Multipower Entry SecretMultipower Entry Secret indicator is designed to be the ultimate trading companion for traders of all skill levels—especially those who struggle with decision-making due to unclear or overwhelming signals. Unlike conventional trading systems cluttered with too many lines and confusing alerts, this indicator provides a clear, adaptive, and actionable guide for market entries and exits.
Key Points:
Clear Buy/Sell/Wait Signals:
The script dynamically analyzes price action, candle patterns, volume, trend strength, and higher time frame context. This means it gives you “Buy,” “Sell,” or “Wait” signals based on real, meaningful market information—filtering out the noise and weak trades.
Multi-Timeframe Adaptive Analysis:
It synchronizes signals between higher and current timeframes, ensuring you get the most reliable direction—reducing the risk of getting caught in fake moves or sudden reversals.
Automatic Support, Resistance & Liquidity Zones:
Key levels like support, resistance, and liquidity zones are auto-detected and displayed directly on the chart, helping you make precise decisions without manual drawing.
Real-Time Dashboard:
All relevant information, such as trend strength, market intent, volume sentiment, and the reason behind each signal, is neatly summarized in a dashboard—making monitoring effortless and intuitive.
Customizable & Beginner-Friendly:
Whether you’re a newcomer wanting straightforward guidance or a professional needing advanced customization, the indicator offers flexible options to adjust analysis depth, timeframes, sensitivity, and more.
Visual & Clutter-Free:
The design ensures that your chart remains clean and readable, showing only the most important information. This minimizes mental overload and allows for instant decision-making.
Who Will Benefit?
Beginners who want to learn trading logic, avoid common traps, and see the exact reason behind every signal.
Advanced traders who require adaptive multi-timeframe analytics, fast execution, and stress-free monitoring.
Anyone who wants to save screen time, reduce analysis paralysis, and have more confidence in every trade they take.
1. No Indicator Clutter
Intent:
Many traders get confused by charts filled with too many indicators and signals. This often leads to hesitation, missed trades, or taking random, risky trades.
In this Indicator:
You get a clean and clutter-free chart. Only the most important buy/sell/wait signals and relevant support/resistance/liquidity levels are shown. These update automatically, removing the “overload” and keeping your focus sharp, so your decision-making is faster and stress-free.
2. Exact Entry Guide
Intent:
Traders often struggle with entry timing, leading to FOMO (fear of missing out) or getting trapped in sudden market reversals.
In this Indicator:
The system uses powerful adaptive logic to filter out weak signals and only highlight the strongest market moves. This not only prevents you from entering late or on noise, but also helps avoid losses from false breakouts or whipsaws. You get actionable suggestions—when to enter, when to hold back—so your entries are high-conviction and disciplined.
3. HTF+LTF Logic: Multitimeframe Sync Analysis
Intent:
Most losing trades happen when you act only on the short-term chart, ignoring the bigger market trend.
In this Indicator:
Signals are based on both the current chart timeframe (LTF) and a higher (HTF, like hourly/daily) timeframe. The indicator synchronizes trend direction, momentum, and structure across both levels, quickly adapting to show you when both are aligned. This filtering results in “only trade with the bigger trend”—dramatically increasing your win rate and market confidence.
4. Auto Support/Resistance & Liquidity Zones
Intent:
Drawing support/resistance and liquidity zones manually is time-consuming and error-prone, especially for beginners.
In this Indicator:
The system automatically identifies and plots the most crucial support/resistance levels and liquidity zones on your chart. This is based on adaptive, real-time price and volume analysis. These zones highlight where major institutional activity, trap setups, or real breakouts/reversals are most likely, removing guesswork and giving you a clear reference for entries, exits, and stop placements.
5. Clear Action/Direction
Intent:
Traders need certainty—what does the market want right now? Most indicators are vague.
In this Indicator:
Your dashboard always displays in plain words (like “BUY”, “SELL”, or “WAIT”) what action makes sense in the current market phase. Whether it’s a bull trap, volume spike, wick reversal, or exhaustion—it’s interpreted and explained clearly. No more confusion—just direct, real-time advice.
6. For Everyone (Beginner to Pro)
Intent:
Most advanced indicators are overwhelming for new traders; simple ones lack depth for professionals.
In this Indicator:
It is simple enough for a beginner—just add it to the chart and instantly see what action to consider. At the same time, it includes advanced adaptive analysis, multi-timeframe logic, and customizable settings so professional traders can fine-tune it for their strategies.
7. Ideal Usage and User Benefits
Instant Decision Support:
Whenever you’re unsure about a trade, just look at the indicator’s suggestion for clarity.
Entry Learning:
Beginners get real-time “practice” by not only seeing signals, but also the reason behind them—improving your chart reading and market understanding.
Screen Time & Stress Reduction:
Clear, relevant information only; no noise, less fatigue, faster decisions.
Makes Trading Confident & Simple:
The smart dashboard splits actionable levels (HTF, LTF, action) so you never miss a move, avoid traps, and stay aligned with high-probability trades.
8. Advanced Input Settings (Smart Customization)
Explained with Examples:
Enable Wick Analysis:
Finds candles with strong upper/lower wicks (signs of rejection/buying/selling force), alerting you to hidden reversals and protecting from FOMO entries.
Enable Absorption:
Detects when heavy order flow from one side is “absorbed” by the other (shows where institutional buyers/sellers are likely active, helps spot fake breakouts).
Enable Unusual Breakout:
Highlights real breakouts—large volatility plus high volume—so you catch genuine moves and avoid random spikes.
Enable Range/Expansion:
Smartly flags sudden range expansions—when the market goes from quiet to volatile—so you can act at the start of real trends.
Trend Bar Lookback:
Adjusts how many bars/candles are used in trend calculations. Short (fast trades, more signals), long (more reliability, fewer whipsaws).
Bull/Bear Bars for Strong Trend Min:
Sets how many candles in a row must support a trend before calling it “strong”—prevents flipping signals, keeps you disciplined.
Volume MA Length:
Lets you adjust how many bars back volume is averaged—fine-tune for your asset and trading style for best volume signals.
Swing Lookback Bars:
Set how many bars to use for swing high/low detection—short (quick swing levels), long (stronger support/resistance).
HTF (Bias Window):
Decide which higher timeframe the indicator should use for big-picture market mood. Adjustable for any style (scalp, swing, position).
Adaptive Lookback (HTF):
Choose how much HTF history is used for detecting major extremes/zones. Quick adjust for more/less sensitivity.
Show Support/Resistance, Liquidity Zones, Trendlines:
Toggle them on/off instantly per your needs—keeps your chart relevant and tailored.
9. Live Dashboard Sections Explained
Intent HTF:
Shows if the bigger timeframe currently has a Bullish, Bearish, or Neutral (“Chop”) intent, based on strict volume/price body calculations. Instant clarity—no more guessing on trend bias.
HTF Bias:
Clear message about which side (buy/sell/sideways) controls the market on the higher timeframe, so you always trade with the “big money.”
Chart Action:
The central action for the current bar—Whether to Buy, Sell, or Wait—calculated from all indicator logic, not just one rule.
TrendScore Long/Short:
See how many candles in your chosen window were bullish or bearish, at a glance. Instantly gauge market momentum.
Reason (WHY):
Every time a signal appears, the “reason” cell tells you the primary logic (breakout, wick, strong trend, etc.) behind it. Full transparency and learning—never trade blindly.
Strong Trend:
Shows if the market is currently in a powerful trend or not—helping you avoid choppy, risky entries.
HTF Vol/Body:
Displays current higher timeframe volume and candle body %—helping spot when big players are active for higher probability trades.
Volume Sentiment:
A real-time analysis of market psychology (strong bullish/bearish, neutral)—making your decision-making much more confident.
10. Smart and User-Friendly Design
Multi-timeframe Adaptive:
All calculations can now be drawn from your choice of higher or current timeframe, ensuring signals are filtered by larger market context.
Flexible Table Position:
You can set the live dashboard/summary anywhere on the chart for best visibility.
Refined Zone Visualization:
Liquidity and order blocks are visually highlighted, auto-tuning for your settings and always cleaning up to stay clutter-free.
Multi-Lingual & Beginner Accessible:
With Hindi and simple English support, descriptions and settings are accessible for a wide audience—anyone can start using powerful trading logic with zero language barrier.
Efficient Labels & Clear Reasoning:
Signal labels and reasons are shown/removed dynamically so your chart stays informative, not messy.
Every detail of this indicator is designed to make trading both simpler and smarter—helping you avoid the common pitfalls, learn real price action, stay in sync with the market’s true mood, and act with discipline for higher consistency and confidence.
This indicator makes professional-grade market analysis accessible to everyone. It’s your trusted assistant for making smarter, faster, and more profitable trading decisions—providing not just signals, but also the “why” behind every action. With auto-adaptive logic, clear visuals, and strong focus on real trading needs, it lets you focus on capturing the moves that matter—every single time.
Volumeanalysis
Hazel nut BB Strategy, volume base- lite versionHazel nut BB Strategy, volume base — lite version
Having knowledge and information in financial markets is only useful when a trader operates with a well-defined trading strategy. Trading strategies assist in capital management, profit-taking, and reducing potential losses.
This strategy is built upon the core principle of supply and demand dynamics. Alongside this foundation, one of the widely used technical tools — the Bollinger Bands — is employed to structure a framework for profit management and risk control.
In this strategy, the interaction of these tools is explained in detail. A key point to note is that for calculating buy and sell volumes, a lower timeframe function is used. When applied with a tick-level resolution, this provides the most precise measurement of buyer/seller flows. However, this comes with a limitation of reduced historical depth. Users should be aware of this trade-off: if precise tick-level data is required, shorter timeframes should be considered to extend historical coverage .
The strategy offers multiple configuration options. Nevertheless, it should be treated strictly as a supportive tool rather than a standalone trading system. Decisions must integrate personal analysis and other instruments. For example, in highly volatile assets with narrow ranges, it is recommended to adjust profit-taking and stop-loss percentages to smaller values.
◉ Volume Settings
• Buyer and seller volume (up/down volume) are requested from a lower timeframe, with an option to override the automatic resolution.
• A global lookback period is applied to calculate moving averages and cumulative sums of buy/sell/delta volumes.
• Ratios of buyers/sellers to total volume are derived both on the current bar and across the lookback window.
◉ Bollinger Band
• Bands are computed using configurable moving averages (SMA, EMA, RMA, WMA, VWMA).
• Inputs allow control of length, standard deviation multiplier, and offset.
• The basis, upper, and lower bands are plotted, with a shaded background between them.
◉ Progress & Proximity
• Relative position of the price to the Bollinger basis is expressed as percentages (qPlus/qMinus).
• “Near band” conditions are triggered when price progress toward the upper or lower band exceeds a user-defined threshold (%).
• A signed score (sScore) represents how far the close has moved above or below the basis relative to band width.
◉ Info Table
• Optional compact table summarizing:
• - Upper/lower band margins
• - Buyer/seller volumes with moving averages
• - Delta and cumulative delta
• - Buyer/seller ratios per bar and across the window
• - Money flow values (buy/sell/delta × price) for bar-level and summed periods
• The table is neutral-colored and resizable for different chart layouts.
◉ Zone Event Gate
• Tracks entry into and exit from “near band” zones.
• Arming logic: a side is armed when price enters a band proximity zone.
• Trigger logic: on exit, a trade event is generated if cumulative buyer or seller volume dominates over a configurable window.
◉ Trading Logic
• Orders are placed only on zone-exit events, conditional on volume dominance.
• Position sizing is defined as a fixed percentage of strategy equity.
• Long entries occur when leaving the lower zone with buyer dominance; short entries occur when leaving the upper zone with seller dominance.
◉ Exit Rules
• Open positions are managed by a strict priority sequence:
• 1. Stop-loss (% of entry price)
• 2. Take-profit (% of entry price)
• 3. Opposite-side event (zone exit with dominance in the other direction)
• Stop-loss and take-profit levels are configurable
◉ Notes
• This lite version is intended to demonstrate the interaction of Bollinger Bands and volume-based dominance logic.
• It provides a framework to observe how price reacts at band boundaries under varying buy/sell pressure, and how zone exits can be systematically converted into entry/exit signals.
When configuring this strategy, it is essential to carefully review the settings within the Strategy Tester. Ensure that the chosen parameters and historical data options are correctly aligned with the intended use. Accurate back testing depends on applying proper configurations for historical reference. The figure below illustrates sample result and configuration type.
Order Volume Blocks | Impossible USAF 1970Order Volume for Buy Sell Direction. Escape Reptilians USAF/USSF.
Volume CandleVolume Candle (VolCandle)
This indicator highlights candles with unusually high volume compared to a moving average volume baseline. It helps traders easily spot heavy trading activity that may signal strong buying or selling interest.
Key Features:
Colors candles differently based on volume and price action:
High volume bullish candles shown in bright green.
High volume bearish candles shown in red.
Normal volume candles use muted silver/gray colors.
Shows volume labels (in thousands) on high volume candles for quick reference.
Highlights candle background on high volume bars for visual emphasis.
Displays a statistical table summarizing current volume, volume moving average, threshold, volume ratio, and status.
Configurable parameters for volume average period and volume threshold factor.
Alerts for high volume bullish or bearish candles to catch key market moves.
This tool is useful for volume-based trade confirmation, spotting breakouts, reversals, or strong momentum driven by increased market participation.
Net Positions (Net Longs & Net Shorts) - Volume AdjustedNet Positions (Net Longs & Net Shorts) - Volume Adjusted
Based on the legendary LeviathanCapital - Net Positions Indicator
Adjusted to use volume calculation for more percise data
Few important caveats:
- EVERY BUYER NEED A SELLER AND EVERY SELLER NEED A BUYER
- This indicator is meant to give you a sense of direction for the market orders ("who is the aggresive side") and should be used as confluence not as true values
In reality, in market movement each candle will contain both buying and selling, contracts closing and opening but due to some limitations that is hard to make properly.
Even with these limitations this indicator can provide a better picture than some other even external tools out there.
The main benefit of using volume delta and open interest instead of just open interest and candle closes G/R that it solves the problem with extreme cases where there might be an absorption of market orders.
Example of the Volume Edge in Action:
Bullish Absorption (The "Trap" for Sellers)
Candle Close + OI: A large Red Candle forms with Rising OI. The interpretation is simply: "New shorts are opening"
Volume Delta + OI: The same Red Candle with Rising OI has a Positive Volume Delta.
The True Story: Aggressive buyers tried to push the price up, but they were completely absorbed by large passive sell orders.
The "Volume Delta" logic:
If OI ↑ → new positions opened
• Delta ↑ → net longs added
• Delta ↓ → net shorts added
If OI ↓ → positions closed
• Delta ↑ → shorts closing
• Delta ↓ → longs closing
The "Price" logic:
If OI ↑ → new positions opened
• Price ↑ → net longs added
• Price ↓ → net shorts added
If OI ↓ → positions closed
• Price ↑ → shorts closing
• Price ↓ → longs closing
Volume Stress Level V2Volume Stress Level V2, is designed to provide a nuanced view of "RECENT" trading volume by identifying different levels of volume stress relative to a smoothed average.
Key Features:
Dynamic Volume Stress Calculation: The indicator calculates volume stress based on a Simple Moving Average (SMA) of volume and its standard deviation. The length of the SMA and the multiplier for the standard deviation are fully customizable, allowing you to adapt the indicator to different market conditions and trading styles.
Visual Volume Zones: The script visually categorizes volume into distinct zones:
Low Volume Zone: Represented by a white background, indicating periods of lower-than-average trading activity.
Normal Volume Zone: Highlighted in blue, signifying typical trading volume.
Medium Volume Zone: Displayed in yellow, denoting a moderate increase in volume.
High Volume Zone: Shown in orange, indicating significant volume spikes.
Spike Volume Zone: Marked in black, representing extreme volume events.
Customizable Background: You have the option to enable or disable the colored background fill for these volume zones, providing flexibility in how you visualize the data.
Bar Coloring: The volume bars themselves are color-coded according to the identified volume stress level, offering an immediate visual cue on your chart.
Adjustable Parameters:
VSL Length: Controls the lookback period for the SMA and standard deviation calculations.
Multiplier: Adjusts the sensitivity of the standard deviation bands, thereby influencing the width of the volume zones.
How to Use:
This indicator can be valuable for identifying potential shifts in market sentiment, confirming breakouts, or spotting periods of accumulation and distribution. By observing the transitions between volume zones, traders can gain insights into the conviction behind price movements.
PowerDelta Oscillator [FxScripts]PowerDelta Oscillator
The PowerDelta Oscillator measures real-time buying and selling pressure using the proprietary PowerDelta Algorithm. By quantifying order flow, it identifies whether the market conditions favor bullish or bearish activity, helping traders determine directional bias for both trend and countertrend setups.
Calculation Methodology
The PowerDelta computes the delta (difference) between buying and selling pressure by integrating both price movement and volume behavior rather than relying solely on volume or price-based approximations like other oscillators.
The PowerDelta Algorithm evaluates six core price-volume conditions:
Price advancing with increasing volume
Price advancing with decreasing volume
Price consolidating with increasing volume
Price consolidating with decreasing volume
Price declining with increasing volume
Price declining with decreasing volume
From these conditions, the algorithm derives:
Accumulation vs Distribution phases
Buyer/Seller exhaustion points
Effort vs No Result scenarios (volume pressure failing to move price)
Operational Use
The PowerDelta Oscillator has three operational modes:
Trend
Countertrend
Blended (Trend/Countertrend hybrid)
Trend Mode
In Trend Mode, the indicator plots an oscillator that fluctuates between positive and negative values:
Positive readings indicate dominant buying pressure
Negative readings indicate dominant selling pressure
The magnitude of the reading reflects the intensity of the pressure
Crossovers at the zero line provide directional shifts:
Negative → Positive: bullish transition
Positive → Negative: bearish transition
Additionally:
Sustained positive values indicate control by buyers, long bias is favoured
Sustained negative values indicate control by sellers, short bias is favoured
The magnitude of displacement from zero provides additional confirmation of market strength or weakness
Countertrend Mode
In Countertrend Mode, the primary use of the PowerDelta Oscillator is to locate divergences between price and the oscillator (as visualised on the chart above) which helps traders pinpoint potential reversals
The oscillator is much more sensitive in this mode, making highs, lows and hence divergences, easier to spot
Like Trend Mode, the magnitude of displacement from zero provides additional confirmation of market strength or weakness
The various Analytical Scenarios detailed below provide detailed use cases for both Trend and Countertrend Mode
Blended Mode
To provide maximum flexibility, there’s also a third Blended Mode
This mode combines elements of the two primary modes and can be used as part of a hybrid approach making it easier to spot both trends and reversals
Alternative Source
The PowerDelta algorithm utilises volume data therefore it’s best to use the most reliable source of volume data for the instrument being traded
For instance, whilst XAUUSD provides excellent results with most forex brokers, slightly better results may be achieved using GC futures data which comes direct from the exchange (data package required)
To use a third-party source, select 'Alternative' and input the relevant source
This can also be used as a way to monitor correlated pairs by adding two instances of the PowerDelta to the same chart, selecting pair 1 e.g. EURUSD as the first instance and the correlated pair e.g. USDCHF as the second instance
Thorough backtesting advised
Analytical Scenarios
Accumulation: High positive oscillator readings combined with upward price movement suggest active accumulation.
Optimal strategy: Monitor pullbacks for potential long entries or wait for a divergence with price and potential reversal.
Distribution: High negative oscillator readings with downward price movement indicate distribution.
Optimal strategy: Monitor pullbacks for potential short entries or wait for a divergence with price and potential reversal.
Buyer Exhaustion: Price forms higher highs while oscillator value declines. Indicates weakening buying strength and potential bearish reversal.
Seller Exhaustion: Price forms lower lows while oscillator value contracts. Indicates weakening selling strength and potential bullish reversal.
Effort / No Result (Buyers): Positive oscillator expansion without higher highs indicates aggressive buying without price confirmation, suggesting overbought conditions and a potential bearish reversal.
Effort / No Result (Sellers): Negative oscillator expansion without lower lows indicates aggressive selling without price confirmation, suggesting oversold conditions and a potential bullish reversal.
Alerts
To trigger alerts when market bias transitions across the zero line:
Right-click on chart → Add Alert on PowerDelta
Condition: PowerDelta → Select Mode
Type: Crossing
Value: 0
Execution: Once Per Bar Close
Adjust additional parameters as required
Performance and Optimization
Backtesting Results: The PowerDelta Oscillator has undergone extensive backtesting across various instruments, timeframes and market conditions, demonstrating strong performance in identifying strong trends and reversals. User backtesting is strongly encouraged as it allows traders to optimize settings for their preferred instruments and timeframes.
Optimization for Diverse Markets: The PowerDelta Oscillator can be used on crypto, forex, indices, commodities and stocks. The PowerDelta Oscillator's algorithmic foundation ensures consistent performance across a variety of instruments. The Trend, Countertrend and Blended Modes make it easy for the trader to set up based on their individual trading style.
Educational Resources and Support
Users of the PowerDelta Oscillator benefit from comprehensive educational resources and full access to FxScripts Support. This ensures traders can maximize the potential of the PowerDelta Oscillator and other tools in the Sigma Indicator Suite by learning best practices and gaining insights from an experienced team of traders.
SAPSAN TRADE: HFT ActivityThis indicator: SAPSAN TRADE: HFT Activity tracks High-Frequency Trading (HFT) activity using volume on candlestick charts. It calculates the Z-score of the current volume relative to the moving average and standard deviation over a chosen lookback period. The indicator classifies volume anomalies into categories based on significance and probability of occurrence.
How circles above and below candles work:
Circle above the candle – positive Z-score (volume above average), indicating a spike in buying activity.
Circle below the candle – negative Z-score (volume below average), indicating unusually low activity or large selling.
The size and color of the circle correspond to the significance of the anomaly by category:
Alerts:
General alert triggers on any HFT activity.
Specific alerts for each category and direction (above or below the candle).
Usage:
Detects spikes of activity by major market participants.
Highlights unusual volumes in real time on the chart.
Useful for filtering market noise and estimating the probability of sharp moves.
Links:
📢 Telegram Channel – Join us!
RU
Этот индикатор: SAPSAN TRADE: HFT Activity предназначен для отслеживания активности высокочастотных трейдеров (HFT) по объему на свечном графике. Он рассчитывает Z-оценку текущего объема относительно скользящего среднего и стандартного отклонения за выбранный период. Индикатор классифицирует аномалии объема на категории по значимости и вероятности их появления.
Как работают кружки над и под свечами:
Кружок сверху свечи – это положительный Z-score (объем выше среднего), что сигнализирует о всплеске покупательской активности.
Кружок снизу свечи – отрицательный Z-score (объем ниже среднего), что может указывать на аномально низкую активность или крупные продажи.
Размер и цвет кружка соответствуют значимости аномалии по категории:
Алерты / Уведомления:
Общий сигнал при любой аномальной HFT активности.
Специфические алерты для каждой категории и направления (выше или ниже свечи).
Применение:
Помогает выявлять всплески активности крупных игроков.
Позволяет видеть необычные объемы на графике в реальном времени.
Можно использовать для фильтрации рыночного шума и оценки вероятности резких движений.
📢 Наш telegram канал - Присоединяйтесь!
VWAP Trend Strategy (Intraday) [KedarArc Quant]Description:
An intraday strategy that anchors to VWAP and only trades when a local EMA trend gate and a volume participation gate are both open. It offers two entry templates—Cross and Cross-and-Retest—with an optional Momentum Exception for impulsive moves. Exits combine a TrendBreak (structure flips) with an ATR emergency stop (risk cap).
Updates will be published under this script.
Why this merits a new script
This is not a simple “VWAP + EMA + ATR” overlay. The components are sequenced as gates and branches that *change the trade set* in ways a visual mashup cannot:
1. Trend Gate first (EMA fast vs. slow on the entry timeframe)
Counter-trend VWAP crosses are suppressed. Many VWAP scripts fire on every cross; here, no entry logic even evaluates unless the trend gate is open.
2. Participation Gate second (Volume SMA × multiplier)
This gate filters thin liquidity moves around VWAP. Without it, the same visuals would produce materially more false triggers.
3. Branching entries with structure awareness
* Cross: Immediate VWAP cross in the trend direction.
* Cross-and-Retest: Requires a revisit to VWAP vicinity within a lookback window (recent low near VWAP for longs; recent high for shorts). This explicitly removes first-touch fakeouts that a plain cross takes.
* Momentum Exception (optional): A quantified body% + volume condition can bypass the retest when flow is impulsive—intentional risk-timing, not “just another indicator.”
4. Dual exits that reference both anchor and structure
* TrendBreak: Close only when price loses VWAP and EMA alignment flips.
* ATR stop: Placed at entry to cap tail risk.
These exits complement the entry structure rather than being generic stop/target add-ons.
What it does
* Trades the session’s fair value anchor (VWAP), but only with local-trend agreement (EMA fast vs. slow) and sufficient participation (volume filter).
* Lets you pick Cross or Cross-and-Retest entries; optionally allow a fast Momentum Exception when candles expand with volume.
* Manages positions with a structure exit (TrendBreak) and an emergency ATR stop from entry.
How it works (concepts & calculations)
* VWAP (session anchor):
Standard VWAP of the active session; entries reference the cross and the retest proximity to VWAP.
* Trend gate:
Long context only if `EMA(fast) > EMA(slow)`; short only if `EMA(fast) < EMA(slow)`.
A *gate*, not a trigger—entries aren’t considered unless this is true.
* Participation (volume) gate:
Require `volume > SMA(volume, volLen) × volMult`.
Screens out low-participation wiggles around VWAP.
Entries:
* Cross: Price crosses VWAP in the trend direction while volume gate is open.
* Cross-and-Retest: After crossing, price revisits VWAP vicinity within `lookback` (recent *low near VWAP* for longs; recent *high near VWAP* for shorts).
* Momentum Exception (optional): If body% (|close−open| / range) and volume exceed thresholds, enter without waiting for the retest.
Exits:
* TrendBreak (structure):
* Longs close when `price < VWAP` and `EMA(fast) < EMA(slow)` (mirror for shorts).
* ATR stop (risk):
* From entry: `stop = entry ± ATR(atrLen) × atrMult`.
How to use it ?
1. Select market & timeframe: Intraday on liquid symbols (equities, futures, crypto).
2. Pick entry mode:
* Start with Cross-and-Retest for fewer, more selective signals.
* Enable Momentum Exception if strong moves leave without retesting.
3. Tune guards:
* Raise `volMult` to ignore thin periods; lower it for more activity.
* Adjust `lookback` if retests come late/early on your symbol.
4. Risk:
* `atrLen` and `atrMult` set the emergency stop distance.
5. Read results per session: Optional panel (if enabled) summarizes Net-R, Win%, and PF for today’s session to evaluate
behavior regime by regime.
⚠️ Disclaimer
This script is provided for educational purposes only.
Past performance does not guarantee future results.
Trading involves risk, and users should exercise caution and use proper risk management when applying this strategy.
SAPSAN TRADE: Liquidity & Market Manipulation TrackingThe SAPSAN TRADE: Liquidity & Market Manipulation Tracking indicator helps track market liquidity and detect potential manipulations by major participants. It analyzes volume flows, market maker activity, and unusual volatility changes, allowing traders to:
Identify zones with high concentration of large orders.
Detect abnormal price movements and market “traps.”
Assess buyer and seller pressure for informed trading decisions.
Use in scalping, intraday trading, and analysis of cryptocurrencies, stocks, and forex.
The indicator supports alert settings:
Notifications when activity exceeds a specified threshold.
Signals for increasing or decreasing liquidity in key zones.
Alerts for potential market manipulations to react promptly to price movements.
RU
Индикатор SAPSAN TRADE: Liquidity & Market Manipulation Tracking позволяет отслеживать ликвидность рынка и выявлять возможные манипуляции со стороны крупных участников. Он анализирует объемные потоки, активность маркет-мейкеров и нетипичные изменения волатильности, чтобы помочь трейдерам:
Определять зоны концентрации крупных ордеров.
Выявлять аномальные движения цены и «ловушки» на рынке.
Оценивать давление покупателей и продавцов для принятия обоснованных торговых решений.
Использовать в стратегиях скальпинга, внутридневной торговли и анализа криптовалют, акций и форекс.
Индикатор поддерживает настройку алертов (уведомлений):
Оповещения при превышении заданного порога активности.
Сигналы о повышении или снижении ликвидности в ключевых зонах.
Уведомления о потенциальных манипуляциях, чтобы вовремя реагировать на рыночные изменения.
Volumatic Fair Value Gaps [BigBeluga]🔵 OVERVIEW
The Volumatic Fair Value Gaps indicator detects and plots size-filtered Fair Value Gaps (FVGs) and immediately analyzes the bullish vs. bearish volume composition inside each gap. When an FVG forms, the tool samples volume from a 10× lower timeframe , splits it into Buy and Sell components, and overlays two compact bars whose percentages always sum to 100%. Each gap also shows its total traded volume . A live dashboard (top-right) summarizes how many bullish and bearish FVGs are currently active and their cumulative volumes—offering a quick read on directional participation and trend pressure.
🔵 CONCEPTS
FVGs (Fair Value Gaps) : Imbalance zones between three consecutive candles where price “skips” trading. The script plots bullish and bearish gaps and extends them until mitigated.
Size Filtering : Only significant gaps (by relative size percentile) are drawn, reducing noise and emphasizing meaningful imbalances.
// Gap Filters
float diff = close > open ? (low - high ) / low * 100 : (low - high) / high *100
float sizeFVG = diff / ta.percentile_nearest_rank(diff, 1000, 100) * 100
bool filterFVG = sizeFVG > 15
Volume Decomposition : For each FVG, the indicator inspects a 10× lower timeframe and aggregates volume of bullish vs. bearish candles inside the gap’s span.
100% Split Bars : Two inline bars per FVG display the % Bull and % Bear shares; their total is always 100%.
Total Gap Volume : A numeric label at the right edge of the FVG shows the total traded volume associated with that gap.
Mitigation Logic : Gaps are removed when price closes through (or touches via high/low—user-selectable) the opposite boundary.
Dashboard Summary : Counts and sums the active bullish/bearish FVGs and their total volumes to gauge directional dominance.
🔵 FEATURES
Bullish & Bearish FVG plotting with independent color controls and visibility toggles.
Adaptive size filter (percentile-based) to keep only impactful gaps.
Lower-TF volume sampling at 10× faster resolution for more granular Buy/Sell breakdown.
Per-FVG volume bars : two horizontal bars showing Bull % and Bear % (sum = 100%).
Per-FVG total volume label displayed at the right end of the gap’s body.
Mitigation source option : choose close or high/low for removing/invalidating gaps.
Overlap control : older overlapped gaps are cleaned to avoid clutter.
Auto-extension : active gaps extend right until mitigated.
Dashboard : shows count of bullish/bearish gaps on chart and cumulative volume totals for each side.
Performance safeguards : caps the number of active FVG boxes to maintain responsiveness.
🔵 HOW TO USE
Turn on/off FVG types : Enable Bullish FVG and/or Bearish FVG depending on your focus.
Tune the filter : The script already filters by relative size; if you need fewer (stronger) signals, increase the percentile threshold in code or reduce the number of displayed boxes.
Choose mitigation source :
close — stricter; gap is removed when a closing price crosses the boundary.
high/low — more sensitive; a wick through the boundary mitigates the gap.
Read the per-FVG bars :
A higher Bull % inside a bullish gap suggests constructive demand backing the imbalance.
A higher Bear % inside a bearish gap suggests supply is enforcing the imbalance.
Use total gap volume : Larger totals imply more meaningful interest at that imbalance; confluence with structure/HTF levels increases relevance.
Watch the dashboard : If bullish counts and cumulative volume exceed bearish, market pressure is likely skewed upward (and vice versa). Combine with trend tools or market structure for entries/exits.
Optional: hide volume bars : Disable Volume Bars when you want a cleaner FVG map while keeping total volume labels and the dashboard.
🔵 CONCLUSION
Volumatic Fair Value Gaps blends precise FVG detection with lower-timeframe volume analytics to show not only where imbalances exist but also who powers them. The per-gap Bull/Bear % bars, total volume labels, and the cumulative dashboard together provide a fast, high-signal read on directional participation. Use the tool to prioritize higher-quality gaps, align with trend bias, and time mitigations or continuations with greater confidence.
Zone Cluster Confluence ProWhat it does
Zone Cluster Confluence Pro automatically finds price “zones” via equal-frequency clustering of HLC3 values and wraps each cluster center with an ATR-based band. Zones are color-coded by a 0–100 Strength % and can optionally highlight confluence with a higher timeframe (HTF) right on your chart.
Key features
• Adaptive Depth by Volatility (ATR regime): zone width scales down in calm markets and widens in volatile regimes.
• Strength % scoring with color mapping (Strong / Work / Mid / Weak). The score blends:
• number of touches (with tolerance),
• dwell time inside the zone (penalized),
• confirmed breakouts (penalized),
• average overshoot beyond the band (penalized),
• recency bonus,
• optional volume-boosted touches (volume > SMA × multiplier).
• HTF Confluence Overlay: computes zones on a higher TF (multiplier of the source TF or a specific TF) and highlights the intersection of LTF zones with the nearest HTF zone (white fill).
• Presets per TF: Aggressive / Stable / Anti-pierce profiles with hand-tuned params for 15/30/60/120/240m; or run fully Manual.
• Clean visuals: centers, borders, filled bands; strength labels with auto-contrast text.
How it works (high level)
• Clustering method: choose K-median or K-means (median/mean of equal-frequency buckets) to place zone centers.
• Zone width = ATR × Depth; Depth becomes Adaptive when the ATR regime deviates from its long SMA.
• Strength % is computed over a lookback window using the components listed above; touches can earn an extra bonus on elevated volume.
Inputs (most useful)
• Source TF: inherit from chart or pick a specific TF.
• Zones (k): 2–5 clusters.
• Presets: Aggressive / Stable / Anti-pierce, or Manual control of Candles Back, ATR length, Depth.
• Adaptive Depth: on/off, regime thresholds & multipliers.
• Strength %: profile (Conservative/Neutral/Optimistic), lookback, breakout/overshoot/touch tolerance.
• Volume boost: SMA length, spike multiplier, weight.
• HTF Confluence: on/off, TF multiplier, HTF preset/method/params, and whether HTF k mirrors LTF k.
Reading the chart
• Zone fills are colored by Strength %:
• 80–100 Strong, 60–80 Work, 40–60 Mid, <40 Weak.
• White fills mark LTF×HTF intersections (confluence areas).
• Strength labels (Z1…Z5) show the current score; label background matches the strength color.
Tips
• Use Stable for most markets, Aggressive for fast intraday, Anti-pierce to reduce whipsaw.
• Turn on HTF confluence to filter LTF zones down to areas aligned with the larger trend structure.
• If you scalp, keep volume boost on; for thin markets consider lowering the spike multiplier.
Notes
• No lookahead is used for HTF data (request.security with lookahead_off).
• Zones update as new bars arrive and as the lookback window rolls; this is not a fixed S/R drawing tool.
• Works on any symbol/timeframe; parameter tuning is encouraged.
Access
This script is Invite-Only.
Disclaimer
For educational purposes only. Not financial advice. Trading involves risk.
Volumetric Compressed MAVCMA (Volumetric Compressed Moving Average) uses the compressor and weighted standard deviation functions originally translated to pinescript by @gorx1 to plot moving averages in order to use for entry confirmation.
🔹 Concepts and Idea:
When we do music we always use different kinds of filters (low-pass, high pass, etc) for equalization and filtering itself. That stuff we use in finance as well. What we also always use in music are compressors, there dynamic processors that automatically adjust volume so it will be more consistent. Almost all the cool music you hear is compressed (both individual instruments (especially vocals) and the whole track afterwards), otherwise stuff will be too quite and too weak to flex on it, and also DJing it would be a nightmare.
🔹 Model:
I don't wanna explain it all in statistical / DSP way for once.
First of all, I think the population of volumes is log-normally distributed, so let's take logs of volumes, now we have a ~ normally distributed data. We take linearly weighted mean, add and subtract linearly weighted standard deviation from it, these would be our thresholds, the borders between different kinds of volumes explained before.
The upper threshold is for downward compression, that will not let volume pass it higher.
The lower threshold is for upward compression, all the volumes lower than this threshold will be brought up to the threshold's level.
Then we apply multipliers to the thresholds in order to adjust em and find the sweet spots. We do it the same way as in sound engineering when we don't aim for overcompression, we adjust the thresholds until they start to touch the signal and all good.
Afterwards, we delete all the number 1 and number 3 volume, leaving us exclusively with the clear main component, ready to be processed further.
We return the volumes to dem real scale.
For more info on Volume Compression it's highly advised to check @gorx1's initial script Volume Compressor
🔹 Settings:
MA Type: Moving average type to be used for comparison after calculating the compressed version of volume. This creates the second line after the compression line, so we can consider crossovers for confirmation entries.
Upward threshold: Upward threshold where the compression of volume is calculated. Increasing usually causes smoother lines.
Downward threshold: Downward threshold where the compression of volume is calculated. Decreasing usually causes smoother lines.
Compression Lookback: The Main lookback window of a volume that is used for compression. Increasing this would provide smoother lines but might cause delayed signals. Decreasing means more signals, but might cause whiplash and distorted signals.
Comparative Lookback: This is our lookback to be used with our ma type selection. There is no static better or worse lookback value for this indicator. It should be adjusted based on the pair.
🔹 Where to use:
This indicator should be used as another confirmation tool for your entry signals in your existing strategy/market following combination. Green dots (crossovers) mean bullish movement is expected, and red dots (crossbounders) mean bearish movement is expected. Automated crossover alerts are available. A reminder is that this kind of indicator should not be used on its own for trading, but rather should be used as a confirmation along with your trend detection and main entry indicators to provide additional confidence.
If you want to know under the hood, read the How it works section below.
🔹 How it works:
//This is our main compression calculation, which is used for the first line.
Compressed_out = compressor(volume, len_window, up_thresh, down_thresh)
//This is the secondary ratio calculation that we use for the second line.
Comp_ma = ma(ma_type, close * compressed_out, len_ml) / ma(ma_type, compressed_out, len_ml)
Vwma = ma(ma_type, close, len_window)
We calculate the ratio of the compressed volume and plot it against the base MA. Base MA's length is determined by the Compression Lookback input compared to the Comperative Lookback that is used for the compressed version. This provides us with another possible confirmation indicator that can be used to take advantage of volume ranges.
Simple Volume Analyzer..This is a simple yet powerful volume indicator that colors volume bars based on whether they are above or below a moving average. Useful for identifying breakouts and low-volume zones.
SAPSAN TRADE: Retail Power Profile FIXSAPSAN TRADE: Retail Power Profile FIX
Visualize retail market pressure with precision using the SAPSAN TRADE: Retail Power Profile FIX indicator. This tool analyzes a selected time range and displays the distribution of bullish and bearish activity across price levels. Key features include:
Custom Time Range – Analyze any specific period by setting the start and end time.
Signed Volume Profile – Shows bullish (green) and bearish (red) volume across price levels.
POC (Point of Control) – Highlights the price level with the strongest retail activity.
Adjustable Levels – Choose the number of levels to divide the price range for detailed analysis.
Dynamic Visualization – Profile lines and labels scale automatically according to volume intensity.
Perfect for traders who want to identify where retail buyers and sellers are most active, key support/resistance levels, and the dominant market sentiment during a given period.
Adaptive Trend Following Suite [Alpha Extract]A sophisticated multi-filter trend analysis system that combines advanced noise reduction, adaptive moving averages, and intelligent market structure detection to deliver institutional-grade trend following signals. Utilizing cutting-edge mathematical algorithms and dynamic channel adaptation, this indicator provides crystal-clear directional guidance with real-time confidence scoring and market mode classification for professional trading execution.
🔶 Advanced Noise Reduction
Filter Eliminates market noise using sophisticated Gaussian filtering with configurable sigma values and period optimization. The system applies mathematical weight distribution across price data to ensure clean signal generation while preserving critical trend information, automatically adjusting filter strength based on volatility conditions.
advancedNoiseFilter(sourceData, filterLength, sigmaParam) =>
weightSum = 0.0
valueSum = 0.0
centerPoint = (filterLength - 1) / 2
for index = 0 to filterLength - 1
gaussianWeight = math.exp(-0.5 * math.pow((index - centerPoint) / sigmaParam, 2))
weightSum += gaussianWeight
valueSum += sourceData * gaussianWeight
valueSum / weightSum
🔶 Adaptive Moving Average Core Engine
Features revolutionary volatility-responsive averaging that automatically adjusts smoothing parameters based on real-time market conditions. The engine calculates adaptive power factors using logarithmic scaling and bandwidth optimization, ensuring optimal responsiveness during trending markets while maintaining stability during consolidation phases.
// Calculate adaptive parameters
adaptiveLength = (periodLength - 1) / 2
logFactor = math.max(math.log(math.sqrt(adaptiveLength)) / math.log(2) + 2, 0)
powerFactor = math.max(logFactor - 2, 0.5)
relativeVol = avgVolatility != 0 ? volatilityMeasure / avgVolatility : 0
adaptivePower = math.pow(relativeVol, powerFactor)
bandwidthFactor = math.sqrt(adaptiveLength) * logFactor
🔶 Intelligent Market Structure Analysis
Employs fractal dimension calculations to classify market conditions as trending or ranging with mathematical precision. The system analyzes price path complexity using normalized data arrays and geometric path length calculations, providing quantitative market mode identification with configurable threshold sensitivity.
🔶 Multi-Component Momentum Analysis
Integrates RSI and CCI oscillators with advanced Z-score normalization for statistical significance testing. Each momentum component receives independent analysis with customizable periods and significance levels, creating a robust consensus system that filters false signals while maintaining sensitivity to genuine momentum shifts.
// Z-score momentum analysis
rsiAverage = ta.sma(rsiComponent, zAnalysisPeriod)
rsiDeviation = ta.stdev(rsiComponent, zAnalysisPeriod)
rsiZScore = (rsiComponent - rsiAverage) / rsiDeviation
if math.abs(rsiZScore) > zSignificanceLevel
rsiMomentumSignal := rsiComponent > 50 ? 1 : rsiComponent < 50 ? -1 : rsiMomentumSignal
❓How It Works
🔶 Dynamic Channel Configuration
Calculates adaptive channel boundaries using three distinct methodologies: ATR-based volatility, Standard Deviation, and advanced Gaussian Deviation analysis. The system automatically adjusts channel multipliers based on market structure classification, applying tighter channels during trending conditions and wider boundaries during ranging markets for optimal signal accuracy.
dynamicChannelEngine(baselineData, channelLength, methodType) =>
switch methodType
"ATR" => ta.atr(channelLength)
"Standard Deviation" => ta.stdev(baselineData, channelLength)
"Gaussian Deviation" =>
weightArray = array.new_float()
totalWeight = 0.0
for i = 0 to channelLength - 1
gaussWeight = math.exp(-math.pow((i / channelLength) / 2, 2))
weightedVariance += math.pow(deviation, 2) * array.get(weightArray, i)
math.sqrt(weightedVariance / totalWeight)
🔶 Signal Processing Pipeline
Executes a sophisticated 10-step signal generation process including noise filtering, trend reference calculation, structure analysis, momentum component processing, channel boundary determination, trend direction assessment, consensus calculation, confidence scoring, and final signal generation with quality control validation.
🔶 Confidence Transformation System
Applies sigmoid transformation functions to raw confidence scores, providing 0-1 normalized confidence ratings with configurable threshold controls. The system uses steepness parameters and center point adjustments to fine-tune signal sensitivity while maintaining statistical robustness across different market conditions.
🔶 Enhanced Visual Presentation
Features dynamic color-coded trend lines with adaptive channel fills, enhanced candlestick visualization, and intelligent price-trend relationship mapping. The system provides real-time visual feedback through gradient fills and transparency adjustments that immediately communicate trend strength and direction changes.
🔶 Real-Time Information Dashboard
Displays critical trading metrics including market mode classification (Trending/Ranging), structure complexity values, confidence scores, and current signal status. The dashboard updates in real-time with color-coded indicators and numerical precision for instant market condition assessment.
🔶 Intelligent Alert System
Generates three distinct alert types: Bullish Signal alerts for uptrend confirmations, Bearish Signal alerts for downtrend confirmations, and Mode Change alerts for market structure transitions. Each alert includes detailed messaging and timestamp information for comprehensive trade management integration.
🔶 Performance Optimization
Utilizes efficient array management and conditional processing to maintain smooth operation across all timeframes. The system employs strategic variable caching, optimized loop structures, and intelligent update mechanisms to ensure consistent performance even during high-volatility market conditions.
This indicator delivers institutional-grade trend analysis through sophisticated mathematical modelling and multi-stage signal processing. By combining advanced noise reduction, adaptive averaging, intelligent structure analysis, and robust momentum confirmation with dynamic channel adaptation, it provides traders with unparalleled trend following precision. The comprehensive confidence scoring system and real-time market mode classification make it an essential tool for professional traders seeking consistent, high-probability trend following opportunities with mathematical certainty and visual clarity.
Volume by Time [LuxAlgo]The Volume by Time indicator collects volume data for every point in time over the day and displays the average volume of the specific dataset collected at each respective bar.
The indicator overlays the current volume and the historical average to allow for better comparisons.
🔶 USAGE
Throughout the day, the volume of every bar is stored in groups organized by the time when each bar occurred.
Over time, the datasets accumulate, and from that, we can simply determine the average value at each specific time of the day.
The display is a histogram style, which consists of hollow bars and solid filled columns.
-Hollow bars represent the average volume at that time of the day.
-Solid columns display the current volume from the current bar.
By default, the entire history of data is used, but if desired, the number of days under analysis can be specified to provide a more relevant point of view.
A readout of the number of days being analyzed can be seen in the status bar at any time.
Note: Due to partial sessions, it is typical to see this value change throughout the day; this is simply due to the fact that not every trading session has the exact same schedule 100% of the time.
The analysis type can also be specified; these can be either Average (Default) or Median.
Additionally, a Bi-directional can be toggled for a distinct difference between upwards volume and downwards volume.
🔶 SETTINGS
Analysis Type: Choose between Average or Median analysis modes.
Length (Days): Set the number of days to use for analysis. Set to 0 for full data (Default 0).
Bi-Directional Toggle: Toggle between one-sided or two-sided display.
Wick Pressure Zones [BigBeluga]
The Wick Pressure Zones indicator highlights areas where extreme wick activity occurred, signaling strong buy or sell pressure. By measuring unusually long upper or lower wicks and mapping them into gradient volume zones , the tool helps traders identify levels where liquidity was absorbed, leaving behind footprints of supply and demand imbalances. These zones often act as support, resistance, or liquidity sweep magnets .
🔵 CONCEPTS
Extreme Wicks : Large upper or lower shadows indicate aggressive rejection — upper wicks suggest selling pressure, lower wicks suggest buying pressure.
Volumatic Gradient Zones : From each detected wick, the indicator projects a layered gradient zone, proportional to the wick’s size, showing where most pressure occurred.
Liquidity Footprints : These zones mark levels where significant buy/sell volume was executed, often becoming reaction points on future retests.
Automatic Expiration : Zones persist until price decisively trades through them, after which they are cleared to keep the chart clean.
🔵 FEATURES
Automatic Wick Detection : Identifies extreme upper and lower wick events using percentile filtering and Realative Strength Index.
Gradient Zone Visualization : Builds a 10-layer zone from the wick top/bottom, shading intensity according to pressure strength.
Volume Labels : Each zone is annotated with the bar’s volume at the origin point for added context.
Dynamic Zone Extension : Zones extend to the right as long as they remain relevant; once price closes through them, they are removed.
Support & Resistance Mapping : Upper wick zones (red) behave like supply/resistance, lower wick zones (green) like demand/support.
Clutter Control : Limits the number of active zones (default 10) to keep charts responsive.
Background Highlighting : Optional background shading when new wick zones appear (red for sell, green for buy).
🔵 HOW TO USE
Look for Upper Wick Zones (red) : Indicate strong selling pressure; watch for resistance, reversals, or liquidity sweeps above.
Look for Lower Wick Zones (green) : Indicate strong buying pressure; watch for support or liquidity sweeps below.
Trade Retests : When price returns to a zone, expect a reaction (bounce or rejection) due to leftover liquidity.
Combine with Context : Align wick pressure zones with HTF support/resistance, order blocks, or volume profile for stronger signals.
Use Volume Labels : High-volume wicks indicate more significant liquidity events, making the zone more likely to act as a strong reaction point.
🔵 CONCLUSION
The Wick Pressure Zones is a powerful way to visualize hidden liquidity and aggressive rejections. By mapping extreme wick events into dynamic, volume-annotated zones, it shows traders where the market absorbed heavy buy/sell pressure. These levels frequently act as magnets or turning points, making them valuable for timing entries, stop placement, or fade strategies.
Intrabar Volume Delta — RealTime + History (Stocks/Crypto/Forex)Intrabar Volume Delta Grid — RealTime + History (Stocks/Crypto/Forex)
# Short Description
Shows intrabar Up/Down volume, Delta (absolute/relative) and UpShare% in a compact grid for both real-time and historical bars. Includes an MTF (M1…D1) dashboard, contextual coloring, density controls, and alerts on Δ and UpShare%. Smart historical splitting (“History Mode”) for Crypto/Futures/FX.
---
# What it does (Quick)
* **UpVol / DownVol / Δ / UpShare%** — visualizes order-flow inside each candle.
* **Real-time** — accumulates intrabar volume live by tick-direction.
* **History Mode** — splits Up/Down on closed bars via simple or range-aware logic.
* **MTF Dashboard** — one table view across M1, M5, M15, M30, H1, H4, D1 (Vol, Up/Down, Δ%, Share, Trend).
* **Contextual opacity** — stronger signals appear bolder.
* **Label density** — draw every N-th bar and limit to last X bars for performance.
* **Alerts** — thresholds for |Δ|, Δ%, and UpShare%.
---
# How it works (Real-Time vs History)
* **Real-time (open bar):** volume increments into **UpVolRT** or **DownVolRT** depending on last price move (↑ goes to Up, ↓ to Down). This approximates live order-flow even when full tick history isn’t available.
* **History (closed bars):**
* **None** — no split (Up/Down = 0/0). Safest for equities/indices with unreliable tick history.
* **Approx (Close vs Open)** — all volume goes to candle direction (green → Up 100%, red → Down 100%). Fast but yields many 0/100% bars.
* **Price Action Based** — splits by Close position within High-Low range; strength = |Close−mid|/(High−Low). Above mid → more Up; below mid → more Down. Falls back to direction if High==Low.
* **Auto** — **Stocks/Index → None**, **Crypto/Futures/FX → Approx**. If you see too many 0/100 bars, switch to **Price Action Based**.
---
# Rows & Meaning
* **Volume** — total bar volume (no split).
* **UpVol / DownVol** — directional intrabar volume.
* **Delta (Δ)** — UpVol − DownVol.
* **Absolute**: raw units
* **Relative (Δ%)**: Δ / (Up+Down) × 100
* **Both**: shows both formats
* **UpShare%** — UpVol / (Up+Down) × 100. >50% bullish, <50% bearish.
* Helpful icons: ▲ (>65%), ▼ (<35%).
---
# MTF Dashboard (🔧 Enable Dashboard)
A single table with **Vol, Up, Down, Δ%, Share, Trend (🔼/🔽/⏭️)** for selected timeframes (M1…D1). Great for a fast “panorama” read of flow alignment across horizons.
---
# Inputs (Grouped)
## Display
* Toggle rows: **Volume / Up / Down / Delta / UpShare**
* **Delta Display**: Absolute / Relative / Both
## Realtime & History
* **History Mode**: Auto / None / Approx / Price Action Based
* **Compact Numbers**: 1.2k, 1.25M, 3.4B…
## Theme & UI
* **Theme Mode**: Auto / Light / Dark
* **Row Spacing**: vertical spacing between rows
* **Top Row Y**: moves the whole grid vertically
* **Draw Guide Lines**: faint dotted guides
* **Text Size**: Tiny / Small / Normal / Large
## 🔧 Dashboard Settings
* **Enable Dashboard**
* **📏 Table Text Size**: Tiny…Huge
* **🦓 Zebra Rows**
* **🔲 Table Border**
## ⏰ Timeframes (for Dashboard)
* **M1…D1** toggles
## Contextual Coloring
* **Enable Contextual Coloring**: opacity by signal strength
* **Δ% cap / Share offset cap**: saturation caps
* **Min/Max transparency**: solid vs faint extremes
## Label Density & Size
* **Show every N-th bar**: draw labels only every Nth bar
* **Limit to last X bars**: keep labels only in the most recent X bars
## Colors
* Up / Down / Text / Guide
## Alerts
* **Delta Threshold (abs)** — |Δ| in volume units
* **UpShare > / <** — bullish/bearish thresholds
* **Enable Δ% Alert**, **Δ% > +**, **Δ% < −** — relative delta levels
---
# How to use (Quick Start)
1. Add the indicator to your chart (overlay=false → separate pane).
2. **History Mode**:
* Crypto/Futures/FX → keep **Auto** or switch to **Price Action Based** for richer history.
* Stocks/Index → prefer **None** or **Price Action Based** for safer splits.
3. **Label Density**: start with **Limit to last X bars = 30–150** and **Show every N-th bar = 2–4**.
4. **Contextual Coloring**: keep on to emphasize strong Δ% / Share moves.
5. **Dashboard**: enable and pick only the TFs you actually use.
6. **Alerts**: set thresholds (ideas below).
---
# Alerts (in TradingView)
Add alert → pick this indicator → choose any of:
* **Delta exceeds threshold** (|Δ| > X)
* **UpShare above threshold** (UpShare% > X)
* **UpShare below threshold** (UpShare% < X)
* **Relative Delta above +X%**
* **Relative Delta below −X%**
**Starter thresholds (tune per symbol & TF):**
* **Crypto M1/M5**: Δ% > +25…35 (bullish), Δ% < −25…−35 (bearish)
* **FX (tick volume)**: UpShare > 60–65% or < 40–35%
* **Stocks (liquid)**: set **Absolute Δ** by typical volume scale (e.g., 50k / 100k / 500k)
---
# Notes by Market Type
* **Crypto/Futures**: 24/7 and high liquidity — **Price Action Based** often gives nicer history splits than Approx.
* **Forex (FX)**: TradingView volume is typically **tick volume** (not true exchange volume). Treat Δ/Share as tick-based flow, still very useful intraday.
* **Stocks/Index**: historical tick detail can be limited. **None** or **Price Action Based** is a safer default. If you see too many 0/100% shares, switch away from Approx.
---
# “All Timeframes” accuracy
* Works on **any TF** (M1 → D1/W1).
* **Real-time accuracy** is strong for the open bar (live accumulation).
* **Historical accuracy** depends on your **History Mode** (None = safest, Approx = fastest/simplest, Price Action Based = more nuanced).
* The MTF dashboard uses `request.security` and therefore follows the same logic per TF.
---
# Trade Ideas (Use-Cases)
* **Scalping (M1–M5)**: a spike in Δ% + UpShare>65% + rising total Vol → momentum entries.
* **Intraday (M5–M30–H1)**: when multiple TFs show aligned Δ%/Share (e.g., M5 & M15 bullish), join the trend.
* **Swing (H4–D1)**: persistent Δ% > 0 and UpShare > 55–60% → structural accumulation bias.
---
# Advantages
* **True-feeling live flow** on the open bar.
* **Adaptable history** (three modes) to match data quality.
* **Clean visual layout** with guides, compact numbers, contextual opacity.
* **MTF snapshot** for quick bias read.
* **Performance controls** (last X bars, every N-th bar).
---
# Limitations & Care
* **FX uses tick volume** — interpret Δ/Share accordingly.
* **History Mode is an approximation** — confirm with trend/structure/liquidity context.
* **Illiquid symbols** can produce noisy or contradictory signals.
* **Too many labels** can slow charts → raise N, lower X, or disable guides.
---
# Best Practices (Checklist)
* Crypto/Futures: prefer **Price Action Based** for history.
* Stocks: **None** or **Price Action Based**; be cautious with **Approx**.
* FX: pair Δ% & UpShare% with session context (London/NY) and volatility.
* If labels overlap: tweak **Row Spacing** and **Text Size**.
* In the dashboard, keep only the TFs you actually act on.
* Alerts: start around **Δ% 25–35** for “punchy” moves, then refine per asset.
---
# FAQ
**1) Why do some closed bars show 0%/100% UpShare?**
You’re on **Approx** history mode. Switch to **Price Action Based** for smoother splits.
**2) Δ% looks strong but price doesn’t move — why?**
Δ% is an **order-flow** measure. Price also depends on liquidity pockets, sessions, news, higher-timeframe structure. Use confirmations.
**3) Performance slowdown — what to do?**
Lower **Limit to last X bars** (e.g., 30–100), increase **Show every N-th bar** (2–6), or disable **Draw Guide Lines**.
**4) Dashboard values don’t “match” the grid exactly?**
Dashboard is multi-TF via `request.security` and follows the history logic per TF. Differences are normal.
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# Short “Store” Marketing Blurb
Intrabar Volume Delta Grid reveals the order-flow inside every candle (Up/Down, Δ, UpShare%) — live and on history. With smart history splitting, an MTF dashboard, contextual emphasis, and flexible alerts, it helps you spot momentum and bias across Crypto, Forex (tick volume), and Stocks. Tidy labels and compact numbers keep the panel readable and fast.
Volume Heat ZoneVolume Zones Indicator
This Pine Script creates a volume-based zone analysis tool for TradingView.
Function:
Divides the price range (high to low) into 20 levels over a 100-candle lookback period
Measures volume activity at each price level
Draws boxes at levels with above-average volume (1.5x threshold)
Key Settings:
Lookback Period (100): Number of candles analyzed
Price Levels (20): Price range subdivisions
Volume Threshold (1.5): Minimum volume multiplier for zones
Candle Offset (1): Excludes current candle from analysis
Projection Bars (10): Extends boxes 10 bars into the future
How it works:
The indicator identifies price levels where significant trading volume occurred historically, highlighting potential support/resistance zones. Boxes are redrawn on each confirmed candle, showing dynamic volume concentration areas that traders can use for entry/exit decisions.
EMA inFusion Pro - Multiple SourcesEMA Fusion Pro: Dynamic Trend & Momentum Strategy with Three Exit Modes
EMA Fusion Pro is a highly customizable, multi-exit trend-following strategy designed for traders who value both precision and flexibility. By leveraging exponential moving averages (EMA), average directional index (ADX), and volume analysis, this strategy aims to capture trending market moves while offering three distinct exit modes for optimal risk management across varying market conditions.
Strategy Overview
This strategy systematically identifies potential entry points using a moving average crossover with highly configurable data sources (including price, volume, rate of change, or their Heikin Ashi versions) and filters signal quality with ADX trend strength and volume spikes. Each trade is managed with one of three advanced exit methodologies—reverse signal, ATR-based stop/take profit, or fixed percentage—giving you the control to adapt your risk profile to different market regimes.
Key Features
Customizable EMA Source: Calculate the core trend-filtering EMA from price (default), volume, rate of change, or their Heikin Ashi counterparts for unique market perspectives.
Trend Filter with ADX: Confirm entries only when the trend is strong, as measured by the user-adjustable ADX threshold.
Volume Spike Confirmation: Optional filter to only take trades with above-average volume activity, reducing false signals.
Three Exit Modes:
Reverse Signal: Exit trades when a new, opposite entry signal occurs.
ATR-Based Stop/Take Profit: Dynamic risk management using multiples of the average true range (ATR) for both take profit and stop loss.
Percent-Based Stop/Take Profit: Fixed-percentage risk management with user-defined thresholds.
Visual Annotations: Signal markers, EMA line color-coded by source, trend background coloring, and optional ATR/percent-based TP/SL levels.
Info Panel: Real-time display of all core indicators, current trading mode, exit parameters, and position status for quick oversight.
How It Works
Entry Logic: A crossover signal (above/below the EMA) triggers a new entry, but only if both ADX trend strength and (optionally) volume spike conditions are met.
Exit Logic: Three selectable modes allow you to exit trades on reverse signals, at a dynamic ATR-based profit or loss, or at a fixed percentage gain/loss.
Flexible Data Analysis: The EMA source can be chosen from six options—standard price, volume, rate of change, or their Heikin Ashi variants—allowing experimentation with different market dimensions.
Risk Management: All exits are precisely controlled, either by the next opposing signal, by volatility-adjusted levels, or by fixed risk/reward ratios.
Backtest & Optimization: The strategy is fully backtestable within TradingView’s Strategy Tester, with adjustable parameters for optimization.
Customization & Usage
Indicator Source: Select your preferred data type for EMA calculation, opening the door to creative strategy variations (e.g., volume momentum, pure price trend, rate of change divergence).
Filter Toggles: Enable/disable ADX and volume filters as desired—useful for different market environments.
Exit Mode Selection: Switch between reverse, ATR, or percent-based exits with a single parameter—ideal for adapting to ranging vs. trending markets.
Visual Clarity: The EMA line color reflects its underlying source, and the info panel summarizes all critical values for easy monitoring.
Who Should Use This Strategy?
Trend Followers seeking to ride strong moves with multiple exit options.
Experienced Traders who want to experiment with different data types (volume, momentum, Heikin Ashi) for trend analysis.
Algorithmic Traders looking for a robust, flexible base to build upon with their own ideas.
Getting Started
Apply the script to your chart and review default settings.
Customize parameters—EMA length, ADX threshold, volume settings, exit type—as desired.
Backtest on multiple instruments and timeframes to evaluate performance.
Optimize filters, exit rules, and risk parameters for your preferred trading style.
Monitor with the real-time info panel and trade alerts.
Disclaimer
This script is for educational and entertainment purposes only. It is not financial advice. Past performance is not indicative of future results. Always conduct thorough testing and consider your risk tolerance before trading real capital.
— Happy Trading —
Feel free to adapt, share, and contribute to this open-source strategy!
Divergence & Volume ThrustThis document provides both user and technical information for the "Divergence & Volume Thrust" (DVT) Pine Script indicator.
Part 1: User Guide
1.1 Introduction
The DVT indicator is an advanced tool designed to automatically identify high-probability trading setups. It works by detecting divergences between price and key momentum oscillators (RSI and MACD).
A divergence is a powerful signal that a trend might be losing strength and a reversal is possible. To filter out weak signals, the DVT indicator includes a Volume Thrust component, which ensures that a divergence is backed by significant market interest before it alerts you.
🐂 Bullish Divergence: Price makes a new low, but the indicator makes a higher low. This suggests selling pressure is weakening.
🐻 Bearish Divergence: Price makes a new high, but the indicator makes a lower high. This suggests buying pressure is weakening.
1.2 Key Features on Your Chart
When you add the indicator to your chart, here's what you will see:
Divergence Lines:
Bullish Lines (Teal): A line will be drawn on your chart connecting two price lows that form a bullish divergence.
Bearish Lines (Red): A line will be drawn connecting two price highs that form a bearish divergence.
Solid lines represent RSI divergences, while dashed lines represent MACD divergences.
Confirmation Labels:
"Bull Div ▲" (Teal Label): This label appears below the candle when a bullish divergence is detected and confirmed by a recent volume spike. This is a high-probability buy signal.
"Bear Div ▼" (Red Label): This label appears above the candle when a bearish divergence is detected and confirmed by a recent volume spike. This is a high-probability sell signal.
Volume Spike Bars (Orange Background):
Any price candle with a faint orange background indicates that the volume during that period was unusually high (exceeding the average volume by a multiplier you can set).
1.3 Settings and Configuration
You can customize the indicator to fit your trading style. Here's what each setting does:
Divergence Pivot Lookback (Left/Right): Controls the sensitivity of swing point detection. Lower numbers find smaller, more frequent divergences. Higher numbers find larger, more significant ones. 5 is a good starting point.
Max Lookback Range for Divergence: How many bars back the script will look for the first part of a divergence pattern. Default is 60.
Indicator Settings (RSI & MACD):
You can toggle RSI and MACD divergences on or off.
Standard length settings for each indicator (e.g., RSI Length 14, MACD 12, 26, 9).
Volume Settings:
Use Volume Confirmation: The most important filter. When checked, labels will only appear if a volume spike occurs near the divergence.
Volume MA Length: The lookback period for calculating average volume.
Volume Spike Multiplier: The core of the "Thrust" filter. A value of 2.0 means volume must be 200% (or 2x) the average to be considered a spike.
Visuals: Customize colors and toggle the confirmation labels on or off.
1.4 Strategy & Best Practices
Confluence is Key: The DVT indicator is powerful, but it should not be used in isolation. Look for its signals at key support and resistance levels, trendlines, or major moving averages for the highest probability setups.
Wait for Confirmation: A confirmed signal (with a label) is much more reliable than an unconfirmed divergence line.
Context Matters: A bullish divergence in a strong downtrend might only lead to a small bounce, not a full reversal. Use the signals in the context of the overall market structure.
Set Alerts: Use the TradingView alert system with this script. Create alerts for "Confirmed Bullish Divergence" and "Confirmed Bearish Divergence" to be notified of setups automatically.
Balanced Big Wicks (50/50) HighlighterThis open-source indicator highlights candles with balanced long wicks (50/50 style)—that is, candles where both upper and lower shadows are each at least 30–60% of the full range and within ~8% of each other, while retaining a substantial body. This specific structure often reflects indecision or liquidity sweeps and can precede strong breakout moves.
How It Works (Inputs and Logic)
Min wick % (each side): 30–60% of candle range
Max body %: up to 60% of range (preserves strong body presence)
Equality tolerance: wicks within 8% of each other
ATR filter (multiples of ATR14): ensures only significant-range candles are flagged
When a “50/50” candle forms, it’s visually colored and labeled; audibly alertable.
How to Use It
Long setup: price closes above the wick-high → potential long entry (SL below wick-low, TP = 1:1).
Short setup: price closes below wick-low → potential short entry (SL above wick-high, TP = 1:1).
Especially effective on 5–15 minute scalping charts when aligned with high-volume sessions or HTF trend context.
Why This Indicator Is Unique
Unlike standard wick or doji voters, this script specifically filters for candles with a strong body and symmetrical wicks, paired with a range filter, reducing noise significantly.
Important Notes
No unrealistic claims: backtested setups indicate high occurrence of clean breakouts, though performance depends on market structure.
Script built responsibly: uses real-time calculations only, no future-data lookahead.
Visuals on the published chart reflect default input values exactly.
