nATR*ATR Multiplication Indicator - Optimal Selection Tool forThis indicator is specifically designed as an analysis tool for investors using grid bot strategies. It displays both nATR (Normalized Average True Range) and ATR (Average True Range) values on a single chart screen, calculating the multiplication of these two critical volatility measurements.
Primary Purpose of the Indicator:
To facilitate the selection of the most optimal stock and time period for grid bot trading. The nATR*ATR multiplication provides a hybrid measurement that combines both percentage-based return potential (nATR) and absolute volatility magnitude (ATR).
Importance for Grid Bot Strategy:
High nATR: Greater percentage-based return potential
High ATR: Wider price range = Fewer grid levels = More budget allocation per grid
Formula: Price Range/ATR = Theoretical Grid Count
Usage Advantages:
Test different time periods to find the highest multiplication value
Make optimal stock and time frame selections for grid bot setup
Monitor both nATR and ATR values on a single screen
High multiplication values indicate ideal conditions for grid bots
Technical Features:
Adjustable calculation period (1-500 candles)
Visual alert system (high/low multiplication values)
Real-time value tracking table
SMA-based smoothed calculations
This serves as a reliable guide for grid bot investors in optimal timing and stock selection.
Volume
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.
APC Companion – Volume Accumulation/DistributionIndicator Description (TradingView – Open Source)
APC Companion – Volume Accumulation/Distribution Filter
(Designed to work standalone or together with the APC Compass)
What this indicator does
The APC Companion measures whether markets are under Accumulation (buying pressure) or Distribution (selling pressure) by combining:
Chaikin A/D slope – volume flow into price moves
On-Balance Volume momentum – confirms trend strength
VWAP spread – price vs. fair value by traded volume
CLV × Volume Z-Score – detects intrabar absorption / selling pressure
VWMA vs. EMA100 – confirms whether weighted volume supports price action
The result is a single Acc/Dist Score (−5 … +5) and a Coherence % showing how many signals agree.
How to interpret
Score ≥ +3 & Coherence ≥ 60% → Accumulation (green) → market supported by buyers
Score ≤ −3 & Coherence ≥ 60% → Distribution (red) → market pressured by sellers
Anything in between = neutral (no strong bias)
Using with APC Compass
Long trades: Only take Compass Long signals when Companion shows Accumulation.
Short trades: Only take Compass Short signals when Companion shows Distribution.
Neutral Companion: Skip or reduce size if there is no confirmation.
This filter greatly reduces false signals and improves trade quality.
Best practice
Swing trading: 4H / 1D charts, lenZ 40–80, lenSlope 14–20
Intraday: 5m–30m charts, lenZ 20–30, lenSlope 10–14
Position sizing: Increase with higher Coherence %, reduce when below 60%
Exits: Reduce or close if Score drops back to neutral or flips opposite
Disclaimer
This script is published open source for educational purposes only.
It is not financial advice. Test thoroughly before using in live trading.
Composite Time ProfileComposite Time Profile Overlay (CTPO) - Market Profile Compositing Tool
Automatically composite multiple time periods to identify key areas of balance and market structure
What is the Composite Time Profile Overlay?
The Composite Time Profile Overlay (CTPO) is a Pine Script indicator that automatically composites multiple time periods to identify key areas of balance and market structure. It's designed for traders who use market profile concepts and need to quickly identify where price is likely to find support or resistance.
The indicator analyzes TPO (Time Price Opportunity) data across different timeframes and merges overlapping profiles to create composite levels that represent the most significant areas of balance. This helps you spot where institutional traders are likely to make decisions based on accumulated price action.
Why Use CTPO for Market Profile Trading?
Eliminate Manual Compositing Work
Instead of manually drawing and compositing profiles across different timeframes, CTPO does this automatically. You get instant access to composite levels without spending time analyzing each individual period.
Spot Areas of Balance Quickly
The indicator highlights the most significant areas of balance by compositing overlapping profiles. These areas often act as support and resistance levels because they represent where the most trading activity occurred across multiple time periods.
Focus on What Matters
Rather than getting lost in individual session profiles, CTPO shows you the composite levels that have been validated across multiple timeframes. This helps you focus on the levels that are most likely to hold.
How CTPO Works for Market Profile Traders
Automatic Profile Compositing
CTPO uses a proprietary algorithm that:
- Identifies period boundaries based on your selected timeframe (sessions, daily, weekly, monthly, or auto-detection)
- Calculates TPO profiles for each period using the C2M (Composite 2 Method) row sizing calculation
- Merges overlapping profiles using configurable overlap thresholds (default 50% overlap required)
- Updates composite levels as new price action develops in real-time
Key Levels for Market Profile Analysis
The indicator displays:
- Value Area High (VAH) and Value Area Low (VAL) levels calculated from composite TPO data
- Point of Control (POC) levels where most trading occurred across all composited periods
- Composite zones representing areas of balance with configurable transparency
- 1.618 Fibonacci extensions for breakout targets based on composite range
Multiple Timeframe Support
- Sessions: For intraday market profile analysis
- Daily: For swing trading with daily profiles
- Weekly: For position trading with weekly structure
- Monthly: For long-term market profile analysis
- Auto: Automatically selects timeframe based on your chart
Trading Applications for Market Profile Users
Support and Resistance Trading
Use composite levels as dynamic support and resistance zones. These levels often hold because they represent areas where significant trading decisions were made across multiple timeframes.
Breakout Trading
When composite levels break, they often lead to significant moves. The indicator calculates 1.618 Fibonacci extensions to give you clear targets for breakout trades.
Mean Reversion Strategies
Value Area levels represent the price range where most trading activity occurred. These levels often act as magnets, drawing price back when it moves too far from the mean.
Institutional Level Analysis
Composite levels represent areas where institutional traders have made significant decisions. These levels often hold more weight than traditional technical analysis levels because they're based on actual trading activity.
Key Features for Market Profile Traders
Smart Compositing Logic
- Automatic overlap detection using price range intersection algorithms
- Configurable overlap thresholds (minimum 50% overlap required for merging)
- Dead composite identification (profiles that become engulfed by newer composites)
- Real-time updates as new price action develops using barstate.islast optimization
Visual Customization
- Customizable colors for active, broken, and dead composites
- Adjustable transparency levels for each composite state
- Premium/Discount zone highlighting based on current price vs composite range
- TPO aggression coloring using TPO distribution analysis to identify buying/selling pressure
- Fibonacci level extensions with 1.618 target calculations based on composite range
Clean Chart Presentation
- Only shows the most relevant composite levels (maximum 10 active composites)
- Eliminates clutter from individual session profiles
- Focuses on areas of balance that matter most to current price action
Real-World Trading Examples
Day Trading with Session Composites
Use session-based composites to identify intraday areas of balance. The VAH and VAL levels often act as natural profit targets and stop-loss levels for scalping strategies.
Swing Trading with Daily Composites
Daily composites provide excellent swing trading levels. Look for price reactions at composite zones and use the 1.618 extensions for profit targets.
Position Trading with Weekly Composites
Weekly composites help identify major trend changes and long-term areas of balance. These levels often hold for months or even years.
Risk Management
Composite levels provide natural stop-loss levels. If a composite level breaks, it often signals a significant shift in market sentiment, making it an ideal place to exit losing positions.
Why Composite Levels Work
Composite levels work because they represent areas where significant trading decisions were made across multiple timeframes. When price returns to these levels, traders often remember the previous price action and make similar decisions, creating self-fulfilling prophecies.
The compositing process uses a proprietary algorithm that ensures only levels validated across multiple time periods are displayed. This means you're looking at levels that have proven their significance through actual market behavior, not just random technical levels.
Technical Foundation
The indicator uses TPO (Time Price Opportunity) data combined with price action analysis to identify areas of balance. The C2M row sizing method ensures accurate profile calculations, while the overlap detection algorithm (minimum 50% price range intersection) ensures only truly significant composites are displayed. The algorithm calculates row size based on ATR (Average True Range) divided by 10, then converts to tick size for precise level calculations.
How the Code Actually Works
1. Period Detection and ATR Calculation
The code first determines the appropriate timeframe based on your chart:
- 1m-5m charts: Session-based profiles
- 15m-2h charts: Daily profiles
- 4h charts: Weekly profiles
- 1D charts: Monthly profiles
For each period type, it calculates the number of bars needed for ATR calculation:
- Sessions: 540 minutes divided by chart timeframe
- Daily: 1440 minutes divided by chart timeframe
- Weekly: 7 days worth of minutes divided by chart timeframe
- Monthly: 30 days worth of minutes divided by chart timeframe
2. C2M Row Size Calculation
The code calculates True Range for each bar in the determined period:
- True Range = max(high-low, |high-prevClose|, |low-prevClose|)
- Averages all True Range values to get ATR
- Row Size = (ATR / 10) converted to tick size
- This ensures each TPO row represents a meaningful price movement
3. TPO Profile Generation
For each period, the code:
- Creates price levels from lowest to highest price in the range
- Each level is separated by the calculated row size
- Counts how many bars touch each price level (TPO count)
- Finds the level with highest count = Point of Control (POC)
- Calculates Value Area by expanding from POC until 68.27% of total TPO blocks are included
4. Overlap Detection Algorithm
When a new profile is created, the code checks if it overlaps with existing composites:
- Calculates overlap range = min(currentVAH, prevVAH) - max(currentVAL, prevVAL)
- Calculates current profile range = currentVAH - currentVAL
- Overlap percentage = (overlap range / current profile range) * 100
- If overlap >= 50%, profiles are merged into a composite
5. Composite Merging Logic
When profiles overlap, the code creates a new composite by:
- Taking the earliest start bar and latest end bar
- Using the wider VAH/VAL range (max of both profiles)
- Keeping the POC from the profile with more TPO blocks
- Marking the composite as "active" until price breaks through
6. Real-Time Updates
The code uses barstate.islast to optimize performance:
- Only recalculates on the last bar of each period
- Updates active composite with live price action if enabled
- Cleans up old composites to prevent memory issues
- Redraws all visual elements from scratch each bar
7. Visual Rendering System
The code uses arrays to manage drawing objects:
- Clears all lines/boxes arrays on every bar
- Iterates through composites array to redraw everything
- Uses different colors for active, broken, and dead composites
- Calculates 1.618 Fibonacci extensions for broken composites
Getting Started with CTPO
Step 1: Choose Your Timeframe
Select the period type that matches your trading style:
- Use "Sessions" for day trading
- Use "Daily" for swing trading
- Use "Weekly" for position trading
- Use "Auto" to let the indicator choose based on your chart timeframe
Step 2: Customize the Display
Adjust colors, transparency, and display options to match your charting preferences. The indicator offers extensive customization options to ensure it fits seamlessly into your existing analysis.
Step 3: Identify Key Levels
Look for:
- Composite zones (blue boxes) - major areas of balance
- VAH/VAL lines - value area boundaries
- POC lines - areas of highest trading activity
- 1.618 extension lines - breakout targets
Step 4: Develop Your Strategy
Use these levels to:
- Set entry points near composite zones
- Place stop losses beyond composite levels
- Take profits at 1.618 extension levels
- Identify trend changes when major composites break
Perfect for Market Profile Traders
If you're already using market profile concepts in your trading, CTPO eliminates the manual work of compositing profiles across different timeframes. Instead of spending time analyzing each individual period, you get instant access to the composite levels that matter most.
The indicator's automated compositing process ensures you're always looking at the most relevant areas of balance, while its real-time updates keep you informed of changes as they happen. Whether you're a day trader looking for intraday levels or a position trader analyzing long-term structure, CTPO provides the market profile intelligence you need to succeed.
Streamline Your Market Profile Analysis
Stop wasting time on manual compositing. Let CTPO do the heavy lifting while you focus on executing profitable trades based on areas of balance that actually matter.
Ready to Streamline Your Market Profile Trading?
Add the Composite Time Profile Overlay to your charts today and experience the difference that automated profile compositing can make in your trading performance.
Dynamic Swing Anchored VWAP STRAT (Zeiierman/PineIndicators)Dynamic Swing Anchored VWAP STRATEGY — Zeiierman × PineIndicators (Pine Script v6)
A pivot-to-pivot Anchored VWAP strategy that adapts to volatility, enters long on bullish structure, and closes on bearish structure. Built for TradingView in Pine Script v6.
Full credits to zeiierman.
Repainting notice: The original indicator logic is repainting. Swing labels (HH/HL/LH/LL) are finalized after enough bars have printed, so labels do not occur in real time. It is not possible to execute at historical label points. Treat results as educational and validate with Bar Replay and paper trading before considering any discretionary use.
Concept
The script identifies swing highs/lows over a user-defined lookback ( Swing Period ). When structure flips (most recent swing low is newer than the most recent swing high, or vice versa), a new regime begins.
At each confirmed pivot, a fresh Anchored VWAP segment is started and updated bar-by-bar using an EWMA-style decay on price×volume and volume.
Responsiveness is controlled by Adaptive Price Tracking (APT) . Optionally, APT auto-adjusts with an ATR ratio so that high volatility accelerates responsiveness and low volatility smooths it.
Longs are opened/held in bullish regimes and closed when the regime turns bearish. No short positions are taken by design.
How it works (under the hood)
Swing detection: Uses ta.highestbars / ta.lowestbars over prd to update swing highs (ph) and lows (pl), plus their bar indices (phL, plL).
Regime logic: If phL > plL → bullish regime; else → bearish regime. A change in this condition triggers a re-anchor of the VWAP at the newest pivot.
Adaptive VWAP math: APT is converted to an exponential decay factor ( alphaFromAPT ), then applied to running sums of price×volume and volume, producing the current VWAP estimate.
Rendering: Each pivot-anchored VWAP segment is drawn as a polyline and color-coded by regime. Optional structure labels (HH/HL/LH/LL) annotate the swing character.
Orders: On bullish flips, strategy.entry("L") opens/maintains a long; on bearish flips, strategy.close("L") exits.
Inputs & controls
Swing Period (prd) — Higher values identify larger, slower swings; lower values catch more frequent pivots but add noise.
Adaptive Price Tracking (APT) — Governs the VWAP’s “half-life.” Smaller APT → faster/closer to price; larger APT → smoother/stabler.
Adapt APT by ATR ratio — When enabled, APT scales with volatility so the VWAP speeds up in turbulent markets and slows down in quiet markets.
Volatility Bias — Tunes the strength of APT’s response to volatility (above 1 = stronger effect; below 1 = milder).
Style settings — Colors for swing labels and VWAP segments, plus line width for visibility.
Trade logic summary
Entry: Long when the swing structure turns bullish (latest swing low is more recent than the last swing high).
Exit: Close the long when structure turns bearish.
Position size: qty = strategy.equity / close × 5 (dynamic sizing; scales with account equity and instrument price). Consider reducing the multiplier for a more conservative profile.
Recommended workflow
Apply to instruments with reliable volume (equities, futures, crypto; FX tick volume can work but varies by broker).
Start on your preferred timeframe. Intraday often benefits from smaller APT (more reactive); higher timeframes may prefer larger APT (smoother).
Begin with defaults ( prd=50, APT=20 ); then toggle “Adapt by ATR” and vary Volatility Bias to observe how segments tighten/loosen.
Use Bar Replay to watch how pivots confirm and how the strategy re-anchors VWAP at those confirmations.
Layer your own risk rules (stops/targets, max position cap, session filters) before any discretionary use.
Practical tips
Context filter: Consider combining with a higher-timeframe bias (e.g., daily trend) and using this strategy as an entry timing layer.
First pivot preference: Some traders prefer only the first bullish pivot after a bearish regime (and vice versa) to reduce whipsaw in choppy ranges.
Deviations: You can add VWAP deviation bands to pre-plan partial exits or re-entries on mean-reversion pulls.
Sessions: Session-based filters (RTH vs. ETH) can materially change behavior on futures and equities.
Extending the script (ideas)
Add stops/targets (e.g., ATR stop below last swing low; partial profits at k×VWAP deviation).
Introduce mirrored short logic for two-sided testing.
Include alert conditions for regime flips or for price-VWAP interactions.
Incorporate HTF confirmation (e.g., only long when daily VWAP slope ≥ 0).
Throttle entries (e.g., once per regime flip) to avoid over-trading in ranges.
Known limitations
Repainting: Swing labels and pivot confirmations depend on future bars; historical labels can look “perfect.” Treat them as annotations, not executable signals.
Execution realism: Strategy includes commission and slippage fields, yet actual fills differ by venue/liquidity.
No guarantees: Past behavior does not imply future results. This publication is for research/education only and not financial advice.
Defaults (backtest environment)
Initial capital: 10,000
Commission value: 0.01
Slippage: 1
Overlay: true
Max bars back: 5000; Max labels/polylines set for deep swing histories
Quick checklist
Add to chart and verify that the instrument has volume.
Use defaults, then tune APT and Volatility Bias with/without ATR adaptation.
Observe how each pivot re-anchors VWAP and how regime flips drive entries/exits.
Paper trade across several symbols/timeframes before any discretionary decisions.
Attribution & license
Original indicator concept and logic: Zeiierman — please credit the author.
Strategy wrapper and publication: PineIndicators .
License: CC BY-NC-SA 4.0 (Attribution-NonCommercial-ShareAlike). Respect the license when forking or publishing derivatives.
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.
Normalized Volume Z-Score
The Normalized Volume Z-Score indicator measures how unusual the current trading volume is compared to its recent history.
It calculates the z-score of volume over a user-defined lookback period (default: 50 bars), optionally using log-volume normalization.
A z-score tells you how many standard deviations today’s volume is away from its mean:
Z = 0 → volume is at its average.
Z > 0 → volume is higher than average.
Z < 0 → volume is lower than average.
Threshold lines (±2 by default) highlight extreme deviations, which often signal unusual market activity.
How to Trade with It
High positive Z-score (> +2):
Indicates abnormally high volume. This often happens during breakouts, strong trend continuations, or capitulation events.
→ Traders may look for confirmation from price action (e.g., breakout candle, strong trend bar) before entering a trade.
High negative Z-score (< –2):
Indicates unusually low volume. This may signal lack of interest, consolidation, or exhaustion.
→ Traders may avoid entering new positions during these periods or expect potential reversals once volume returns.
Cross back inside thresholds:
When z-score returns inside ±2 after an extreme spike, it may suggest that the abnormal activity has cooled down.
Tips
Works best when combined with price structure (support/resistance, demand/supply zones).
Can be applied to crypto, stocks, forex, futures – anywhere volume is meaningful.
Log normalization helps reduce distortion when some days have extremely large volumes.
Turnover// ========================================
// TURNOVER INDICATOR (成交额指标)
// ========================================
//
// This indicator calculates and displays the turnover (trading value) for each bar,
// which represents the total monetary value of shares traded during that period.
// Turnover = Volume × Price
//
// KEY FEATURES:
// • Multiple price basis options: VWAP (recommended for intraday) or HLC3 average
// • Visual representation with colored columns (red/green for down/up bars)
// • Moving average overlay to smooth turnover trends
// • Rolling sum calculation for cumulative turnover over specified periods
// • Fully customizable parameters for different trading strategies
//
// USE CASES:
// • Identify periods of high/low market activity and liquidity
// • Analyze institutional money flow and market participation
// • Spot potential breakout or reversal points based on turnover spikes
// • Compare relative trading interest across different timeframes
// • Monitor market strength during trend formations
//
// PARAMETERS:
// • Price Basis: Choose between VWAP (intraday focus) or HLC3 (daily+ timeframes)
// • Visual Options: Toggle MA, rolling sum, and color coding
// • Timeframe Flexibility: Adjust MA and sum periods for your analysis needs
//
// ========================================
Volume mura visionOverview
A simple, readable volume tool that highlights volume spikes relative to a moving-average baseline. Bars are color-coded:
Spike UP (price closed up)
Spike DOWN (price closed down)
Below-average volume
Near/above MA but not a spike (neutral)
Optional: plot the selected Volume MA as a line.
How it works
1. Compute a Volume MA (SMA/EMA/RMA/WMA) over Volume MA Length.
2. A spike occurs when Volume ≥ MA × (1 + Spike threshold%).
3. Bar color:
Spike + up candle → Spike UP color
Spike + down candle → Spike DOWN color
Volume < MA → Below-MA grey
Otherwise → Base grey
4. The MA line can be shown/hidden.
Inputs
Volume MA Length (len) — lookback for the volume moving average.
Spike threshold (%) over MA (thr_pct) — how far above the MA a bar must be to count as a spike.
MA Type (ma_type) — SMA / EMA / RMA / WMA for the volume baseline.
Show MA line (showMA) — toggle the MA overlay on the volume pane.
Colors
Base grey — volume near/above MA but below spike threshold.
Below-MA grey — volume below the MA.
Spike UP — spike on an up candle (close ≥ open).
Spike DOWN — spike on a down candle.
Alert
Volume spike — fires when Volume ≥ MA × (1 + threshold).
Usage tips
Lower the threshold to catch more activity; raise it to see only major bursts.
Shorter MA length reacts faster (more spikes); longer length smooths noise.
Combine with price action (breakouts, reversals) to confirm whether spikes signal participation or exhaustion.
Disclaimer
Educational tool, not financial advice. Trading involves risk.
Custom Buy/Sell Pattern BuilderAre you tired of using trading indicators that only let you follow fixed, pre-designed rules? Do you wish you could build your own “Buy” or “Sell” signals, experiment with your own ideas, or see instantly if your unique pattern works—without learning coding or hiring a developer?
The Custom Buy/Sell Pattern Builder is designed for YOU.
This TradingView indicator lets ANY trader—even a complete beginner—define exactly what kind of price and volume conditions should create a BUY or SELL label on any chart, in any market, at any timeframe.
You don’t need to know programming. You don’t need to know the definition of a hammer, doji, volume spike, or Engulfing pattern.
With a few clicks and easy dropdown choices, you can:
Make your own rules for buying or selling
Choose how many candles your pattern should look at
Decide if you want the biggest body, the lowest volume, the biggest movement, or any combination you can imagine
The result?
You’ll see clear “BUY” or “SELL” labels automatically show up on your chart whenever the exact rule YOU built matches current price action.
No more guessing. No more forced strategies. Just pure control and visual feedback!
Why Is This Powerful?
Traditional indicators (like MACD, RSI, or even classic candlestick scanners) work the same for everyone—and only as their inventors defined.
But every trader, and every market, is unique.
What if you could say:
“Show me a ‘SELL’ every time the newest candle is bigger than the one before, but with LESS volume, while the bar before that had an even smaller body—but more volume than all others?”
With this tool, it’s EASY!
You simply pick which candle you want to compare (most recent, previous, etc), what to compare (body or volume—body means the candle’s “thickness”, from open to close), choose “greater than”, “less than”, or “equal to”, and set a multiplier if you want (like “half as much”, “twice as big”, etc).
After this, if any bar on the chart fits all your rules, it will mark it as a BUY or SELL, depending on your selection.
This means—
Beginners can start experimenting with their intuition or small ideas, without tech hurdles
Experienced traders can visualize and fine-tune any possible logic, before they commit to backtesting or automating a real strategy
Every “what if” or “I wonder” setup is just 2–3 clicks away
How Does It Work? Simple Steps
1. Choose Your Signal Type
“Buy” or “Sell”
This tells the indicator whether to mark the qualifying bars with a green “BUY” or red “SELL” label
2. Pick How Many Candles To Use
“Pattern Candle Count” input (2, 3, or 4)
Example: If you use 4, the pattern will be applied to the most recent 4 candles at every step
3. Define Your Pattern With Inputs
For each candle (from newest “0” to oldest “3”), you can set:
Body Condition (example: “is this candle’s body bigger/smaller/equal to another?”)
Pick which candle to compare against
Pick “>”, “<”, “>=”, “<=”, or “=”
Set a multiplier if needed (like “0.5” to mean “half as big as” or “2” for “twice as big as”)
Volume Condition (exact same choices, but based on trading volume—not the candle’s price body)
For example:
“Candle0 Body > Candle2 Body”
means “the latest candle’s real-body (open–close) is bigger than the one two bars ago.”
“Candle1 Volume <= Candle2 Volume”
means “the previous candle’s volume is less than or equal to the volume of the bar two periods ago.”
You can leave a comparison blank if you don’t want to use it for a particular candle.
What Happens After You Set Your Rules?
Every bar on your chart is checked for your logic:
If ALL body AND volume conditions are true (for each candle you specified),
AND
The signal side (“Buy” or “Sell”) matches your dropdown,
Then a green “BUY” or red “SELL” label will show right on the bar, so you can visually spot exactly where your logic works!
Practical Example:
Suppose you want an entry setup that is:
“Sell whenever the newest candle’s body is bigger than two bars ago, body before that is bigger than three bars ago, AND the newest candle’s volume is less than or equal to two bars ago, AND the candle three bars ago’s volume is less than or equal to half the candle two bars ago’s volume.”
You’d set:
Pattern Candle Count: 4
Side: Sell
Candle0 Body Ref#: 2, Op: >, Mult: 1
Candle1 Body Ref#: 3, Op: >, Mult: 1
Candle0 Vol Ref#: 2, Op: <=, Mult: 1
Candle3 Vol Ref#: 2, Op: <=, Mult: 0.5
And the script will find all “SELL” bars on your chart matching these conditions.
Inputs Section: What Does Each Setting Do?
Let’s break down each input in the indicator’s Settings one by one, so even if you’re new, you’ll understand exactly how to use it!
1. Pattern Candle Count (2–4)
What is it?
This sets how many candles in a row you want your rule to look at.
Example:
“4” means your rules are based on the most recent candle and the 3 before it.
“2” means you are only comparing the current and previous candles.
Tip:
Beginners often use 4 to spot stronger patterns, but you can experiment!
2. Signal Side
What is it?
Choose “Buy” or “Sell”. The word you pick here decides which colored label (green for Buy, red for Sell) appears if your pattern matches.
Example:
Want to spot where “Sell” is likely? Pick “Sell”.
Change to “Buy” if you want bullish signals instead.
3. Body & Volume Comparison Settings (per Candle)
For each candle (#0 is newest/current, #3 is oldest in your pattern window):
Body Comparison
Candle# Body Ref#
Choose which other candle you want to compare this one’s body to.
“0” = newest, “1” = previous, “2” = two bars ago, “3” = three bars ago
Candle# Body Op (Operator; >, <, >=, <=, =)
How do you want to compare?
“>” means “greater than” (is bigger than)
“<” means “less than” (is smaller than)
“=” means “equal to”
Candle# Body Mult (Multiplier)
If you want relative comparisons. For example, with Mult=1:
“Candle0 body > Candle2 body x 1” means just “0 is larger than 2.”
“Candle0 body > Candle2 body x 2” means “0 is more than double 2.”
Volume Comparison
Candle# Vol Ref# / Op / Mult
Exact same logic as body, but works on the “Volume” of each candle (how much was traded during that bar).
How to Set Up a Rule (Step by Step Example)
Say you want to mark a Sell every time:
The most recent candle’s real body is BIGGER than the candle 2 bars ago;
The previous candle’s body is also BIGGER than the candle 3 bars ago;
The current candle’s volume is LESS than or equal to the volume of candle 2;
The previous candle’s volume is LESS than or equal to candle 2’s volume;
The candle 3 bars ago’s volume is LESS than or equal to HALF candle 2’s volume.
You’d set:
Pattern Candle Count: 4
Side: "Sell"
Candle0 Body Ref#: 2, Op: “>”, Mult: 1
Candle1 Body Ref#: 3, Op: “>”, Mult: 1
Candle0 Vol Ref#: 2, Op: “<=”, Mult: 1
Candle1 Vol Ref#: 2, Op: “<=”, Mult: 1
Candle3 Vol Ref#: 2, Op: “<=”, Mult: 0.5
All other comparisons (operators) can be left blank if you don’t want to use them!
When these rules are met, a bright red “SELL” label will appear right above the bar matching all your conditions.
Practical Tips & FAQ for Beginners
What does “body” mean?
It’s the “true range” of the candle: the difference between open and close. This ignores wicks for simple setups.
What does “volume” mean?
This is the total trading activity during that candle/bar. Many traders believe that patterns with different volume “meaning” (such as low-volume up bars, or high-volume down bars) signal a meaningful change.
What if nothing shows on chart?
It just means your current rules are rarely or never matched! Try making your comparisons simpler (maybe just 2-body and 2-volume conditions to start).
You can always hit “Reset Settings” to go back to default.
Can I use this for both buying and selling?
YES! You can detect both bullish (Buy) and bearish (Sell) custom conditions; just switch “Signal Side.”
Do I need to know coding?
Not at all! Everything is in simple input panels.
Creative Use Cases, Example Recipes & Troubleshooting
Creative Ways to Use
Spotting Reversals
Example:
Buy when: the newest candle body is LARGER than the previous 3 bars, but ALL volumes are lower than their neighbors.
Why? Sometimes, a big candle with surprisingly low volume after a sequence of small bars can signal a reversal.
Finding Exhaustion Moves
Example:
Sell when: the current bar body is twice as big as two bars ago, but volume is half.
Why? A very big candle with very little volume compared to similar bars may show the move is “running out of steam.”
Custom “Breakout + Confirmation” Patterns
Example:
Buy when:
Candle 0’s body is greater than Candle 2’s by at least 1.5x,
Candle 0’s volume is greater than Candle 1 and Candle 2,
Candle 1’s volume is less than Candle 0.
Why? This could catch strong breakouts but filter out noisy moves.
Multi-bar Bias/Squeeze Filter
Use “Pattern Candle Count: 4”
Set all 4 volume conditions to “<” and each reference to the previous candle.
Now, a BUY or SELL only marks when each bar is “dryer”/less active than the last — a classic squeeze or low-volatility buildup.
Troubleshooting Guide
“I don’t see any Buy/Sell label; is something broken?”
Most likely, your rules are too strict or rare! Try using only two comparisons and leave other “Op” inputs blank as a test.
Double-check you have enough candles on the chart: you need at least as many bars as your pattern count.
“Why does a label appear but not where I expect?”
Remember, the script checks your rules for every NEW candle. The candle “0” is always the most recent, then “1” is one bar back, etc.
Check the color and type chosen: “Signal Side” must be “Buy” for green, “Sell” for red.
“What if I want a more complex pattern?”
Stack conditions! You can demand the body/volume of each candle in your window meet a different rule or all follow the same rule in sequence.
Mini Glossary — For Newcomers
Candle/Bar: Each bar on the chart, shows price movement during a fixed time (e.g., one minute, one hour, one day).
Body: The colored (or filled) part of the candle — the open-to-close price range.
Volume: How much of the asset was actually traded that candle/bar.
Reference Index: When you pick “2” as a reference, it means “the candle two bars ago in the pattern window.”
Operator (“Op”): The math symbol used to compare (>, <, =, etc).
Signal Side: Whether you want to highlight bullish (“Buy”) or bearish (“Sell”) bars.
Tips for Getting More Value
Start Simple—try just one or two conditions at first. See what lights up. Slowly add more logic as you get comfortable.
Watch the chart live as you change settings. The labels update instantly—this makes strategy design fast and visual!
Try flipping your ideas: If a certain pattern doesn’t work for buys, try reversing the direction for possible “sell” setups.
Remember: There is NO wrong idea. This indicator is only limited by your creativity—it’s a “strategy playground.”
Example Quick-Start Recipes
Classic Sell:
4 candles, side = Sell
Candle0 Body > Candle2; Candle1 Body > Candle3
Candle0 Vol <= Candle2; Candle1 Vol <= Candle2; Candle3 Vol <= Candle2 × 0.5
Simple Buy After Pause:
3 candles, side = Buy
Candle0 Body > Candle1; Candle0 Vol > Candle1
All other Ops blank
Low-Volume Pullback for Entry:
4 candles, side = Buy
Candle0 Body > Candle2
Candle0 Vol < Candle1; Candle1 Vol < Candle2; Candle2 Vol < Candle3
Final Words
Think of this as your “pattern lab.” No code, no guesswork—just experiment, see what the market actually gives, and design your own visual rulebook.
If you’re stuck, reset the script to defaults—it’s always safe to start again!
If you want more ready-made “recipes” for different strategies/styles, just ask and I’ll send some more setups for you.
Happy building—and may your edge always be YOUR edge!
Relative Volume (RVOL) + Average Volume [AZ]The script helps you instantly see whether today’s volume is unusual compared to the past (relative volume). It’s built for breakout/fakeout filters, like the 15-minute ORB strategy you’re running.
Fixed Range Volume Profile"Distribution of transaction volume by price group (transaction volume by price block)"
Instructions for use (Professional Manual)
1. a basic concept
By vertical axis (price), shows the cumulative trading volume traded in the segment.
The longer the block, the more transactions took place in that price range.
Colors distinguish between buying/selling strength (green = buying advantage, red = selling advantage).
2. Key components
POC (Point of Control)
→ Longest block (most traded price segment, "key selling point").
VAH / VAL (Value Area High/Low)
→ Top/bottom segments where approximately 70% of the total volume is formed.
→ Role of "Major Support/Resistance".
High Capacity Node (HVN)
→ Significantly higher trading volumes → strong support/resistance.
Low Volume Node (LVN)
→ Low volume section → areas where prices are easily passed.
3. practical application
Find Support/Resistance
The thickest block (POC) is used as a place where prices often rebound/resist.
a trading entry/liquidation strategy
Buy if the price is supported near HVN,
When breaking through the LVN, fast movement (gap movement) can be expected.
break/goal setting
Finger = Under the LVN,
Target = Next HVN.
Judgment of trends
When the block distribution is concentrated above, "Increase to Collection Section"
If you're driven below, you're "in a downtrend to a variance section."
4. Precautions
The volume distribution is "past data based" and is not an indicator of the future.
Rather than using it alone, it is more effective to combine with Fibonacci, trend lines, and candle patterns.
In particular, in the volatile market, the LVN breakthrough → may signal a surge/fall.
In summary, this block indicator is "a map showing the most market participants at any price point".
In other words, it is useful for finding support/resistance as a tool for analyzing sales and establishing the basis for trading strategies.
Multi-AVWAP - Anchored - Gold -V1This script uses multi-day anchored VWAP.
What it does
This study plots multiple Anchored VWAP (AVWAP) lines from recent session starts (1, 2, 3, 4, 5, 10, 15, 20, 30, 90).
from the anchor forward. Each line shows a live label with the line’s current value and the current price for quick distance checks.
Best practices
Use on intraday timeframes for session-anchored lines.
Ensure the chart has enough history loaded for the longest lookback (e.g., 90 days).
For crypto or 24×7 markets, set session to a 24h window (e.g., 0000-2359) and turn off the exclude-ETH toggle if you want full-time anchoring.
Limitations
Different exchanges/markets use different RTH windows—pick the one that matches your venue.
Corporate actions/volume adjustments can make small discrepancies across platforms.
If no RTH exists on the exact calendar day (holidays), the 90d line anchors to the most recent available RTH open before that date.
Advanced Crypto Day Trading - Bybit Optimized mapercivEMA RSI ATR MACD trading script strategy with filters for weekdays
NN Crypto Scalping ULTIMATE v6 - MTF mapercivNeural Network Crypto Trading System v6.1
Complete Technical Documentation
Author
: Neural Network Ensemble Trading System
Version
: 6.1 - MTF Corrected & Bias Fixed
Date
: January 2025
Platform
: TradingView PineScript v6
Executive Summary
The
Neural Network Crypto Trading System v6.1
is an advanced algorithmic trading system that combines three specialized neural networks into an intelligent ensemble to generate cryptocurrency trading signals. The system integrates multi-timeframe analysis, crypto-specific optimizations, dynamic risk management, and continuous learning to maximize performance in highly volatile markets.
Key Features:
Ensemble of 3 specialized Neural Networks
(Primary, Momentum, Volatility)
Multi-Timeframe Analysis
with 5 timeframes (5m, 15m, 1h, 4h, 1D)
22 Advanced Features
for each model
Anti-repainting
guaranteed with confirmed data
8 Market Regime
automatic detections
6 Signal Levels
(Strong/Moderate/Weak Buy/Sell)
Professional dashboard
with 15+ real-time metrics
Intelligent alert system
with webhook integration
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.
VIBGYOR Volume (Compact Label)
This indicator enhances standard volume bars by applying a VIBGYOR color intensity scheme to highlight meaningful changes in market participation.
🔹 Key Features
Volume Intensity Coloring
Rising volume → Indigo → Blue → Green (increasing strength).
Falling volume → Yellow → Orange → Red (weakening participation).
Neutral → Grey (close to baseline).
Customizable Thresholds
Set independent Step Up % and Step Down % to control when the color shifts to the next level.
Example: Step Up = 20% (catch spikes faster), Step Down = 40% (less noise on drying volume).
Compact Labels
A tiny label appears only when the tier changes, showing % deviation with an arrow (↑ / ↓) or dot (·).
Keeps the chart clean while still drawing attention to important shifts.
Baseline Options
Choose SMA, EMA, or Previous Bar as the reference volume baseline.
Optionally use Volume × ATR for “true participation” intensity.
🔹 Use Cases
Confirm breakouts with strong participation (Blue → Green).
Spot rallies on weakening volume (Orange → Red).
Quickly see if current volume is just noise or meaningful.
Monthly VWAPDescription
This indicator identifies potential mean reversion opportunities by tracking price deviations from monthly VWAP with dynamic volatility-adjusted thresholds.
Core Logic:
The indicator monitors when price moves significantly away from monthly VWAP and looks for potential reversal opportunities. It uses ATR-based dynamic thresholds that adapt to current market volatility, combined with volume confirmation to filter out weak signals.
Key Features:
Adaptive Thresholds: ATR-based bands that adjust to market volatility
Volume Confirmation: Requires average volume spike to validate signals
Monthly Reset: VWAP anchors reset each month for fresh reference levels
Visual Clarity: Color-coded deviation line with background highlights for active signals
Info Panel: Shows days from anchor and current price context vs fair value
Signal Generation:
Buy Signal: Price below monthly VWAP by threshold amount with elevated volume
Sell Signal: Price above monthly VWAP by threshold amount with elevated volume
Neutral: Price within threshold range or insufficient volume
Best Used For:
Mean reversion strategies in ranging markets
Identifying potential oversold/overbought conditions
Understanding price position relative to monthly fair value
Parabolic Move Indicator for catching moves with Penny Stocks.
Catch the day’s first big moves! Track premarket gap-ups or gap-downs, then spot early momentum shifts using volume, RSI, VWAP, EMAs, and breakout levels—perfect for acting on strong intraday setups right at market open.
**Description:**
The Parabolic Move Scanner + VWAP Bands + EMAs indicator helps traders identify **high-probability intraday moves**, particularly immediately after market open. It is ideal for stocks that **gap up or down premarket, pull back slightly, and then show renewed strength or weakness** once regular trading begins.
The indicator combines multiple components for precise signals:
* **Relative Volume Filter: ** Highlights bars with unusually high activity to ensure signals are backed by real participation.
* **RSI Momentum Change: ** Detects sudden momentum shifts to identify early strength or weakness.
* **Recent Highs/Lows Breakout: ** Confirms price is breaking short-term resistance or support.
* **VWAP & Standard Deviation Bands: ** Provides intraday trend reference points, with optional daily reset.
* **Exponential Moving Averages (EMAs): ** Tracks trend across short, medium, and long-term intraday periods.
* **Visual Signals: ** Background highlights and horizontal breakout lines make it easy to spot key bars.
* **Alerts: ** Configurable alerts notify you of bullish or bearish parabolic moves.
**Optimal Use Case: **
Use in the first 15–30 minutes after market open at 1 minute Time Frame. Best for **stocks showing a premarket gap followed by a pullback**, then resuming strength (bullish) or weakness (bearish). The combination of **volume, RSI, breakouts, VWAP, and EMAs** ensures you identify the **day’s biggest marktet open moves especially with penny stocks moves** with higher confidence.
---
### **Recommended Settings**
**Component** | **Recommended Setting** | **Description / Purpose**
| **Volume Average Length** | 20 bars | Period for calculating average volume to detect relative spikes. |
| **Volume Multiplier** | 2.0 | Current bar volume must exceed 2× average to signal high activity. |
| **RSI Length** | 7 bars | Short-term RSI period to measure momentum changes. |
| **RSI Change Threshold** | 7 | Minimum RSI change required to trigger momentum signal. |
| **Recent Highs Lookback** | 5 bars | Number of bars to check for short-term breakout levels. |
| **Horizontal Line Length** | 10 bars | Length of horizontal breakout line drawn on the chart. |
| **Horizontal Line Color** | Green (bullish) / Red (bearish) | Visual identification of breakout levels. |
| **Horizontal Line Thickness** | 1 | Line width for breakout visualization. |
| **VWAP Source** | hlc3 | Price source for VWAP calculation. |
| **VWAP Bands Multipliers** | 1×, 2×, 3× | Standard deviation multiples for intraday bands.
| **VWAP Daily Reset** | Enabled | Resets VWAP at the start of each trading day.
| **EMA Lengths** | 9, 13, 20, 33, 50 | Short, medium, and long-term EMAs to track intraday trend. |
| **Enable Bearish Signals** | True | Allows detection of bearish parabolic moves. |
|
Kyoshiro - FVG + Order Blocks📌 Kyoshiro – FVG + Order Blocks
This indicator combines Order Block (OB) detection with an intelligent auto-management system and a clean visual display on the chart.
It is designed to help traders better identify institutional zones where price frequently reacts.
⚙️ Key Features:
✅ Real-time detection of bullish and bearish Order Blocks.
✅ Automatic cleanup: invalidated OBs are removed to keep the chart clean.
✅ Customizable display:
Maximum number of visible OBs (bullish / bearish).
Zone colors, outlines, and midlines.
Line styles (solid, dashed, dotted) and adjustable width.
✅ Choice of mitigation method:
Wick
Close
✅ Built-in alerts:
Formation of bullish or bearish OB.
Mitigation of an existing OB.
🔔 Available Alerts:
Bullish OB Formed → A bullish order block is detected.
Bearish OB Formed → A bearish order block is detected.
Bullish OB Mitigated → A bullish OB has been invalidated.
Bearish OB Mitigated → A bearish OB has been invalidated.
🎯 Use Cases:
Quickly identify key liquidity zones.
Track institutional activity in the market.
Improve entry and exit precision.
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.
VBC Signals with TP/SL V1.0This script was based on volume break candle theory.
VBC has a very simple idea. It uses the principle that if the price of the XAUUSD asset rises above a specified range of at least 600 points (configuarable) continuously, and a candle breaks the upward trend, a signal will be generated to sell. The entry principle is to enter at the price at the last bullish candle with TP300 SL300.
On the other hand, if the price of xauusd falls below the specified level of 600 points and a candle breaks the price down by 1 candle, a BUY signal will occur, and the ENTRY and TP SL will use the same values as the SELL signalใ
How it works:
SELL SIGNAL : When the asset price rises above 600 points continuously and a "SELL" signal occurs, place a limit sell order at the pair of green and red bars that formed the signal, specifying a TP of 300 and SL of 300.
BUY SIGNAL : When the asset price falls more than 600 points continuously and a "BUY" signal occurs, place a limit sell order at the double bar pattern of the red and green bars that formed the signal, specifying a TP of 300 and a SL of 300.
Disclaimer: This script is for educational purposes only. It does not constitute financial advice. Always do your own research before making trading decisions.
NOTE: For certain XAUUSD of certain broker (for instance XAUUSD on OANDA), the signal might found to often, just multiple the threshold by 10, then 600 will be come 6000
Simple TPODisplays price distribution over time using Time Price Opportunities (TPO). Shows Point of Control (POC), Value Area High/Low (VAH/VAL) levels to identify key support/resistance zones and fair value areas. Includes customizable timeframes and price breakout alerts.
