Volume ConfirmedVolume Confirmed — Volume Anomaly Detection (PVSRA + ADV)
Volume doesn't have the same meaning on a 1-minute chart as it does on a 4-hour chart. Volume Confirmed automatically calculates an anomaly threshold based on the ADV (Average Daily Volume) for your asset, then highlights candlesticks where the volume "deviates from the norm." In parallel, a PVSRA coloring module visually qualifies each volume candlestick (climax/abnormal vs. normal) to help you read the buying/selling intensity at a glance.
What you see
Volume histogram in a separate panel, colored PVSRA:
CU (lime): Climax Up — very high volume on a bullish candle
CD (red): Climax Down — very high volume on a bearish candle
AU (blue): Major Bullish Anomaly
AD (fuchsia): Major Bearish Anomaly
NU (light gray) / ND (dark gray): “Normal” volume (up/down)
Red “Abnormal Threshold” line: estimated minimum volume to consider a candle as exhibiting abnormal volume, automatically adapted to the timeframe (intelligent scaling from the ADV).
What the algorithm does (simply)
Dynamic ADV: Calculates a smoothed average daily volume (365-day EMA on the daily volume).
Timeframe adjustment: Redistributes this ADV over the number of "slots" in a day (e.g., 1440 minutes / minutes of the timeframe) to obtain a consistent reference: 1m, 5m, 1h, etc.
Anomaly threshold: Applies a coefficient k (logarithmic function of the ADV) to set the red line. Any bar whose volume exceeds this line triggers an anomaly alert.
PVSRA volume analysis: Classifies each bar as a major anomaly (VA=2), climax (VA=1), or normal, then colors the volume (and optionally the candlesticks on the main chart).
Key features
✅ Volume anomaly detection using dynamic thresholds (not a simple "x times the average")
✅ Integrated PVSRA reading (climax / major anomaly / normal, up vs. down)
✅ Multi-asset and multi-TU compatibility (automatic scaling)
✅ Symbol override: analyze the volume of an asset other than that of the chart (e.g., correlate an altcoin with BTC volume)
✅ Candlestick coloring (optional) on the main chart for immediate reading
✅ 2 ready-to-use alerts (vector candle / abnormal volume)
Best practices
Don't base your entries solely on an anomaly: combine with S/R, market structure, VWAP/EMA, divergences, etc.
Be wary of session openings and news: the algorithm smooths the ADV, but the anomaly can still be frequent at these times—interpret it in context.
Test on several UT (eg 5m/15m/1h) to identify confluence of signals.
Volume
Rob — Alignment Dots (One-Line)Rob — Alignment Dots (One-Line)
The Alignment Dots indicator is designed to give traders a clean, simplified visual of market alignment across three powerful systems: Trend Catcher, Trend Tracer, and Neo Cloud. When all three confirm the same directional bias, a single dot is plotted on a dedicated alignment line — green for bullish alignment and red for bearish alignment.
This tool is ideal for traders who want to quickly spot moments of strong confluence without cluttering their charts. Instead of tracking multiple indicators separately, Alignment Dots condenses them into one easy-to-read signal.
Key Features:
Three Layers of Confirmation:
Trend Catcher: EMA crossover-based trend detection.
Trend Tracer: Price relative to baseline trend strength.
Neo Cloud: Dual EMA cloud for momentum bias.
Minimalist Visuals: Both bullish and bearish dots are plotted on the same horizontal line for a clean, unobtrusive display.
First-Dot Alerts: Built-in alerts notify you when a new alignment series begins, ensuring you catch the earliest part of a move.
Customizable Settings: Adjust dot size, colors, and sensitivity levels to fit your trading style.
How to Use:
A green dot signals full bullish alignment across all three systems, suggesting potential long opportunities.
A red dot signals full bearish alignment, suggesting potential short opportunities.
Pair with your own trade plan or other confirmations to improve timing and risk management.
Perfect For:
Day traders and scalpers looking for strong trend confluence on lower timeframes.
Swing traders wanting clear, reliable confirmation signals.
Traders who prefer clean charts with minimal visual noise.
Staolin Trade maxxThe Staolin Trade Maxx indicator is your ultimate edge, designed for traders who demand accuracy, speed, and profitability. This advanced signal tool combines the timeless reliability of dual Moving Average (MA) crossovers with RSI momentum filters, delivering crystal-clear buy/sell arrows that pinpoint high-probability entries – even in choppy markets.
Smart Money Flow TrackerSmart Money Flow Tracker - Liquidity & Fair Value Gap Indicator
Overview
The Smart Money Flow Tracker is a comprehensive Pine Script indicator designed to identify and analyze institutional trading patterns through liquidity prints and Fair Value Gaps (FVGs). This advanced tool combines multiple analytical approaches to help traders understand where smart money is operating in the market, providing crucial insights for better trade timing and market structure analysis.
Core Functionality
1. Liquidity Prints Detection
The indicator identifies liquidity prints by analyzing pivot highs and lows that represent potential areas where institutional orders may be resting. Key features include:
Pivot-Based Analysis: Uses configurable pivot lengths (default 5) to identify significant highs and lows
Volume Confirmation: Optional volume filter ensures liquidity prints occur during periods of significant trading activity
Dynamic Labeling: Visual markers on chart showing liquidity print locations with customizable colors
Success Rate Tracking: Monitors how often liquidity prints lead to meaningful price reactions
2. Fair Value Gap (FVG) Analysis with Volume Integration
Advanced FVG detection that goes beyond basic gap identification:
Three-Bar Pattern Recognition: Identifies gaps where the high of bar 1 is below the low of bar 3 (bullish) or low of bar 1 is above high of bar 3 (bearish)
Volume-Enhanced Detection: Incorporates comprehensive volume analysis including:
Average volume calculation over configurable periods
Total volume across the 3-bar FVG pattern
Dominant volume bar identification
Volume ratio calculations for strength assessment
Volume Threshold Filtering: Optional minimum volume requirements to filter out low-conviction FVGs
Visual Enhancement: FVG boxes with volume-based coloring and detailed volume labels
3. Comprehensive Statistics Dashboard
Real-time statistics table displaying:
Total liquidity prints detected
Success rate percentage with dynamic color coding
Volume filter status
Total Fair Value Gaps identified
High-volume FVG count and percentage
All metrics update in real-time as new data becomes available
4. Advanced Alert System
Multiple alert conditions for different scenarios:
Standard liquidity print detection
Volume-confirmed liquidity prints
Bullish and bearish FVG formation
High-volume FVG alerts for institutional-grade setups
Key Input Parameters
Display Controls
Show Liquidity Prints: Toggle main functionality on/off
Show Statistics Table: Control visibility of the analytics dashboard
Show Fair Value Gaps: Enable/disable FVG detection and display
Technical Settings
Pivot Length: Adjusts sensitivity of liquidity print detection (1-20 range)
Volume Confirmation: Requires above-average volume for liquidity print validation
Volume Lookback: Period for calculating average volume (5-50 bars)
FVG Volume Settings
Show FVG Volume Info: Display detailed volume metrics on FVG labels
FVG Volume Threshold: Minimum volume multiplier for high-volume FVG classification
FVG Volume Average Period: Lookback period for FVG volume calculations
Visual Customization
Bullish/Bearish Colors: Separate color schemes for different market directions
Text Colors: Bright lime green for optimal visibility on all background types
Table Positioning: Flexible placement options for the statistics dashboard
Trading Applications & Use Cases
1. Institutional Order Flow Analysis
Liquidity Hunting: Identify areas where institutions may be targeting retail stops
Smart Money Tracking: Follow institutional footprints through volume-confirmed liquidity prints
Market Structure Understanding: Recognize key levels where large orders are likely resting
2. Fair Value Gap Trading Strategies
Gap Fill Trading: Trade the statistical tendency of FVGs to get filled
Volume-Confirmed Entries: Use high-volume FVGs as higher-probability trade setups
Institutional FVG Recognition: Focus on FVGs with dominant volume bars indicating institutional participation
3. Multi-Timeframe Analysis
Higher Timeframe Context: Use on daily/weekly charts to identify major institutional levels
Intraday Precision: Apply to lower timeframes for precise entry and exit timing
Cross-Timeframe Confirmation: Combine signals across multiple timeframes for enhanced accuracy
4. Risk Management Applications
Stop Loss Placement: Use liquidity print levels as logical stop loss areas
Position Sizing: Adjust position sizes based on volume confirmation and success rates
Trade Filtering: Use statistics dashboard to assess current market conditions
Technical Logic & Methodology
Liquidity Print Algorithm
Pivot Identification: Scans for pivot highs/lows using the specified lookback period
Volume Validation: Optionally confirms prints occur during above-average volume periods
Success Tracking: Monitors subsequent price action to calculate effectiveness rates
Dynamic Updates: Continuously updates statistics as new data becomes available
FVG Detection Process
Pattern Recognition: Identifies 3-bar patterns with qualifying gaps
Volume Analysis: Calculates comprehensive volume metrics across the pattern
Strength Assessment: Determines volume ratios and dominant bars
Classification: Categorizes FVGs based on volume thresholds and characteristics
Visual Representation: Creates boxes and labels with volume-based styling
Statistical Framework
Real-time Calculations: All metrics update with each new bar
Percentage-based Metrics: Success rates and volume confirmations shown as percentages
Color-coded Feedback: Visual indicators for quick assessment of current conditions
Historical Tracking: Maintains running totals throughout the session
Best Practices for Usage
1. Parameter Optimization
Start with default settings and adjust based on market conditions
Lower pivot lengths for more sensitive detection on volatile instruments
Higher volume thresholds for cleaner signals in high-volume markets
2. Market Context Consideration
Combine with broader market structure analysis
Consider economic events and news that may affect institutional flow
Adjust expectations based on market volatility and liquidity conditions
3. Integration with Other Analysis
Use alongside support/resistance levels for confluence
Combine with momentum indicators for timing confirmation
Integrate with volume profile analysis for additional context
Conclusion
The Smart Money Flow Tracker represents a sophisticated approach to institutional flow analysis, combining traditional liquidity concepts with modern volume analytics. By providing both visual signals and comprehensive statistics, it enables traders to make more informed decisions based on where smart money is likely operating in the market. The indicator's flexibility and customization options make it suitable for various trading styles and timeframes, from scalping to position trading.
Dynamic EMA x VWAP AlertsDynamic EMA × VWAP Alerts generates buy and sell signals only when an EMA crossover happens in a meaningful VWAP (or standard deviation band) context. By combining classic EMA logic with flexible VWAP anchors (Daily, Weekly, Rolling) and optional advanced filters (ATR, Relative Volume, Deviation, Distance, Time Windows) to trim noise further, the script creates location-aware, filterable alerts rather than “everywhere” crosses. The value for trading and originality here lies in the integration of one or multiple anchors, band gating, combinator logic, and advanced regime filters. It’s designed for use across multiple instruments and timeframes, where EMA/VWAP context is relevant. It can run quietly in the background while you focus on price action and your own S/R levels.
What it does (quick take)
Detects EMA crossovers (double or optional triple) and evaluates them in VWAP context.
Plots Buy/Sell markers only when all chosen conditions are met.
Clean UX: keep all or parts of the engine visible or hide everything and let alerts run based on the silent engine behind your own S/R levels in an uncluttered, practical chart, as illustrated below.
Engine illustration: All selected engines visible
Practical use case: Same snapshot sequence as above but all selected engines invisible
Swing examples (beyond intraday)
Signals-only (clean value view):
Signals + your own S/R lines:
EMA selection (choose your playbook)
Defaults: Fast 9, Medium 21 (common intraday combo).
Modes: Double Cross — Fast vs Medium.
Triple Cross (optional) — adds a Slow EMA trend filter (enable Slow > 0).
Ranges: you can set each EMA 0–200 (0 = hidden/off)
Visuals are optional; you can display or hide each EMA line
EMA cross footprints (optional): Helps you assess trend continuation or change.
Use your own strategy: switch to 9/50, 20/50, 50/200, or whatever EMA set you trust for your instrument/timeframe.
VWAP Selection (the context engine)
Daily VWAP – resets each chart day (00:00–23:59). Typical fit: scalpers and fast intraday decision points.
Weekly VWAP – resets at the start of the calendar week. Typical fit: intraday with higher-timeframe context (aligns day trades with weekly bias).
Rolling VWAP – an adjustable VWMA-based rolling anchor (not session-reset), used as a flexible context reference Typical fit: multi-day swings when you want a flexible anchor that adapts across sessions.
Standard deviation bands (σ ±1/±2/±3) available for each anchor and help you express the “how far from fair value” idea.
Why VWAP matters: it’s a running, volume-weighted anchor where strong moves relative to VWAP and its bands help frame mean-reversion vs. trend-continuation risk. Evaluating crosses relative to VWAP/±σ reduces “everywhere” noise and helps frame potential setups.
How alerts are decided
An alert triggers only when:
Your selected EMA crossover occurs, and
Your chosen VWAP gate(s) and any filters pass. (Computed on bar close to avoid mid-bar noise)
Signals and alerts do not repaint; alerts evaluate and fire once per bar close.
Alert gates (Single / AND / OR)
Select one VWAP source or combine two (e.g., Daily + Weekly) with Single, AND, or OR logic.
Choose gate levels from VWAP or standard deviation bands (±σ). Typical long logic: price at/under VWAP or −σ. Typical short logic: price at/over VWAP or +σ.
Practical recipes:
Trend-follow: Daily AND Weekly at/above VWAP → confirms strength on two anchors.
Mean-reversion probe: Daily OR Rolling at −1σ → allows earlier fades with flexibility.
Advanced filtering: Suitable for advanced/Quant traders
During the research and development of this indicator, the EMA/VWAP cross logic was tested on historical S&P500 Futures data to explore patterns on multiple timeframes. These selected filtering indicators below showed correlation between certain market conditions and chosen indicator thresholds, helping reduce noise and lower-quality alerts. Results were research-oriented and are not predictive of future performance.
Therefore, I have built these indicator filters that run silently in the background. They let you trim noise by requiring alerts to appear only in market regimes you define. Each one constrains alert conditions; using them together helps tailor alerts to your strategy—but overly strict settings may filter out most or all alerts.
Relative Volume (RVOL): compares current volume to a baseline; ensures alerts arrive with participation instead of thin tape.
Deviation Threshold (%): controls how close the cross must be to the VWAP/σ level; tight = anchored signals, loose = more activity.
ATR Gate (+ Relative regime): keeps alerts inside a volatility regime; avoids both dead tape and chaotic spikes.
Distance Guard: requires price to be at least X ticks/% away from VWAP; useful to avoid premature signals near fair value.
Note: It’s not recommended to activate all of them at once or change the values aggressively. Unless you’ve done deeper backtesting or machine learning calibration, you can easily filter out everything. Use small thresholds at first, then adjust to your instrument once you see how each filter changes alert frequency and quality. Advanced/quant users can fine-tune freely.
Case example:
Unfiltered: Timeframe 15 min, EMA Selection 9/21, VWAP gates Rolling (250 bars) OR Weekly
Filtered: Same setup as above + activated filters:
RVOL: 100 bars, Min. RVOL 0.4
Deviation threshold (%): 0.3
ATR Length: 14
Min ATR (%): 0.05
Relative regime: Base length 2000, Min Ratio 0.85, Max Ratio 2
Under the hood
This indicator leans on TradingView built-ins (e.g., EMA, VWMA, ATR, alertcondition) to maximize speed, stability, and compatibility while we implement the custom logic (VWAP anchors, band gating, combinator gates, advanced filters, time windows). Built-ins were easy to work with and reduced edge-case bugs and kept the visuals responsive, while the design gives fine-tuning and clean visuals—so both discretionary traders and quant-minded users can shape the alerts to their strategy and workflow.
Disclaimer
The tools, scripts, and indicators presented here are provided for educational and informational purposes only. They are not financial advice and should not be interpreted as investment recommendations, trading signals, or a solicitation to buy or sell any financial instrument.
All forms of trading and investing involve risk. The past performance of any security, strategy, or market condition does not guarantee future outcomes. Users are solely responsible for their own trading and investment decisions, including evaluating their financial situation, objectives, and risk tolerance.
By using this indicator, you acknowledge that you do so at your own risk. The author accepts no liability for any direct or indirect loss or damage—including, without limitation, loss of profits—that may arise from the use of, or reliance upon, this tool.
Volume Pressure Arrows[Blk0ut]Volume Pressure Arrows are an innovative (I think) market pressure tool designed to cut through noise and provide traders with a realistic, but quick insight into buying vs selling pressure and which has real control. Rather than relying on any single classic indicator, this script blends five complementary measures of price–volume dynamics—Cumulative Volume Delta (CVD), VWAP distance, OBV slope, ATR expansion, and the DMI ratio—into a unified “pressure score.”
Each component is normalized, weighted, and combined into a single metric that can be read at a glance through intuitive up and down arrows plotted directly on the chart. By transforming multiple complex data streams into a single aggregated signal, Volume Pressure Arrows help traders answer some of the hardest questions we can face: is the current move backed by conviction? is there true momentum? Is price action about to reverse?
Why It’s Different
Traditional oscillators often create conflicting signals, forcing traders to guess which one to trust. This indicator integrates five perspectives on volume and momentum pressure into a single framework, balancing raw flow (CVD), relative positioning (VWAP), trend conviction (OBV slope), volatility expansion (ATR), and directional bias (DMI). The result is a weighted, probability-minded score capped between -100 and +100 for consistency and clarity.
Important note : Inspiration for the use of directly plotted arrows came from dgtrd "https://www.tradingview.com/u/dgtrd/" and their brilliant work on LazyBear's Squeeze Indicator "https://www.tradingview.com/script/Dsr7B2xE-Squeeze-Momentum-Indicator-LazyBear-vX-by-DGT/"
How to Read It
Bullish Arrows appear below the candles when the pressure score pushes above the neutral threshold, signaling meaningful buyer dominance.
Bearish Arrows appear above the candles when pressure drops below the negative threshold, indicating strong selling pressure.
Neutral Arrows (smaller, faded) mark conditions where pressure exists but is not decisive—useful for spotting early rotations or fading momentum.
Color Gradients dynamically adjust with score intensity, making stronger signals visually brighter and weaker ones softer.
How to Use It Effectively
This tool is best applied as a confirmation and timing layer. It is not meant to replace your core strategy, but to validate whether momentum pressure supports your trade thesis.
Combine with trendlines, chart patterns, or breakouts to gauge conviction.
Use bullish or bearish arrows as filters, only take trades when price action aligns with strong directional pressure.
Watch neutral arrows near key levels; they often foreshadow balance breaking into directional moves.
Adjust the weightings to emphasize the components that matter most to your style (e.g., more weight on CVD for scalpers, or ATR expansion for volatility traders).
As with any indicator, this is not a magic ball and does not guarantee success. But it does allow you to increase the probability odds to your favor if you align it with your edge. Happy trading!
Volume Spike [WaltCamp]
Purpose
This indicator is designed to capture sudden increases in trading volume (spikes).
Volume spikes often indicate strong market participation, which can signal trend reversals, breakouts, or short-term trading opportunities.
How it works
- Average volume baseline: choose EMA/SMA/WMA (default = EMA, 50 bars)
- Spike levels: triggered when volume exceeds 2.5x / 4.5x / 7x of the average
- Color coding:
• Gray = normal volume
• Light Blue = Level 1 spike
• Medium Blue = Level 2 spike
• Dark Blue = Level 3 spike
- Alerts: fixed alert messages are triggered when each spike level occurs
Usage
- Trend Reversal : Identify potential reversals at tops or bottoms when spikes appear
- Breakout Confirmation : Confirm breakout reliability if strong spikes accompany the move
- False Signal Filtering : Filter out weak moves without meaningful volume
- Scalping/Short-term Trading : Spot overbought or panic-driven conditions for quick trades
Notes
- Volume spikes are not direct buy/sell signals, but an auxiliary tool
- Always combine with other tools such as price patterns, support/resistance, and trendlines
- Level 3 spikes are rare but often show strong market conviction
지표 목적
거래량의 급격한 증가(스파이크)를 포착하여 추세 전환, 돌파, 단기 매매 타이밍 등 중요한 시장 변화를 빠르게 확인할 수 있도록 제작되었습니다.
작동 방식
- 평균 거래량 기준: EMA/SMA/WMA 중 선택 가능 (기본값 EMA, 50봉)
- 스파이크 레벨: 평균 대비 2.5배 / 4.5배 / 7배 이상 거래량 발생 시 레벨 1~3 구분
- 컬럼 색상:
• 기본 거래량 = 회색
• 레벨 1 = 연파랑
• 레벨 2 = 중파랑
• 레벨 3 = 진파랑
- 알림 기능: 각 레벨 발생 시 고정 메시지 알림 제공
활용 방법
- 추세 전환 : 바닥·고점에서 스파이크 발생 시 추세 반전 가능성 확인
- 돌파 신뢰도 : 지지·저항 돌파 시 거래량 급증 동반 여부로 성공 확률 검증
- 거짓 신호 필터링 : 거래량이 동반되지 않은 움직임 배제
- 단기 매매 : 과열/패닉 구간을 빠르게 포착하여 스캘핑 및 단타 전략에 활용
주의사항
- 거래량 스파이크는 방향성 신호가 아닌 보조 지표 입니다.
- 반드시 가격 패턴, 지지·저항, 추세선 등 다른 분석 도구와 함께 사용해야 합니다.
- 레벨 3 스파이크는 드물지만, 시장 참여자의 강한 의도가 반영된 경우가 많습니다.
7 & 30-Day Rolling VWAPPlots on the chart a line for:
- The 7-Day rolling VWAP
- Another line for the 30-Day Rolling VWAP
Delta Profile - OnlyFlowA Delta Profile Indicator taken inspiration from eths Delta Everything indicator ()
Imbalance (FVG)Indicator Description
This script is designed to automatically identify and visualize Fair Value Gaps (FVGs), also known as Imbalances, on your chart. An FVG is a key price action concept that highlights areas where the price moved swiftly, leaving a gap behind. This indicator is simple to use and fully customizable, making it an excellent tool for both novice and experienced traders.
Key Features
Automatic Detection: The indicator scans the market in real-time, automatically drawing FVG zones for both Bullish and Bearish moves.
Mitigation Tracking: When the price returns to an FVG zone, the indicator automatically marks it as "mitigated" (filled) by changing its color and style. This provides a clear signal that the imbalance has been neutralized.
Extend Zones Into the Future: Unmitigated FVG zones are automatically extended into the future, allowing them to be used as potential future support or resistance levels.
Full Customization: The user has complete control over the indicator's appearance. You can change the colors for bullish, bearish, and mitigated zones, as well as toggle their visibility on and off.
Performance Optimization: A built-in limit for the number of drawn objects prevents chart clutter and avoids errors from TradingView's drawing limits, ensuring smooth performance.
How to Use?
FVG zones can be used in various ways, including:
Price Magnets: Markets often tend to revert to "fill" these gaps.
Potential Entry Points: Price entering an FVG zone can present an opportunity to open a position, especially if confirming signals appear.
Support/Resistance Zones: Unfilled gaps can act as strong, dynamic levels of support or resistance.
CryptoDada USD VolumeSimple and Accurate Way of finding Volume based on price movements.
- Price moving up lower volume is always a red flag.
- Volume moving up but price is not moving means price is lagging and will catch up !
Only VOMBOLA's use this in shorter time frame
Delta -> PROFABIGHI_CAPITAL🌟 Overview
This Delta → PROFABIGHI_CAPITAL implements a comprehensive market delta analysis framework combining price delta calculations with volume-weighted delta analysis and cumulative volume delta tracking for advanced order flow assessment.
It provides Price Delta calculation measuring price movement over configurable periods for momentum analysis , Volume Delta approximation using volume weighted by price direction for buying/selling pressure identification , Cumulative Volume Delta (CVD) tracking with dynamic histogram visualization for long-term order flow trends , and Comprehensive display controls with debug options for flexible market microstructure analysis for professional order flow trading applications.
🔧 Advanced Delta Analysis Architecture
- Professional market microstructure analysis system integrating price movement with volume-weighted directional analysis
- Price Source Configuration enabling close, open, high, low, or composite price inputs for flexible delta calculation adaptation
- Delta Period Management with adjustable lookback periods for price delta calculation affecting both price and volume delta analysis
- Overlay Integration designed as separate pane indicator for dedicated delta analysis without interfering with price action
- Volume Format Display using volume-specific formatting for accurate large number representation
- Professional Timeframe Support enabling multi-timeframe delta analysis for different market perspectives
📊 Price Delta Implementation Framework
- Period-Based Price Calculation measuring price difference between current bar and specified periods ago for momentum assessment
- Configurable Source Selection supporting different price inputs for various delta calculation approaches
- Null Value Protection ensuring continuous calculation through proper handling of undefined historical values
- Visual Color Coding using teal for positive price delta and maroon for negative price delta with transparency
- Line Style Visualization displaying price delta as continuous line for trend identification
- Optional Display Control allowing users to show or hide price delta for focused analysis
📈 Volume Delta Calculation Engine
- Price Direction Analysis using mathematical sign function to determine positive or negative price movement
- Volume Weighting System multiplying volume by price direction sign for approximated buying/selling pressure
- Sign Variable Management maintaining price direction state for consistent volume delta calculation
- Null Value Handling ensuring continuous volume delta calculation through proper mathematical validation
- Histogram Visualization displaying volume delta as bars with green for buying pressure and red for selling pressure
- Dynamic Transparency using optimized transparency levels for clear visual distinction between positive and negative values
📉 Cumulative Volume Delta (CVD) Framework
- Running Sum Calculation maintaining cumulative total of all volume delta values for long-term trend analysis
- Dynamic Color System comparing current CVD with previous bar to determine rising or falling cumulative pressure
- Histogram Style Display presenting CVD as histogram bars for immediate visual impact assessment
- Trend Direction Visualization using green for rising CVD and red for falling CVD with transparency optimization
- Historical Comparison Logic implementing proper previous bar comparison with null value protection for first bar handling
- Cumulative State Tracking maintaining accurate running totals across all historical bars for reliable trend identification
🎨 Comprehensive Display Control System
- Modular Visibility Controls enabling independent show/hide options for price delta, volume delta, and CVD components
- Grouped Settings Organization separating calculation settings, display options, and debug features for streamlined configuration
- Tooltip Integration providing detailed explanations for each setting to guide proper indicator usage
- Professional Color Scheme using market-standard colors with appropriate transparency levels for clear visual hierarchy
- Null Line Reference displaying zero line with dashed gray styling for immediate positive/negative reference
- Optional Debug Visualization offering raw data plots for troubleshooting and analysis validation
⚙️ Advanced Debug System
- Raw Price Change Display showing unprocessed price movement for calculation verification
- Sign Function Visualization displaying mathematical sign output as histogram for direction confirmation
- Volume Data Verification presenting raw volume values as columns for data integrity checking
- Independent Debug Controls enabling selective activation of different debug components without affecting main plots
- Color-Coded Debug Plots using distinct colors (orange, purple, black) for easy identification of debug elements
- Performance Optimization displaying debug plots only when specifically enabled to maintain indicator performance
📋 Professional Configuration Framework
- Calculation Settings Group organizing core delta parameters including source selection and period configuration
- Display Options Group centralizing visibility controls for main indicator components with detailed tooltips
- Simple Plots Group providing debug options for advanced users and troubleshooting scenarios
- Input Validation ensuring minimum period values and proper source selection for reliable calculations
- Tooltip Documentation offering comprehensive explanations for each setting to guide proper indicator utilization
- Professional Naming Convention using clear, descriptive names for all settings and components
🔍 Mathematical Implementation Excellence
- Accurate Delta Calculations using proper arithmetic operations for price difference measurement over specified periods
- Sign Function Implementation correctly applying mathematical sign determination for price direction analysis
- Volume Multiplication Accuracy precisely weighting volume values by price direction for delta approximation
- Cumulative Sum Precision maintaining accurate running totals using Pine Script's cumulative function
- Null Value Management implementing comprehensive null value handling for reliable calculations across all scenarios
- Historical Data Access properly accessing previous bar data with appropriate indexing for comparison logic
🎯 Market Microstructure Applications
- Order Flow Analysis identifying buying versus selling pressure through volume-weighted price direction assessment
- Momentum Confirmation using price delta to validate price movement strength over configurable periods
- Trend Identification leveraging CVD trends to identify long-term accumulation or distribution patterns
- Volume Profile Integration combining volume data with price direction for comprehensive market structure analysis
- Support/Resistance Validation using delta analysis to confirm or challenge traditional technical analysis levels
- Divergence Detection comparing price movement with volume delta patterns for potential reversal identification
⚡ Performance Optimization Features
- Conditional Plotting Logic displaying only enabled components to optimize chart rendering performance
- Efficient Variable Management using appropriate variable scoping and initialization for minimal memory usage
- Optimized Color Assignment pre-calculating colors and applying transparency for smooth visual performance
- Streamlined Calculations organizing mathematical operations for minimal redundant computation
- Dynamic Display Updates providing real-time delta values with immediate visual feedback
- Resource-Conscious Debug Mode activating debug plots only when specifically requested to maintain indicator efficiency
🎨 Professional Visualization Framework
- Color-Coded Delta Analysis using green/red scheme for immediate positive/negative identification
- Transparency Optimization applying appropriate transparency levels for clear visual hierarchy without overwhelming chart
- Multiple Plot Styles implementing line plots for price delta, histogram for volume delta, and histogram for CVD
- Zero Line Reference providing dashed gray zero line for immediate positive/negative context
- Dynamic CVD Coloring comparing current versus previous CVD values for trend direction visualization
- Professional Chart Integration maintaining separate pane layout for dedicated delta analysis focus
🔧 Technical Implementation Framework
- Variable Declaration Organization properly declaring color variables and state management variables for clean code structure
- Calculation Sequence Optimization organizing price delta, volume delta, and CVD calculations in logical order
- Plot Management System coordinating multiple plot statements with appropriate conditional logic
- State Variable Management maintaining sign_price_change variable for consistent volume delta calculation
- Error Prevention Architecture incorporating null value checks and mathematical validation for reliable operation
- Modular Code Structure separating calculation, plotting, and debug sections for maintainable code organization
✅ Key Takeaways
- Advanced delta analysis framework combining price delta momentum with volume-weighted directional pressure for comprehensive order flow assessment
- Professional CVD implementation with dynamic histogram visualization showing cumulative buying/selling pressure trends over time
- Comprehensive display control system enabling selective visualization of price delta, volume delta, and CVD components with debug options
- Mathematical precision implementation using proper sign function analysis and cumulative sum calculations with null value protection
- Professional configuration framework with grouped settings, detailed tooltips, and modular visibility controls for customized analysis
- Performance-optimized visualization using conditional plotting and efficient color management for smooth real-time delta tracking
- Market microstructure applications supporting order flow analysis, momentum confirmation, and trend identification for institutional trading approaches
SMC — Liquidity • Strong FVG • OB Levels • VWAP • POI Score📌 Indicator Overview
This script is an advanced market structure and liquidity mapping tool built for traders who want clarity on when momentum is shifting and where the most impactful trade opportunities may emerge. It combines institutional concepts of supply/demand with price efficiency and volume dynamics to highlight areas where smart money is most active.
🎯 What It Does
Identifies liquidity grabs and inducement moves that often precede reversals.
Maps high-impact price imbalance zones (fair value gaps) and automatically manages them once price interacts.
Marks institutional order blocks with optional precision levels and customizable visuals for clean charting.
Auto-anchors VWAP with deviation bands to fresh impulsive moves to capture mean reversion opportunities.
Provides a priority scoring system to weigh confluences and highlight the most actionable areas of interest.
Session heatmap overlays reveal Asia / London / New York influence on intraday direction.
⚡ Best Use Cases
Works across Forex, Indices, Commodities, and Crypto.
Especially effective on instruments with high liquidity and volatility such as XAUUSD (Gold), BTCUSD, ETHUSD, US30, and major FX pairs.
Performs best when aligned with HTF bias (daily / 4H) while executing on intraday timeframes (5m–15m).
Kill-zone filtering (Asia / London / New York sessions) helps refine entries for higher reward trades.
🔧 Key Features
Customizable visuals: change colors, opacity, and line sizes for order blocks and levels.
Mitigation handling: choose whether imbalances fade out or disappear once filled.
Strong zone filter: option to display only the most meaningful fair value gaps with proven impact.
Multi-factor scoring HUD: at a glance see where liquidity, imbalance, OB, VWAP, and session confluence align.
Alerts ready: receive notifications on liquidity sweeps, OB taps, or FVG entries that match your trading bias.
✅ Why Traders Use It
This tool acts as a market map, removing noise and drawing attention only to the most relevant price events and zones. Instead of chasing every break of structure, it helps traders wait for the smart money footprints that often precede large directional moves.
Rolling VWAPRolling VWAP with aggregated option. Very precise. uaqdhuauadhuahuduhauhdhuauhduhauhduhahuduhauhdhuad
Aggregated VWAP by Vibieaggregated vwap with lines and bands option. Autoslect option added. Very precise.
Srujan Naidu Triple Multi-Timeframe ADXTriple Multi-Timeframe ADX Indicator
This indicator displays three separate ADX (Average Directional Index) lines from different user-selected timeframes on a single pane, each with independently configurable length and smoothing. It enables traders to compare short-term, medium-term, and long-term market trend strengths visually and quickly.
Minervini Breakout Volume ConfirmationThis indicator helps identify breakouts in stocks where the price closes above the highest high of a recent lookback period, confirmed by a strong volume spike. It is inspired by Mark Minervini’s breakout and volume confirmation criteria, enabling traders to spot momentum moves with higher conviction.
Sudhir7
Will get Signals based on Supply and demand zones, with volumes and ema crossover as parameters.
Relative Volume Table with PressureDisplay relative Volume as a table in the top right corner. Turns green when volume is high and price is increasing and red when volume is high and price is decreasing. I use this on D timeframe at the open to screen for stocks breaking out.
Alcotrade Market Engine AK1— ProWhat it is
ALCOTRADE Pro AK Market Engine1 is a volume-driven market-structure and VWAP toolkit designed for crypto (and gold) futures. It blends Daily/Weekly/Monthly VWAP + bands, significant Market Structure (BOS/ChoCH), and a refined Order Block (Super+) model to surface high-quality, rule-based signals. All alerts are bar-close confirmed (no lookahead) and are ready for webhook automation.
Core Logic (Summary)
VWAP Framework (D/W/M):
Daily, Weekly, and Monthly VWAP midlines + symmetric bands (σ). Bands use a fixed stdev window to detect stretch, mean-reversion, and trend-continuation behavior near institutional benchmarks.
Significant Market Structure:
Swing points are built from a configurable swing length. Breaks are only accepted when they are significant:
• Break size ≥ minBreakPct of price
• Swing magnitude ≥ minSwingATR × ATR
• Swing age ≥ minSwingAge bars
This filters noise and enforces “only meaningful BOS/ChoCH” logic.
Order Block (Super+):
After a confirmed BOS, the engine selects the last opposite-color body candle within the lookback and draws its body as an extendable box (stops on first touch). This captures the refined origin of displacement for cleaner mitigation tests.
Volume & Flow Hooks:
Signals can optionally factor in “event” confirmations (e.g., Big Trades / delta/CVD impulses) to gate only the strongest setups.
Risk & Automation:
Designed to plug into risk-reward templates (Master RR) and webhook flows. Alerts include structured payloads for downstream bots.
AK Signals (Bar-Close Confirmed)
All AK signals appear only when core conditions are met and confirmed at bar close (no repaint).
1) AK1 — Baseline Align
A baseline directional cue triggered when price aligns with the active higher-timeframe VWAP context and market structure bias is in agreement.
Trend filter: higher-TF VWAP slope & position
Structure filter: most recent BOS direction
Use case: directional bias + continuation entries on pullbacks
2) AK2 — Momentum Align
A momentum-weighted continuation signal near VWAP bands after a valid impulse.
Requires: AK1 bias + recent displacement (range expansion)
Optional: volume/flow confirmation (e.g., big trade burst)
Use case: trend continuation with stronger momentum quality
3) AK3 — VWAP Mean-Revert
A controlled reversion-to-mean setup when price stretches to outer bands and prints an exhaustion cue while structure is not breaking against the higher-TF bias.
Requires: band touch/overshoot + fade trigger
Guardrails: no fresh opposite BOS; ATR context respected
Use case: tactical fades back toward VWAP midline
4) AKBreak — Significant Break
Triggers on confirmed significant BOS/ChoCH only (per thresholds above).
Long: break above prior significant swing high
Short: break below prior significant swing low
Use case: breakout entries or validation of new bias; also unlocks OB (Super+) mapping
5) AK Reject — VWAP / OB Rejection
A rejection-type entry when price tests and rejects a key level (VWAP midline/band or an OB(Super+) box) in agreement with structure bias.
Confirmation: rejection pattern at level + no opposite BOS
Optional: volume impulse or delta shift on rejection bar
Use case: precise entries at institutional levels with tight invalidation
Inputs (Defaults & Notes)
VWAP & Bands:
enableVWAP = true • sigma ≈ 1.45 • bandLen ≈ 50
Market Structure (15m defaults):
enableStructure = true • swLen = 2 • minBreakPct ≈ 0.10
minSwingATR ≈ 0.60 • minSwingAge ≈ 4
Order Block (Super+):
Enabled by default; boxes extend right and stop on first touch.
Safety:
Bar-close confirmations only; request.security(..., barmerge.gaps_off, barmerge.lookahead_off) to avoid repaint. Sessions OFF for crypto; gold may use London/NY filters.
(Exact defaults may be adjusted per symbol/timeframe. BTC/ETH presets typically use Weekly VWAP anchors for intraday; XAU may prefer Daily/Weekly.)
Alerts & Webhooks
Each signal has a dedicated alert condition. Suggested best practice:
Create alerts on bar close.
Send JSON payloads via webhook to your decision engine (Master RR).
Enforce per-signal cool-downs and trade-once-per-swing rules downstream.
How to Use
Start with AKBreak to establish bias after a real structural change.
Use AK1 / AK2 to follow the trend in alignment with VWAP context.
Use AK Reject at VWAP/OB levels for precision entries with tight SL.
Deploy AK3 selectively on stretched moves when structure allows mean reversion.
Manage risk with Master RR; avoid stacking correlated signals in chop.
Notes & Disclaimer
This is a rule-based decision aid, not financial advice.
No lookahead; signals confirm at bar close and won’t repaint post-close.
Always forward-test and tune parameters per symbol/timeframe and volatility.
Access: Public Invite-Only.
Support: For onboarding and webhook templates, contact the author.