Volumeanalysis — Indicatori e strategie

MACD Volume Strategy (BBO + MACD State, Reversal Type)Overview MACD Volume Strategy (BBO + MACD State, Reversal Type) is a momentum-based reversal system that combines MACD crossover logic with volume filtering to enhance signal accuracy and minimize noise. It aims to identify structural trend shifts and manage risk using predefined parameters. ※This strategy is for educational and research purposes only. All results are based on historical simulations and do not guarantee future performance. Strategy Objectives Identify early trend transitions with high probability Filter entries using volume dynamics to validate momentum Maintain continuous exposure using a reversal-style model Apply a consistent 1:1.5 risk-to-reward ratio per trade Key Features Integrated MACD and volume oscillator filtering Zero repainting (all signals confirmed on closed candles) Automatic position flipping for seamless direction shifts Stop-loss and take-profit based on recent structural highs/lows Trading Rules Long Entry Conditions MACD crosses above the zero line (BBO Buy arrow) Volume oscillator is positive (short EMA > long EMA) MACD is above the signal line Close any existing short and enter a new long Short Entry Conditions MACD crosses below the zero line (BBO Sell arrow) Volume oscillator is positive MACD is below the signal line Close any existing long and enter a new short Exit Rules Take Profit (TP) = Entry ± (risk distance × 1.5) Stop Loss (SL) = Recent swing low (for long) or high (for short) Early Exit = Triggered when a reversal signal appears (flip logic) Risk Management Parameters Pair: ETH/USD Timeframe: 10-minute Starting Capital: $3,000 Commission: 0.02% Slippage: 2 pip Risk per Trade: 5% of account equity (adjusted for sustainable practice) Total Trades: 312 (backtest on selected dataset) ※Risk parameters are fully configurable and should be adjusted to suit each trader's personal setup and broker conditions. Parameters & Configurations Volume Short Length: 6 Volume Long Length: 12 MACD Fast Length: 11 MACD Slow Length: 21 Signal Smoothing: 10 Oscillator MA Type: SMA Signal Line MA Type: SMA Visual Support Green arrow = Long entry Red arrow = Short entry MACD lines, signal line, and histogram SL/TP markers plotted directly on the chart Strategic Advantages & Uniqueness Volume filtering eliminates low-participation, weak signals Structurally aligned SL/TP based on recent market pivots No repainting — decisions are made only on closed candles Always in the market due to the reversal-style framework Inspirations & Attribution This strategy is inspired by the excellent work of: Bitcoinblockchainonline – “BBO_Roxana_Signals MACD + vol” Leveraging MACD zero-line cross and volume oscillator for intuitive signal generation. HasanRifat – “MACD Fake Filter ” Introduced a signal filter using MACD wave height averaging to reduce false positives. This strategy builds upon those ideas to create a more automated, risk-aware, and technically adaptive system. Summary MACD Volume Strategy is a clean, logic-first automated trading system built for precision-seeking traders. It avoids discretionary bias and provides consistent signal logic under backtested historical conditions. 100% mechanical — no discretionary input required Designed for high-confidence entries Can be extended with filters, alerts, or trailing stops ※Strategy performance depends on market context. Past performance is not indicative of future results. Use with proper risk management and careful configuration.

Volume Block Order Analyzer Core Concept The Volume Block Order Analyzer is a sophisticated Pine Script strategy designed to detect and analyze institutional money flow through large block trades. It identifies unusually high volume candles and evaluates their directional bias to provide clear visual signals of potential market movements. How It Works: The Mathematical Model 1. Volume Anomaly Detection The strategy first identifies "block trades" using a statistical approach: ``` avgVolume = ta.sma(volume, lookbackPeriod) isHighVolume = volume > avgVolume * volumeThreshold ``` This means a candle must have volume exceeding the recent average by a user-defined multiplier (default 2.0x) to be considered a significant block trade. 2. Directional Impact Calculation For each block trade identified, its price action determines direction: - Bullish candle (close > open): Positive impact - Bearish candle (close < open): Negative impact The magnitude of impact is proportional to the volume size: ``` volumeWeight = volume / avgVolume // How many times larger than average blockImpact = (isBullish ? 1.0 : -1.0) * (volumeWeight / 10) ``` This creates a normalized impact score typically ranging from -1.0 to 1.0, scaled by dividing by 10 to prevent excessive values. 3. Cumulative Impact with Time Decay The key innovation is the cumulative impact calculation with decay: ``` cumulativeImpact := cumulativeImpact * impactDecay + blockImpact ``` This mathematical model has important properties: - Recent block trades have stronger influence than older ones - Impact gradually "fades" at rate determined by decay factor (default 0.95) - Sustained directional pressure accumulates over time - Opposing pressure gradually counteracts previous momentum Trading Logic Signal Generation The strategy generates trading signals based on momentum shifts in institutional order flow: 1. Long Entry Signal: When cumulative impact crosses from negative to positive ``` if ta.crossover(cumulativeImpact, 0) strategy.entry("Long", strategy.long) ``` *Logic: Institutional buying pressure has overcome selling pressure, indicating potential upward movement* 2. Short Entry Signal: When cumulative impact crosses from positive to negative ``` if ta.crossunder(cumulativeImpact, 0) strategy.entry("Short", strategy.short) ``` *Logic: Institutional selling pressure has overcome buying pressure, indicating potential downward movement* 3. Exit Logic: Positions are closed when the cumulative impact moves against the position ``` if cumulativeImpact < 0 strategy.close("Long") ``` *Logic: The original signal is no longer valid as institutional flow has reversed* Visual Interpretation System The strategy employs multiple visualization techniques: 1. Color Gradient Bar System: - Deep green: Strong buying pressure (impact > 0.5) - Light green: Moderate buying pressure (0.1 < impact ≤ 0.5) - Yellow-green: Mild buying pressure (0 < impact ≤ 0.1) - Yellow: Neutral (impact = 0) - Yellow-orange: Mild selling pressure (-0.1 < impact ≤ 0) - Orange: Moderate selling pressure (-0.5 < impact ≤ -0.1) - Red: Strong selling pressure (impact ≤ -0.5) 2. Dynamic Impact Line: - Plots the cumulative impact as a line - Line color shifts with impact value - Line movement shows momentum and trend strength 3. Block Trade Labels: - Marks significant block trades directly on the chart - Shows direction and volume amount - Helps identify key moments of institutional activity 4. Information Dashboard: - Current impact value and signal direction - Average volume benchmark - Count of significant block trades - Min/Max impact range Benefits and Use Cases This strategy provides several advantages: 1. Institutional Flow Detection: Identifies where large players are positioning themselves 2. Early Trend Identification: Often detects institutional accumulation/distribution before major price movements 3. Market Context Enhancement: Provides deeper insight than simple price action alone 4. Objective Decision Framework: Quantifies what might otherwise be subjective observations 5. Adaptive to Market Conditions: Works across different timeframes and instruments by using relative volume rather than absolute thresholds Customization Options The strategy allows users to fine-tune its behavior: - Volume Threshold: How unusual a volume spike must be to qualify - Lookback Period: How far back to measure average volume - Impact Decay Factor: How quickly older trades lose influence - Visual Settings: Labels and line width customization This sophisticated yet intuitive strategy provides traders with a window into institutional activity, helping identify potential trend changes before they become obvious in price action alone.

Powertrend - Volume Range Filter Strategy [wbburgin]The Powertrend is a range filter that is based off of volume, instead of price. This helps the range filter capture trends more accurately than a price-based range filter, because the range filter will update itself from changes in volume instead of changes in price. In certain scenarios this means that the Powertrend will be more profitable than a normal range filter. Essentials of the Strategy This is a breakout strategy which works best on trending assets with high volume and liquidity. It should be used on middle to higher timeframes and can be used on all assets that have volume provided by the data source (stocks, crypto, forex). It is long-only as of now. It can work on lower timeframes if you optimize the strategy filters to make less trades or if your exchange/broker is low/no fees, provided that your exchange/broker has high liquidity and volume. The strategy enters a long position if the range filter is trending upwards and the price crosses over the upper range band, which signifies a price-volume breakout. The strategy closes the long position if the range filter is trending downwards and the price crosses under the lower range band, which signifies a breakdown. Both these conditions can be altered by the three filter options in the settings. The default trend filter is not alterable because it helps prevent false entries and exits that are against the trend. Settings The Length setting is the lookback period for the range smoothing. The ADX Filter setting enables you to turn on an ADX filter, which will halt entries and exits unless the ADX of your customizable length is above a ADX VWMA of that length. The Range Supertrend setting creates a supertrend from the top and bottom ranges, which can be used to filter entries and exits. The length is customizable. The filter can show you whether the range is making higher highs and lower lows. Below is an example of the Range Supertrend being used as a filter and plotted on-chart: The VWMA setting halts entries if they are below a customizable length VWMA. Both the Range Supertrend and the VWMA can also be plotted separately without actually filtering the strategy, so that you can use them independently if you wish. You can turn off the bar color, the highlighting, and the labels if you wish in the settings. A note about the bar color: if the color changes but the strategy does not signal an exit or entry this means that the crossover was against the trend. In these circumstances it may be indicative of a pullback to enter or exit or to add onto your position. About the Strategy Results Below A range filter is normally composed of two components - the range filter itself and a smoothing function. In the development of this script I tested both normal and volume-based varieties of the range filter and the smoothing function: Tests Performed Volume-based Range x VWMA smoothing Price-based Range x VWMA smoothing Price-based Range x EMA smoothing Volume-based Range x EMA smoothing (final result) The highest-performing was a volume-based range filter and a normal EMA-based smoothing function, but that does not mean that this strategy will be profitable - exits are based off of signal reversion so I strongly encourage you to develop your own take profits/stop losses for the strategy if you think it may be a good fit for you. The results below are with a commission value of 0.05% (because I built the strategy first for equities), slippage of 3, so if your exchange/broker has a higher fee schedule, I recommend adding filters and/or moving to higher timeframes for the strategy. Additionally, I used 10% of equity in each trade, while using the Range Supertrend filter (the previous upload was unrealistic because it used 100% of equity - missed a 0, apologies, and added in slippage).

VWAP Trendfollow Strategy [wbburgin]This is an experimental strategy that enters long when the instrument crosses over the upper standard deviation band of a VWAP and enters short when the instrument crosses below the bottom standard deviation band of the VWAP. I have added a trend filter as well, which stops entries that are opposite to the current trend of the VWAP. The trend filter will reduce total false breakouts, thus improving the % profitable while maintaining the overall returns of the strategy. Because this is a trend-following breakout strategy, the % profitable will typically be low but the average % return will be higher. As a rule, be sure to look at the average winning trade % compared to the average losing trade %, and compare that to the % profitable to judge the effectiveness of a strategy. Factor in fees and slippage as well. This strategy appears to work better with the lower timeframes, and I was impressed with its results. It also appears to work on a wide range of asset classes. There isn't a stop loss or take profit built-in (other than the reversal signals, which close the current trade), so I would encourage you to expand on the strategy based on your own trading parameters. You can toggle off the bar colors and the trend filter if you so desire. Future updates to this script (or ideas of improving on it) might include a take profit level set at one standard deviation past the current level and a stop loss level set at one standard deviation closer to the vwap from the current level - or applying a multiple to the two based off of your reward/risk ratio. About the strategy results below: this is with commissions of 0.5 % per trade.

SuperTrend Trapping Candle Strategy Hello traders! How this indicator works? The main functionality of this indicator is to find entry based upon SuperTrend indicator. This indicator helps us to find trapping candle to enter into the market. What is a trapping candle? A trapping candle is a candle that shows strength in opposite direction to SuperTrend. This helps us to enter in a trade before the move start in the current trend's direction. There are two types of trapping candles signals I have added currently: 1. Volume is high than previous candle in the opposite direction. 2. 3 candles of opposite direction with decreasing volume . How to enter in a trade in uptrend market? SuperTrend shows a green signal A green triangle formed below red candle Enter into the trade when price is above red candle high SL could be place below red candle or swing low if it is near How to enter in a trade in downtrend market? SuperTrend shows a red signal A red triangle formed above green candle Enter into the trade when price is below green candle low SL could be place above green candle high or swing high if it is near How to avoid to enter in a trade in sideways market? You can follow price action strategies Or you can follow some indicator to find sideways market Indicator settings and how to change? ATR Length - For SuperTrend, this is default value. Factor - For SuperTrend, changed to 2 to provide fast signals. Candle Height - For trapping candle price, default set to 0.003% of the current price.