contain how many total volume. ex) When you set 20, Total volume 70 display 3 block. The maximum number of blocks that can be used per low is 20. So if you set 20, Total volume 400 is 20 blocks. total volume 800 is 20 blocks too. "Row Imbalance Ratio" decide block coloring. The row imbalance is that the difference between Ask and Bid (row delta) is large. default is x3, x2 and x1. The larger the difference, the brighter the color. ex) Ask 30 Bid 10 is light green. Ask 20 Bid 10 is green. Ask 11 Bid 10 is dark green. Ask 0 Bid 1 is light red. Ask 1 Bid 2 is red. ask 30 Bid 59 is dark green. Ask 10 Bid 10 is neutral color(gray) profile coloring is reflected same row's other elements(Ask, Bid, Total and Delta) too. It's because one label can only use one text color. /////// Sub Display /////// Delta, total and Commitment of Traders : "Delta" is total Ask - total Bid in one footprint bar. Total is total Ask + total Bid in one footprint bar. "Commitment of traders" is variation of "Delta". COT High is reset to 0 when current highest is touched. COT Low is opposite. Basic concept of Delta is to compare price with Delta. Ordinary, when price move up, delta is positive. Price move down is negative delta. This is because market orders move price and market orders are counted by Delta (although this description is not exactly correct). But, sometimes prices do not move even though many market orders are putting pressure on price , or conversely, price move strongly without many market orders. This is key point. Big player absorb market orders by iceberg order(Subdivide large orders and pretend to be small limit orders. Small limit orders look weak in the order book, but they are added each time you fill, so they are more powerful than they look.), so price don't move. On the other hand, when the price is moving easily, smart players may be aiming to attract and counterattack to a better price for them. It's more of a sport than science, and there's always no right response. Pay attention to the relationship between price, volume and delta. ex) If COT Low is large negative value, it means many sell market orders is coming, but iceberg order is absorbing their attack at limit order. you should not do buy entry, only this clue. but this is one of the hints. "Delta, Box Ratio and Total texts is contained same label and its color are "Delta" coloring. Positive Delta is Delta Bull color(green),Negative Delta is Delta Bear Color and Delta = 0 is Neutral Color(gray). When Delta direction and price direction are opposite is Delta Divergence Color(yellow). I didn't add the cumulative volume delta because I prefer to display the CVD line on the price chart rather than the number. Box Ratio , Box Ratio Divisor and Heavy Box Ratio Ratio : This is not ordinary footprint features, but I like this concept so I added. Box Ratio by Richard W. Arms is simple but useful tool. calculation is "total volume (one bar) divided by Bar range (highest - lowest)." When Bull and bear are fighting fiercely this number become large, and then important price move happen. I made average BR from something like 5 SMA and if current BR exceeds average BR x (Heavy Box Ratio Ratio), BR box mark will be filled. Box Ratio Divisor is used to good looking display(BR multiplied by Box Ratio Divisor is rounded off and displayed as an integer) Diagonal Imbalance Count , D IB Mark and D IB Stripes : Diagonal Imbalance is defined by "Diagonal Imbalance Ratio". ex) You set 2. When Ask(row N) 30 Bid(row N -1)10, it's 30 > 10*2, so positive Diagonal Imbalance. When Ask(row N) 4 Bid(row N -1)9, it's 4*2 < 9, so negative Diagonal Imbalance. This calculation does not use equals to avoid Ask(row N) 0 Bid(row N -1)0 became Diagonal Imbalance. Ask(row N) 0 Bid(row N -1)0, it's 0 = 0*2, not Diagonal Imbalance. Ask(row N) 10 Bid(row N -1)5, it's 10 = 5*2, not Diagonal Imbalance. "D IB Mark" emphasize Ask or Bid number which is dominant side(Winner of Diagonal Imbalance calculation), by under line. "Diagonal Imbalance Count" compare Ask side D IB Mark to Bid side D IB Mark in one footprint. Coloring depend on which is more aggressive side (it has many IB Mark) and When Aggressive direction and price direction are opposite is Delta Divergence Color(yellow). "D IB Stripes" is a function that further emphasizes with an arrow Mark, when a DIB mark is added on the same side for three consecutive row. Three consecutive arrow is added at third row. Unfinished Auction, Ratio Bounds and Ladder fading Mark : "Unfinished Auction" emphasize highest or lowest row which has both Ask and Bid, by Delta Divergence Color(yellow) XXXXXX mark. Unfinished Auction sometimes has magnet effect, price may touch and breakout at UA side in the future. This concept is famous as profit taking target than entry decision. But, I'm interested in the case that Big player make fake breakout at UA side and trapped retail traders, and then do reversal with retail traders stop-loss hunt. Anyway, it's not stand alone signal. "Ratio Bounds" gauge decrease of pressure at extreme price. Ratio Bounds High is number which second highest ask is divided by highest ask. Ratio Bounds Low is number which second lowest bid is divided by lowest bid. The larger the number, the less momentum the price has. ex)first footprint bar has Ratio Bounds Low 2, second footprint bar has RBL 4, third footprint bar has RBL 20. This indicates that the bear's power is gradually diminishing. "Ladder fading mark" emphasizes the decrease of the value in 3 consecutive row at extreme price. I added two type Marks. Ask/Bid type(triangle Mark) is Ask/Bid values are decreasing of three consecutive row at extreme price. Row Imbalance type(Diamond Mark) are row Imbalance values are decreasing of three consecutive row at extreme price. ex)Third lowest Bid 40, second lowest Bid 10 and lowest Bid 5 have triangle up Mark. That is bear's power is gradually diminishing. (This Mark only check Bid value at lowest price and Ask value at highest price). Third highest row delta + 60, second highest row delta + 5, highest delta - 20 have diamond Mark. That is Bull's power is gradually diminishing. Sub display use Delta colors at bottom of Sub display section. ////// Candle & POC ///////// candle and POC : Ordinary, "POC" Point of Control is row of largest total volume, but this script'POC is volume weighted average. This is because the regular POC was visually displayed by the profile ,and I was influenced LucF's ideas. POC coloring is decided in relation to the previous POC. When current POC is higher than previous POC, color is UP Bar Color(green). In the opposite case, Down Bar color is used. POC Divergence Color is used when Current POC is up but current bar close is lower than open (Down price Bar),or in the opposite case. POC coloring has option also highlight background by Delta Divergence Color(yellow). but bg color is displayed at your time frame current price bar not current footprint bar. The basic explanation is over. I add some image to promote understanding basic ideas.
Indicatore Pine Script®
di akutsusho
65
Advanced Volume Profile Pro Delta + POC + VAH/VAL# Advanced Volume Profile Pro - Delta + POC + VAH/VAL Analysis System ## WHAT THIS SCRIPT DOES This script creates a comprehensive volume profile analysis system that combines traditional volume-at-price distribution with delta volume calculations, Point of Control (POC) identification, and Value Area (VAH/VAL) analysis. Unlike standard volume indicators that show only total volume over time, this script analyzes volume distribution across price levels and estimates buying vs selling pressure using multiple calculation methods to provide deeper market structure insights. ## WHY THIS COMBINATION IS ORIGINAL AND USEFUL **The Problem Solved:** Traditional volume indicators show when volume occurs but not where price finds acceptance or rejection. Standalone volume profiles lack directional bias information, while basic delta calculations don't provide structural context. Traders need to understand both volume distribution AND directional sentiment at key price levels. **The Solution:** This script implements an integrated approach that: - Maps volume distribution across price levels using configurable row density - Estimates delta (buying vs selling pressure) using three different methodologies - Identifies Point of Control (highest volume price level) for key support/resistance - Calculates Value Area boundaries where 70% of volume traded - Provides real-time alerts for key level interactions and volume imbalances **Unique Features:** 1. **Developing POC Visualization**: Real-time tracking of Point of Control migration throughout the session via blue dotted trail, revealing institutional accumulation/distribution patterns before they complete 2. **Multi-Method Delta Calculation**: Price Action-based, Bid/Ask estimation, and Cumulative methods for different market conditions 3. **Adaptive Timeframe System**: Auto-adjusts calculation parameters based on chart timeframe for optimal performance 4. **Flexible Profile Types**: N Bars Back (precise control), Days Back (calendar-based), and Session-based analysis modes 5. **Advanced Imbalance Detection**: Identifies and highlights significant buying/selling imbalances with configurable thresholds 6. **Comprehensive Alert System**: Monitors POC touches, Value Area entry/exit, and major volume imbalances ## HOW THE SCRIPT WORKS TECHNICALLY ### Core Volume Profile Methodology: **1. Price Level Distribution:** - Divides price range into user-defined rows (10-50 configurable) - Calculates row height: `(Highest Price - Lowest Price) / Number of Rows` - Distributes each bar's volume across price levels it touched proportionally **2. Delta Volume Calculation Methods:** **Price Action Method:** ``` Price Range = High - Low Buy Pressure = (Close - Low) / Price Range Sell Pressure = (High - Close) / Price Range Buy Volume = Total Volume × Buy Pressure Sell Volume = Total Volume × Sell Pressure Delta = Buy Volume - Sell Volume ``` **Bid/Ask Estimation Method:** ``` Average Price = (High + Low + Close) / 3 Buy Volume = Close > Average ? Volume × 0.6 : Volume × 0.4 Sell Volume = Total Volume - Buy Volume ``` **Cumulative Method:** ``` Buy Volume = Close > Open ? Volume : Volume × 0.3 Sell Volume = Close ≤ Open ? Volume : Volume × 0.3 ``` **3. Point of Control (POC) Identification:** - Scans all price levels to find maximum volume concentration - POC represents the price level with highest trading activity - Acts as significant support/resistance level - **Developing POC Feature**: Tracks POC evolution in real-time via blue dotted trail, showing how institutional interest migrates throughout the session. Upward POC migration indicates accumulation patterns, downward migration suggests distribution, providing early trend signals before price confirmation. **4. Value Area Calculation:** - Starts from POC and expands up/down to encompass 70% of total volume - VAH (Value Area High): Upper boundary of value area - VAL (Value Area Low): Lower boundary of value area - Expansion algorithm prioritizes direction with higher volume **5. Adaptive Range Selection:** Based on profile type and timeframe optimization: - **N Bars Back**: Fixed lookback period with performance optimization (20-500 bars) - **Days Back**: Calendar-based analysis with automatic timeframe adjustment (1-365 days) - **Session**: Current trading session or custom session times ### Performance Optimization Features: - **Sampling Algorithm**: Reduces calculation load on large datasets while maintaining accuracy - **Memory Management**: Clears previous drawings to prevent performance degradation - **Safety Constraints**: Prevents excessive memory usage with configurable limits ## HOW TO USE THIS SCRIPT ### Initial Setup: 1. **Profile Configuration**: Select profile type based on trading style: - N Bars Back: Precise control over data range - Days Back: Intuitive calendar-based analysis - Session: Real-time session development 2. **Row Density**: Set number of rows (30 default) - more rows = higher resolution, slower performance 3. **Delta Method**: Choose calculation method based on market type: - Price Action: Best for trending markets - Bid/Ask Estimate: Good for ranging markets - Cumulative: Smoothed approach for volatile markets 4. **Visual Settings**: Configure colors, position (left/right), and display options ### Reading the Profile: **Volume Bars:** - **Length**: Represents relative volume at that price level - **Color**: Green = net buying pressure, Red = net selling pressure - **Intensity**: Darker colors indicate volume imbalances above threshold **Key Levels:** - **POC (Blue Line)**: Highest volume price - major support/resistance - **VAH (Purple Dashed)**: Value Area High - upper boundary of fair value - **VAL (Orange Dashed)**: Value Area Low - lower boundary of fair value - **Value Area Fill**: Shaded region showing main trading range **Developing POC Trail:** - **Blue Dotted Lines**: Show real-time POC evolution throughout the session - **Migration Patterns**: Upward trail indicates bullish accumulation, downward trail suggests bearish distribution - **Early Signals**: POC movement often precedes price movement, providing advance warning of institutional activity - **Institutional Footprints**: Reveals where smart money concentrated volume before final POC establishment ### Trading Applications: **Support/Resistance Analysis:** - POC acts as magnetic price level - expect reactions - VAH/VAL provide intermediate support/resistance levels - Profile edges show areas of low volume acceptance **Developing POC Analysis:** - **Upward Migration**: POC moving higher = institutional accumulation, bullish bias - **Downward Migration**: POC moving lower = institutional distribution, bearish bias - **Stable POC**: Tight clustering = balanced market, range-bound conditions - **Early Trend Detection**: POC direction change often precedes price breakouts **Entry Strategies:** - Buy at VAL with POC as target (in uptrends) - Sell at VAH with POC as target (in downtrends) - Breakout plays above/below profile extremes **Volume Imbalance Trading:** - Strong buying imbalance (>60% threshold) suggests continued upward pressure - Strong selling imbalance suggests continued downward pressure - Imbalances near key levels provide high-probability setups **Multi-Timeframe Context:** - Use higher timeframe profiles for major levels - Lower timeframe profiles for precise entries - Session profiles for intraday trading structure ## SCRIPT SETTINGS EXPLANATION ### Volume Profile Settings: - **Profile Type**: Determines data range for calculation - N Bars Back: Exact number of bars (20-500 range) - Days Back: Calendar days with timeframe adaptation (1-365 days) - Session: Trading session-based (intraday focus) - **Number of Rows**: Profile resolution (10-50 range) - **Profile Width**: Visual width as chart percentage (10-50%) - **Value Area %**: Volume percentage for VA calculation (50-90%, 70% standard) - **Auto-Adjust**: Automatically optimizes for different timeframes ### Delta Volume Settings: - **Show Delta Volume**: Enable/disable delta calculations - **Delta Calculation Method**: Choose methodology based on market conditions - **Highlight Imbalances**: Visual emphasis for significant volume imbalances - **Imbalance Threshold**: Percentage for imbalance detection (50-90%) ### Session Settings: - **Session Type**: Daily, Weekly, Monthly, or Custom periods - **Custom Session Time**: Define specific trading hours - **Previous Sessions**: Number of historical sessions to display ### Days Back Settings: - **Lookback Days**: Number of calendar days to analyze (1-365) - **Automatic Calculation**: Script automatically converts days to bars based on timeframe: - Intraday: Accounts for 6.5 trading hours per day - Daily: 1 bar per day - Weekly/Monthly: Proportional adjustment ### N Bars Back Settings: - **Lookback Bars**: Exact number of bars to analyze (20-500) - **Precise Control**: Best for systematic analysis and backtesting ### Visual Customization: - **Colors**: Bullish (green), Bearish (red), and level colors - **Profile Position**: Left or Right side of chart - **Profile Offset**: Distance from current price action - **Labels**: Show/hide level labels and values - **Smooth Profile Bars**: Enhanced visual appearance ### Alert Configuration: - **POC Touch**: Alerts when price interacts with Point of Control - **VA Entry/Exit**: Alerts for Value Area boundary interactions - **Major Imbalance**: Alerts for significant volume imbalances ## VISUAL FEATURES ### Profile Display: - **Horizontal Bars**: Volume distribution across price levels - **Color Coding**: Delta-based coloring for directional bias - **Smooth Rendering**: Optional smoothing for cleaner appearance - **Transparency**: Configurable opacity for chart readability ### Level Lines: - **POC**: Solid blue line with optional label - **VAH/VAL**: Dashed colored lines with value displays - **Extension**: Lines extend across relevant time periods - **Value Area Fill**: Optional shaded region between VAH/VAL ### Information Table: - **Current Values**: Real-time POC, VAH, VAL prices - **VA Range**: Value Area width calculation - **Positioning**: Multiple table positions available - **Text Sizing**: Adjustable for different screen sizes ## IMPORTANT USAGE NOTES **Realistic Expectations:** - Volume profile analysis provides structural context, not trading signals - Delta calculations are estimations based on price action, not actual order flow - Past volume distribution does not guarantee future price behavior - Combine with other analysis methods for comprehensive market view **Best Practices:** - Use appropriate profile types for your trading style: - Day Trading: Session or Days Back (1-5 days) - Swing Trading: Days Back (10-30 days) or N Bars Back - Position Trading: Days Back (60-180 days) - Consider market context (trending vs ranging conditions) - Verify key levels with additional technical analysis - Monitor profile development for changing market structure **Performance Considerations:** - Higher row counts increase calculation complexity - Large lookback periods may affect chart performance - Auto-adjust feature optimizes for most use cases - Consider using session profiles for intraday efficiency **Limitations:** - Delta calculations are estimations, not actual transaction data - Profile accuracy depends on available price/volume history - Effectiveness varies across different instruments and market conditions - Requires understanding of volume profile concepts for optimal use **Data Requirements:** - Requires volume data for accurate calculations - Works best on liquid instruments with consistent volume - May be less effective on very low volume or exotic instruments This script serves as a comprehensive volume analysis tool for traders who need detailed market structure information with integrated directional bias analysis and real-time POC development tracking for informed trading decisions.
Indicatore Pine Script®
di DeltaSpeedEdge
1
Market Push Meter - CoffeeStyleMarket Push Meter - CoffeeKiller Indicator Guide Welcome traders! This guide will walk you through the Market Push Meter indicator, a sophisticated volume analysis tool developed by CoffeeKiller with the help and assistance of FindBetterTrades that measures and visualizes the ongoing battle between buyers and sellers through volume pressure analysis. 🔔 **Warning: This Is Not a Standard Volume Indicator** 🔔 This indicator analyzes volume pressure in a unique way, combining directional volume with price action to identify market imbalances between buyers and sellers. All credit for the core logic for this indicator goes to FindBetterTrades and his/hers Volume Pressure Histogram (Normalized) (this is my adaptation and style added to that core logic, thus the CoffeeStyle name was added). Core Concept: Volume Pressure Analysis The foundation of this indicator lies in measuring the imbalance between buying and selling volume, providing insights into which market participants are exerting more pressure on price movements. Volume Pressure Columns: Buying vs Selling Force - Positive Green Columns: Net buying pressure - Negative Red Columns: Net selling pressure - Color intensity varies based on pressure strength - Special coloring for new high/low boundaries Marker Lines: Dynamic Support/Resistance - High Marker Line (Magenta): Tracks the highest point reached during buying phases - Low Marker Line (Cyan): Tracks the lowest point reached during selling phases - Creates visual boundaries showing pressure extremes Peak Detection System: - Triangular markers identify significant local maxima and minima - Background highlighting shows important pressure peaks - Helps identify potential reversal points and pressure exhaustion Reference Lines: - Overbought Level: Threshold for extreme selling pressure - Oversold Level: Threshold for extreme buying pressure - Used to identify potential reversal zones Core Components 1. Volume Pressure Calculation - Separation of up-volume and down-volume - Calculation of net volume pressure - Smoothing for consistent visualization - Normalization against total volume for percentage scaling 2. Boundary Tracking System - Automatic detection of highest values in buying phases - Automatic detection of lowest values in selling phases - Step-line visualization of boundaries - Color-coded for easy identification 3. Peak Detection System - Identification of local maxima and minima - Background highlighting of significant peaks - Triangle markers for peak visualization - Zero-line cross detection for trend changes 4. Threshold Settings - Extreme threshold multiplier for identifying significant pressure - Overbought/oversold levels for potential reversals - Dynamic color coding based on pressure intensity - Alert conditions for key pressure levels Main Features Volume Analysis Settings - Customizable volume MA length - Signal smoothing for clearer readings - Optional log scale for handling wide range variations - Adjustable threshold multiplier for sensitivity Visual Elements - Color-coded columns showing pressure direction and strength - Dynamic marker lines for pressure boundaries - Peak triangles for significant turning points - Background highlighting for peak identification - Overbought/oversold reference lines Signal Generation - Zero-line crosses for trend change signals - Boundary breaks for pressure strength - Peak formation for potential reversals - Color changes for pressure direction and intensity - Alert conditions for extreme pressure levels Customization Options - Volume analysis parameters - Marker line visibility and colors - Peak marker display options - Log scale toggle for handling various markets - Overbought/oversold threshold adjustments Trading Applications 1. Trend Identification - Volume pressure crossing above zero: buying pressure emerging - Volume pressure crossing below zero: selling pressure emerging - Column color: indicates pressure direction - Column height: indicates pressure strength - Signal line: confirms overall trend direction 2. Reversal Detection - Peak triangles after extended trend: potential exhaustion - Background highlighting: significant reversal points - Volume pressure approaching marker lines: potential trend change - Color shifts from bright to muted: decreasing pressure - Readings beyond overbought/oversold levels: potential reversal zones 3. Pressure Analysis - Breaking above previous high boundary: accelerating buying pressure - Breaking below previous low boundary: accelerating selling pressure - Special coloring (magenta/cyan): boundary breaks indicating strength - Extreme readings: potential climactic buying/selling 4. Market Structure Assessment - Consecutive higher peaks: strengthening buying structure - Consecutive lower troughs: strengthening selling structure - Peak comparisons: relative strength of pressure phases - Boundary line steps: market structure levels Optimization Guide 1. Volume Analysis Settings - Volume MA Length: Default 25 provides balanced signals - Lower values (10-15): More responsive, potentially noisier - Higher values (30-50): Smoother, fewer false signals - Signal Smoothing Length: Default 8 provides good balance - Lower values: More responsive to pressure changes - Higher values: Smoother trend identification 2. Threshold Settings - Extreme Threshold Multiplier: Default 20.0 - Lower values: More signals, potentially more noise - Higher values: Fewer signals, but more significant - Overbought/Oversold Levels: Defaults at 20/-20 - Adjust based on instrument volatility - Wider settings for more volatile instruments 3. Visual Customization - Marker Line Colors: Adjust for visibility on your chart - Peak Marker Color: Default yellow provides good contrast - Enable/disable background highlights based on preference - Consider log scale for instruments with wide volume ranges 4. Alert Settings - Configure alerts for high buying pressure - Configure alerts for high selling pressure - Set additional alerts for zero-line crosses - Consider timeframe when setting alert sensitivity Best Practices 1. Signal Confirmation - Wait for zero-line crosses to confirm pressure changes - Look for peak formations to identify potential reversals - Check for boundary breaks to confirm strong pressure - Use with price action for entry/exit precision - Consider extreme threshold crossings as significant signals 2. Timeframe Selection - Lower timeframes: more signals, potential noise - Higher timeframes: cleaner signals, less frequent - Multiple timeframes: confirm signals across time horizons - Match to your trading style and holding period 3. Market Context - Strong buying phase: positive columns breaking above marker line - Strong selling phase: negative columns breaking below marker line - Columns approaching zero: potential pressure shift - Columns beyond overbought/oversold: extreme conditions, potential reversal 4. Combining with Other Indicators - Use with trend indicators for confirmation - Pair with price action oscillators for divergence detection - Combine with traditional volume indicators for validation - Consider support/resistance levels with boundary lines Advanced Trading Strategies 1. Boundary Break Strategy - Enter long when volume pressure breaks above previous high marker line - Enter short when volume pressure breaks below previous low marker line - Use zero-line as initial stop-loss reference - Take profits at formation of opposing peaks 2. Peak Trading Strategy - Identify significant peaks with triangular markers - Look for consecutive lower peaks in buying phases for shorting opportunities - Look for consecutive higher troughs in selling phases for buying opportunities - Use zero-line crosses as confirmation 3. Extreme Reading Strategy - Look for volume pressure beyond overbought/oversold levels - Watch for color changes and peak formations - Enter counter-trend positions after confirmed peaks - Use tight stops due to extreme market conditions 4. Volume Color Strategy - Enter long when columns turn bright green (increasing buying pressure) - Enter short when columns turn bright red (increasing selling pressure) - Exit when color intensity fades (decreasing pressure) - Use marker lines as dynamic support/resistance Practical Analysis Examples Bullish Market Scenario - Volume pressure crosses above zero line - Green columns grow in height and intensity - High marker line forms steps upward - Peak triangles appear at local maxima - Background highlights appear at significant buying pressure peaks Bearish Market Scenario - Volume pressure crosses below zero line - Red columns grow in depth and intensity - Low marker line forms steps downward - Peak triangles appear at local minima - Background highlights appear at significant selling pressure troughs Consolidation Scenario - Volume pressure oscillates around zero line - Column colors alternate frequently - Marker lines remain relatively flat - Few or no new peak highlights appear - Pressure values remain small Understanding Market Dynamics Through Market Push Meter At its core, this indicator provides a unique lens to visualize market pressure through volume analysis: 1. Volume Imbalance: By separating and comparing buying volume (up candles) from selling volume (down candles), the indicator provides insights into which side is exerting more pressure in the market. 2. Normalized Pressure: The indicator normalizes volume pressure as a percentage of total volume, making it more comparable across different market conditions and instruments. 3. Dynamic Boundaries: The marker lines create a visual representation of the "high water marks" of pressure in both directions, helping to identify when markets are making new pressure extremes. 4. Exhaustion Signals: The peak detection system highlights moments where pressure has reached a local maximum or minimum, often precursors to reversals or consolidations. Remember: - Combine signals from volume pressure, marker lines, and peak formations - Use appropriate timeframe settings for your trading style - Customize the indicator to match your visual preferences and market - Consider overall market conditions and correlate with price action This indicator works best when: - Used as part of a comprehensive trading system - Combined with proper risk management - Applied with an understanding of current market conditions - Signals are confirmed by price action and other indicators DISCLAIMER: This indicator and its signals are intended solely for educational and informational purposes. They do not constitute financial advice. Trading involves significant risk of loss. Always conduct your own analysis and consult with financial professionals before making trading decisions.
Indicatore Pine Script®
di CoffeeKiller
Fair Value MSThis indicator introduces rigid rules to familiar concepts to better capture and visualize Market Structure and Areas of Support and Resistance in a way that is both rule-based and reactive to market movements. Typical "Market Structure" or "Zig-Zag" methods determine swing points based on fixed thresholds (length or percentage). While this does provide rigid structure, the results may be lagging or confusing due to the timing, since it is fixed to static parameters. I believe the concept of Fair Value Gaps can solve this problem. As you will notice, there are no length settings in this indicator. > FVG Market Structure Fair Value Gaps are a well known concept used to indicate directional intent, forming when price moves aggressively in one direction, leaving behind an imbalance between buyers and sellers. While the term FVG was popularized by ICT, the underlying concept predates them, known historically as imbalances, inefficiencies, or liquidity voids in institutional trading. Note: For simplicity, in this indicator they'll be called FVGs. By reading into this, we are able to clearly and rigidly define market structure simply by "looking" at the chart, using objective price events rather than subjective interpretation, or lengths. By using FVGs to determine structure direction, the length, and speed of identification lies entirely on the market. If an FVG Down occurs immediately after a New Higher High forms, it is reasonable to assume there was a seller at that point, so the script would indicate a New Swing High. The script is NOT stuck, waiting for a % retrace, or # bars to pass to identify it as such. Sometimes the market is in a steady trend in a single direction and no FVGs form; therefore, no structure forms. -> Why would we try to impose structure on a clear trend? Ultimately, the FVG Structure Method uses real reactions from the market to determine Market structure, and is not fixed to specific parameters. As with other market structure indicators, "Market Structure Breaks" are still identifiable when price moves outside the most recent swing points. These are helpful to indicate larger direction. In the following section you will see how these help us determine when we should start the search for an "Area of Interest (AOI)". > Areas of Interest (AOIs) "Area of Interest (AOI)" is a generalized term, and could refer to many types of zones you might recognize under different names. While the AOIs in this indicator are specialized in their own way, I have chosen to simply use the term "Area of Interest" because it’s more important to understand how they behave and why they exist than to focus on what they’re called. The goal of an AOI is to point out reasonable areas where buyers or sellers may be staging, as is typical with support and resistance. In order to reasonably identify these areas, we look for cause and effect relationships. When considering these relationships, it's easier to understand the placement of the points to define each zone. (Buyer Examples) Cause: Strong Buyers step in at Swing Low Effect: Fair Value Gap Forms Cause: Sustained Buying Pressure Effect: Market Structure Breaks In this example, The zone is drawn from the Swing Low, to the Bottom of the FVG closest to the swing point. In theory, the participation at the swing point was strong and aggressive enough to create the FVG imbalance. Which then found acceptance and continued into a Market Structure Break. So with these AOIs, we are trying to locate the aggressive Buyers or Sellers which were positioned BEFORE the FVG. These Zones are intended to act as areas to look for reactions from market participants, to judge where price may be going. When revisiting these zones, we look for a reaction or a break, to further provide us information to if the buyers or sellers are still there. As seen in the screenshot above, The information we gain is not from the creation of these zones, but from the behavior we witness when these zones are revisited. Technical Note: In this indicator, Market Structure Breaks are only considered when price closes outside the recent swing points. Wicks are not considered as confirmation, therefore are not used to detect structural breaks. Inside each AOI you can optionally display a readout of the volume which accumulated during the time starting at the swing point and going until the closing bar of the FVG. Note: We are counting volume until the closing bar of the FVG since the FVG is a 3 bar formation, and aggressive volume is required throughout to create the imbalance. There are multiple FVGs that typically occur in a single direction, but we do not look to every single one to be indicative of structure, only the first FVG in the opposite direction of the previous direction (which is determined by previous FVGs) You will probably notice, the AOIs do not form from the closest swing or FVG to the break, this is because we are targeting larger directional changes to draw these AOIs from. Since they do not always happen perfectly every time, the AOI formation waits for an FVG to occur AND a Market structure break to happen. One without the other will result in no Zone displaying. > Reflection Lines While they may seem slightly redundant, Reflection Lines serve as reminders of previous support and resistance pivots. They are drawn at the same Pivots where and AOI is formed, and extend beyond the mitigation of the AOI. These lines are often points of price to look for "Support Flips", a re-test pattern where price trades through previous support (or resistance) then returns to it and rejects, continuing into a larger move or trend. Their namesake is based on the behavior of price, "reflecting" at these levels. The Reflection lines are simple and change color based on price's location. If price is above, we would typically look to a reflection line in with support in mind. As a basic filter, these lines use an average price to determine their color, this way they will not change their color as frequently in choppy situations. > Session Start/End Lines For analysis purposes and trade review, it is helpful to analyze with context. For that reason, I have implemented start and end session lines into the indicator, these are helpful when reviewing historical charts to not provide additional context. By default, they are set to the NYSE Session, but can be changed to fit any needs. These lines are not advanced, and simply draw a line as the chart passes the start and end of the sessions. It's very likely that you may need to adjust the session for your specific needs. Note: The Timezone can be adjusted within the code if needed. By Default, the indicator uses "America/New_York" Timezone. > Conclusion If you’ve ever felt like your structure tools were confusing or lagging, drawing zones too late, or zones that simply don't make sense, this should feel like a breath of fresh air. By removing arbitrary length settings and instead using FVGs to define structure and as a basis for AOIs, you're getting a more accurate look at what price is doing and where it's reacting from. This indicator is rule-based, reactive, and aims to keep things logical without fluff or false confidence. Enjoy!
Indicatore Pine Script®
di SamRecio
12
Magic VIBs V1Introducing the "Magic Vib Indicator" V1 Adeed more extention so it works better on higher time frames, Plus a colour changer so now you can pick a colour for bullish and bearish a powerful tool designed to identify and highlight unique market scenarios known as "magic volume imbalances." This indicator is specifically crafted to recognize specific candlestick patterns that have demonstrated a significant impact on price movements. The Magic Vib Indicator is meticulously engineered to detect a particular pattern, which occurs when the high of the first candle aligns perfectly with the open of the subsequent candle, while simultaneously witnessing the close of the first candle matching the low of the second candle. These precise conditions generate what is commonly referred to as a "magic vib." This indicator has been developed with the sole purpose of capturing these magical moments in the market. By systematically scanning and analyzing price data, it spots instances where these extraordinary price imbalances occur. Once identified, the indicator promptly marks these candles on your trading platform, providing clear visual cues for enhanced decision-making. The Magic Vib Indicator acts as a catalyst for traders and investors, as it has proven to be a reliable precursor to significant price reactions. These marked candles act as potent signals, suggesting an impending shift in market sentiment and a high probability of substantial price movement. The resulting price action often sees significant volatility, making it an enticing opportunity for those seeking substantial gains. However, it's important to note that while the Magic Vib Indicator offers valuable guidance, it should not be the sole basis for trading decisions. It is crucial to incorporate other technical and fundamental analysis tools, risk management strategies, and market awareness to achieve consistent success. In summary, the Magic Vib Indicator represents a breakthrough in technical analysis, specifically tailored to identify and mark candles exhibiting the remarkable characteristics of a "magic volume imbalance." By harnessing the power of this indicator, traders can anticipate substantial price reactions, allowing them to seize opportunities and maximize their trading outcomes.
Indicatore Pine Script®
di leewhite00070
1
MTF Candles [Fadi x MMT]MTF Candles Overview The MTF Candles indicator is a powerful tool designed for traders who want to visualize higher timeframe (HTF) candles directly on their current chart. Built with flexibility and precision in mind, this Pine Script indicator displays up to six higher timeframe candles, complete with customizable styling, sweeps, midpoints, fair value gaps (FVGs), volume imbalances, and trace lines. It’s perfect for multi-timeframe analysis, helping traders identify key levels, market structure, and potential trading opportunities with ease. Key Features - Multi-Timeframe Candles : Display up to six higher timeframe candles (e.g., 5m, 15m, 30m, 4H, 1D, 1W) on your chart, with configurable timeframes and visibility. - Sweeps Detection : Identify liquidity sweeps (highs/lows) with customizable line styles, widths, and colors, plus optional alerts for confirmed bullish or bearish sweeps. - Midpoint Lines : Plot the midpoint (average of high and low) of the previous HTF candle, with customizable color, width, and style for enhanced market analysis. - Fair Value Gaps (FVGs) : Highlight gaps between non-adjacent candles, indicating potential areas of interest for price action. - Volume Imbalances : Detect and display volume imbalances between adjacent candles, aiding in spotting significant price levels. - Trace Lines : Connect HTF candle open, close, high, and low prices to their respective chart bars, with customizable styles and optional price labels. - Custom Daily Open Times : Support for custom daily candle open times (Midnight, 8:30, or 9:30) to align with specific market sessions. - Dynamic Labels : Show timeframe names, remaining time until the next HTF candle, and interval labels (e.g., day of the week for daily candles) with adjustable positions and sizes. - Highly Customizable : Fine-tune candle appearance, spacing, padding, and visual elements to suit your trading style. How It Works The indicator renders HTF candles as boxes (bodies) and lines (wicks) on the right side of the chart, with each timeframe offset for clarity. It dynamically updates candles in real-time, tracks their highs and lows, and displays sweeps and midpoints when conditions are met. FVGs and volume imbalances are calculated based on candle relationships, and trace lines link HTF candle levels to their originating bars on the chart. Sweep Logic - A bearish sweep occurs when the current candle’s high exceeds the previous candle’s high, but the close is below it. - A bullish sweep occurs when the current candle’s low falls below the previous candle’s low, but the close is above it. - Sweeps are visualized as horizontal lines and can trigger alerts when confirmed on the next candle. Midpoint Logic - A midpoint line is drawn at the average of the previous HTF candle’s high and low, extending until the next HTF candle forms. - Useful for identifying potential support/resistance or mean reversion levels. Imbalance Detection - FVGs : Identified when a candle’s low is above the next-but-one candle’s high (or vice versa), indicating a price gap. - Volume Imbalances : Detected between adjacent candles where the body of one candle doesn’t overlap with the next, signaling potential liquidity zones. Settings Timeframe Settings - HTF 1–6 : Enable/disable up to six higher timeframes (default: 5m, 15m, 30m, 4H, 1D, 1W) and set the maximum number of candles to display per timeframe (default: 4). - Limit to Next HTFs : Restrict the number of active timeframes (1–6). Styling - Body, Border, Wick Colors : Customize bull and bear candle colors (default: light gray for bulls, dark gray for bears). - Candle Width : Adjust the width of HTF candles (1–4). - Padding and Spacing : Set the offset from the current price action and spacing between candles and timeframes. Label Settings - HTF Label : Show/hide timeframe labels (e.g., "15m", "4H") at the top/bottom of candle sets. - Remaining Time : Display the countdown to the next HTF candle. Interval Value: Show day of the week for daily candles or time for intraday candles. - Label Position/Alignment : Choose to display labels at the top, bottom, or both, and align them with the highest/lowest candles or follow individual candle sets. Imbalance Settings - Fair Value Gap : Enable/disable FVGs with customizable color (default: semi-transparent gray). - Volume Imbalance : Enable/disable volume imbalances with customizable color (default: semi-transparent red). Trace Settings - Trace Lines : Enable/disable lines connecting HTF candle levels to their chart bars, with customizable colors, styles (solid, dashed, dotted), and sizes. - Price Labels : Show price levels for open, close, high, and low trace lines. - Anchor : Choose whether trace lines anchor to the first or last enabled timeframe. Sweep Settings - Show Sweeps : Enable/disable sweep detection and visualization. - Sweep Line : Customize color, width, and style (solid, dashed, dotted). - Sweep Alert : Enable alerts for confirmed sweeps. Midpoint Settings - Show Midpoint : Enable/disable midpoint lines. - Midpoint Line : Customize color (default: orange), width, and style (solid, dashed, dotted). Custom Daily Open Custom Daily Candle Open : Choose between Midnight, 8:30, or 9:30 (America/New_York) for daily candle opens. Usage - Add the indicator to your TradingView chart. - Configure the desired higher timeframes (HTF 1–6) and enable/disable features via the settings panel. - Adjust styling, labels, and spacing to match your chart preferences. Use sweeps, midpoints, FVGs, and volume imbalances to identify key levels for trading decisions. - Enable sweep alerts to receive notifications for confirmed liquidity sweeps. Notes Performance: The indicator is optimized for up to 500 boxes, lines, and labels, with a maximum of 5000 bars back. Can be slow at a time Time Zone: Custom daily opens use the America/New_York time zone for consistency with major financial markets. Compatibility: Ensure selected HTFs are valid (higher than the chart’s timeframe and divisible by it for intraday periods).
Indicatore Pine Script®
di isthattyler
53
Sweep Candle [odnac] ATR Imbalance Detection This feature highlights candles that have a significantly larger range compared to the average true range (ATR). How it works: A candle is considered imbalanced if its range (high - low) exceeds a specified multiple of the ATR (default multiplier is 1.5, with an ATR length of 5). Visualization: Such candles are highlighted in yellow. Engulfing Candle Detection This feature detects bullish and bearish engulfing candles. Types Standard: Traditional engulfing pattern where the current candle fully "engulfs" the previous one. Sweep: A variation where the candle engulfs the previous one and sweeps the previous low (for bullish) or high (for bearish). Visualization: Bullish engulfing patterns are marked with a green triangle below the candle. Bearish engulfing patterns are marked with a red triangle above the candle. Momentum Candle Detection This feature identifies candles with strong upward or downward momentum compared to the previous candle. Types Standard: A basic momentum pattern where the current candle continues the price direction with strong momentum. Sweep: A variation where the candle sweeps the previous low (for bullish) or high (for bearish). Visualization: Bullish momentum candles are marked with a green circle below the candle. Bearish momentum candles are marked with a red circle above the candle. Summary This indicator helps traders identify significant market conditions such as imbalances, engulfing candles, and momentum patterns, making it a valuable tool for technical analysis and trend-following strategies. The customizable settings provide flexibility to adapt the tool to different trading styles.
Indicatore Pine Script®
di odnac
3
Fair Value Gap [UkutaLabs]█ OVERVIEW Fair Value Gaps are price jumps caused by the imbalance buying and selling pressures in trading and are most commonly used amongst price action traders. Fair Value Gaps are formed via a three-candle sequence in which a large candle’s neighbouring candles’ upper and lower wicks do not fully overlap the large candle. The Fair Value Gaps Indicator also supports Multi Time Frame Plotting, allowing you to plot the Fair Value Gaps from higher time frames onto lower time frame charts. The Fair Value Gaps Indicator is a powerful trading toolkit that provides users with more information than they would typically have available to them by allowing them to configure several charts worth of information onto one single chart. █ USAGE The script automatically identifies imbalances between buying and selling pressure in the market in real time, offering traders valuable insight into current market sentiment. These gaps are considered to be levels where the supply and demand of a commodity are imbalanced, and the price tends to return to fill these gaps (But are not guaranteed to). The Fair Value Gaps Indicator also allows gaps from higher time frames to be drawn on lower time frame charts, providing traders with more information than they would typically have access to to further simplify the decision making process. █ SETTINGS Configuration • Show Labels: Determines whether labels that identify which time frame a FVG is calculated from. • Max FVG Display: Determines the limit to the number of FVGs that can be drawn from all time frames. Set this value to 0 to remove this limit. Current Time Frame • Display: Determines whether or not FVGs from the current time frame will be drawn on the chart. • Bullish Color: Determines the color of Bullish FVGs calculated from the current time frame. • Bearish Color: Determines the color of Bearish FVGs calculated from the current time frame. 5 Minute (Higher Time Frame) • Display: Determines whether or not FVGs from the 5 minute time frame will be drawn on the chart. • Bullish Color: Determines the color of Bullish FVGs calculated from the 5 minute time frame. • Bearish Color: Determines the color of Bearish FVGs calculated from the 5 minute time frame. 15 Minute (Higher Time Frame) • Display: Determines whether or not FVGs from the 15 minute time frame will be drawn on the chart. • Bullish Color: Determines the color of Bullish FVGs calculated from the 15 minute time frame. • Bearish Color: Determines the color of Bearish FVGs calculated from the 15 minute time frame. 30 Minute (Higher Time Frame) • Display: Determines whether or not FVGs from the 30 minute time frame will be drawn on the chart. • Bullish Color: Determines the color of Bullish FVGs calculated from the 30 minute time frame. • Bearish Color: Determines the color of Bearish FVGs calculated from the 30 minute time frame. 60 Minute (Higher Time Frame) • Display: Determines whether or not FVGs from the 60 minute time frame will be drawn on the chart. • Bullish Color: Determines the color of Bullish FVGs calculated from the 60 minute time frame. • Bearish Color: Determines the color of Bearish FVGs calculated from the 60 minute time frame. 240 Minute (Higher Time Frame) • Display: Determines whether or not FVGs from the 240 minute time frame will be drawn on the chart. • Bullish Color: Determines the color of Bullish FVGs calculated from the 240 minute time frame. • Bearish Color: Determines the color of Bearish FVGs calculated from the 240 minute time frame. Daily (Higher Time Frame) • Display: Determines whether or not FVGs from the daily time frame will be drawn on the chart. • Bullish Color: Determines the color of Bullish FVGs calculated from the daily time frame. • Bearish Color: Determines the color of Bearish FVGs calculated from the daily time frame.
Indicatore Pine Script®
di UkutaLabs
Dynamic Candle Balance Indicator (Binary) Dynamic Candle Balance Indicator The Dynamic Candle Balance Indicator is a powerful tool designed to identify imbalances in candle colors on a chart, which can indicate potential reversals or changes in market direction. This indicator is specifically developed for traders operating on short timeframes, such as 1-minute candles, and is particularly useful for identifying opportunities in binary options. How to Use: Set Parameters Initial Position: Specify the number of initial candles to be considered for calculation. Count: Determine the total number of candles to be analyzed, including the initial position. Interpret Results: Green: Indicates the number of bullish candles (where the closing price is higher than the opening price). Red: Indicates the number of bearish candles (where the closing price is lower than the opening price). Absent: Indicates the number of candles that were not considered due to the selected interval. Performance Analysis: The indicator calculates the percentage of green and red candles relative to the total number of analyzed candles, providing insights into market balance or imbalance. Identify Trading Opportunities: Significant imbalances between candle colors can indicate potential reversals or changes in market direction. Traders can use this information to make informed decisions about their trading strategies, such as identifying entry or exit points. Example: In the last 40 candles, there were 13 green candles and 27 red candles, indicating a higher likelihood of the next candle being green. Usage Tips: The indicator is most effective when used on a 1-minute timeframe for binary options trading, especially during periods of high imbalance. Adjust the parameters according to your trading strategy and the timeframe being analyzed. Combine the Dynamic Candle Balance Indicator with other technical analysis tools to confirm trading signals. Legal Disclaimer: This indicator is provided for educational and informational purposes only. It represents a theory and should be used as part of a comprehensive trading strategy. Past performance is not indicative of future results. Traders should always conduct their own analysis before making trading decisions. Try out the Dynamic Candle Balance Indicator and leverage its functionalities to identify trading opportunities on short-term charts, especially in 1-minute timeframes for binary options trading during periods of high imbalance. Remember to test the indicator on a practice account before using it on a real account.
Indicatore Pine Script®
di souguialves21
2
Session Sweeps [LuxAlgo]The Session Sweeps indicator combines ICT-based features for a complete trading methodology involving market sessions, market structure, and fair value gaps to find optimal entry conditions for trading price action. Traders frequently tend to place stop/limit orders at the high and low points of major trading sessions such as Asian (Tokyo), European (London), and North American (New York), resulting in the establishment of liquidity pools at those particular levels. The Session Sweeps indicator is crafted to recognize and underscore occurrences of session sweeps or liquidity sweeps during these major trading sessions. 🔶 USAGE Default settings utilize major forex trading sessions, yet users can select their preferred opening and closing times, rename the sessions, or adjust the colors. It's important to note that the specified times for each session align with the respective local timezones: Asian (Tokyo) UTC+9, European (London) UTC, and North American (New York) UTC-5. If the price briefly crosses either the highest or lowest point of a market session. These movements, aiming at triggering stop losses, suggest potential shifts in the market direction. Detecting such movements is the fundamental purpose and core functionality of the script. 🔹Market Structure Shifts A Market Structure Shift refers to a change in market direction, either from an uptrend to a downtrend or vice versa. A part of a common entry model when using session sweeps is waiting for the formation of a CHoCH after a session sweep. 🔹Fair Value Gaps A Fair Value Gap (FVG) holds particular appeal for price action traders, emerging when there are inefficiencies or imbalances in the market, often a result of uneven buying and selling activity. The underlying concept of FVGs is that the market tends to revisit these inefficiencies before resuming its trajectory in alignment with the initial impulsive move. After the formation of a CHoCH traders can enter a position when the price enters the area of a Fair Value Gap (FVG). 🔹Setup Examples This entry setup is commonly used by ICT traders and is shared for informational & educational purposes only. Long Positions (5-Minute Timeframe): Wait for the previous session's low to be swept. Look for a Bullish Choch. Find a Bullish FVG formed by or before the Choch. Entry Point: At the FVG. Take Profit (TP): At the session high or aim for a 1:2 Risk-Reward Ratio. Stop Loss (SL): At the session low or nearest Swing Low. Take partial profits at intermediate swings, but don’t shift SL prematurely. Short Positions (5-Minute Timeframe): Wait for the previous session's high to be swept. Look for a Bearish Choch. Find a FVG formed by or before the Choch. Entry Point: At the FVG. Take Profit (TP): At the previous session's low or aim for a 1:2 RR. Stop Loss (SL): At the session high or nearest Swing High. Take partial profits at intermediate swings, but don’t shift SL prematurely. 🔶 SETTINGS 🔹Session Sweeps Buyside Sweep Zones, Color, and Margin: toggles the visibility of bullside sweep zones, customizes the associated color, and sets the margin value defining the range of a bullside sweep zone. Sellside Sweep Zones, Color, and Margin: toggles the visibility of sell-side sweep zones, customizes the associated color, and sets the margin value defining the range of a sell-side sweep zone. Sweep Margin Length: specifies the maximum allowed length of a sweep zone invalidation, the length over which the price slightly invalidated the margin range. Detect Sweeps Once per Session: if enabled will detect only once a sweep zone within a session. Hide Fake Sweep Zones, and Color: controls the visibility and color of the fake sweep zones. 🔹Sessions Session (Asia, London, New York AM, and New York PM), Start Time, and End Time: enables or disables the visibility of the named market session range, and customization of the session hours. Color: color customization option of the named session. Extend Max/Min: extends the highest and lowest price levels of the named session until the end of the next enabled session. This option is recommended to be enabled when sweep zone detection is activated to observe the relationship between the sweep zone and previous session extreme levels. Extend Mid: extends the mean price levels of the named session until the end of the next enabled session. The extended line may serve as potential support and resistance levels. Fill: enables/disables background coloring of the named session. New York DST | London DST: enabling this option initiates Daylight Saving Time (DST) for New York or London. Note: Daylight Saving Time is not applied to the Asian (Tokyo) session. Sessions Extreme Lines | Sessions Names: toggles the visibility of the highest and lowest price levels, as well as the names, for all market sessions. Session Lines Width: sets the width of the lines for all sessions. Session Fill Transparency: sets the background color transparency of the range for all sessions. 🔹Market Structure Shifts Market Structure Shifts: toggles the visibility of market structure shifts, also known as change of character (CHoCH). Detection Length: specifies the detection length. Market Structure Shifts; Bull & Bear: color customization options. 🔹Fair Value Gaps Fair Value Gaps: toggles the visibility of the fair value gaps. Fair Value Gap Width Filter: specifies the filtering multiplier; additional details can be found in the tooltip of the respective input option. Bullish & Bearish Imbalance: color customization options. 🔹Sessions Tabular View Sessions Tabular View: toggles the visibility of the tabular view of the sessions, displaying date &time, status, and countdown counter. Hide if not Forex Market Instrument: checks the market and automatically enables/disables the option based on the market instrument. Table Text Size & Position: size and placement customization options 🔶 LIMITATIONS Please be aware that fair value gap filtering cannot be applied to the initial 144 candles (with a fixed-length ATR) as the ATR value necessary for filtering won't be available during this period. 🔶 RELATED SCRIPTS Buyside-Sellside-Liquidity Sessions Liquidity-Voids-FVG Thank you to our community for the recommendation of this script. To explore additional conceptual scripts and related content, we invite you to visit >>> LuxAlgo-Scripts .
Indicatore Pine Script®
di LuxAlgo
27
Cumulative Volume Delta Z Score [BackQuant]Cumulative Volume Delta Z Score The Cumulative Volume Delta Z Score indicator is a sophisticated tool that combines the cumulative volume delta (CVD) with Z-Score normalization to provide traders with a clearer view of market dynamics. By analyzing volume imbalances and standardizing them through a Z-Score, this tool helps identify significant price movements and market trends while filtering out noise. Core Concept of Cumulative Volume Delta (CVD) Cumulative Volume Delta (CVD) is a popular indicator that tracks the net difference between buying and selling volume over time. CVD helps traders understand whether buying or selling pressure is dominating the market. Positive CVD signals buying pressure, while negative CVD indicates selling pressure. The addition of Z-Score normalization to CVD makes it easier to evaluate whether current volume imbalances are unusual compared to past behavior. Z-Score helps in detecting extreme conditions by showing how far the current CVD is from its historical mean in terms of standard deviations. Key Features Cumulative Volume Delta (CVD): Tracks the net buying vs. selling volume, allowing traders to gauge the overall market sentiment. Z-Score Normalization: Converts CVD into a standardized value to highlight extreme movements in volume that are statistically significant. Divergence Detection: The indicator can spot bullish and bearish divergences between price and CVD, which can signal potential trend reversals. Pivot-Based Divergence: Identifies price and CVD pivots, highlighting divergence patterns that are crucial for predicting price changes. Trend Analysis: Colors bars according to trend direction, providing a visual indication of bullish or bearish conditions based on Z-Score. How It Works Cumulative Volume Delta (CVD): The CVD is calculated by summing the difference between buying and selling volume for each bar. It represents the net buying or selling pressure, giving insights into market sentiment. Z-Score Normalization: The Z-Score is applied to the CVD to normalize its values, making it easier to compare current conditions with historical averages. A Z-Score greater than 0 indicates a bullish market, while a Z-Score less than 0 signals a bearish market. Divergence Detection: The indicator detects regular and hidden bullish and bearish divergences between price and CVD. These divergences often precede trend reversals, offering traders a potential entry point. Pivot-Based Analysis: The indicator uses pivot highs and lows in both price and CVD to identify divergence patterns. A bullish divergence occurs when price makes a lower low, but CVD fails to follow, suggesting weakening selling pressure. Conversely, a bearish divergence happens when price makes a higher high, but CVD doesn't confirm the move, indicating potential selling pressure. Trend Coloring: The bars are colored based on the trend direction. Green bars indicate an uptrend (CVD is positive), and red bars indicate a downtrend (CVD is negative). This provides an easy-to-read visualization of market conditions. Standard Deviation Levels: The indicator plots ±1σ, ±2σ, and ±3σ levels to indicate the degree of deviation from the average CVD. These levels act as thresholds for identifying extreme buying or selling pressure. Customization Options Anchor Timeframe: The user can define an anchor timeframe to aggregate the CVD, which can be customized based on the trader’s needs (e.g., daily, weekly, custom lower timeframes). Z-Score Period: The period for calculating the Z-Score can be adjusted, allowing traders to fine-tune the indicator's sensitivity. Divergence Detection: The tool offers controls to enable or disable divergence detection, with the ability to adjust the lookback periods for pivot detection. Trend Coloring and Visuals: Traders can choose whether to color bars based on trend direction, display standard deviation levels, or visualize the data as a histogram or line plot. Display Options: The indicator also allows for various display options, including showing the Z-Score values and divergence signals, with customizable colors and line widths. Alerts and Signals The Cumulative Volume Delta Z Score comes with pre-configured alert conditions for: Z-Score Crossovers: Alerts are triggered when the Z-Score crosses the 0 line, indicating a potential trend reversal. Shifting Trend: Alerts for when the Z-Score shifts direction, signaling a change in market sentiment. Divergence Detection: Alerts for both regular and hidden bullish and bearish divergences, offering potential reversal signals. Extreme Imbalances: Alerts when the Z-Score reaches extreme positive or negative levels, indicating overbought or oversold market conditions. Applications in Trading Trend Identification: Use the Z-Score to confirm bullish or bearish trends based on cumulative volume data, filtering out noise and false signals. Reversal Signals: Divergences between price and CVD can help identify potential trend reversals, making it a powerful tool for swing traders. Volume-Based Confirmation: The Z-Score allows traders to confirm price movements with volume data, providing more reliable signals compared to price action alone. Divergence Strategy: Use the divergence signals to identify potential points of entry, particularly when regular or hidden divergences appear. Volatility and Market Sentiment: The Z-Score provides insights into market volatility by measuring the deviation of CVD from its historical mean, helping to predict price movement strength. The Cumulative Volume Delta Z Score is a powerful tool that combines volume analysis with statistical normalization. By focusing on volume imbalances and applying Z-Score normalization, this indicator provides clear, reliable signals for trend identification and potential reversals. It is especially useful for filtering out market noise and ensuring that trades are based on significant price movements driven by substantial volume changes. This indicator is perfect for traders looking to add volume-based analysis to their strategy, offering a more robust and accurate way to gauge market sentiment and trend strength.
Indicatore Pine Script®
di BackQuant
2
Liquidity Void Detector (Zeiierman)█ Overview Liquidity Void Detector (Zeiierman) is an oscillator highlighting inefficient price displacements under low participation. It measures the most recent price move (standardized return) and amplifies it only when volume is below its own trend. Positive readings ⇒ strong up-move on low volume → potential Buy-Side Imbalance (void below) that often refills. Negative readings ⇒ strong down-move on low volume → potential Sell-Side Imbalance (void above) that often refills. This tool provides a quantitative “void” proxy: when price travels far with unusually thin volume, the move is flagged as likely inefficient and prone to mean-reversion/mitigation. █ How It Works ⚪ Volume Shock (Participation Filter) Each bar, volume is compared to a rolling baseline. This is then z-scored. // Volume Shock calculation volTrend = ta.sma(volume, L) vs = (volume > 0 and volTrend > 0) ? math.log(volume) - math.log(volTrend) : na vsZ = zScore(vs, vzLen) // z-scored volume shock lowVS = (vsZ <= vzThr) // low-volume condition Bars with VolShock Z ≤ threshold are treated as low-volume (thin). ⚪ Prior Return Extremeness The 1-bar log return is computed and z-scored. // Prior return extremeness r1 = math.log(close / close ) retZ = zScore(r1, rLen) // z-scored prior return This shows whether the latest move is unusually large relative to recent history. ⚪ Void Oscillator The oscillator is: // Oscillator construction weight = lowVS ? 1.0 : fadeNoLow osc = retZ * weight where Weight = 1 when volume is low, otherwise fades toward a user-set factor (0–1). Osc > 0: up-move emphasized under low volume ⇒ Buy-Side Imbalance. Osc < 0: down-move emphasized under low volume ⇒ Sell-Side Imbalance. █ Why Use It ⚪ Targets Inefficient Moves By filtering for low participation, the oscillator focuses on moves most likely driven by thin books/noise trading, which are statistically more likely to retrace. ⚪ Simple, Robust Logic No need for tick data or order-book depth. It derives a practical void proxy from OHLCV, making it portable across assets and timeframes. ⚪ Complements Price-Action Tools Use alongside FVG/imbalance zones, key levels, and volume profile to prioritize voids that carry the highest reversal probability. █ How to Use Sell-Side Imbalance = aggressive sell move (price goes down on low volume) → expect price to move up to fill it. Buy-Side Imbalance = aggressive buy move (price goes up on low volume) → expect price to move down to fill it. █ Settings Volume Baseline Length — Bars for the volume trend used in VolShock. Larger = smoother baseline, fewer low-volume flags. Vol Shock Z-Score Lookback — Bars to standardize VolShock; larger = smoother, fewer extremes. Low-Volume Threshold (VolShock Z ≤) — Defines “thin participation.” Typical: −0.5 to −1.0. Return Z-Score Lookback — Bars to standardize the 1-bar log return; larger = smoother “extremeness” measure. Fade When Volume Not Low (0–1) — Weight applied when volume is not low. 0.00 = ignore non-low-volume bars entirely. 1.00 = treat volume condition as irrelevant (pure return extremeness). Upper Threshold (Osc ≥) — Trigger for Sell-Side Imbalance (void below). Lower Threshold (Osc ≤) — Trigger for Buy-Side Imbalance (void above). ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Indicatore Pine Script®
di Zeiierman
11
X VIBVolume Imbalance Zones X VIB highlights price-levels where buying or selling pressure overwhelmed the opposing side within a single bar transition, leaving a void that the market often revisits. The script paints those voids as boxes so you can quickly see where liquidity may rest, where price may pause or react, and which imbalances persist across sessions. What it plots For each completed calculation bar (your chart’s timeframe or a higher timeframe you choose), the indicator draws a box that spans the prior bar’s close to the current bar’s open—only when that bar-to-bar transition exhibits a valid volume imbalance (VIB) by the selected rules. Boxes are time-anchored from the previous bar’s time to the current bar’s time close, and they are capped to a configurable count so the chart remains readable. Two ways to define “Volume Imbalance” X VIB calculates imbalances in two complementary ways. Both techniques isolate bar-to-bar displacement that reflects one-sided pressure, but they differ in strictness and how much confirmation they require. Continuity VIB (Bar-to-Bar Displacement) A strict definition that requires aligned progress and overlap between consecutive bars. In practical terms, a bullish continuity VIB demands that the new bar advances beyond the prior bar’s close, opens above it, and maintains upward progress without erasing the displacement; the bearish case mirrors this to the downside. Use when: you want the cleanest, most structurally reliable voids that reflect decisive initiative flow. Effect on boxes: typically fewer, higher-quality zones that mark locations of strong one-sided intent. Gap-Qualified VIB (Displacement with Gap Confirmation) A confirmatory definition that treats the bar-to-bar displacement as an imbalance only if the transition also observes a protective “gap-like” relationship with surrounding prices. This extra condition filters out many borderline transitions and emphasizes voids that were less likely to be traded through on their formation. Use when: you want additional confirmation that the void had genuine follow-through pressure at birth. Effect on boxes: often slightly fewer but “stickier” zones that can attract price on retests. Both modes are drawn identically on the chart (as boxes spanning the displacement). Their difference is purely in the qualification of what counts as a VIB. You can display either set independently or together to compare how each mode surfaces structure. Multi-Timeframe (MTF) logic You can compute imbalances on a higher timeframe (e.g., 15-minute) while viewing a lower timeframe chart. When MTF is active, X VIB: Samples open, high, low, close, time, and time_close from the selected HTF in a single, synchronized request (no gaps, no lookahead). Only evaluates and draws boxes once per HTF bar close, ensuring clean, stable zones that don’t repaint intra-bar. How traders use these zones Reversion into voids: Price often returns to “fill” part of a void before deciding on continuation or reversal. Context for entries/exits: VIB boxes provide precise, mechanically derived levels for limit entries, scale-outs, and invalidation points. Confluence: Combine with session opens, HTF levels, or volatility bands to grade setups. Continuity VIBs can mark impulse anchors; Gap-Qualified VIBs often mark stickier pockets. Inputs & controls Calculate on higher timeframe? Toggle MTF computation; choose your Calc timeframe (e.g., 15). Show VIBs: Master toggle for drawing imbalance boxes. Color & Opacity: Pick the box fill and border intensity that suits your theme. # Instances: Cap how many historical boxes remain on the chart to avoid clutter. Notes & best practices Signal density: Continuity VIBs tend to be more frequent on fast charts; Gap-Qualified VIBs are more selective. Try both and keep what aligns with your trade plan. MTF discipline: When using a higher calc timeframe, analyze reactions primarily at that timeframe’s pace to avoid over-fitting to noise. Lifecycle awareness: Not all voids fill. Track which boxes persist; durable voids often define the map of the session.
Indicatore Pine Script®
di KinetiCapital
2
Footprint liteFootprint Lite enables you to monitor volume distribution for the current ticker, offering resolutions as 1 second, segmented by specified price levels with visual representations. Additionally, you have the flexibility to customize the displayed Imbalance price level and the number of consecutive Imbalance level lines. Here are the input options: Group Display: This section allows you to adjust how Footprints are displayed. "Count show bars": Directly adjusts the display to show the last 'n' bars. "Display all available bars": Shows all available bars. Group Row size: Adjusts the parameters for generating Footprints based on price step size. "Ticks Per Row": Directly sets the price step, calculated by multiplying the entered value by syminfo.mintick. "Auto": Enables automatic mode for selecting the "Ticks Per Row" value. "Max row": Relevant for auto mode, it sets the acceptable number of rows within a bar. The automatic "Ticks Per Row" calculation is based on the first available bar and applied to subsequent bars. Group Imbalance: Customizes the display of price levels represented by Imbalance and emphasizes consecutive lines. "Imbalance Percent": A coefficient expressed as a percentage to determine the Imbalance of price levels, comparing the buy price diagonally to the previous sell price. "Stacked levels": Sets the minimum number of consecutive Imbalance levels required to draw extended lines. Alerts: You can set alerts for various events: "New imbalance line sell": Alerts on the appearance of a new imbalance line for selling. "New imbalance line buy": Alerts on the appearance of a new imbalance line for buying. "Stop past imbalance line sell": Alerts when the previous imbalance line for selling stops, indicating it has reached the range from low to high of the current bar. "Stop past imbalance line buy": Alerts when the previous imbalance line for buying stops, indicating it is within the range from low to high of the current bar. "New imbalance buy": Alerts on the appearance of a new or change in the current imbalance level for buying. "New imbalance sell": Alerts on the appearance of a new or change in the current imbalance level for selling.
Indicatore Pine Script®
di dboichenko
56
Smart Money Concept: FVG Block Filter Smart Money Concept: FVG Block Filter (FVG Block Range vs N Range) with Candle Highlighter Summary: Smart Money Concept (SMC): An advanced indicator designed to visualize and filter Fair Value Gaps (FVG) blocks based on their size (Range) compared to the preceding N Range candle movement. It also includes a customizable Candle Highlighter function that marks the specific candle responsible for creating the FVG. The indicator allows full color customization for both blocks and the highlighter, and features clean, label-free charts by default. Key Features: FVG Block Detection: Automatically identifies and groups sequential FVG imbalances to form consolidated FVG blocks. FVG Block Filtering (N Range): Filters blocks based on a user-defined rule, comparing the block's size (Range) to the range of the preceding N candles (e.g., requiring the FVG block to be larger than the range of the previous 6 candles). Customizable Candle Highlighter: Marks the central candle (B) within the FVG structure (A-B-C) to highlight the source of the price imbalance. Highlighter colors are fully adjustable via inputs. Visualization Control: Labels are turned OFF by default to keep the chart clean but can be easily enabled via the indicator settings. Full Color Customization: Allows independent customization of Bullish and Bearish FVG Block colors, Block Transparency, and Bullish/Bearish Highlighter colors. Keywords: Smart Money Concept, SMC, Fair Value Gap, FVG, Imbalance, Block Filter, Candle Highlighter, Range.
Indicatore Pine Script®
di alexas77442211
1
#BLTA - CARE 7891🔷 #BLTA - CARE 7891: Ny session toolkit + Risk box + Confirmed levels + Asia box + Structure + Imbalances Description: #BLTA - CARE 7891 is an overlay toolkit 🧭🛠️ built for structured discretionary trading preparation. Its main purpose is to keep your chart reading and pre-trade planning in one place by combining time context, confirmed reference levels, liquidity framing, manual risk sizing, and context overlays (structure + imbalances). 🚫 This script is an indicator, not a strategy. It does not place orders. 🧩 Why these modules are combined (and how they work together) This is not a “mashup for the sake of mixing”. Each module supports a specific step of a practical workflow: 🕒 Time context (new york session mapping) Background highlights mark precise NY-time windows (day division at 17:00, london blocks, and new york blocks). This provides the timing framework for when you typically scan, plan, or execute. 📰📅 Confirmed reference levels (previous day/week highs & lows) Instead of plotting live extremes, this script confirms levels at defined boundaries: Trading day: 17:00 → 17:00 NY Weekly boundary: Sunday 17:00 NY Lines start exactly at the candle where the high/low occurred and extend forward. Optional “stop on hit” 🧊 freezes a level once price touches it, keeping the chart clean and realistic for forward analysis. 🈵 Asian range liquidity box (session that can cross midnight) A dedicated Asian range container tracks high/low and an optional 50% midline. It uses NY timestamps and safely handles sessions that cross midnight (storing the correct session date). This gives you a daily liquidity “frame” often used for sweeps, breaks, and invalidations. 💸 Manual risk planning (trade box + lot sizing + table) You select Entry (EP) and Stop (SL) directly on the chart using input.price(..., confirm=true) and time anchors. The script then calculates: 💰 cash at risk from balance and risk % 📏 stop distance in pips (forex-aware pip sizing) 📦 lot size using units-per-lot and account currency inputs 🎯 target price using a reward ratio It draws a risk box + target box and shows a compact table for quick verification. 🔁 Re-confirm mode (wizard) is included to prevent “stale” anchor points after timeframe changes or when you want a clean reset. While enabled, the risk table is replaced with a step guide and temporary EP/SL markers. 📈 Market structure overlay (1H zigzag projected to any timeframe) A zigzag swing engine is computed on 1H via request.security() and projected onto the current chart. Opacity is automatically reduced on non-1H charts so it stays contextual, not dominant. Optional live extension of the last leg helps you see the active swing in progress. 📊 Imbalance map (fvg / og / vi) + optional dashboard The script detects and draws: 🤏 fair value gaps (fvg) 👐 opening gaps (og) 🔎 volume imbalances (vi) Optional filters allow minimum width by points / % / atr, and each imbalance type can be extended forward. A dashboard 📱 can summarize bullish/bearish frequency and fill rates for context review. ✅ Quick start (recommended order) Turn on 🕒 session visualization to align with NY timing. Enable 📰 pdh/pdl and 📅 weekly highs/lows to map confirmed reference liquidity. Use 🈵 the asian range box to frame the early-session liquidity container. Plan your trade with 💸 risk module (pick EP/SL, verify pips + lots + target). Add 📈 zigzag structure and 📊 imbalances only as supporting context. ⚠️ Notes & limitations This tool is for planning and chart reading, not automated execution. Lot sizing is an estimate based on your inputs; always confirm broker contract specs. Some modules draw many objects (boxes/lines/tables) 🧱, which may slow very small timeframes.
Indicatore Pine Script®
di rau_u_lanz
Herd Flow Oscillator — Volume Distribution Herd Flow Oscillator — Scientific Volume Distribution (herd-accurate rev) A composite order-flow oscillator designed to surface true herding behavior — not just random bursts of buying or selling. It’s built to detect when market participants start acting together, showing persistent, one-sided activity that statistically breaks away from normal market randomness. Unlike traditional volume or momentum indicators, this tool doesn’t just look for “who’s buying” or “who’s selling.” It tries to quantify crowd behavior by blending multiple statistical tests that describe how collective sentiment and coordination unfold in price and volume dynamics. What it shows The Herd Flow Oscillator works as a multi-layer detector of crowd-driven flow in the market. It examines how signed volume (buy vs. sell pressure) evolves, how persistent it is, and whether those actions are unusually coordinated compared to random expectations. HerdFlow Composite (z) — the main signal line, showing how statistically extreme the current herding pressure is. When this crosses above or below your set thresholds, it suggests a high probability of collective buying or selling. You can optionally reveal component panels for deeper insight into why herding is detected: DVI (Directional Volume Imbalance): Measures the ratio of bullish vs. bearish volume. If it’s strongly positive, more volume is hitting the ask (buying); if negative, more is hitting the bid (selling). LSV-style Herd Index : Inspired by academic finance measures of “herding.” It compares how often volume is buying vs. selling versus what would happen by random chance. If the result is significantly above chance, it means traders are collectively biased in one direction. O rder-Flow Persistence (ρ 1..K): Averages autocorrelation of signed volume over several lags. In simpler terms: checks if buying/selling pressure tends to continue in the same direction across bars. Positive persistence = ongoing coordination, not just isolated trades. Runs-Test Herding (−Z) : Statistical test that checks how often trade direction flips. When there are fewer direction changes than expected, it means trades are clustering — a hallmark of herd behavior. Skew (signed volume): Measures whether signed volume is heavily tilted to one side. A positive skew means more aggressive buying bursts; a negative skew means more intense selling bursts. CVD Slope (z): Looks at the slope of the Cumulative Volume Delta — essentially how quickly buy/sell pressure is accelerating. It’s a short-term flow acceleration measure. Shapes & background ▲ “BH” at the bottom = Bull Herding; ▼ “BH-” at the top = Bear Herding. These markers appear when all conditions align to confirm a herding regime. Persistence and clustering both confirm coordinated downside flow. Core Windows Primary Window (N) — the main sample length for herding calculations. It’s like the "memory span" for detecting coordinated behavior. A longer N means smoother, more reliable signals. Short Window (Nshort) — used for short-term measurements like imbalance and slope. Smaller values react faster but can be noisy; larger values are steadier but slower. Long Window (Nlong) — used for z-score normalization (statistical scaling). This helps the indicator understand what’s “normal” behavior over a longer horizon, so it can spot when things deviate too far. Autocorr lags (acLags) — how many steps to check when measuring persistence. Higher values (e.g., 3–5) look further back to see if trends are truly continuing. Calculation Options Price Proxy for Tick Rule — defines how to decide if a trade is “buy” or “sell.” hlc3 (average of high, low, and close) works as a neutral, smooth price proxy. Use ATR for scaling — keeps signals comparable across assets and timeframes by dividing by volatility (ATR). Prevents high-volatility periods from dominating the signal. Median Filter (bars) — smooths out erratic data spikes without heavily lagging the response. Odd values like 3 or 5 work best. Signal Thresholds Composite z-threshold — determines how extreme behavior must be before it counts as “herding.” Higher values = fewer, more confident signals. Imbalance threshold — the minimum directional volume imbalance to trigger interest. Plotting Show component panels — useful for analysts and developers who want to inspect the math behind signals. Fill strong herding zones — purely visual aid to highlight key periods of coordinated trading. How to use it (practical tips) Understand the purpose: This is not just a “buy/sell” tool. It’s a behavioral detector that identifies when traders or algorithms start acting in the same direction. Timeframe flexibility: 15m–1h: reveals short-term crowd shifts. 4h–1D: better for swing-trade context and institutional positioning. Combine with structure or trend: When HerdFlow confirms a bullish regime during a breakout or retest, it adds confidence. Conversely, a bearish cluster at resistance may hint at a crowd-driven rejection. Threshold tuning: To make it more selective, increase zThr and imbThr. To make it more sensitive, lower those thresholds but expand your primary window N for smoother results. Cross-market consistency: Keep “Use ATR for scaling” enabled to maintain consistency across different instruments or timeframes. Denoising: A small median filter (3–5 bars) removes flicker from volume spikes but still preserves the essential crowd patterns. Reading the components (why signals fire) Each sub-metric describes a unique “dimension” of crowd behavior: DVI: how imbalanced buying vs selling is. Herd Index: how biased that imbalance is compared to random expectation. Persistence (ρ): how continuous those flows are. Runs-Test: how clumped together trades are — clustering means the crowd’s acting in sync. Skew: how lopsided the volume distribution is — sudden surges of one-sided aggression. CVD Slope: how strongly accelerating the current directional flow is. When all of these line up, you’re seeing evidence that market participants are collectively moving in the same direction — i.e., true herding.
Indicatore Pine Script®
di Cmo22