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Relativevolume

ZTCRYPTOLAB - LiquidityZTCRYPTOLAB — Liquidation See the market’s likely liquidation pockets as clean, readable “heat bars.” The script groups nearby levels into a single bar, sizes the bar by strength, shows a compact value label (K/M/B/T) inside the bar, and automatically fades levels once price takes them out. snapshot What it does (plain-English) Finds likely liquidation zones above and below current price at three “tiers” (roughly like 25× / 50× / 100×). Groups nearby levels into one clear bar so your chart doesn’t turn into spaghetti. Makes stronger zones look wider (more eye-catching) and prints a value pill in K/M/B/T so you can compare strength at a glance. Fades levels once they’re hit so you instantly see what’s still in play vs. what was already taken. Quick start (how to use) Add to chart on the symbol/timeframe you trade. In the settings, the only control most traders touch is “Max live levels (Top-N)”. Lower = cleaner, only the best zones. Higher = more detail. Zoom out to view big cluster magnets. Zoom in to see them split into more precise lines. Use wide, nearby bars as targets, magnets, or caution zones. Combine with your entries, stop placement, and risk rules. Tip: For very busy charts, start with Top-N around 80–100 on intraday, 40–80 on swing. Raise only if you need more context. Inputs you’ll actually use Max live levels (Top-N): Caps how many live bars can appear after pruning. Everything else is tuned for clarity out-of-the-box. (Pre-tuned so you don’t have to fiddle) Reference price: HLCC4 (balanced) Density: Fine (crisper separation) Tier-1 (25×) sensitivity slightly boosted so you see more actionable near-term zones How to read the chart Bar color = Tier (25× / 50× / 100×). Bar width = Relative strength (wider = stronger). Value pill = Strength in K/M/B/T. Faded bar = That pocket was taken by price—left for context, no longer active. Suggested setups by timeframe Scalping (1–5m): Top-N 80–120. Expect bars to merge more when zoomed out; zoom in for fine detail. Intraday (15–60m): Top-N 80–100. Balanced view of magnets around current session. Swing (4H–1D): Top-N 40–80. Use the longest-standing wide clusters as swing targets/areas of interest. Best practices Treat bars as areas, not razor-thin lines. Look for confluence (e.g., HTF levels, fair value gaps, session highs/lows). Use wide nearby bars to scale out or tighten risk, not as the only reason to trade. FOR MORE PREMIUM INDICATORS VISIT OUR WHOP : whop.com/ztcryptolab
Pine Script®指標
由ZTCRYPTOLAB提供
Realtime rVOL w/ Candle Highlight [Blk0ut]About This Script Realtime rVOL Table + Candle Highlight (Presets, No Smoothing) By Blk0ut This tool visualizes real-time relative volume (rVOL) directly on your chart and in a compact table, helping traders identify where intraday participation deviates from the session’s baseline. Unlike standard volume overlays, this script recalculates rVOL dynamically through the session and highlights candles when participation exceeds configurable thresholds — providing a clear picture of ignition zones, volume surges, and potential breakout conditions. Core Features -Realtime rVOL tracking: Displays the current bar’s relative volume ratio compared to a moving baseline of recent bars. -Preset Profiles: Choose from four purpose-built profiles to quickly adjust the rVOL sensitivity to your trading horizon. ---------------------------------------------------------------------- *Opening Rush: 100-bar lookback, threshold 2.5* *RTH 5m: 30-bar lookback, threshold 1.2* *RTH 1hr: 50-bar lookback, threshold 1.5* *RTH 1d+: 100-bar lookback, threshold 1.5* ---------------------------------------------------------------------- RTH-only filter: Option to limit the moving average baseline to regular market hours (09:30–16:00). Candle highlighting: Optionally outlines candles when rVOL exceeds the active threshold to emphasize spikes visually in real time. Table display: Compact dashboard showing current rVOL, raw volume, average baseline, and preset parameters. How To Use Select a preset that matches your timeframe or trading style. Scalpers and open traders can use RTH 5m or Opening Rush. Position or swing traders may prefer RTH 1hr or RTH 1d+. Watch for rVOL readings above the threshold (and colored candle outlines). These often correspond to momentum ignition, news impact, or institutional activity. Combine with VWAP, ORB, or intraday key levels for best confirmation. Notes The table automatically adapts to your chart corner choice. Highlight thresholds can follow the preset or be set manually. Color intensity tiers (High/Medium/Low) can be tuned in settings. Designed for intraday and session-based traders who rely on live volume context rather than end-of-day stats.
Pine Script®指標
由Blk0ut提供
Overnight Z/VolRatio SignalThis indicator highlights overnight setups where both volatility expansion and prior-day range deviation suggest directional opportunity at the RTH open. It calculates: • Overnight Z-Score (Z_long): how far the overnight session’s range tilts from the 20-day overnight mean, standardized by its standard deviation. • VolRatio: ratio of the current RTH session volume to the 20-day average, a proxy for participation and conviction. Signal Logic (LONG bias) A long-bias condition triggers when: • Z_long ≥ 0.40 (overnight tilt strongly positive) • VolRatio ≥ 1.30 (above-average RTH volume) • Optional filters: R1/R4 region alignment, YDH/YDL proximity, and other context flags. Visuals mark qualifying days with colored labels and session highlights. It is intended as a context signal — not an auto-trading system — for SPY/SPX/ES or correlated large-cap indices. Usage Notes • Works best when applied to daily or intraday 5m chart with extended hours enabled. • Typical exit: ~150 minutes after 09:30 ET. • Fridays are optionally excluded to avoid expiration-related distortions.
Pine Script®指標
由FoxchaseTrading提供
RVol+ Enhanced Relative Volume Indicator📊 RVol+ Enhanced Relative Volume Indicator Overview RVol+ (Relative Volume Plus) is an advanced time-based relative volume indicator designed specifically for swing traders and breakout detection. Unlike simple volume comparisons, RVol+ analyzes volume at the same time of day across multiple sessions, providing statistically significant insights into institutional activity and breakout potential. 🎯 Key Features Core Volume Analysis Time-Based RVol Calculation - Compares current cumulative volume to the average volume at this exact time over the past N days Statistical Z-Score - Measures volume in standard deviations from the mean for true anomaly detection Volume Percentile - Shows where current volume ranks historically (0-100%) Sustained Volume Filter - 3-bar moving average prevents false signals from single-bar spikes Breakout Detection 🚀 Confirmed Breakouts - Identifies price breakouts validated by high volume (RVol > 1.5x) ⚠️ False Breakout Warnings - Alerts when price breaks key levels on low volume (high failure risk) Multi-Timeframe Context - Weekly volume overlay prevents chasing daily noise Advanced Metrics OBV Divergence Detection - Spots bullish/bearish accumulation/distribution patterns Volume Profile Integration - Identifies institutional positioning Money Flow Analysis - Tracks smart money vs retail activity Extreme Volume Alerts - 🔥 Labels mark unusual spikes beyond the display cap Visual Intelligence Smart Color Coding: 🟢 Bright Teal = High activity (RVol ≥ 1.5x) 🟡 Medium Teal = Caution zone (RVol ≥ 1.2x) ⚪ Light Teal = Normal activity 🟠 Orange = Breakout confirmed 🔴 Red = False breakout risk Comprehensive Stats Table: Current Volume (formatted as M/K/B) RVol ratio Z-Score with significance Volume percentile Historical average and standard deviation Sustained volume confirmation 📈 How to Use For Swing Trading (1D - 3W Holds) Perfect Setup: ✓ RVol > 1.5x (bright teal) ✓ Z-Score > 2.0 (⚡ alert) ✓ Percentile > 90% ✓ Sustained = ✓ ✓ 🚀 Breakout label appears Avoid: ✗ Red "Low Vol" warning during breakouts ✗ RVol < 1.0 at key levels ✗ Sustained volume not confirmed Signal Interpretation ⚡ Z>2 Labels - Statistically significant volume (95th+ percentile) - highest probability moves ↗️ OBV+ Labels - Bullish accumulation (OBV rising while price consolidates) ↘️ OBV- Labels - Bearish distribution (OBV falling while price rises) 🔵 Blue Background - Weekly volume elevated (confirms daily strength) ⚙️ Customization Basic Settings N Day Average - Number of historical days for comparison (default: 5) RVol Thresholds - Customize highlight levels (default: 1.2x, 1.5x) Visual Display Cap - Prevent extreme spikes from compressing view (default: 4.0x) Advanced Metrics (Toggle On/Off) Z-Score analysis Weekly RVol context OBV divergence detection Volume percentile ranking Breakout signal generation Table Customization Position - 9 placement options to avoid chart overlap Size - Tiny to Huge Colors - Full customization of positive/negative/neutral values Transparency - Adjustable background Debug Mode Enable Pine Logs for calculation transparency Adjustable log frequency Real-time calculation breakdown 🔬 Technical Details Algorithm: Binary search for historical lookups (O(log n) performance) Time-zone aware session detection DST-safe timestamp calculations Exponentially weighted standard deviation Anti-repainting architecture Performance: Optimized for max_bars_back = 5000 Efficient array management Built-in function optimization Memory-conscious data structures 📊 What Makes RVol+ Different? vs. Standard Volume: Context-aware (time-of-day matters) Statistical significance testing False breakout filtering vs. Basic RVol: Z-Score normalization (2-3 sigma detection) Multi-timeframe confirmation OBV divergence integration Sustained volume filtering Smart visual scaling vs. Professional Tools: Free and open-source Fully customizable No black-box algorithms Educational debug logs 💡 Best Practices Wait for Confirmation - Don't enter on first bar; wait for sustained volume ✓ Combine with Price Action - RVol validates, price structure determines entry Weekly Context Matters - Blue background = institutional interest Z-Score is King - Focus on ⚡ alerts for highest probability Avoid Low Volume Breakouts - Red ⚠️ labels = high failure risk 🎓 Trading Psychology Volume precedes price. When RVol+ shows: High RVol + Rising OBV = Accumulation before breakout High RVol at Resistance = Test of conviction Low RVol on Breakout = Retail-driven (fade candidate) Z-Score > 3 = Potential "whale" positioning 📝 Credits Based on the time-based RVol concept from /u/HurlTeaInTheSea, enhanced with: Statistical analysis (z-scores, percentiles) Multi-timeframe integration OBV divergence detection Professional-grade visualization Swing trading optimization 🔧 Version History v2.0 - Enhanced Edition Added Z-Score analysis Multi-timeframe volume context OBV divergence detection Breakout confirmation system Smart color coding Customizable stats table Debug logging mode Performance optimizations 📚 Learn More For optimal use with swing trading: Combine with support/resistance levels Watch for volume clusters in consolidation Use weekly timeframe for trend confirmation Monitor OBV divergence for early warnings ⚠️ Disclaimer This indicator is for educational purposes. Volume analysis is one component of trading decisions. Always use proper risk management, consider multiple timeframes, and validate signals with price structure. Past performance does not guarantee future results. 🚀 Getting Started Add indicator to chart Adjust "N Day Average" to your preference (5-10 days typical) Position stats table to avoid overlap Enable features you want to monitor Watch for 🚀 breakout confirmations! Happy Trading! 📈
Pine Script®指標
由nippe678提供
Relative Performance Indicator - TrendSpider StyleRelative Performance Indicator - TrendSpider Style 📈 Overview This Relative Performance (RP) indicator measures how your stock is performing compared to a benchmark index, displayed as a percentile ranking from 0-100. Based on TrendSpider's methodology, it answers the critical question: "Is this stock a leader or a laggard?" Unlike simple ratio charts, this indicator uses percentile ranking to normalize relative performance, making it easy to identify when a stock is showing exceptional strength (>80) or concerning weakness (<20) compared to its historical relationship with the benchmark. ✨ Key Features Three Calculation Modes: Quarterly: 3-month relative performance for swing trading Yearly: Weighted 4-quarter performance for position trading TechRank: Composite of 6 technical indicators for multi-factor analysis Clean Visual Design: Green fills above 80 (strong outperformance) Red fills below 20 (significant underperformance) Dotted median line at 50 for quick reference Current value label for instant reading Flexible Benchmarks: Compare against major indices (SPY, QQQ, IWM) Sector ETFs for within-sector analysis Custom symbols for specialized comparisons Built-in Alerts: Strong performance zone entry (>80) Weak performance zone entry (<20) Median crossovers (50 level) 📊 How To Use Buy Signals: RP crosses above 80: Stock entering leadership status RP holding above 60: Maintaining relative strength RP rising while price consolidating: Accumulation phase Sell/Avoid Signals: RP drops below 50: Losing relative strength RP below 20: Significant underperformance RP falling while price rising: Bearish divergence Sector Rotation: Compare multiple assets to find strongest sectors Rotate into high RP assets (>70) Exit low RP positions (<30) 🎯 Reading The Values 80-100: Exceptional outperformance - Strong buy/hold 60-80: Moderate outperformance - Hold positions 40-60: Market perform - No edge 20-40: Underperformance - Caution/reduce 0-20: Severe underperformance - Avoid/exit ⚙️ Calculation Method Calculates percentage performance of both your stock and the benchmark Finds the performance differential Ranks this differential against historical values using percentile analysis Normalizes to 0-100 scale for easy interpretation This percentile approach adapts to different market conditions and volatility regimes, providing consistent signals whether in trending or choppy markets. 💡 Pro Tips For Growth Stocks: Use quarterly mode with QQQ as benchmark For Value Stocks: Use yearly mode with SPY as benchmark For Small Caps: Compare against IWM, not SPY For Sector Analysis: Use sector ETFs (XLK, XLF, XLE, etc.) Combine with Price Action: High RP + price breakout = powerful signal ⚠️ Important Notes RP is relative, not absolute - stocks can fall with high RP if the market falls harder Choose appropriate benchmarks for meaningful comparisons Best used in conjunction with price action and volume analysis Historical lookback period affects sensitivity (adjustable in settings) 🔧 Customization Fully customizable visual settings, thresholds, calculation periods, and smoothing options. Adjust the normalization lookback period (default 252 days) to fine-tune sensitivity to your trading timeframe. 📌 Credit Inspired by TrendSpider's Relative Performance implementation, adapted for TradingView with enhanced customization options and Pine Script v6 optimization. Tags to include: relativeperformance, relativestrength, percentile, ranking, sectorrotation, benchmark, outperformance, trendspider, marketbreadth, strengthindicator Category: Momentum Indicators / Trend Analysis Feel free to modify this description to match your style or add any specific points you want to emphasize!
Pine Script®指標
由nippe678提供
Relative Volume## 🚀 Relative Volume (RVOL) & Opening Alerts This indicator is a powerful tool focused on Relative Volume (RVOL), designed to help you spot stocks with unusual trading activity, especially during the critical opening minutes of the market. What is Relative Volume? Relative Volume (RVOL) compares the current volume to the average volume for the same time of day. It answers the question: "Is this stock busier than normal right now?" An RVOL of 2.5x means the stock is trading at 2.5 times its normal volume for this specific time. High RVOL is a strong indicator of institutional interest and can often precede significant price moves. Icon Guide 💡 🔥 Extreme: RVOL has crossed your highest alert threshold (Level 3). 🚀 Very High: RVOL has crossed your middle alert threshold (Level 2). 📊 High: RVOL has crossed your lowest alert threshold (Level 1). ✅ Above Average: RVOL is greater than 100% (or 1x). 💤 Normal/Low: RVOL is below 100%. 🔔 / 🔕 Alerts On/Off: Shows if the indicator's alert system is enabled. ⚡ 🚀 🔥 Opening Active: Indicates which of the three opening alert periods is currently active. How the Alerts Work This indicator has two distinct alert systems that you can configure in the settings. 1. Opening Alerts These are designed to catch explosive moves in the first few minutes of the trading session. You can set up to three time windows (e.g., first 3 mins, 5 mins, 15 mins) and a unique RVOL threshold for each. An alert will trigger if the RVOL crosses your set threshold within that time window. To prevent spam, each opening alert level will only trigger once per day. Checkmarks (✓) will appear next to "Opening" in the panel to show which levels have been triggered. 2. Regular Alerts These alerts function for the rest of the day, after the opening periods have passed. They trigger whenever the RVOL crosses over one of the three main alert levels you have set (e.g., 150%, 200%, 300%). You can choose whether the alerts are based on the 20, 50, or 100-period RVOL. To use these alerts, simply create a new alert in TradingView, select this indicator in the "Condition" dropdown, and choose "RVol Alert".
Pine Script®指標
由ocmodak提供
1
Trading Activity Index (Zeiierman)█ Overview Trading Activity Index (Zeiierman) is a volume-based market activity meter that transforms dollar-volume into a smooth, normalized “activity index.” It highlights when market participation is unusually low or high with a dynamic color gradient: Light Blue → Low Activity (thin participation, low liquidity conditions) Red/Orange → High Activity (active markets, large trades flowing in) Additional percentile bands (20/40/60/80%) give context, helping you see whether the current activity level is in the bottom quintile, mid-range, or near historical extremes. █ How It Works ⚪ Dollar Volume Transformation Each bar, dollar volume is computed: float dlrVol = close * volume float dlrVolAvg = ta.sma(dlrVol, len_form) Dollar volume = price × volume, smoothed by a configurable SMA window. The result is log-transformed, compressing large outliers for a more stable signal. ⚪ Rolling Percentiles & Ranking The log-dollar-volume series is compared to its rolling history (len_hist bars): float p20 = ta.percentile_linear_interpolation(vscale, len_hist, 20) float p40 = ta.percentile_linear_interpolation(vscale, len_hist, 40) float p60 = ta.percentile_linear_interpolation(vscale, len_hist, 60) float p80 = ta.percentile_linear_interpolation(vscale, len_hist, 80) A normalized rank (0–1) is produced to color the main Trading Activity line. █ How to Use ⚪ Detect High-Impact Sessions Quickly see if today’s session is active or quiet relative to its own history — great for filtering setups that need activity. ⚪ Spot Breakouts & Traps Combine with price action: High activity near breakouts = strong follow-through likely. Low activity breakouts = vulnerable to fake-outs. ⚪ Market Regime Context Percentile bands help you assess whether participation is building up, in the middle of the range, or drying out — valuable for timing mean-reversion trades. Above 80th percentile (red/orange) → Market is highly active, breakout trades and trend strategies are favored. Below 20th percentile (light blue) → Market is quiet; fade moves or wait for expansion. Watch transitions from blue → orange as a signal of growing institutional participation. █ Settings Formation Window (bars) – Number of bars used to average dollar volume before log transform. History Window (bars) – Lookback period for percentile calculations and rank normalization. ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Pine Script®指標
由Zeiierman提供
7
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.
Pine Script®指標
由TaylorTAL提供
Shark EfficiencyShock! Indicator — Description This indicator measures how efficient or inefficient each candle is compared to recent volatility. It uses two calculations: Residual (R): Compares the actual candle return to what would be expected based on an exponential weighted moving average (EWMA) of intraday variance. Positive residuals mean the candle moved farther than expected (inefficient); negative residuals mean the move was smaller or more controlled (efficient). Histogram (H): Compares realized variance (RV) of recent candles to bipower variation (BV), which estimates what volatility should be if there were no large jumps. A large positive histogram value means the candle was an inefficient “jump” relative to normal volatility. A negative histogram value means the candle was efficient, moving in line with expected variance. Both Residual and Histogram are plotted bar-by-bar, with green bars showing efficient moves and red bars showing inefficient moves. How to read it: Efficient bullish candle: Price closed up, Residual < 0, Histogram < 0. Efficient bearish candle: Price closed down, Residual < 0, Histogram < 0. Inefficient bullish candle: Price closed up, Residual > 0, Histogram > 0. Inefficient bearish candle: Price closed down, Residual > 0, Histogram > 0. This lets you see not just whether price moved, but whether that move was efficient (controlled, sustainable) or inefficient (overextended, unsustainable). Inputs: alpha sets the percentile for efficiency thresholds (default 0.10 = 10/90 bands). lambda controls the decay speed of the EWMA used to smooth variance. winCov sets the lookback window for realized/bipower variance. shockLen and jumpLen control how many bars are used in the “shock” and “jump” tests. Usage: Inefficient spikes (large positive Residual + Histogram) often mark exhaustion or blowoff moves. Efficient shifts in the opposite direction can confirm reversals. The tool is designed for intraday trading, especially in futures and indices, to spot when price is moving in line with liquidity versus when it is stretched and vulnerable.
Pine Script®指標
由aidenjchoi提供
% of Average Volume% of Average Volume (RVOL) What it is This indicator measures cumulative volume during pre market and separately during the first 10 minutes of trading and compares it to the average 30 day volume. This matters as a high ratio of volume within the premarket and then during the first 10 minutes of trading can correlate to a stock that has a higher probability of trending in that direction throughout the day. What it’s meant to do Identify abnormally high or low participation early in the day. Normalize volume by time of session, so 9:40 volume is compared to past 9:40 volume—not to the full-day total. Provide consistent RVOL across 1–5–15–60 minute charts (the same market state yields similar readings). Handle pre-market cleanly (optional) without inflating RVOL. How it works (plain English) Cumulative Intraday Volume: Adds up all bars from the session (or pre-market, if enabled) up to “now.” Time-Matched Baseline: For each prior day in your lookback, it accumulates only up to the same intraday minute and averages those values. RVOL %: RVOL = (Today cumulative / Average cumulative at same time) × 100. This “like-for-like” approach prevents the classic mistakes that overstate RVOL in pre-market or make it drift with timeframe changes. Works best on Intraday charts: 1, 2, 3, 4, 5, 10, 15, 30, 45, 60 min Regular & extended hours: NYSE/Nasdaq equities, futures, ETFs Daily/weekly views are supported for reference, but the edge comes from intraday time-matched analysis. Tip: For thin names or very early pre-market, expect more variability—lower liquidity increases noise. Customization (Inputs → Settings) Lookback Sessions (e.g., 20): How many prior trading days to build the average. Include Pre-Market (on/off): If on, RVOL accumulates from pre-market start and compares to historical pre-market at the same time; if off, it begins at the regular session open only. Session Timezone / Exchange Hours: Choose the session definition that matches your market (e.g., NYSE) so “time-matched” means the same thing every day. Cutoff Minute (Optional): Fix a reference minute (e.g., 6:40 a.m. PT / 9:40 a.m. ET) to evaluate RVOL at a standard check-in time. Smoothing (Optional): Apply a short moving average to the RVOL line to reduce jitter. Thresholds & Colors: Set levels (e.g., 150%, 300%) to color the plot/labels and trigger alerts. Show Labels/Debug: Toggle on-chart labels (current RVOL%, baseline vols) for quick audits. On-chart visuals & alerts RVOL% Line/Histogram: Color-coded by thresholds (e.g., >300% “exceptional”, >150% “elevated”). Session Markers: Optional vertical lines for pre-market/regular open. Alerts: RVOL Crosses Above X% (e.g., 150%, 300%) RVOL Crosses Below X% RVOL Rising/Falling (slope-based, optional) Good defaults to start Lookback: 20 sessions Pre-market: Off for large caps, On for momentum screens Thresholds: 150% (notable), 300% (exceptional) Smoothing: 0–3 bars (or off for fastest response) Notes & best practices Timeframe consistency: Because calculations are time-matched, RVOL should remain directionally consistent across intraday timeframes. If you see divergences, confirm your session hours & timezone match your instrument’s exchange. Holiday/half days: These are included in history; you can shorten lookback or exclude such sessions if your workflow prefers. Low-float names: Consider a slightly longer lookback to reduce outlier effects. TL;DR A time-matched RVOL that treats pre-market correctly, stays stable across intraday timeframes, and is fully customizable for your exchange hours, thresholds, and alerts—so you can spot real participation when it matters.
Pine Script®指標
由UnclePennybagss提供
Burner Volume CandlesVisually see different candle colors based on volume relative to the look back period (default is last 20 candles). This allows you to see if a current candle print is standard, high, or extreme sell/buy volume relative to the look back period. This has been primarily used on the 30s timeframe on NQ. It is also advised to take the NY open candle volume with a grain of salt as that is typically the extreme volume so it doesn't make this indicator as useful when it comes to those candles.
Pine Script®指標
由hellablades提供
Advanced Volume Profile Pro Delta + POC + VAH/VAL# Advanced Volume Profile Pro - Delta + POC + VAH/VAL Analysis System ## WHAT THIS SCRIPT DOES This script creates a comprehensive volume profile analysis system that combines traditional volume-at-price distribution with delta volume calculations, Point of Control (POC) identification, and Value Area (VAH/VAL) analysis. Unlike standard volume indicators that show only total volume over time, this script analyzes volume distribution across price levels and estimates buying vs selling pressure using multiple calculation methods to provide deeper market structure insights. ## WHY THIS COMBINATION IS ORIGINAL AND USEFUL **The Problem Solved:** Traditional volume indicators show when volume occurs but not where price finds acceptance or rejection. Standalone volume profiles lack directional bias information, while basic delta calculations don't provide structural context. Traders need to understand both volume distribution AND directional sentiment at key price levels. **The Solution:** This script implements an integrated approach that: - Maps volume distribution across price levels using configurable row density - Estimates delta (buying vs selling pressure) using three different methodologies - Identifies Point of Control (highest volume price level) for key support/resistance - Calculates Value Area boundaries where 70% of volume traded - Provides real-time alerts for key level interactions and volume imbalances **Unique Features:** 1. **Developing POC Visualization**: Real-time tracking of Point of Control migration throughout the session via blue dotted trail, revealing institutional accumulation/distribution patterns before they complete 2. **Multi-Method Delta Calculation**: Price Action-based, Bid/Ask estimation, and Cumulative methods for different market conditions 3. **Adaptive Timeframe System**: Auto-adjusts calculation parameters based on chart timeframe for optimal performance 4. **Flexible Profile Types**: N Bars Back (precise control), Days Back (calendar-based), and Session-based analysis modes 5. **Advanced Imbalance Detection**: Identifies and highlights significant buying/selling imbalances with configurable thresholds 6. **Comprehensive Alert System**: Monitors POC touches, Value Area entry/exit, and major volume imbalances ## HOW THE SCRIPT WORKS TECHNICALLY ### Core Volume Profile Methodology: **1. Price Level Distribution:** - Divides price range into user-defined rows (10-50 configurable) - Calculates row height: `(Highest Price - Lowest Price) / Number of Rows` - Distributes each bar's volume across price levels it touched proportionally **2. Delta Volume Calculation Methods:** **Price Action Method:** ``` Price Range = High - Low Buy Pressure = (Close - Low) / Price Range Sell Pressure = (High - Close) / Price Range Buy Volume = Total Volume × Buy Pressure Sell Volume = Total Volume × Sell Pressure Delta = Buy Volume - Sell Volume ``` **Bid/Ask Estimation Method:** ``` Average Price = (High + Low + Close) / 3 Buy Volume = Close > Average ? Volume × 0.6 : Volume × 0.4 Sell Volume = Total Volume - Buy Volume ``` **Cumulative Method:** ``` Buy Volume = Close > Open ? Volume : Volume × 0.3 Sell Volume = Close ≤ Open ? Volume : Volume × 0.3 ``` **3. Point of Control (POC) Identification:** - Scans all price levels to find maximum volume concentration - POC represents the price level with highest trading activity - Acts as significant support/resistance level - **Developing POC Feature**: Tracks POC evolution in real-time via blue dotted trail, showing how institutional interest migrates throughout the session. Upward POC migration indicates accumulation patterns, downward migration suggests distribution, providing early trend signals before price confirmation. **4. Value Area Calculation:** - Starts from POC and expands up/down to encompass 70% of total volume - VAH (Value Area High): Upper boundary of value area - VAL (Value Area Low): Lower boundary of value area - Expansion algorithm prioritizes direction with higher volume **5. Adaptive Range Selection:** Based on profile type and timeframe optimization: - **N Bars Back**: Fixed lookback period with performance optimization (20-500 bars) - **Days Back**: Calendar-based analysis with automatic timeframe adjustment (1-365 days) - **Session**: Current trading session or custom session times ### Performance Optimization Features: - **Sampling Algorithm**: Reduces calculation load on large datasets while maintaining accuracy - **Memory Management**: Clears previous drawings to prevent performance degradation - **Safety Constraints**: Prevents excessive memory usage with configurable limits ## HOW TO USE THIS SCRIPT ### Initial Setup: 1. **Profile Configuration**: Select profile type based on trading style: - N Bars Back: Precise control over data range - Days Back: Intuitive calendar-based analysis - Session: Real-time session development 2. **Row Density**: Set number of rows (30 default) - more rows = higher resolution, slower performance 3. **Delta Method**: Choose calculation method based on market type: - Price Action: Best for trending markets - Bid/Ask Estimate: Good for ranging markets - Cumulative: Smoothed approach for volatile markets 4. **Visual Settings**: Configure colors, position (left/right), and display options ### Reading the Profile: **Volume Bars:** - **Length**: Represents relative volume at that price level - **Color**: Green = net buying pressure, Red = net selling pressure - **Intensity**: Darker colors indicate volume imbalances above threshold **Key Levels:** - **POC (Blue Line)**: Highest volume price - major support/resistance - **VAH (Purple Dashed)**: Value Area High - upper boundary of fair value - **VAL (Orange Dashed)**: Value Area Low - lower boundary of fair value - **Value Area Fill**: Shaded region showing main trading range **Developing POC Trail:** - **Blue Dotted Lines**: Show real-time POC evolution throughout the session - **Migration Patterns**: Upward trail indicates bullish accumulation, downward trail suggests bearish distribution - **Early Signals**: POC movement often precedes price movement, providing advance warning of institutional activity - **Institutional Footprints**: Reveals where smart money concentrated volume before final POC establishment ### Trading Applications: **Support/Resistance Analysis:** - POC acts as magnetic price level - expect reactions - VAH/VAL provide intermediate support/resistance levels - Profile edges show areas of low volume acceptance **Developing POC Analysis:** - **Upward Migration**: POC moving higher = institutional accumulation, bullish bias - **Downward Migration**: POC moving lower = institutional distribution, bearish bias - **Stable POC**: Tight clustering = balanced market, range-bound conditions - **Early Trend Detection**: POC direction change often precedes price breakouts **Entry Strategies:** - Buy at VAL with POC as target (in uptrends) - Sell at VAH with POC as target (in downtrends) - Breakout plays above/below profile extremes **Volume Imbalance Trading:** - Strong buying imbalance (>60% threshold) suggests continued upward pressure - Strong selling imbalance suggests continued downward pressure - Imbalances near key levels provide high-probability setups **Multi-Timeframe Context:** - Use higher timeframe profiles for major levels - Lower timeframe profiles for precise entries - Session profiles for intraday trading structure ## SCRIPT SETTINGS EXPLANATION ### Volume Profile Settings: - **Profile Type**: Determines data range for calculation - N Bars Back: Exact number of bars (20-500 range) - Days Back: Calendar days with timeframe adaptation (1-365 days) - Session: Trading session-based (intraday focus) - **Number of Rows**: Profile resolution (10-50 range) - **Profile Width**: Visual width as chart percentage (10-50%) - **Value Area %**: Volume percentage for VA calculation (50-90%, 70% standard) - **Auto-Adjust**: Automatically optimizes for different timeframes ### Delta Volume Settings: - **Show Delta Volume**: Enable/disable delta calculations - **Delta Calculation Method**: Choose methodology based on market conditions - **Highlight Imbalances**: Visual emphasis for significant volume imbalances - **Imbalance Threshold**: Percentage for imbalance detection (50-90%) ### Session Settings: - **Session Type**: Daily, Weekly, Monthly, or Custom periods - **Custom Session Time**: Define specific trading hours - **Previous Sessions**: Number of historical sessions to display ### Days Back Settings: - **Lookback Days**: Number of calendar days to analyze (1-365) - **Automatic Calculation**: Script automatically converts days to bars based on timeframe: - Intraday: Accounts for 6.5 trading hours per day - Daily: 1 bar per day - Weekly/Monthly: Proportional adjustment ### N Bars Back Settings: - **Lookback Bars**: Exact number of bars to analyze (20-500) - **Precise Control**: Best for systematic analysis and backtesting ### Visual Customization: - **Colors**: Bullish (green), Bearish (red), and level colors - **Profile Position**: Left or Right side of chart - **Profile Offset**: Distance from current price action - **Labels**: Show/hide level labels and values - **Smooth Profile Bars**: Enhanced visual appearance ### Alert Configuration: - **POC Touch**: Alerts when price interacts with Point of Control - **VA Entry/Exit**: Alerts for Value Area boundary interactions - **Major Imbalance**: Alerts for significant volume imbalances ## VISUAL FEATURES ### Profile Display: - **Horizontal Bars**: Volume distribution across price levels - **Color Coding**: Delta-based coloring for directional bias - **Smooth Rendering**: Optional smoothing for cleaner appearance - **Transparency**: Configurable opacity for chart readability ### Level Lines: - **POC**: Solid blue line with optional label - **VAH/VAL**: Dashed colored lines with value displays - **Extension**: Lines extend across relevant time periods - **Value Area Fill**: Optional shaded region between VAH/VAL ### Information Table: - **Current Values**: Real-time POC, VAH, VAL prices - **VA Range**: Value Area width calculation - **Positioning**: Multiple table positions available - **Text Sizing**: Adjustable for different screen sizes ## IMPORTANT USAGE NOTES **Realistic Expectations:** - Volume profile analysis provides structural context, not trading signals - Delta calculations are estimations based on price action, not actual order flow - Past volume distribution does not guarantee future price behavior - Combine with other analysis methods for comprehensive market view **Best Practices:** - Use appropriate profile types for your trading style: - Day Trading: Session or Days Back (1-5 days) - Swing Trading: Days Back (10-30 days) or N Bars Back - Position Trading: Days Back (60-180 days) - Consider market context (trending vs ranging conditions) - Verify key levels with additional technical analysis - Monitor profile development for changing market structure **Performance Considerations:** - Higher row counts increase calculation complexity - Large lookback periods may affect chart performance - Auto-adjust feature optimizes for most use cases - Consider using session profiles for intraday efficiency **Limitations:** - Delta calculations are estimations, not actual transaction data - Profile accuracy depends on available price/volume history - Effectiveness varies across different instruments and market conditions - Requires understanding of volume profile concepts for optimal use **Data Requirements:** - Requires volume data for accurate calculations - Works best on liquid instruments with consistent volume - May be less effective on very low volume or exotic instruments This script serves as a comprehensive volume analysis tool for traders who need detailed market structure information with integrated directional bias analysis and real-time POC development tracking for informed trading decisions.
Pine Script®指標
由DeltaSpeedEdge提供
Buy & Sell Volume (OWI)📊 Buy & Sell Volume (OWI) Indicator Guide The Buy & Sell Volume (OWI) indicator is designed to provide a visual breakdown of buying and selling pressure in each candle, helping traders identify volume surges and potential market moves. It also includes a time filter to focus analysis during key trading hours. ⚙️ Setup & Inputs When adding the indicator to your chart, you'll see several configurable inputs: SMA Length : Sets the period for the Simple Moving Average (SMA) of total volume. Enable Time Filter : Toggles whether to restrict analysis to US market hours (Eastern Time). | Start Hour/Minute : Defines the beginning of the time filter window (default: 9:45 ET). | End Hour/Minute : Defines the end of the time filter window (default: 16:15 ET). | 📈 How It Works 🔍 Volume Breakdown Buy Volume: Estimated volume attributed to buyers, calculated based on candle position. Sell Volume: Estimated volume attributed to sellers. Total Volume SMA: A moving average of total volume to benchmark current activity. ⏰ Time Filter (Optional) When enabled, the indicator only highlights volume spikes during the specified US market hours. This helps filter out noise from pre-market or after-hours trading. 🚨 Highlight Conditions The indicator flags significant volume spikes with labels above the volume bars: | Label | Condition | | V+ | Volume is between 1.5× and 2× the SMA, during market hours (if enabled). | | V++ | Volume exceeds 2× the SMA, during market hours (if enabled). | 💡 Tips - Use shorter SMA lengths for more reactive volume analysis. - Change the time filter if you're trading outside US market hours. - Combine with candlestick patttern to confirm breakout or reversal signals.
Pine Script®指標
由onewayinvestment_hk提供
Relative Volume + Z-score + Normal Volume + Avg. VolumeA statistical way to visualize volume analytically compared to traditional volume. All Lookback Periods and Colors can be changed so user can make it feel personalized - Relative Volume (RVOL) visualizer with the color of the histogram bar changing to represent exceeding a threshold specified by the user For example --> (1.5 = Orange Bar) & (2 = Red Bar) - Toggle View between RVOL visualization of volume vs. normal view of volume plot - Z score lookback for volume across specified lookback per what user wants (dot/symbol above the bar) - Average Volume Plot
Pine Script®指標
由ranger089提供
Volume Statistics - IntraweekVolume Statistics - Intraweek: For Orderflow Traders This tool is designed for traders using volume footprint charts and orderflow methods. Why it matters: In orderflow trading, you care about the quality of volume behind each move. You’re not just watching price; you’re watching how much aggression is behind that price move. That’s where this indicator helps. What to look at: * Current Volume shows you how much volume is trading right now. * Central Volume (median or average over 24h or 7D) gives you a baseline for what's normal volume VS abnormal volume. * The Diff vs Central tells you immediately if current volume is above or below normal. How this helps: * If volume is above normal, it suggested elevated levels of buyer or seller aggression. Look for strong follow-through or continuation. * If volume is below normal, it may signal low interest, passive participation, a lack of conviction, or a fake move. * Use this context to decide if what you're seeing in the footprint (imbalances, absorption, traps) is actually worth acting on. Extra context: * The highest and lowest volume levels and their timestamps help you spot prior key reactions. * Second and third highest bars help you see other major effort points in the recent window. Comment with any suggestions on how to improve this indicator.
Pine Script®指標
由Witnessing_Soul提供
4
ICT Order Blocks HTFICT Order Blocks HTF (with Parent Swing Confirmation) This indicator is a powerful tool designed to identify high-probability Higher-Timeframe (HTF) Order Blocks by confirming them with significant liquidity sweeps on your trading chart. It combines two core ICT (Inner Circle Trader) concepts to filter out noise and highlight only the most sensitive areas. The Core Concept: A High-Probability Model The most powerful trading setups often occur when a significant event on a lower timeframe happens at a key area on a higher timeframe. This indicator automates that analysis by looking for a specific confluence: A Liquidity Sweep (LTF): First, it identifies a "Parent Swing" on your current chart. This is a significant swing high (BSL - Buy Side Liquidity) or swing low (SSL - Sell Side Liquidity) that has been validated by a market structure shift. These are the key liquidity pools the market targets. An Order Block (HTF): Separately, it looks at a higher timeframe of your choice (e.g., 15m, 1H) to find institutional order blocks—the last up or down candle before a strong move. The Confluence: The magic happens here. The indicator will only draw an HTF order block on your chart if it forms at the exact moment the price is interacting with one of the BSL or SSL liquidity pools from your current chart. This dual confirmation provides a refined, high-probability signal, indicating that a major liquidity event is fueling a reaction from a significant HTF level. What the Indicator Does Identifies Parent Swings: In the background, it constantly tracks and identifies BSL (red lines) and SSL (green lines) on your chart. Finds HTF Order Blocks: It looks for bullish (last down-candle) and bearish (last up-candle) order blocks on the higher timeframe you select. Draws Confirmed Zones: It draws a Bullish OB (Blue Box) only when an HTF bullish order block forms at an SSL level. It draws a Bearish OB (Orange Box) only when an HTF bearish order block forms at a BSL level. Marks Key Levels: Each order block is automatically drawn with dashed lines marking its high, low, and midpoint (50% level) for precise entry and risk management. Real-Time Invalidation: The order blocks extend into the future and are tracked in real-time. If price closes through a block a specified number of times, the zone is considered invalid and will be dimmed, keeping your chart clean. How to Use This Indicator The primary use for this indicator is to identify high-probability entry zones. When a Bullish Order Block (Blue) appears, it signals a potential area of demand where you might look for long entries. When a Bearish Order Block (Orange) appears, it signals a potential area of supply where you might look for short entries. The internal lines (high, low, midpoint) can be used for more precise entries or for setting stop-loss levels. Settings Higher Timeframe for Order Blocks: Choose the HTF you want the indicator to analyze for order blocks (e.g., 15m, 1H, 4H). OB Invalidation Threshold: Set how many times price must close fully through an order block before it is considered invalid. Parent Swing Settings: You can adjust the lookback periods and invalidation threshold for the BSL/SSL detection to match your trading style. A larger lookback will find more significant liquidity pools. Disclaimer: This indicator is a tool to assist in technical analysis. It is not a standalone trading system and does not provide financial advice. Always use proper risk management and combine this tool with your own analysis and trading strategy.
Pine Script®指標
由DropkingICT提供
Previous VWAP Levels by Riotwolftrading The "Previous VWAP" indicator calculates and displays the previous session's Volume Weighted Average Price (VWAP) for five timeframes (Daily, Weekly, Monthly, Quarterly, Yearly). Each VWAP is plotted as a horizontal line extending to the right edge of the chart, with customizable labels at the right to identify each level. The indicator is designed for traders who want to visualize key price levels from prior periods without cluttering the chart with current VWAPs or additional metrics like standard deviations. **Functionality**: - **Calculates Previous VWAPs**: Computes the VWAP for the previous session of each timeframe (Daily, Weekly, Monthly, Quarterly, Yearly) based on the input source (default: `hlc3`) and volume. - **Visual Style** : Uses `line.new` to draw horizontal lines from five bars back to the current bar, ensuring the lines extend to the right edge of the chart. Labels are placed at the right edge using `label.new` for clear identification. - **Customization** : Allows users to toggle visibility, adjust line styles, widths, colors, and label sizes, and choose between abbreviated or full label text. - **Minimalist Design**: Focuses solely on previous VWAPs, omitting current VWAPs, rolling VWAPs, and standard deviation bands to keep the chart clean. **Intended Use**: This indicator is useful for traders who rely on historical VWAP levels as support/resistance or reference points for trading decisions, particularly in strategies involving mean reversion or breakout trading. --- ### Rules and Features *VWAP Calculation**: - The VWAP is calculated as the cumulative sum of price (`src`) multiplied by volume (`sumSrcVol`) divided by the cumulative volume (`sumVol`) for each timeframe. - The "previous VWAP" is the VWAP value from the prior session, captured when a new session begins (e.g., new day, week, month, etc.). - The indicator uses the `hlc3` (average of high, low, close) as the default source, but users can modify this in the settings. **Timeframes**: - **Daily**: Previous day's VWAP. - **Weekly**: Previous week's VWAP. - **Monthly**: Previous month's VWAP. - **Quarterly**: Previous quarter's VWAP (3 months). - **Yearly**: Previous year's VWAP (12 months). - New sessions are detected using `ta.change(time(period))` for each timeframe. **Line Drawing**: - Lines are drawn using `line.new` from `time ` (five bars back) to the current bar (`time`), ensuring they extend to the right edge of the chart. - Lines are updated only on the last confirmed bar (`barstate.islast`) to optimize performance and avoid repainting. - Previous lines are deleted (`line.delete`) to prevent overlapping or clutter. **Labels**: - Labels are drawn at the right edge (`x=time`, `xloc=xloc.bar_time`) with `label.new`. - Users can choose between abbreviated labels (e.g., "pvD" for Previous Daily VWAP) or full labels (e.g., "Prev Daily VWAP"). - Label sizes are customizable (`tiny`, `small`, `normal`, `large`, `huge`). - Labels are deleted (`label.delete`) on each update to maintain a clean chart. 5. **Customization Options**: - **Visibility**: Toggle each VWAP (Daily, Weekly, Monthly, Quarterly, Yearly) on or off. - **Colors**: Individual color settings for each VWAP line and label (default colors: Daily=#E12D7B, Weekly=#F67B52, Monthly=#EDCD3B, Quarterly=#3BBC54, Yearly=#2665BD). - **Line Style**: Choose from `solid`, `dotted`, or `dashed` lines. - **Line Width**: Adjustable from 1 to 4 pixels. - **Label Settings**: Enable/disable labels, abbreviate text, and select label size. - **Source**: Customize the price source (default: `hlc3`). **Performance Optimization**: - The indicator only updates lines and labels on the last confirmed bar to minimize computational overhead. - Uses `var` to initialize variables and avoid unnecessary recalculations. - Deletes previous lines and labels to prevent chart clutter. --- ### Usage Instructions 1. **Add to Chart**: - In TradingView, go to the Pine Editor, paste the script, and click "Add to Chart." - The indicator will overlay on the price chart, showing previous VWAP lines and labels. 2. **Configure Settings**: - Open the indicator settings to customize: - Toggle visibility of each VWAP timeframe. - Adjust colors, line style, and width. - Enable/disable labels, choose abbreviation, and set label size. - Modify the source if needed (e.g., use `close` instead of `hlc3`). 3. **Interpretation**: - **Previous VWAPs**: Act as dynamic support/resistance levels based on the prior session's volume-weighted price. - **Timeframes**: Use shorter timeframes (Daily, Weekly) for intraday/swing trading, and longer timeframes (Monthly, Quarterly, Yearly) for positional trading. - **Labels**: Identify each VWAP level at the right edge of the chart for quick reference. 4. **Best Practices**: - Use on charts with sufficient volume data, as VWAP relies on volume (a warning is triggered if no volume data is available). - Combine with other indicators (e.g., moving averages, RSI) for confirmation in trading strategies. - Adjust line styles and colors to avoid visual overlap with other chart elements. --- ### Example Use Case A trader using a 1-hour chart can add the "Previous VWAP" indicator to identify key levels from the prior day, week, or month. For example: - The Previous Daily VWAP might act as a support level for a bullish trend. - The Previous Weekly VWAP could serve as a target for a swing trade. - Labels at the right edge make it easy to identify these levels without cluttering the chart. This indicator provides a clean, customizable way to visualize previous VWAPs, making it ideal for traders who want historical price context with minimal chart noise. For the complete Pine Script code, refer to the artifact provided in the previous response.
Pine Script®指標
由anarkiacapital提供