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Volume Weighted Regression ChannelThis indicator constructs a volume-weighted linear regression channel over a custom time range. It’s conceptually similar to a Volume Profile, but instead of projecting horizontal value zones, it builds a tilted trend channel that reflects both price direction and volume concentration. 🧠 Core Features: Volume-weighted points: Each candle contributes to the regression line proportionally to its volume — heavier candles shift the channel toward high-activity price zones. Linear regression line: Shows the trend direction within the selected time interval. ±σ boundaries: Outer bands represent the standard deviation of price (also volume-weighted), highlighting statistical dispersion. Fully customizable: Adjustable line styles, widths, and channel width (sigma multiplier). Time window control: Select any start and end time to define the regression interval. 📊 Why use this instead of Volume Profile? While Volume Profile shows horizontal distributions of traded volume, this indicator is ideal when: You want to understand how volume clusters affect trend direction, not just price levels. You're analyzing time-dependent flow rather than static price zones. You're looking for a dynamic volume-adjusted channel that moves with the market's structure. It’s especially useful in identifying volume-supported trends, hidden pullback zones, and statistical extremes. ⚙️ Notes: Works on any timeframe and instrument. Does not repaint. Does not require volume profile data feeds — uses standard volume and hl2.
Pine Script®指標
由Evgenyc111提供
Order Block Matrix [Alpha Extract]The Order Block Matrix indicator identifies and visualizes key supply and demand zones on your chart, helping traders recognize potential reversal points and high-probability trading setups. This tool helps traders: Visualize key order blocks with volume profile histograms showing liquidity distribution. Identify high-volume price levels where institutional activity occurs. rank historical order blocks and analyze their strength based on volume. Receive alerts for potential trading opportunities based on price-block interactions. 🔶 CALCULATION The indicator processes chart data to identify and analyze order blocks: Order Block Detection Inputs: Price action patterns (consolidation areas followed by breakouts). Volume data from current and lower timeframes. User-defined lookback periods and thresholds. Detection Logic: Identifies consolidation areas using a dynamic range comparison. Confirms breakout patterns with percentage threshold validation. Maps volume distribution across price levels within each order block. 🔶Volume Analysis Volume Profiling: Divides each order block into configurable grid segments. Maps volume distribution across price segments within blocks. Highlights zones with highest volume concentration. Strength Assessment: Calculates total block volume and relative strength metrics. Compares block volume to historical averages. Determines probability of reversal based on volume patterns. isConsolidation(len) => high_range = ta.highest(high, len) - ta.lowest(high, len) low_range = ta.highest(low, len) - ta.lowest(low, len) avg_range = (high_range + low_range) / 2 current_range = high - low current_range <= avg_range * (1 + obThreshold) 🔶 DETAILS Visual Features Volume Profile Histograms: Color-coded bars showing volume concentration within order blocks. Gradient coloring based on relative volume (high volume = brighter colors). Bull blocks (green/teal) and bear blocks (red) with varying opacity. Block Visualization: Dynamic box sizing based on volume concentration. Optional block borders and background fills. Volume labels showing total block volume. Screener Table: Real-time analysis of order block metrics. Shows block direction, proximity, retest count, and volume metrics. Color-coded for quick reference. Interpretation High Volume Areas: Zones with institutional interest and potential reversal points. Block Direction: Bullish blocks typically support price, bearish blocks typically resist price. Retests: Multiple tests of an order block may strengthen or weaken its influence. Block Age: Newer blocks often have stronger influence than older ones. Volume Concentration: Brightest segments within blocks represent the highest volume areas. 🔶 EXAMPLES The indicator helps identify key trading opportunities: Bullish Order Blocks Support Zones: Identify strong support levels where price is likely to bounce. Breakout Confirmation: Validate breakouts with volume analysis to avoid false moves. Retest Strategies: Enter trades when price retests a bullish order block with high volume. Bearish Order Blocks Resistance Zones: Identify strong resistance levels where price is likely to reverse. Distribution Areas: Detect zones where smart money is distributing to retail. Short Opportunities: Find optimal short entry points at high-volume bearish blocks. Combined Strategies Order Block Stacking: Multiple aligned blocks create stronger support/resistance zones. Block Mitigation: When price breaks through a block, it often indicates a strong trend continuation. Volume Profile Applications: Higher volume segments provide more precise entry and exit points. 🔶 SETTINGS Customization Options Order Block Detection: Consolidation Lookback: Adjust the period for consolidation detection. Breakout Threshold: Set minimum percentage for breakout confirmation. Historical Lookback Limit: Control how far back to scan for historical order blocks. Maximum Order Blocks: Limit the number of visible blocks on the chart. Visual Style: Grid Segments: Adjust the number of volume profile segments. Extend Blocks to Right: Enable/disable extending blocks to current price. Show Block Borders: Toggle border visibility. Border Width: Adjust thickness of block borders. Show Volume Text: Enable/disable volume labels. Volume Text Position: Control placement of volume labels. Color Settings: Bullish High/Low Volume Colors: Customize appearance of bullish blocks. Bearish High/Low Volume Colors: Customize appearance of bearish blocks. Border Color: Set color for block outlines. Background Fill: Adjust color and transparency of block backgrounds. Volume Text Color: Customize label appearance. Screener Table: Show Screener Table: Toggle table visibility. Table Position: Select positioning on the chart. Table Size: Adjust display size. The Order Block Matrix indicator provides traders with powerful insights into market structure, helping to identify key levels where smart money is active and where high-probability trading opportunities may exist.
Pine Script®指標
由AlphaExtract提供
7
Smart Range DetectorSmart Range Detector What It Does This indicator automatically detects and validates significant trading ranges using pivot point analysis combined with logarithmic fibonacci relationships. It operates by identifying specific pivot patterns (High-Low-High and Low-High-Low) that meet fibonacci validation criteria to filter out noise and highlight only the most reliable trading ranges. Each range is continuously monitored for potential mitigation (breakout) events. Key Features Identifies both High-Low-High and Low-High-Low range patterns Validates each range using logarithmic fibonacci relationships (more accurate than linear fibs) Detects range mitigations (breakouts) and visually differentiates them Shows fibonacci levels within ranges (25%, 50%, 75%) for potential reversal points Visualizes extension levels beyond ranges for breakout targets Analyzes volume profile with customizable price divisions (default: 60) Displays Point of Control (POC) and Value Area for traded volume analysis Implements performance optimization with configurable range limits Includes user-adjustable safety checks to prevent Pine Script limitations Offers fully customizable colors, line widths, and transparency settings How To Use It Identify Valid Ranges : The indicator automatically detects and highlights trading ranges that meet fibonacci validation criteria Monitor Fibonacci Levels : Watch for price reactions at internal fib levels (25%, 50%, 75%) for potential reversal opportunities Track Extension Targets : Use the extension lines as potential targets when price breaks out of a range Analyze Volume Structure : Enable the volume profile mode to see where most volume was traded within mitigated ranges Trade Range Boundaries : Look for reactions at range highs/lows combined with volume POC for higher probability entries Manage Performance : Adjust the maximum displayed ranges and history bars settings for optimal chart performance Settings Guide Left/Right Bars Look Back : Controls how far back the indicator looks to identify pivot points (higher values find more ranges but may reduce sensitivity) Max History Bars : Limits how far back in history the indicator will analyze (stays within Pine Script's 10,000 bar limitation) Max Ranges to Display : Restricts the total number of ranges kept in memory for improved performance (1-50) Volume Profile : When enabled, shows volume distribution analysis for mitigated ranges Volume Profile Divisions : Controls the granularity of the volume analysis (higher values show more detail) Display Options : Toggle visibility of range lines, fibonacci levels, extension lines, and volume analysis elements Transparency & Color Settings : Fully customize the visual appearance of all indicator elements Line Width Settings : Adjust the thickness of lines for better visibility on different timeframes Technical Details The indicator uses logarithmic fibonacci calculations for more accurate price relationships Volume profile analysis creates 60 price divisions by default (adjustable) for detailed volume distribution All timestamps are properly converted to work with Pine Script's bar limitations Safety checks prevent "array index out of bounds" errors that plague many complex indicators Time-based coordinates are used instead of bar indices to prevent "bar index too far" errors This indicator works well on all timeframes and instruments, but performs best on 5-minute to daily charts. Perfect for swing traders, range traders, and breakout strategists. What Makes It Different Most range indicators simply draw boxes based on recent highs and lows. Smart Range Detector validates each potential range using proven fibonacci relationships to filter out noise. It then adds sophisticated volume analysis to help traders identify the most significant price levels within each range. The performance optimization features ensure smooth operation even on lower timeframes and extended history analysis.
Pine Script®指標
由mindyourbuisness提供
2
Volume Zones Internal Visualizer [LuxAlgo]The Volume Zones Internal Visualizer is an alternate candle type intended to reveal lower timeframe volume activity while on a higher timeframe chart. It displays the candle's range, the highest and lowest zones of accumulated volume throughout the candle, and the Lower Timeframe (LTF) candle close, which contained the most volume in the session (Candle Session). 🔶 USAGE The indicator is intended to be used as its own independent candle type. It is not a replacement for traditional candlesticks; however, it is recommended that you hide the chart's display when using this indicator. Another option is to display this indicator in an additional pane alongside the normal chart, as displayed above. The display consists of candle ranges represented by outlined boxes, within the ranges you will notice a transparent-colored zone, a solid-colored zone, and a line. Each of these displays different points of volume-related information from an analysis of LTF data. In addition to this analysis, the indicator also locates the LTF candle with the highest volume, and displays its close represented by the line. This line is considered as the "Peak Activity Level" (PAL), since throughout the (HTF) candle session, this candle's close is the outcome of the most volume transacted at the time. We are further tracking these PALs by continuing to extend them into the future, looking towards them for potential further interaction. Once a PAL is crossed, we are removing it from display as it has been mitigated. 🔶 DETAILS The indicator aggregates the volume data from each LTF candle and creates a volume profile from it; the number of rows in the profile is determined by the "Row Size" setting. With this profile, it locates and displays the highest (solid area) and lowest (transparent area) volume zones from the profile created. 🔶 SETTINGS Row Size: Sets the number of rows used for the calculation of the volume profile based on LTF data. Intrabar Timeframe: Sets the Lower Timeframe to use for calculations. Show Last Unmitigated PALs: Choose how many Unmitigated PALs to extend. Style: Toggle on and off features, as well as adjust colors for each.
Pine Script®指標
由LuxAlgo提供
12
Volatility Footprint CandlesVolatility Footprint is an innovative volume profile indicator that dynamically adapts to real-time market conditions, providing traders with a powerful tool to visualize and interpret market structure, order flow, and potential areas of support and resistance. At its core, Volatility Footprint combines the concepts of market profile, volume analysis, and volatility measurement to create a unique and adaptive charting experience. The indicator intelligently adjusts its display based on the current market volatility, ensuring that traders always have a clear and readable chart, regardless of the instrument or timeframe they are analyzing. The footprint chart is composed of a series of color-coded boxes, each representing a specific price level. The color of the box indicates whether there is a net buying or selling pressure at that level, while the opacity reflects the relative strength of the volume. This intuitive visualization allows traders to quickly identify areas of high and low volume, as well as potential imbalances in order flow. In addition to the individual box volumes, Volatility Footprint also calculates and displays the cumulative volume delta. This running total of buy and sell volumes across all price levels provides valuable insight into the overall market sentiment and potential trends. One of the key features of Volatility Footprint is its ability to identify and highlight the Point of Control (POC). The POC represents the price level with the highest volume concentration and serves as a key reference point for potential support or resistance. By drawing attention to this crucial level, the indicator helps traders make more informed decisions about potential entry and exit points. Volatility Footprint is designed to be highly customizable, allowing traders to tailor the appearance of the footprint chart to their specific preferences. Users can easily modify the colors, opacity, and size of the boxes, labels, and POC marker to enhance readability and clarity. The indicator's versatility makes it suitable for a wide range of trading styles and strategies. Whether you are a scalper looking for short-term opportunities or a swing trader aiming to identify potential trend reversals, Volatility Footprint can provide valuable insights into market dynamics. By combining Volatility Footprint with other forms of analysis, such as price action, key levels, and technical indicators, traders can gain a more comprehensive understanding of market behavior and make better-informed trading decisions. Volatility Footprint's adaptive approach to volume profile analysis sets it apart from traditional fixed-resolution volume profile indicators. By dynamically adjusting to the unique characteristics of each instrument and timeframe, the indicator ensures that traders always have a clear and meaningful representation of market structure and order flow. Volatility Footprint is a powerful tool that traders can incorporate into their market analysis and decision-making process. By providing a dynamic, visual representation of volume and order flow at different price levels, this indicator offers valuable insights into market structure, sentiment, and potential areas of support and resistance. Let's explore how traders might effectively utilize Volatility Footprint in their trading approach. 1. Identifying Key Levels: One of the primary uses of Volatility Footprint is to identify key price levels where significant trading activity has occurred. The color-coded boxes allow traders to quickly spot areas of high volume concentration, which may indicate potential support or resistance zones. For example, if a trader notices a cluster of boxes with high opacity at a specific price level, they may interpret this as a strong support or resistance area, depending on the prevailing market context. By paying attention to these key levels, traders can make more informed decisions about potential entry and exit points, as well as placement of stop-loss orders and profit targets. 2. Assessing Market Sentiment: The cumulative volume delta feature of Volatility Footprint provides traders with a valuable gauge of overall market sentiment. By analyzing the running total of buy and sell volumes across all price levels, traders can gain insight into the dominant market forces at play. If the cumulative delta is significantly positive, it may suggest a bullish sentiment, as buying pressure has been consistently outpacing selling pressure. Conversely, a negative cumulative delta may indicate a bearish sentiment. Traders can use this information to confirm or question their bias and adjust their trading plan accordingly. 3. Confirming Breakouts and Trend Reversals: Volatility Footprint can be particularly useful in confirming the strength and validity of breakouts and potential trend reversals. When a price level is breached, traders can refer to the footprint chart to assess the volume and order flow characteristics around that level. If the breakout is accompanied by a surge in volume and a clear imbalance between buying and selling pressure, it may suggest a strong and sustainable move. On the other hand, if the volume is relatively low or evenly distributed, the breakout may be less reliable. By using Volatility Footprint to confirm breakouts, traders can make more informed decisions about whether to enter or exit a trade, or to adjust their position size. 4. Detecting Imbalances and Potential Reversals: Imbalances between buying and selling pressure at specific price levels can often precede significant market moves or reversals. Volatility Footprint makes it easy for traders to spot these imbalances visually. For instance, if a trader observes a price level with a significantly larger number of sell boxes compared to buy boxes, it may indicate a potential exhaustion point for a bullish trend, and a reversal might be imminent. Traders can use this information in conjunction with other technical analysis tools, such as trendlines, moving averages, or momentum oscillators, to identify high-probability trading opportunities. 5. Adapting to Market Conditions: One of the key strengths of Volatility Footprint is its ability to dynamically adapt to the unique volatility characteristics of different instruments and timeframes. This adaptability ensures that the indicator remains relevant and informative across a wide range of market conditions. Traders can use Volatility Footprint to gauge the relative volatility and volume of a particular instrument or timeframe, and adjust their trading approach accordingly. For example, in a highly volatile market, traders may opt for wider stop-loss levels and smaller position sizes to account for the increased risk. Incorporating Volatility Footprint into a trading strategy requires a combination of technical analysis, market understanding, and risk management. Traders should use this indicator as part of a comprehensive approach, combining it with other forms of analysis, such as price action, key levels, and technical indicators. By doing so, traders can gain a more complete picture of market dynamics and make better-informed trading decisions. It's important to note that while Volatility Footprint provides valuable insights, it should not be relied upon as a standalone trading signal. Traders should always consider the broader market context, their risk tolerance, and their overall trading plan when making decisions based on the information provided by this indicator. In conclusion, Volatility Footprint offers traders a dynamic and visually intuitive way to analyze market structure, volume, and order flow. By identifying key levels, assessing market sentiment, confirming breakouts, detecting imbalances, and adapting to market conditions, traders can leverage this powerful tool to make more informed and confident trading decisions. As with any technical analysis tool, Volatility Footprint should be used in conjunction with sound risk management principles and a well-defined trading strategy to maximize its effectiveness.
Pine Script®指標
由TerminalChillness提供
6
Key Levels Suite - By LeviathanThis is a comprehensive script, designed to display over 100 key price levels across multiple dimensions, including volume profile levels, HTF levels, VWAPs, SMAs/EMAs, market session levels, day of week levels and more. The indicator offers high flexibility in features, settings and visual appearance. ● The script organizes levels into six main categories: Higher Timeframe (HTF) Levels - Current and/or previous period: Open, High, Low, and Midpoint for Daily, Weekly, Monthly, Quarterly, and Yearly timeframes (eg. levels for current weekly high/low and previous weekly high/low). - These levels provide a clear structure for identifying key support and resistance zones. Traders often use HTF levels to anticipate price reactions, such as bounces or rejections, at major highs and lows. For example, a price nearing the weekly high could signal an area of resistance. VWAP Levels - Current and/or previous period: VWAP and upper/lower standard deviations for Daily, Weekly, Monthly, Quarterly, and Yearly timeframes (eg. levels for current daily VWAP and previous weekly VWAP). - VWAP levels give traders insight into whether the current price is above or below the fair market value for a given period. It’s often used as a reference point for trend direction or S/R. If the price remains above VWAP, the trend may be seen as bullish, while breaks below VWAP can suggest a shift toward bearish sentiment. Standard deviations help identify areas where the price may be overextended, offering opportunities for mean reversion trades. Moving Average Levels - EMA and SMA for three customizable lengths (eg. levels for 200 EMA, 50 EMA and 100 SMA). - These levels act as dynamic support and resistance lines that adjust with price movement. Traders use them to confirm trend direction and watch for reactions around these levels, particularly in trending markets. For example, when the price pulls back to a 200 EMA, it could present an opportunity to enter a trade in line with the prevailing trend. Volume Profile Levels - Current and previous: Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL) for Daily, Weekly, Monthly, Quarterly, and Yearly timeframes (eg. levels for current day POC and previous day POC). - Volume Profile levels highlight price areas where significant trading occurred. The POC indicates the price where the most volume was traded and can act as a strong magnet for price. VAH and VAL mark the boundaries of value areas, making them excellent spots for breakout or mean reversion trades. Traders look for price reactions around these zones to either join or fade moves. Market Session Levels - Current and previous: Open, high, low, and midpoint for three user-defined sessions, with default being Tokyo, London, and New York (eg. levels for current New York session open and previous New York session high and low). - Session levels allow traders to track how price behaves across different global market sessions. For instance, the New York open often brings increased liquidity and volatility. Traders often use these levels to anticipate sharp moves or continuations, especially after session highs and lows are broken, signaling shifts in market momentum. Day of Week Levels - Open, high, low, and midpoint for Monday through Sunday (eg. levels for Monday's high and low and Tuesday open). - These levels help traders identify recurring intraday or intraweek price behaviors. For example, highs or lows established earlier in the week can serve as benchmarks for breakouts or retracements later on. Monday’s open or Friday’s high/low often reflect market sentiment going into or out of the weekend, providing valuable clues for planning trades. ● About the script I published this script because it was heavily requested by my Tradingview followers who wanted a clean and feature-rich indicator that can display various levels they use in their analysis. The indicator can display levels that are not available in other similar public scripts and makes sure to calculate and load calculation-intensive levels (like volume profile levels, higher timeframe vwap levels, etc) as fast and efficiently as possible. It is one of the only scripts I've published that is not open source. The code is protected because it includes some proprietary calculations (eg: for POC/VAH/VAL), that I don't wish to open source, but I still want to publish a heavily requested script in a public and free format. ● How to use the script 1. Add the script to your chart Start by adding the script to your chart like any other indicator. 2. Open the indicator settings Click the settings icon to access all customization options. 3. Select which level groups to display In the "Controls" section, choose which groups of levels (HTF, VWAP, Moving Averages, etc.) you want displayed. This allows you to quickly toggle between different sets of levels depending on your analysis needs, without overcrowding the chart. 4. Adjust group-specific settings Scroll down to access detailed settings for each group. For any group, you can choose: - The relevant time parameter (e.g., Daily, Weekly, Monthly, etc for HTF/VWAP/Volume Profile levels, length for Moving Average levels, day for Day of Week Levels, etc). - Specific levels to display (e.g., Open/High/Low/Midpoint for HTF, VWAP, Day of Week, Session levels and POC/VAH/VAL for Volume Profile levels). - For applicable groups, you can also toggle previous period levels by selecting them from the row starting with the "↳" icon. 5. Customize visual appearance In the "Appearance" section, you have full control over how the levels and labels look. You can: - Choose what details appear in the labels (e.g., level name, price, or percentage distance from current price). - Pick from different line types, line style (solid, dashed, dotted), adjust line width, and manage the length of the lines using "Offset Right" and "Offset Left" settings. - Modify font, label size, and color options. If multiple levels overlap at the same price, use the “Merge Levels” option to combine them into one, reducing visual clutter. 6. Customize level names to your preference In the "Labels" section, you can rename any parameter to match your preferred abbreviations (e.g., change “Weekly Open” to “wO” or any other shorthand that works for you). ● Key Features: - Display various different important levels, all in one indicator - Seamless control of which group of levels / specific level to display - Choose from various line and label styles to display levels. - Labels can show the level's title (customizable abbreviations), price, and percentage distance from the current price. - Merge nearby levels to reduce chart clutter, either for identical levels or those within a user-defined percentage range. - Fully customizable visual appearance of levels to suit individual preferences.
Pine Script®指標
由LeviathanCapital提供
64
AMT Institutional Model v2What This Indicator Does This indicator implements Fabio Valentini's Auction Market Theory (AMT) model — the same framework used by a verified World Cup Trading Championship competitor who achieved 218% audited returns in a single competition year. The core principle is simple: The market is an auction. It moves between two states — Balance (choppy, no edge) and Imbalance (trending, tradeable). Most traders lose because they trade inside balance. This indicator tells you when to sit out and when conditions are aligned for entry. It is a MODEL, not a strategy. It does not give buy/sell signals. It gives you the 3 conditions Valentini requires before any trade, and visually shows you when all 3 align. The 3 Conditions (ALL Must Be True Before Entry) Valentini's rule: "If even one is missing, you stay flat." #ConditionWhat the indicator shows1Market State — Is the market OUT of balance?Background color: Yellow = Balance (DO NOT TRADE). Blue/Red = Imbalance (OK to look)2Location — Is price at a meaningful level?LVN lines (magenta), Support/Resistance (green/red dashes), HVN (yellow), POC (orange)3Aggression — Are large participants executing?Blue circles below bar = Buyer aggression. Red circles above bar = Seller aggression When all 3 align, a green diamond (bull) or red diamond (bear) appears. This is the confluence signal — the premium setup. How To Read The Chart — Step by Step STEP 1 — Check the Balance Box (yellow dashed rectangle) This is the Value Area where 70% of volume was traded. Think of it as a "no-fly zone." Price INSIDE the box → Info table says "Inside VA - Skip" → Do nothing Price OUTSIDE the box → Now you can start looking for setups Valentini: "Market is usually in balance. That is why traders take a streak of stop-losses." The Balance Box keeps you out of the chop. STEP 2 — Check the Background Color 🟡 Yellow tint = Balance. Market is compressed. Stay flat. 🔵 Blue tint = Imbalance Bullish. Trend is up. Look for longs only. 🔴 Red tint = Imbalance Bearish. Trend is down. Look for shorts only. You need BOTH: price outside the Balance Box AND background showing Imbalance. STEP 3 — Find Your Level Look for price approaching one of these levels: LVN (magenta dashed) — Low Volume Nodes. Price rejected here before and will likely react again. These are Valentini's primary entry zones. When price revisits an LVN, it either rips through (continuation) or bounces (reversal). Wait for aggression to confirm which one. HVN (yellow solid) — High Volume Nodes. Price accepted here = consolidation zones. Good for targets, not entries. POC (orange thick) — Point of Control. Highest volume price = "fair value." Strong magnet. Good for mean-reversion targets. 30m S/R (green/red dashed) — Auction pivot structure from the 30-minute timeframe. Weekly/Daily/4H levels — Institutional reference levels. Confluence of multiple levels = stronger zone. Fibonacci levels — Labeled with source timeframe (D = Daily, W = Weekly) so you always know where the level comes from. STEP 4 — Wait for Aggression Do NOT enter just because price is at a level. Wait for the circles (bubbles): 🔵 Blue circle below bar = Buyer aggression (volume spike + bullish close) 🔴 Red circle above bar = Seller aggression (volume spike + bearish close) Circle size = intensity (small → normal → large = 2x → 3.5x → 5x+ volume) Valentini: "When there is direction, location, and aggression — your ability to READ is 100%." Entry Checklist (Long Example) ✅ Background is blue (Imbalance Bullish) ✅ Price is outside the Balance Box (above VAH or pulled back below VAL) ✅ Price is at or near an LVN, Support level, or Fibonacci level ✅ A blue circle appears below the bar (buyer aggression confirmed) ✅ 30-min trend line is blue (uptrend structure) Enter long. Stop below the LVN / support level. For shorts, mirror everything: red background, near resistance/LVN, red circle above bar, red trend line. Exit Rules Exit TypeWhenPrimary targetThe POC (orange line). Valentini: "Target the previous balance POC — 70% of the time, price reverses from it."Secondary targetThe next HVN (yellow line). Price tends to slow down and consolidate at HVNs. Take partial profits here.Structural targetThe next major Weekly/Daily level or Fibonacci level in the direction of your trade.Failed auction exitIf you're long and an X cross appears above your bar — this means aggressive buyers failed. The sellers won. Close immediately.Re-entry of Balance BoxIf price re-enters the Value Area after breaking out, the breakout may have failed. Tighten stop or exit. This is Valentini's Mean Reversion Model — the snap-back.Opposite aggressionLarge red circles appearing in your long trade = institutional selling. Reduce size or exit. What Each Module Does Module A — 30-Min Trend (blue/red step-line) Auction-based trend structure from 30-minute Higher-Highs/Higher-Lows. Not a moving average — this is structural. Module B — 30-Min S/R (green/red dashed) Pivot-based support and resistance from 30-minute auction structure. Sensitivity setting controls how many levels appear. Module C — Aggression Bubbles (circles + X crosses) Volume spike detection with directional body filter. 3 size tiers. X crosses mark failed auctions — when aggression fails and price reverses. Module D — MTF Levels (colored horizontal lines) Weekly, Daily, 4H, Hourly OHLC levels + Daily/Weekly Fibonacci retracements (labeled with source TF) + 20/50 SMA + Psychological round numbers. All line colors and widths fully customizable. Module E — Balance/Imbalance (background color) ATR compression ratio detects whether market is ranging or trending. Yellow = stay out. Blue/Red = conditions forming. Module F — Volume Profile (HVN/LVN/POC/Balance Box) Bin-based volume distribution over configurable lookback. Same methodology as ATAS, Sierra Chart, and TradingView's own SVP. Draws the Value Area box (skip trades inside), POC, and all significant volume nodes. Settings Guide Sensitivity — The single most important setting. Low = Strict. Fewer levels, fewer bubbles, only the strongest signals. For experienced traders who want a clean chart. Medium = Balanced. Recommended default. High = Sensitive. More signals, catches weaker setups. Good for learning or scalping. Futures vs ETF — Futures (NQ/ES/YM) have concentrated RTH volume so lower multipliers work. ETFs (SPY/QQQ) need higher thresholds to filter dark-pool noise. Label Mode — "Detailed" for learning, "Short" for clean charts once you know the levels. Label Size — Auto/Tiny/Small/Normal/Large. All labels respect this setting. Important Limitations ⚠️ No true order flow. TradingView does not provide tick-by-tick data, DOM, or executed vs. limit order differentiation. Aggression bubbles are a volume-spike proxy, not true order flow. For real order flow, use platforms like Bookmap, ATAS, or Sierra Chart alongside this indicator. ⚠️ Volume profile is approximated. Each bar's volume is proportionally distributed across its price range. Real volume-at-price requires tick data. This is the standard approximation used by all Pine Script volume profile implementations. ⚠️ This is a model, not a strategy. It shows conditions. You make the decision. No indicator replaces screen time and discretion. Alerts Available (12 total, all configurable ON/OFF) Bull Confluence | Bear Confluence | Failed Buy Auction | Failed Sell Auction | Huge Buy Volume (5x+) | Huge Sell Volume (5x+) | Balance/Imbalance Shift | 30-Min Trend Change | Any Aggression | Price at Key Level | Price Exits Value Area | Price at POC Built for NQ/ES futures day trading. Works on any liquid instrument with volume data. Not financial advice.
Pine Script®指標
由Fu3k_8提供
CRT Market Structure Toolkit v4 ALEXCRT Market Structure Toolkit v4 — Developer Overview CRT Market Structure Toolkit v4 is a public, protected TradingView indicator designed for discretionary traders who focus on market structure, liquidity, session behavior, and higher-timeframe (HTF) context. The script combines multiple widely known institutional trading concepts into a single, highly configurable overlay. It is intended to provide context and structural insight, not automated trading signals. All logic is implemented in a protected format to prevent source-code access, while remaining fully usable as a public analysis tool. Core Features 1. Previous Day High / Low (PDH / PDL) — Original Logic Full 24-hour New York session tracking. Dynamically records the true daily high and low. Levels extend in real time until a liquidity sweep occurs. Once swept: Line style switches to dashed. Level freezes permanently. Optional clean labels that follow price until mitigation. Configurable history depth. PDH / PDL calculation, sweep detection, level freezing, and labeling behavior are original implementations. 2. HTF High / Low Sweep Levels — Original Logic Tracks High / Low of any user-defined higher timeframe (default: 4H). Levels extend forward and freeze after being swept. Optional dynamically positioned labels. Independent history controls. HTF sweep logic and level lifecycle management are original to this script. 3. Fair Value Gaps (FVG) & Balanced Price Range (BPR) Detection of bullish and bearish Fair Value Gaps using classic three-candle displacement logic. Configurable filters: Lookback window Minimum gap size Mitigation models (full, partial, or none) Automatically highlights the nearest active FVG relative to price. Marks Balanced Price Ranges (BPR) where bullish and bearish gaps overlap. Credits / Inspiration Fair Value Gap (FVG) and Balanced Price Range (BPR) concepts commonly used in institutional and ICT-style market structure methodologies. 4. Killzones (Sessions) Time-based session boxes with dynamic high/low expansion. Custom session times and colors. Designed to integrate cleanly with PDH and HTF levels. Credits / Inspiration Killzone session concepts (Asia, London, New York). 5. Multi-Session Framework & Volume Profile Up to six configurable global trading sessions. Each session supports: Visual box / area / line rendering Session high and low Optional Volume Profile Volume Profile includes: Point of Control (POC) Value Area High / Low (VAH / VAL) Low Volume Nodes (LVN) Optional session status table (open / closed). Credits / Inspiration Session profiling and Market Profile / Volume Profile theory. 6. Auto Fibonacci Retracement Automatic Fibonacci projection based on ZigZag pivots. Dynamic deviation using ATR. Supports extensions, custom levels, labels, and background fills. Credits Uses TradingView’s official ZigZag library (TradingView/ZigZag). 7. Opening Gaps (NWOG / NDOG) New Week Opening Gap (NWOG) New Day Opening Gap (NDOG) Optional Consequent Encroachment (CE) and midpoint logic. Historical gap management with cleanup routines. Credits Opening gap and consequent encroachment concepts used in institutional price delivery models. 8. HTF Candle Overlay (Advanced) Higher timeframe candle reconstruction on lower timeframe charts. Supports: Multiple HTFs Liquidity sweeps Midpoints FVGs and volume imbalances HTF timers and bias filtering Credits / Inspiration Higher timeframe candle overlay and liquidity-based market structure methodologies. 9. SMT Divergence Detection of Smart Money Technique (SMT) divergence between correlated instruments. Pivot-based relative strength and weakness comparison. Visual marking of bullish and bearish SMT conditions. Credits SMT divergence concept (inter-market analysis). Design Philosophy No trade signals. No execution automation. No repainting logic for decision levels. State-aware drawings with controlled lifecycle management. Built for discretionary traders prioritizing: Market structure Liquidity behavior Higher timeframe bias Session context Usage, Visibility & Protection Data Source & Instrument Note Higher timeframe ranges (such as 4H highs and lows) may differ between futures and CFD instruments due to differences in data sources, session times, and candle construction. This indicator calculates all levels based strictly on the selected symbol and its native data feed. Users should be aware that HTF ranges and sweep behavior may not align perfectly across different instrument types, even when tracking the same underlying market. This indicator is published as Public with Protected source code. The script is fully usable by the public on TradingView charts. Source code access, copying, modification, or derivative redistribution is not permitted. The script is provided for personal, educational, and analytical use only. It is not intended for commercial redistribution, resale, or inclusion in paid products or services. Intellectual Property & Credits PDH / PDL and HTF sweep systems are original implementations owned by the author. Other components represent integrations or adaptations of publicly known trading concepts, credited at a conceptual level. The script is built using original code and publicly documented methodologies only. It does not contain or reuse any private, paid, or proprietary indicators or scripts. Disclaimer This script does not constitute financial advice and does not provide trade signals. Trading involves risk. Users are solely responsible for their trading decisions and risk management. Best settings for personal use : imgur.com
Pine Script®指標
由damieanalexandru提供
1
LakyFx VWAP EMA RSI MFI (Multi-Ex Vol)Overview LakyFx VWAP EMA RSI (Multi-Exchange Volume) is a clean, all-in-one overlay for trend context + mean-reversion levels + confirmed reversal signals. It combines VWAP bands, an EMA ribbon, RSI & MFI divergence markers, liquidity sweep signals, a session Volume Profile, HTF Key Levels — and a compact Ichimoku Cloud trend-state table (no cloud plotted) for quick regime filtering. MFI can use Multi-Exchange Volume (spot + perp, auto-mapped per ticker) to make volume-aware signals more robust on crypto. Key Features VWAP + Bands (multi-anchor VWAP context with optional bands for dynamic support/resistance & mean-reversion zones) EMA Ribbon (6x) for structure + confluence with VWAP/levels PVSRA Candles (volume-tier candle coloring for participation/intensity) Session Volume Profile (VRVP-like session profile modes) Key Levels (HTF) : Daily Open, Monday Range (High/Low + optional Mid), Weekly Open (+ optional prev High/Low/Mid), Monthly Open (+ optional prev High/Low/Mid), Yearly Open (+ optional current High/Low/Mid) Signals & Markers : rejection + volume climax, liquidity sweeps, RSI divergence (diamonds), MFI divergence (squares) Ichimoku Cloud Status (Table) : 7-state trend classification (Strong Bull / Bull / Bullish Early / Neutral / Bearish Early / Bear / Strong Bear) without drawing the cloud Legend (Table) explaining on-chart symbols Multi-Exchange Volume (for MFI) On crypto, MFI can aggregate volume from up to 10 markets (spot + perp across major exchanges) and automatically adapts when you switch tickers. A small table can show how many sources are currently active (e.g., 9/10) so you can verify data availability. Alerts (confirmed bar close) Alert triggers are available for the main on-chart symbols (e.g., triangles/circles/diamonds/squares, liquidity sweeps). Alerts are designed to trigger on confirmed bars (bar close) to reduce false notifications. How to use (quick guide) Use VWAP + EMA as your map: trend bias, pullbacks, and mean-reversion zones. Treat RSI/MFI divergences as timing tools — strongest near VWAP bands, EMA confluence, and Key Levels. Use Ichimoku Cloud status as a regime filter (trend vs neutral/chop) without cluttering the chart. Keywords : VWAP, VWAP Bands, EMA Ribbon, RSI Divergence, MFI Divergence, Multi-Exchange Volume, Liquidity Sweep, PVSRA, Volume Profile, Key Levels, Ichimoku Cloud. Disclaimer This indicator is for educational/analytical purposes only and is not financial advice. Always manage risk.
Pine Script®指標
由LakyFx提供
BK AK-Ghost Ladder⚔️ BK AK–Ghost Ladder — FVG Zones + Scoring + POC + Role Flip ⚔️ Update / Record A previous version of this publication was hidden due to insufficient description. This republish is a complete, self-contained explanation of what the script does, how it works, and how to use it. What this indicator does Ghost Ladder detects Fair Value Gaps (FVGs), tracks them as living support/resistance zones, and adds context so you can prioritize which zones matter most right now (strength rating, confluence, volume profile/POC, breaks, and role flips). How zones are detected (FVG rule) Ghost Ladder uses a clean 3-bar gap definition with a size filter: Bullish FVG when low > high and the gap size exceeds your ATR / % threshold. Bearish FVG when high < low and the gap size exceeds your ATR / % threshold. It also supports timeframe-adaptive filters (different distance thresholds for <1H vs ≥1H). Zone lifecycle (how it manages them) Each zone is managed over time with controls for: Expiration (max age) + optional reset age on touch Overlap / proximity logic (prevent overlap, keep strongest near duplicates) Distance filters (hide zones too far from current price) Optional smart positioning: show all / hide wrong-side / auto role flip Strength score (0–100) + star rating Every zone receives a score based on measurable factors (not a prediction). Key contributors include: Relative volume vs average (optionally using lower-TF volume aggregation) Gap size vs ATR Pivot confluence + MTF confluence (optional) Session weighting (Asia/London/NY/Overlap) Optional extras: VWAP proximity, order block overlap, imbalance, fib alignment, clustering, and delta divergence flags The ★ rating is derived directly from the numeric score thresholds you set. In-zone Volume Profile + POC If enabled, the script builds a lower-timeframe volume profile inside each zone using bins: POC line (highest-volume price area within the zone) Optional volume sum Optional delta-style display based on relative bull/bear volume inside the zone Breaks, broken zones, and role reversal Zones can be marked broken when price violates the zone boundary using: Break confirmation bars Optional body-only break requirement After a break, Ghost Ladder can track role reversal (support ↔ resistance) with confirmation touches. Divergence / alerts (decision assistance) Optional real-time divergence checks when price is interacting with a zone: RSI divergence, OBV divergence, and weak ADX condition (configurable) Alerts include: Strong FVG events Divergence at zone touch Magnetic pull proximity (optional) How to use (simple workflow) Start with default filters on your main timeframe. Use min star rating to cut weak zones. Execute at zone edges, not mid-zone. Treat broken + confirmed role flip as higher priority than fresh untested gaps. Use POC + volume balance inside the zone to judge whether it’s being defended or vacated. If divergence fires at the boundary, treat it as a risk flag (wait for confirmation or reduce size). What makes it original This tool is not “just boxes”: it integrates zone lifecycle management + scoring + in-zone profile/POC + break/role logic into one coherent decision framework with configurable filters, rather than standalone drawings. 🙏 Respect + Seal All glory to G-d — the true source of wisdom and endurance. Respect to AK — discipline, patience, and clarity. 📜 Solomon’s Boundary “Do not remove the ancient boundary stone.” Ghost Ladder is built to mark boundaries that price must respect, break, or reclaim. ⚔️ BK AK-Ghost Ladder — Map the rungs. Respect the boundary. Execute with discipline. May Gd bless your vision, your patience, and every decision you make at the edge. 🙏
Pine Script®指標
由Ki11a_B提供
Smart Money Flow Cloud [BOSWaves]Smart Money Flow Cloud - Volume-Weighted Trend Detection with Adaptive Volatility Bands Overview Smart Money Flow Cloud is a volume flow-aware trend detection system that identifies directional market regimes through money flow analysis, constructing adaptive volatility bands that expand and contract based on institutional pressure intensity. Instead of relying on traditional moving average crossovers or fixed-width channels, trend direction, band width, and signal generation are determined through volume-weighted money flow calculation, nonlinear flow strength modulation, and volatility-adaptive band construction. This creates dynamic trend boundaries that reflect actual institutional buying and selling pressure rather than price momentum alone - tightening during periods of weak flow conviction, expanding during strong directional moves, and incorporating flow strength statistics to reveal whether regimes formed under accumulation or distribution conditions. Price is therefore evaluated relative to adaptive bands anchored at a flow-informed baseline rather than conventional trend-following indicators. Conceptual Framework Smart Money Flow Cloud is founded on the principle that sustainable trends emerge where volume-weighted money flow confirms directional price movement rather than where price alone creates patterns. Traditional trend indicators identify regime changes through price crossovers or slope analysis, which often ignore the underlying volume dynamics that validate or contradict those movements.This framework replaces price-centric logic with flow-driven regime detection informed by actual buying and selling volume. Three core principles guide the design: Trend direction should correspond to volume-weighted flow dominance, not price movement alone. Band width must adapt dynamically to current flow strength and volatility conditions. Flow intensity context reveals whether regimes formed under conviction or uncertainty. This shifts trend analysis from static moving averages into adaptive, flow-anchored regime boundaries. Theoretical Foundation The indicator combines adaptive baseline smoothing, close location value (CLV) methodology, volume-weighted flow tracking, and nonlinear strength amplification. A smoothed trend baseline (EMA or ALMA) establishes the core directional reference, while close location value measures where price settled within each bar's range. Volume weighting applies directional magnitude to flow calculation, which accumulates into a normalized money flow ratio. Flow strength undergoes nonlinear power transformation to amplify strong conviction periods and dampen weak flow environments. Average True Range (ATR) provides volatility-responsive band sizing, with final width determined by the interaction between base volatility and flow-modulated multipliers. Four internal systems operate in tandem: Adaptive Baseline Engine : Computes smoothed trend reference using either EMA or ALMA methodology with configurable secondary smoothing. Money Flow Calculation System : Measures volume-weighted directional pressure through CLV analysis and ratio normalization. Nonlinear Flow Strength Modulation : Applies power transformation to flow intensity, creating dynamic sensitivity scaling. Volatility-Adaptive Band Construction : Scales band width using ATR measurement combined with flow-strength multipliers that range from minimum (calm) to maximum (strong flow) expansion. This design allows bands to reflect actual institutional behavior rather than reacting mechanically to price volatility alone. How It Works Smart Money Flow Cloud evaluates price through a sequence of flow-aware processes: Close Location Value (CLV) Calculation : Each bar's closing position within its high-low range is measured, creating a directional bias indicator ranging from -1 (closed at low) to +1 (closed at high). Volume-Weighted Flow Tracking : CLV is multiplied by bar volume, then accumulated and normalized over a configurable flow window to produce a money flow ratio between -1 and +1. Flow Smoothing and Strength Extraction : The raw money flow ratio undergoes optional smoothing, then nonlinear power transformation to amplify strong flow periods and compress weak flow environments. Adaptive Baseline Construction : Price (both open and close) is smoothed using either EMA or ALMA methodology with optional secondary smoothing to create a stable trend reference. Dynamic Band Sizing : ATR measurement is multiplied by a flow-strength-modulated factor that interpolates between minimum (tight) and maximum (wide) multipliers based on current flow conviction. Regime Detection and Visualization : Price crossing above the upper band triggers bullish regime, crossing below the lower band triggers bearish regime. The baseline cloud visualizes open-close relationship within the current trend. Retest Signal Generation : Price touching the baseline from within an established regime generates retest signals with configurable cooldown periods to prevent noise. Together, these elements form a continuously updating trend framework anchored in volume flow reality. Interpretation Smart Money Flow Cloud should be interpreted as flow-confirmed trend boundaries: Bullish Regime (Blue) : Activated when price crosses above the upper adaptive band, indicating volume-confirmed buying pressure exceeding volatility-adjusted resistance. Bearish Regime (Red) : Established when price crosses below the lower adaptive band, identifying volume-confirmed selling pressure breaking volatility-adjusted support. Baseline Cloud : The gap between smoothed open and smoothed close within the baseline visualizes intrabar directional bias - wider clouds indicate stronger intrabar momentum. Adaptive Band Width : Reflects combined volatility and flow strength - wider bands during high-conviction institutional activity, tighter bands during consolidation or weak flow periods. Buy/Sell Labels : Appear at regime switches when price crosses from one band to the other, marking potential trend inception points. Retest Signals (✦) : Diamond markers indicate price touching the baseline within an established regime, often occurring during healthy pullbacks in trending markets. Trend Strength Gauge : Visual meter displays current regime strength as a percentage, calculated from price position within the active band relative to baseline. Background Gradient : Optional coloring intensity reflects flow strength magnitude, darkening during high-conviction periods. Flow strength, band width adaptation, and baseline relationship outweigh isolated price fluctuations. Signal Logic & Visual Cues Smart Money Flow Cloud presents three primary interaction signals: Regime Switch - Buy : Blue "Buy" label appears when price crosses above the upper band after previously being in a bearish regime, suggesting volume-confirmed bullish transition. Regime Switch - Sell : Red "Sell" label displays when price crosses below the lower band after previously being in a bullish regime, indicating volume-confirmed bearish transition. Trend Retest : Diamond (✦) markers appear when price touches the baseline within an established regime, with configurable cooldown periods to filter noise. Alert generation covers regime switches and retest events for systematic monitoring. Strategy Integration Smart Money Flow Cloud fits within volume-informed and institutional flow trading approaches: Flow-Confirmed Entry : Use regime switches as primary trend inception signals where volume validates directional breakouts. Retest-Based Refinement : Enter on baseline retest signals within established regimes for improved risk-reward positioning during pullbacks. Band Width Context : Expect wider price swings when bands expand (high flow strength), tighter ranges when bands contract (weak flow). Baseline Cloud Confirmation : Favor trades where baseline cloud width confirms intrabar momentum alignment with regime direction. Strength Gauge Filtering : Use trend strength percentage to gauge continuation probability - higher readings suggest stronger institutional conviction. Multi-Timeframe Regime Alignment : Apply higher-timeframe regime context to filter lower-timeframe entries, taking only setups aligned with dominant flow direction. Technical Implementation Details Core Engine : Configurable EMA or ALMA baseline with secondary smoothing Flow Model : Close Location Value (CLV) with volume weighting and ratio normalization Strength Transformation : Configurable power function for nonlinear flow amplification Band Construction : ATR-scaled width with flow-strength-interpolated multipliers Visualization : Dual-line baseline cloud with gradient fills, regime-colored bands, and embedded strength gauge Signal Logic : Band crossover detection with baseline retest identification and cooldown management Performance Profile : Optimized for real-time execution with minimal computational overhead Optimal Application Parameters Timeframe Guidance: 1 - 5 min : Micro-structure regime detection for scalping and intraday reversals 15 - 60 min : Intraday trend identification with flow-validated swings 4H - Daily : Swing and position-level regime analysis with institutional flow context Suggested Baseline Configuration: Trend Length : 34 Trend Engine : EMA Trend Smoothing : 3 Flow Window : 24 Flow Smoothing : 5 Flow Boost : 1.2 ATR Length : 14 Band Tightness (Calm) : 0.9 Band Expansion (Strong Flow) : 2.2 Reset Cooldown : 12 These suggested parameters should be used as a baseline; their effectiveness depends on the asset's volume profile, volatility characteristics, and preferred signal frequency, so fine-tuning is expected for optimal performance. Parameter Calibration Notes Use the following adjustments to refine behavior without altering the core logic: Bands too wide/frequent whipsaws : Reduce "Band Expansion (Strong Flow)" to limit maximum band width, or increase "Band Tightness (Calm)" to widen minimum bands and reduce noise sensitivity. Trend baseline too choppy : Increase "Trend Length" for smoother baseline, or increase "Trend Smoothing" for additional filtering. Flow readings unstable : Increase "Flow Smoothing" to reduce bar-to-bar noise in money flow calculation. Missing legitimate regime changes : Decrease "Trend Length" for faster baseline response, or reduce "Band Tightness (Calm)" for earlier breakout detection. Too many retest signals : Increase "Reset Cooldown" to space out retest markers, or disable retest signals entirely if not using pullback entries. Flow strength not responding : Increase "Flow Boost" (power factor) to amplify strong flow differentiation, or decrease "Flow Window" to emphasize recent volume activity. Prefer different smoothing characteristics : Switch "Trend Engine" to ALMA and adjust "ALMA Offset" (higher = more recent weighting) and "ALMA Sigma" (higher = smoother) for alternative baseline behavior. Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions. Performance Characteristics High Effectiveness: Markets with consistent volume participation and institutional flow Instruments where volume accurately reflects true liquidity and conviction Trending environments where flow confirms directional price movement Mean-reversion strategies using retest signals within established regimes Reduced Effectiveness: Extremely low volume environments where flow calculations become unreliable News-driven or gapped markets with discontinuous volume patterns Highly manipulated or thinly traded instruments with erratic volume distribution Ranging markets where price oscillates within bands without conviction Integration Guidelines Confluence : Combine with BOSWaves structure, order flow analysis, or traditional volume profile Flow Validation : Trust regime switches accompanied by strong flow readings and wide band expansion Context Awareness : Consider whether current market regime matches historical flow patterns Retest Discipline : Use baseline retest signals as confirmation within trends, not standalone entries Breach Management : Exit regime-aligned positions when price crosses opposing band with volume confirmation Disclaimer Smart Money Flow Cloud is a professional-grade volume flow and trend analysis tool. Results depend on market conditions, volume reliability, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates price structure, market context, and comprehensive risk management.
Pine Script®指標
由BOSWaves提供
6
Institutional PointOverview Institutional Point is a sophisticated data-mining indicator designed to identify and track "institutional footprints" by isolating the single candle with the highest volume relative to a specific time anchor. Unlike traditional volume profiles that aggregate data into price bins, this script pinpoints the exact temporal origin of massive liquidity injections. Core Methodology The script operates on a multi-timeframe analysis engine (MTF). It scans sub-chart data (2-minute or 15-minute intervals) to find the absolute maximum volume peak within a defined period. Once the "Institutional Point" is identified: Source Identification: The origin candle is highlighted in white, signaling a high-conviction entry or exit by large-scale market participants. Zone Projection: A borderless "Institutional Zone" is projected forward from the spike’s high/low range. Dynamic Interaction: The zone remains active until the price revisits the area (mitigation) or until the time-based expiration is reached. Anchor Modes & Precision 8-Hour Cycle: Optimized for high-frequency scalping. Anchors reset at 00:00, 08:00, and 16:00. Utilizes ultra-precise 2-minute volume detection. Daily Session: Designed for intraday and swing traders. Anchors to the Daily Open. Utilizes 2-minute volume detection to isolate precise institutional orders. Weekly Cycle: Built for identifying major structural pivots. Anchors to the Weekly Open. Utilizes 15-minute volume detection for macro-liquidity analysis. Key Features Naked Level Tracking: Zones automatically stop extending the moment they are "hit" by price action, providing a clean visual of unmitigated liquidity. Anti-Noise Filter: Automatically excludes Saturday and Sunday data to maintain statistical integrity across global markets. Minimalist Interface: High-contrast visual design focused on scannability and professional chart aesthetics. Use Cases Data Science & Backtesting: Ideal for measuring the "Z-Score" or "Percentile Distance" from institutional peaks. Supply & Demand Trading: Automated identification of the "Origin of the Move." Magnet Analysis: Tracking "Naked" volume spikes as high-probability magnets for future price mean reversion.
Pine Script®指標
由AlchimistOfCrypto提供
Delta Reaction Zones [BOSWaves]Delta Reaction Zones - Cumulative Delta-Based Supply and Demand Identification with Flow-Weighted Zone Construction Overview Delta Reaction Zones is a volume flow-aware supply and demand detection system that identifies price levels where significant buying or selling pressure accumulated, constructing adaptive zones around cumulative delta extremes with intelligent flow composition analysis. Instead of relying on traditional price-based support and resistance or fixed pivot structures, zone placement, thickness, and directional characterization are determined through delta accumulation patterns, volatility-adaptive sizing, and the proportional composition of positive versus negative volume flow. This creates dynamic reaction boundaries that reflect actual order flow imbalances rather than arbitrary price levels - contracting during low volatility environments, expanding during elevated volatility periods, and incorporating flow composition statistics to reveal whether zones formed under buying or selling dominance. Price is therefore evaluated relative to zones anchored at delta extremes rather than conventional technical levels. Conceptual Framework Delta Reaction Zones is founded on the principle that meaningful support and resistance emerge where cumulative volume flow reaches local extremes rather than where price alone forms patterns. Traditional support and resistance methods identify turning points through price structure, which often ignores the underlying order flow dynamics that drive those reversals. This framework replaces price-centric logic with delta-driven zone construction informed by actual buying and selling pressure. Three core principles guide the design: Zone placement should correspond to cumulative delta extremes, not price pivots alone. Zone thickness must adapt to current market volatility conditions. Flow composition context reveals whether zones formed under accumulation or distribution. This shifts supply and demand analysis from static price levels into adaptive, flow-anchored reaction boundaries. Theoretical Foundation The indicator combines delta proxy methodology, cumulative volume tracking, adaptive volatility measurement, and flow decomposition analysis. A signed volume delta proxy estimates directional order flow on each bar, which accumulates into a running cumulative delta series. Pivot detection identifies local extremes in either cumulative delta or its rate of change, marking levels where flow momentum reached inflection points. Average True Range (ATR) provides volatility-responsive zone sizing, while impulse window analysis decomposes recent flow into positive and negative components with percentage weighting. Four internal systems operate in tandem: Delta Accumulation Engine : Computes smoothed signed volume and maintains cumulative delta tracking for directional flow measurement. Pivot Detection System : Identifies significant turning points in cumulative delta or delta rate of change to anchor zone placement. Adaptive Zone Construction : Scales zone thickness dynamically using ATR-based volatility measurement around pivot anchors. Flow Composition Analysis : Calculates positive and negative flow percentages over a configurable impulse window to characterize zone formation context. This design allows zones to reflect actual order flow behavior rather than reacting mechanically to price formations. How It Works Delta Reaction Zones evaluates price through a sequence of flow-aware processes: Signed Volume Delta Calculation : Each bar's volume is directionally signed based on close-open relationship, creating a proxy for buying versus selling pressure. Cumulative Delta Tracking : Signed volume accumulates into a running total, revealing sustained directional flow over time. Pivot Identification : Local highs and lows in cumulative delta (or its rate of change) mark significant flow inflection points where zones anchor. Volatility-Adaptive Sizing : ATR multiplier determines zone half-width, automatically adjusting thickness to current market conditions. Flow Decomposition : Positive and negative volume components are separated and percentage-weighted over the impulse window to reveal dominant flow direction. Intelligent Zone Merging : Overlapping zones of the same type automatically merge into broader reaction areas, with flow statistics blended proportionally. Dynamic Extension and Visualization : Zones extend forward with gradient-filled composition segments showing buy versus sell flow proportions. Breach Detection and Cleanup : Zones invalidate automatically when price closes beyond their boundaries, maintaining chart clarity. Together, these elements form a continuously updating supply and demand framework anchored in order flow reality. Interpretation Delta Reaction Zones should be interpreted as flow-anchored supply and demand boundaries: Support Zones (Green) : Form at cumulative delta lows, marking levels where selling exhaustion or buying accumulation occurred. Resistance Zones (Red) : Establish at cumulative delta highs, identifying areas where buying exhaustion or selling distribution dominated. Flow Composition Segments : Visual gradient within each zone reveals the buy/sell flow proportion during zone formation. The upper segment (red tint) represents negative (selling) flow percentage while the lower segment (green tint) represents positive (buying) flow percentage. BUY FLOW / SELL FLOW / MIXED Labels : Indicate dominant flow character when one direction exceeds 60% of total impulse window activity. Net Delta Statistics : Display cumulative flow totals (Δ) alongside percentage breakdowns for immediate context. Zone Thickness : Reflects current volatility environment - wider zones in volatile conditions, tighter zones in calm markets. Zone Merging : Multiple nearby pivots consolidate into broader reaction areas, weighted by their respective flow magnitudes. Flow composition, volatility context, and delta magnitude outweigh isolated price reactions. Signal Logic & Visual Cues Delta Reaction Zones presents two primary interaction signals: Support Reclaim (RC) : Green label appears when price crosses back above a support zone's midline after trading below it, suggesting renewed buying interest. Resistance Re-enter (RE) : Red label displays when price crosses back below a resistance zone's midline after trading above it, indicating resumed selling pressure. Alert generation covers zone creation and midline reclaim/re-entry events for systematic monitoring. Strategy Integration Delta Reaction Zones fits within order flow-informed and supply/demand trading approaches: Flow-Anchored Entry Zones : Use zones as high-probability reaction areas where historical order flow imbalances occurred. Composition-Based Bias : Favor trades aligning with dominant flow character - long setups near zones formed under buying dominance, short setups near selling-dominated zones. Volatility-Aware Targeting : Expect wider reaction ranges when ATR expands zones, tighter ranges when ATR contracts them. Merge-Informed Conviction : Broader merged zones represent multiple flow inflection points, potentially offering stronger support/resistance. Midline Reclaim Validation : Use RC/RE signals as confirmation of zone respect rather than standalone entry triggers. Multi-Timeframe Flow Context : Apply higher-timeframe delta zones to inform lower-timeframe entry precision. Technical Implementation Details Core Engine : Signed volume delta proxy with EMA smoothing Accumulation Model : Persistent cumulative delta tracking with optional rate-of-change pivot detection Zone Construction : ATR-scaled thickness around pivot anchors Flow Analysis : Positive/negative decomposition over configurable impulse window Visualization : Gradient-filled zones with embedded flow statistics and percentage segments Signal Logic : Midline crossover detection with breach-based invalidation Merge System : Proximity-based consolidation with weighted flow blending Performance Profile : Optimized for real-time execution with configurable zone limits Optimal Application Parameters Timeframe Guidance: 1 - 5 min : Micro-structure flow zones for scalping and short-term reversals 15 - 60 min : Intraday supply/demand identification with flow context 4H - Daily : Swing-level reaction zones with macro flow characterization Suggested Baseline Configuration: Delta Smoothing Length : 3 Pivot Length : 12 Pivot Source : Cumulative Delta Impulse Window : 100 ATR Length : 14 ATR Multiplier : 0.35 (reduce for lower timeframes) Maximum Zones : 8 Merge Overlapping Zones : Enabled Merge Gap : 20 ticks These suggested parameters should be used as a baseline; their effectiveness depends on the asset's volume profile, tick structure, and preferred zone density, so fine-tuning is expected for optimal performance. Parameter Calibration Notes Use the following adjustments to refine behavior without altering the core logic: Zones appearing oversized : Reduce ATR Multiplier to tighten zone thickness, especially on lower timeframes. Excessive zone clutter : Increase Pivot Length to demand stronger delta extremes before zone creation. Unstable delta readings : Increase Delta Smoothing Length to reduce bar-to-bar noise in flow calculation. Missing significant levels : Decrease Pivot Length or switch Pivot Source to "Cumulative Delta RoC" for flow acceleration sensitivity. Flow percentages feel stale : Reduce Impulse Window Length to emphasize more recent buying/selling composition. Too many merged zones : Decrease Merge Gap (ticks) or disable merging to preserve individual pivot zones. Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions. Performance Characteristics High Effectiveness: Markets with consistent volume and order flow characteristics Instruments where delta proxy correlates well with actual tape reading Mean-reversion strategies targeting flow exhaustion zones Trend continuation entries at zones aligned with dominant flow direction Reduced Effectiveness: Extremely low volume environments where delta proxy becomes unreliable News-driven or gapped markets with discontinuous flow Highly manipulated or illiquid instruments with erratic volume patterns Integration Guidelines Confluence : Combine with BOSWaves structure, market profile, or traditional supply/demand analysis Flow Respect : Trust zones formed with strong net delta magnitude and clear flow dominance Context Awareness : Consider whether current market regime matches zone formation conditions Merge Recognition : Treat merged zones as higher-conviction areas due to multiple flow inflections Breach Discipline : Exit zone-based setups cleanly when price invalidates boundaries Disclaimer Delta Reaction Zones is a professional-grade order flow and supply/demand analysis tool. It uses a volume-based delta proxy that estimates directional pressure but does not access true order book data. Results depend on market conditions, volume reliability, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates price structure, volatility context, and comprehensive risk management.
Pine Script®指標
由BOSWaves提供
17
Harmonic Liquidity Waves [JOAT]Harmonic Liquidity Waves Overview Harmonic Liquidity Waves is an open-source oscillator indicator that combines multiple volume-based analysis techniques into a unified liquidity flow framework. It integrates VWAP calculations, Chaikin Money Flow (CMF), Money Flow Index (MFI), and Klinger Volume Oscillator (KVO) with custom harmonic wave calculations to provide a comprehensive view of volume dynamics and money flow. What This Indicator Does The indicator calculates and displays: Liquidity Flow - Volume-weighted price movement accumulated over a lookback period Harmonic Wave - Multi-depth smoothed oscillator derived from liquidity flow Chaikin Money Flow (CMF) - Classic accumulation/distribution indicator Money Flow Index (MFI) - Volume-weighted RSI showing buying/selling pressure Klinger Volume Oscillator (KVO) - Trend-volume relationship indicator Wave Interference - Combined constructive/destructive wave patterns Volume Profile POC - Point of Control from simplified volume distribution How It Works The core liquidity flow calculation tracks volume-weighted price changes: calculateLiquidityFlow(series float vol, series float price, simple int period) => float priceChange = ta.change(price) float volumeFlow = vol * math.sign(priceChange) // Accumulated over period using buffer array float avgFlow = flowSum / period avgFlow The harmonic oscillator applies multi-depth smoothing: harmonicOscillator(series float flow, simple int depth, simple int period) => float harmonic = 0.0 for i = 1 to depth float wave = ta.ema(flow, period * i) / i harmonic += wave harmonic / depth CMF measures accumulation/distribution using the Money Flow Multiplier: float mfm = ((close - low) - (high - close)) / (high - low) float mfv = mfm * vol float cmf = ta.sum(mfv, period) / ta.sum(vol, period) * 100 Signal Generation Liquidity shift signals occur when: Bullish Shift: Smoothed wave crosses above signal line Bearish Shift: Smoothed wave crosses below signal line Strong signals require volume indicator confirmation: Strong Bull: Bullish shift + CMF > 0 + MFI > 50 + KVO > 0 Strong Bear: Bearish shift + CMF < 0 + MFI < 50 + KVO < 0 Divergence detection compares price pivots with liquidity wave pivots to identify potential reversals. Dashboard Panel (Bottom-Right) Wave Strength - Normalized wave magnitude Volume Pressure - Current volume vs average percentage Flow Direction - BUYING or SELLING based on wave sign Histogram - Wave minus signal line value CMF - Chaikin Money Flow reading MFI - Money Flow Index value (0-100) KVO - Klinger oscillator value Vol Confluence - Combined volume indicator score Signal - Current actionable status Visual Elements Liquidity Wave - Main oscillator line Wave Signal - Smoothed signal line for crossover detection Wave Histogram - Difference between wave and signal Wave Interference - Area plot showing combined wave patterns CMF/KVO/MFI Lines - Individual volume indicator plots Divergence Labels - BULL DIV / BEAR DIV markers Shift Markers - Triangles for basic shifts, labels for strong shifts Input Parameters Wave Period (default: 21) - Base period for liquidity calculations Volume Weight (default: 1.5) - Multiplier for volume emphasis Harmonic Depth (default: 3) - Number of smoothing layers Smoothing (default: 3) - Final wave smoothing period Suggested Use Cases Identify accumulation/distribution phases using CMF and wave direction Confirm momentum with MFI overbought/oversold readings Watch for divergences between price and liquidity flow Use strong signals when multiple volume indicators align Timeframe Recommendations Best on 15m to Daily charts. Volume-based indicators require sufficient trading activity for meaningful readings. Limitations Volume data quality varies by exchange and instrument Divergence detection uses pivot-based lookback and may lag Volume Profile POC is simplified and not a full profile analysis Open-Source and Disclaimer This script is published as open-source under the Mozilla Public License 2.0 for educational purposes. It does not constitute financial advice. Past performance does not guarantee future results. Always use proper risk management. - Made with passion by officialjackofalltrades
Pine Script®指標
由officialjackofalltrades提供
Iridescent Liquidity Prism [JOAT]Iridescent Liquidity Prism | Peer Momentum HUD A multi-layered order-flow indicator that combines microstructure analysis, smart-money footprint detection, and intermarket momentum signals. The script uses dynamic color-shifting themes to visualize liquidity patterns, structure, and peer momentum data directly on the chart. There is so much to choose from inside the settings, if you think it's a mess on the chart it's because you have to personally customize it based on your needs... Core Functionality The indicator calculates and displays several analytical layers simultaneously: Order-Flow Imbalance (OFI): Calculates buy vs. sell volume pressure using volume-weighted price distribution within each bar. Uses an EMA filter (default: 55 periods) to smooth the signal. Values are normalized using standard deviation to identify significant imbalances. Smart Money Footprints: Detects accumulation and distribution zones by comparing volume rate of change (ROC) against price ROC. When volume ROC exceeds a threshold (default: 65%) and price ROC is positive, accumulation is detected. When volume ROC is high but price ROC is negative, distribution is detected. Fractal Structure Mapping: Identifies pivot highs and lows using a fractal detection algorithm (default: 5-bar period). Maintains a rolling window of recent structure points (default: 4 levels) and draws connecting lines to show trend structure. Fair Value Gap (FVG) Detection: Automatically detects price gaps where three consecutive candles create an imbalance. Bullish FVGs occur when the current low exceeds the high two bars ago. Bearish FVGs occur when the current high is below the low two bars ago. Gaps persist for a configurable duration (default: 320 bars) and fade when price fills the gap. Liquidity Void Detection: Identifies candles where the high-low range exceeds an ATR threshold (default: 1.7x ATR) while volume is below average (default: 65% of 20-bar average). These conditions suggest areas where liquidity may be thin. Price/Volume Divergence: Uses linear regression to detect when price trend direction disagrees with volume trend direction. A divergence alert appears when price is trending up while volume is trending down, or vice versa. Peer Momentum Heatmap (PMH): Calculates composite momentum scores for up to 6 symbols across 4 timeframes. Each score combines RSI (default: 14 periods) and StochRSI (default: 14 periods, 3-bar smooth) to create a momentum composite between -1 and +1. The highest absolute momentum score across all combinations is displayed in the HUD. Custom settings using Fractal Pivots, Skeleton Structure, Pulse Liquidity Voids, Bottom Colorful HeatMaps, and Iridescent Field. --- Visual Components Spectrum Aura Glow: ATR-weighted bands (default: 0.25x ATR) that expand and contract around price action, indicating volatility conditions. The thickness adapts to market volatility. Chromatic Flow Trail: A blended line combining EMA and WMA of price (default: 8-period EMA blended with WMA at 65% ratio). The trail uses gradient colors that shift based on a phase oscillator, creating an iridescent effect. Volume Heat Projection: Creates horizontal volume profile bands at price levels (default: 14 levels). Scans recent bars (default: 150 bars) to calculate volume concentration. Each level is colored based on its volume density relative to the maximum volume level. Structure Skeleton: Dashed lines connecting fractal pivot points. Uses two layers: a primary line (2-3px width) and an optional glow overlay (4-5px width) for enhanced visibility. Fractal Markers: Diamond shapes placed at pivot high and low points. Color-coded: primary color for highs, secondary color for lows. Iridescent Color Themes: Five color themes available: Iridescent (default), Pearlescent, Prismatic, ColorShift, and Metallic. Colors shift dynamically using a phase oscillator that cycles through the color spectrum based on bar index and a speed multiplier (default: 0.35). --- HUD Console Metrics The right-side HUD displays seven key metrics: Flow: Shows OFI status: ▲ FLOW BUY when normalized OFI exceeds imbalance threshold (default: 2.2), ▼ FLOW SELL when below -2.2, or ◆ FLOW BAL when balanced. Struct: Structure trend bias: ▲ STRUCT BULL when microtrend > 2, ▼ STRUCT BEAR when < -2, or ◆ STRUCT RANGE when neutral. Smart$: Institutional activity: ◈ ACCUM when smart money index = 1, ◈ DISTRIB when = -1, or ○ IDLE when inactive. Liquid: Liquidity state: ⚡ VOID when a liquidity void is detected, or ● NORMAL otherwise. Diverg: Divergence status: ⚠ ALERT when price/volume divergence detected, or ✓ CLEAR when aligned. PMH: Peer Momentum Heatmap status: Shows dominant timeframe and momentum score. Displays 🪩 for bull surge (above 0.55 threshold) or 🧨 for bear surge (below -0.55). FVG: Fair Value Gap status: Shows active gap count or CLEAR when no gaps exist. Displays GAP LONG when bullish gap detected, GAP SHORT when bearish gap detected. Pearlscent Color with Volume Heatmap. Parameters and Settings Microstructure Engine: Analysis Depth: 20-250 bars (default: 55) - Controls OFI smoothing period Liquidity Threshold ATR: 1.0-4.0 (default: 1.7) - Multiplier for void detection Imbalance Ratio: 1.5-6.0 (default: 2.2) - Standard deviations for OFI significance Smart Money Layer: Smart Money Window: 10-150 bars (default: 24) - Period for ROC calculations Accumulation Threshold: 40-95% (default: 65%) - Volume ROC threshold Structural Mapping: Fractal Pivot Period: 3-15 bars (default: 5) - Period for pivot detection Structure Memory: 2-8 levels (default: 4) - Number of structure points to track Volume Heat Projection: Heat Map Lookback: 60-400 bars (default: 150) - Bars to analyze for volume profile Heat Map Levels: 5-30 levels (default: 14) - Number of price level bands Heat Map Opacity: 40-100% (default: 92%) - Transparency of heat map boxes Heat Map Width Limit: 6-80 bars (default: 26) - Maximum width of heat map boxes Heat Map Visibility Threshold: 0.0-0.5 (default: 0.08) - Minimum density to display Iridescent Enhancements: Visual Theme: Iridescent, Pearlescent, Prismatic, ColorShift, or Metallic Color Shift Speed: 0.05-1.00 (default: 0.35) - Speed of color phase oscillation Aura Thickness (ATR): 0.05-1.0 (default: 0.25) - Multiplier for aura band width Chromatic Trail Length: 2-50 bars (default: 8) - Period for trail calculation Trail Blend Ratio: 0.1-0.95 (default: 0.65) - EMA/WMA blend percentage FVG Persistence: 50-600 bars (default: 320) - Bars to keep FVG boxes active Max Active FVG Boxes: 10-200 (default: 40) - Maximum boxes on chart FVG Base Opacity: 20-95% (default: 80%) - Transparency of FVG boxes Peer Momentum Heatmap: Peer Symbols: Comma-separated list of up to 6 symbols (e.g., "BTCUSD,ETHUSD") Peer Timeframes: Comma-separated list of up to 4 timeframes (default: "60,240,D") PMH RSI Length: 5-50 periods (default: 14) PMH StochRSI Length: 5-50 periods (default: 14) PMH StochRSI Smooth: 1-10 periods (default: 3) Super Momentum Threshold: 0.2-0.95 (default: 0.55) - Threshold for surge detection Clarity & Readability: Liquidity Void Opacity: 5-90% (default: 30%) Smart Money Footprint Opacity: 5-90% (default: 35%) HUD Background Opacity: 40-95% (default: 70%) Iridescent Field: Field Opacity: 20-100% (default: 86%) - Background color intensity Field Smooth Length: 10-200 bars (default: 34) - Smoothing for background gradient --- Alerts The indicator provides seven alert conditions: Liquidity Void Detected - Triggers when void conditions are met Strong Order Flow - Triggers when normalized OFI exceeds imbalance ratio Smart Money Activity - Triggers when accumulation or distribution detected Price/Volume Divergence - Triggers when divergence conditions occur Structure Shift - Triggers when structure polarity changes significantly PMH Bull Surge - Triggers when PMH exceeds positive threshold (if enabled) PMH Bear Surge - Triggers when PMH exceeds negative threshold (if enabled) Bull/Bear Prismatic FVG - Triggers when new FVG is detected (if FVG display enabled) --- Usage Considerations Performance may vary on lower timeframes due to the volume heat map calculations scanning multiple bars. Consider reducing heat map lookback or levels if experiencing slowdowns. The PMH feature requires data requests to other symbols/timeframes, which may impact performance. Limit the number of peer symbols and timeframes for optimal performance. FVG boxes automatically expire after the persistence period to prevent chart clutter. The maximum box limit (default: 40) prevents excessive memory usage. Color themes affect all visual elements. Choose a theme that provides good contrast with your chart background. The indicator is designed for overlay display. All visual elements are positioned relative to price action. Structure lines are drawn dynamically as new pivots form. On fast-moving markets, structure may update frequently. Volume calculations assume typical volume data availability. Symbols without volume may show incomplete data for volume-dependent features. --- Technical Notes Built on Pine Script v6 with dynamic request capability for PMH functionality. Uses exponential moving averages (EMA) and weighted moving averages (WMA) for trail calculations to balance responsiveness and smoothness. Volume profile calculation uses price level buckets. Higher levels provide finer granularity but require more computation. Iridescent color engine uses a phase oscillator with sine wave calculations for smooth color transitions. Box management includes automatic cleanup of expired boxes to maintain performance. All visual elements use color gradients and transparency for smooth blending with price action. --- Customization Examples Intraday Scalping Setup: Analysis Depth: 30 bars Heat Map Lookback: 100 bars FVG Persistence: 150 bars PMH Window: 15 bars Fast color shift speed: 0.5+ Macro Structure Tracking: Analysis Depth: 100+ bars Heat Map Lookback: 300+ bars FVG Persistence: 500+ bars Structure Memory: 6-8 levels Slower color shift speed: 0.2 --- Limitations Volume heat map calculations may be computationally intensive on lower timeframes with high lookback values. PMH requires valid symbol names and accessible timeframes. Invalid symbols or timeframes will return no data. FVG detection requires at least 3 bars of history. Early bars may not show FVG boxes. Structure lines connect points but do not predict future structure. They reflect historical pivot relationships. Color themes are aesthetic choices and do not affect calculation logic. The indicator does not provide trading signals. All visual elements are analytical tools that require interpretation in context of market conditions. Open Source This indicator is open source and available for modification and distribution. The code is published with Pine Script v6 compliance. Users are free to customize parameters, modify calculations, and adapt the visual elements to their trading needs. For questions, suggestions, or anything please talk to me in private messages or comments below! Would love to help! - officialjackofalltrades
Pine Script®指標
由officialjackofalltrades提供
1
Institutional VWAP Suite (Lite Compatible)The **Institutional VWAP Suite (Lite Compatible)** brings true institutional volume-weighted price analysis to every trader — even on TradingView Lite/Free accounts where standard VWAP tools are restricted. This script recreates the most important VWAP models used by banks, funds, and high-frequency desks, including: • **Daily VWAP** (exchange-accurate) • **Weekly VWAP** (manually accumulated) • **Monthly VWAP** (manually accumulated) • **Rolling Window VWAP** (array-based, fully Lite-compatible) All calculations avoid blocked functions like `ta.sum` or session-restricted VWAP calls. Everything is built manually from volume and price to ensure accuracy across all accounts and all markets. ### Features • Multi-timeframe VWAPs (Daily/Weekly/Monthly) • Manual Rolling VWAP with adjustable length • Optional VWAP bands (Lite-safe) • Clean visuals with color-coded levels • Optimized arrays for fast, stable performance • Free-tier compatible — no premium functions required This tool is designed for traders who want institutional structure, premium-level VWAP calculations, and consistent execution regardless of plan level. Perfect for scalpers, day traders, futures traders, and anyone who uses intraday volume profiles. ### Recommended Use • Map directional bias using Daily vs Weekly VWAP • Use Monthly VWAP for macro trend context • Track intraday mean reversion with Rolling VWAP • Use VWAP bands as dynamic support/resistance zones A simple, powerful, no-restrictions VWAP engine — built for everyone.
Pine Script®指標
由LawlessTrader提供
DTR Volume TrendDTR Volume Trend is a volume-based oscillator designed to measure trend strength, momentum shifts, and mean-reversion opportunities using volume-weighted price data. The indicator analyzes recent volume profiles, VWAP deviation, and smoothed signals to create a responsive oscillator that adapts to market conditions. Key Features: - Volume-weighted oscillator based on VWAP and volume distribution. - Mean reversion mode to detect when price deviates strongly from its volume-weighted average. - Adaptive midline that adjusts automatically to recent oscillator behavior. - Bull and bear zones that highlight potential exhaustion or reversal areas. - Fast and slow signal lines to show momentum changes through crossovers. - Optional bar coloring to highlight bullish or bearish conditions on the chart. How to Use: - When the oscillator is above the midline, momentum tends to be bullish. - When it is below the midline, momentum tends to be bearish. - Upper zones may indicate overbought or exhaustion levels. - Lower zones may indicate oversold or accumulation levels. - Crossovers between fast and slow signals can highlight early trend or momentum shifts. Best For: - Trend confirmation - Mean-reversion strategies - Identifying momentum changes - Spotting volume-driven extremes
Pine Script®指標
由Didogaz提供
Bassi's Consolidation Breakout — ULTIMATE PRO + VPOverview Bassi’s Consolidation Breakout — ULTIMATE PRO + VP is a professional-grade breakout detection system that combines price structure, volume confirmation, volatility compression, and custom volume profile logic. The indicator automatically detects compressed consolidation zones, confirms breakouts with multi-layer filters, and plots full trade setups including: Entry level Stop-loss TP1, TP2, TP3 (R:R based) Trend filters + MTF EMA Retest validation Volume Profile confirmation (POC / VAH / VAL) This is one of the most complete breakout frameworks for TradingView. 🔍 Core Concept The script detects tight consolidation boxes based on: Price range (% compression) Lookback period Minimum required bars Breakout above/below the box Once the consolidation ends, breakout signals fire only if they pass all filters. This focuses your trading on high-probability breakouts only. 🔥 Key Features 1️⃣ Automated Consolidation Box Detection Draws consolidation boxes dynamically Identifies tight range compression Supports advanced range logic for high accuracy 2️⃣ Smart Breakout + Retest Engine Breakouts and breakdowns require: Structure break Minimum breakout expansion (0.15%) Volume confirmation Trend (200 EMA) confirmation Optional retest validation Optional Volume Profile filter Each valid breakout prints a signal + full trade setup. 3️⃣ Custom Volume Profile Engine Fast and lightweight custom-built VP that calculates: POC (Point of Control) VAH (Value Area High) VAL (Value Area Low) These levels can optionally be used to filter weak breakouts. 4️⃣ Multi-Timeframe Trend Filter Uses 200 EMA from any selected higher timeframe Helps avoid counter-trend fakeouts Fully optional 5️⃣ Automatic Trade Setup Projection Each breakout generates: Stop-loss (ATR × multiplier) TP1 (R:R) TP2 (R:R) TP3 (optional) Clean signal labels Only keeps the last 2 signals to maintain clarity 6️⃣ Alerts Included Alerts fire instantly when a valid breakout occurs: “Bassi LONG + VP” “Bassi SHORT + VP” Alerts include ticker + entry price. 📘 Usage Guide & Trading Rules ✔ Recommended Trading Steps 1. Wait for a confirmed consolidation box Box must be narrow Must meet minimum bar requirement 2. Wait for a confirmed breakout signal Signal requires: Breakout above/below box Volume confirmation Trend & MTF confirmation if enabled Optional retest Optional VP filter (close outside VAH/VAL) 3. Follow the projected setup The script prints: Entry SL TP1 / TP2 / TP3 Target lines extend automatically. 📖 How to Use the Script (Trading Rules) 1️⃣ Long Entry Rules Enter Long when: Price breaks above trend confirmation level Momentum signal turns bullish Candle closes above trigger line Volatility filter is satisfied Exit Long: TP1/TP2/TP3 levels Reversal signal Trailing stop hit 2️⃣ Short Entry Rules Enter Short when: Price breaks below trend confirmation level Momentum signal turns bearish Candle closes below trigger line Volatility filter is satisfied Exit Short: TP1/TP2/TP3 levels Trend reversal Trailing stop hit ✔ Recommended Markets Crypto Forex Indices Futures Stocks Works on all timeframes from 1-minute to daily. ✔ Best Practice Avoid taking signals against HTF trend Prefer signals that break away from VAH/VAL Use TP1 to secure partial profits Move SL to breakeven after TP1 if desired Always follow personal risk management 👤 Author Created by: Mahdi Bassi Professional trader & systems designer Focused on structural, volume-based and volatility-based strategies. ⚠️ Disclaimer This script is for educational purposes only. No indicator can guarantee profits. Always use proper risk management and trade responsibly.
Pine Script®指標
由Mahdibas提供
Piku Pips📌 Piku Pips — Multi-Confluence Smart Signal System (EMA + Supertrend + Volume Profile + ATR Trailing + SR + RSI Climax Engine) Piku Pips is a complete multi-confluence trading system designed for scalpers, intraday traders, and swing traders who rely on precision entries and institutional-grade confirmation layers. This indicator combines trend, momentum, volatility, volume imbalance, structure breaks, smart money pivots, and exhaustion events—into a single unified charting system. It does NOT repaint, supports alerts, and works across all assets (crypto, forex, indices, stocks). 🔥 What Makes This Indicator Special? Piku Pips is built on stacked confluences instead of single-indicator signals. Each signal is only printed when multiple conditions align, significantly increasing accuracy and reducing noise. It includes: ✔ Trend Identification Fast & Slow EMA cross SuperTrend with custom ATR & factor Parabolic SAR for micro-trend confirmation ATR-based trailing stop engine (dual version for Buy & Sell) ✔ Momentum Confirmation RSI Midline model HH/LL structure detection Bull/Bear volume imbalance model ✔ Smart Volume Analysis Bullish vs Bearish VWMA volume Flat-volume filters RSI + Volume Spike + MFI exhaustion detection (Climax Module) ✔ Institutional Structure Mapping Dynamic Support & Resistance Automatic Zone Strength Ranking Breakout detection with zone coloring Pivot-based structure scanning ✔ Exhaustion + Divergence Engine (Climax Module) RSI / Stochastic RSI hybrid Macro trend smoothing (EMA/RMA/SMA/WMA selectable) High-precision RSI divergence detection (HH/LH and LL/HL) Volume spike detection Buy Climax (potential top) Sell Climax (potential bottom) This module acts like a “smart momentum brain” that identifies major reversals. 🎯 Signal Logic (Simplified) 🔹 Buy Signal (Green Triangle) Triggered when: Fast EMA crosses above Slow EMA Higher High structure forms RSI > midline or crosses above it Volume profile is bullish SuperTrend is bullish (direction < 0) 🔹 Sell Signal (Red Triangle) Triggered when: Fast EMA crosses below Slow EMA Lower Low structure forms RSI < midline or crosses below it Volume profile is bearish SuperTrend is bearish (direction > 0) 🔸 Secondary ATR Signals (Orange & Maroon) Uses Heikin-Ashi ATR trailing stop Detects micro-shifts in trend momentum Works excellent in scalping timeframes 🧠 Support & Resistance Engine The script builds dynamic SR zones based on: Pivot clustering Channel width filtering Strength scoring Automated sorting and plotting Zones: Red tint = Resistance Green tint = Support Gray tint = Neutral / In-Play Alerts trigger on clean SR breaks. ⚡ Climax Module (Exhaustion System) This system overlays major exhaustion points: 🔻 Buy Climax High-volume upward exhaustion → potential top. 🔺 Sell Climax High-volume downward exhaustion → potential bottom. 🔼 RSI Divergences Bullish divergence labeled "RSI⬆" Bearish divergence labeled "RSI⬇" Combined, these give early insight into possible reversals. 🛠 Inputs Overview 📌 Trend Inputs Fast EMA Length Slow EMA Length SuperTrend ATR + Factor SAR multipliers Buy/Sell ATR trailing stop parameters 📌 Momentum Inputs RSI length / midline Bull/Bear volume variance filter HH/LL confirmation 📌 Structure Inputs Pivot sensitivity Max SR Zones Loopback length Zone strength minimum 📌 Climax Module Inputs RSI / Stochastic lengths Smoothing method (EMA, SMA, RMA, WMA) Macro trend slope settings Pivot sensitivity for divergence Volume spike multiplier MFI thresholds Bull/Bear RSI levels 📈 How to Use Piku Pips Best Use-Cases: Scalping (1m–15m) Intraday (15m–1H) Swing trading (4H–1D) Crypto / Forex / Indices / Stocks Recommended Approach Trade in direction of EMA + Supertrend + Macro RSI regime. Enter when Piku Buy/Sell signal aligns with the trend. Use SR zones as targets or invalidation levels. Watch Climax signals for tops & bottoms. Use divergence signals for early reversals. 🔔 Alerts Included Buy Signal Sell Signal ATR Buy / Sell Buy Climax Sell Climax RSI Divergence (bullish & bearish) All-Signals alert ⚠️ Disclaimer This indicator is created for educational purposes only and does not constitute financial advice. Trading involves risk. Do your own research and backtesting before using any tool in live markets. Timeframe Fast EMA Slow EMA ATR Period Factor RSI Length Overbought/Oversold 5 Min 9 21 10 2 8 80 / 20 15 Min 10 25 10 2.5 10 75/25 1 Hour 20 50 14 3 12 70/30 4 Hour 21 50 14 3 14 70/30 1 Day 20 100 14 3.5 14 70/30 Please use this settings for accurate results
Pine Script®指標
由mythscripts提供
Malama's Heat MapOverview Malama's Heat Map is an overlay indicator that visualizes historical liquidity as a dynamic heatmap aligned with the price chart, using volume as a proxy to map activity across time (X-axis) and price levels (Y-axis). It constructs a grid of up to 5000 cells via a matrix, distributing bar volume into discrete price bins to highlight concentration zones, creating a color-graded visualization from cool (low activity) to hot (high liquidity). This aids in identifying "Type II" fair value areas, support/resistance from past volume clusters, or potential imbalances without order book access. Built for v6 compatibility with efficiency in mind—computations run solely on the last bar, includes object limit enforcement, and offers two intra-bar volume distribution methods for flexible approximation. Core Mechanics The indicator generates a trailing heatmap through binning, accumulation, and box-based rendering: Grid Setup: Configurable lookback (bars back, default 100) sets horizontal time span; bins (price divisions, default 50) define vertical resolution, limited to 5000 total cells to prevent errors. Bin height dynamically = max(mintick, (lookback high - low) / bins). Y-Axis Stabilization: Anchors boundaries to the prior bar's high/low (if available) for a flicker-free view during live bar updates. All historical bar data (high/low/close/volume) is clipped to these bounds. Volume Distribution Proxy: Even: Divides bar volume equally across spanned bins (straightforward uniform spread). POC Weighted (Inverse): Treats bar close as POC proxy; applies inverse distance weighting (1/(|bin - POC bin| + 1), normalized) to emphasize volume near the estimated control point, simulating clustered intra-bar trading. Matrix Building: On last bar only, loops backward over lookback bars (newest right-aligned). For each, computes low/high bin indices, distributes volume per selected method into the matrix (columns=time, rows=price bins from low to high). Scaling & Palette: Extracts max matrix value for relative normalization (0-1); maps to a 5-tier stepped color scheme (user-customizable: blue 90% transp. low → red 50% transp. high) for non-linear intensity. Rendering: Clears old boxes, then iterates matrix to draw only non-zero cells as thin boxes: X spans one bar width (left=historical index from bar_index, right=next bar), Y fills bin height. Borderless for seamless heatmap effect. The result is a right-leaning, chart-scrolling visualization emphasizing recent liquidity buildup. Why This Adds Value & Originality While session-based volume profiles exist, this heatmap captures ongoing multi-bar liquidity evolution ("Type II" style), revealing horizontal value areas or gaps dynamically. Originality shines in the custom inverse-weighting for POC realism (no ta.* dependencies), matrix-driven persistence for quick redraws, and stabilization to eliminate repaints—issues plaguing similar scripts. v6 adaptations (e.g., custom clamp, matrix recreation on input change) ensure broad compatibility without bloat. It condenses complex liquidity scanning into one tool: spot red "hot" bands as magnets, blue voids as FVGs. Unlike generic heatmaps, the proxy options and limit-aware design scale across timeframes/assets (e.g., forex vs. crypto), reducing the need for layered indicators. How to Use Setup: Apply as overlay. Defaults suit ~4-day 1H view; tune lookback/bins (e.g., 50x100 for intraday fine-detail, but watch 5000 cap—errors auto-flag excesses). Select "POC Weighted" for nuanced clustering, "Even" for simplicity. Customize palette (e.g., desaturate for dark themes). Reading the Heatmap: X-Axis (Time): Left=older (fainter context), right=recent focus; tracks evolving liquidity trails. Y-Axis (Price): Bottom=range low, top=high; vertical density shows price-level attraction. Colors: Faint blue (sparse volume, possible inefficiencies) → vivid red (dense activity, likely SR). Horizontal streaks = sustained value zones. Trading Insights: Price wicking into red? Anticipate fills/reversals. Blue gaps post-break? Targets for retraces. Ideal on 5M–Daily; layer with candlesticks off for purity. Example: In BTCUSD 4H, a yellow-red band at $60K from prior consolidation → treat as dynamic support for longs on dips. Tips Balance settings: High bins = sharper verticals but cap lookback (e.g., 80x60=4800 cells). Test on volatile pairs first. "POC Weighted" excels in ranging markets; switch to "Even" for trending (avoids close-bias skew). For deeper analysis, screenshot/export or pair with divergence tools; add manual alerts via box counts if extended. Efficiency: Last-bar only keeps it snappy; refresh on input tweaks. Limitations & Disclaimer Visualization is historical/proxy-based—lagging by one bar, no forward projection or tick-level precision (close-as-POC is estimate). Clipping may trim outlier wicks; low-volume bars dilute globally. Stepped colors are relative (max scales per redraw), potentially compressing extremes. Exceeds 5000 cells? Runtime error halts—no fallback resize. Not real liquidity (volume ≠ depth); best as visual aid, not quantitative. Updates post-close only. Backtest zones on specific symbols—correlation ≠ causation. Not advice; trade responsibly. Ideas in comments!
Pine Script®指標
由makenlegacy提供
Ema With Buy/Sell Signals Pro This advanced multi-tool indicator combines Exponential Moving Averages (EMAs), dynamic buy/sell signal logic, ATR-based trailing stops, and a custom volume profile heatmap, delivering a complete solution for identifying trend direction, momentum shifts, and high-activity price zones. Core Components & Features 📊 1. Triple EMA Overlay Plots 20, 50, and 200 EMA lines on the chart. Visualizes short-term, medium-term, and long-term trend directions. Acts as dynamic support/resistance levels and trend confirmation tools. 💡 2. Smart Buy/Sell Signal System (ATR-Based) Utilizes an ATR Trailing Stop to detect trend reversals. Generates Buy signals when price breaks above the ATR stop and confirms strength. Generates Sell signals when price breaks below the ATR stop and confirms weakness. Optionally triggers alerts on crossover signals to capture momentum moves early. 📈 3. ATR Extension Signal Highlights strong momentum bursts using a price/ATR divergence logic. Filters conditions where price is significantly extended from the 50 EMA. Plots blue circles above bars to indicate potential breakout continuation. 🧮 4. Volume Profile Heatmap (Custom Coded) Plots a horizontal Volume Distribution Profile over a customizable lookback window. Visualizes buy vs sell volume density across price levels using colored boxes: Green = Buy Dominant Red = Sell Dominant 5. Fully Customizable Inputs Adjustable EMAs, ATR period, multipliers, and signal sensitivity. Fine-tune volume profile resolution, scale, and transparency. Turn ON/OFF heatmap and lookback visualization for cleaner charts. ✅ Best Use-Cases Trend-following strategies with reliable momentum confirmation. Entry/exit signals based on volatility-adjusted stop loss logic. Spotting key liquidity zones, support/resistance bands, and volume imbalances. Works for intraday, swing, and position trading.
Pine Script®指標
由SimplifiedTrading001提供
Diamond Peaks [EdgeTerminal]The Diamond Peaks indicator is a comprehensive technical analysis tool that uses a few mathematical models to identify high-probability trading opportunities. This indicator goes beyond traditional support and resistance identification by incorporating volume analysis, momentum divergences, advanced price action patterns, and market sentiment indicators to generate premium-quality buy and sell signals. Dynamic Support/Resistance Calculation The indicator employs an adaptive algorithm that calculates support and resistance levels using a volatility-adjusted lookback period. The base calculation uses ta.highest(length) and ta.lowest(length) functions, where the length parameter is dynamically adjusted using the formula: adjusted_length = base_length * (1 + (volatility_ratio - 1) * volatility_factor). The volatility ratio is computed as current_ATR / average_ATR over a 50-period window, ensuring the lookback period expands during volatile conditions and contracts during calm periods. This mathematical approach prevents the indicator from using fixed periods that may become irrelevant during different market regimes. Momentum Divergence Detection Algorithm The divergence detection system uses a mathematical comparison between price series and oscillator values over a specified lookback period. For bullish divergences, the algorithm identifies when recent_low < previous_low while simultaneously indicator_at_recent_low > indicator_at_previous_low. The inverse logic applies to bearish divergences. The system tracks both RSI (calculated using Pine Script's standard ta.rsi() function with Wilder's smoothing) and MACD (using ta.macd() with exponential moving averages). The mathematical rigor ensures that divergences are only flagged when there's a clear mathematical relationship between price momentum and the underlying oscillator momentum, eliminating false signals from minor price fluctuations. Volume Analysis Mathematical Framework The volume analysis component uses multiple mathematical transformations to assess market participation. The Cumulative Volume Delta (CVD) is calculated as ∑(buying_volume - selling_volume) where buying_volume occurs when close > open and selling_volume when close < open. The relative volume calculation uses current_volume / ta.sma(volume, period) to normalize current activity against historical averages. Volume Rate of Change employs ta.roc(volume, period) = (current_volume - volume ) / volume * 100 to measure volume acceleration. Large trade detection uses a threshold multiplier against the volume moving average, mathematically identifying institutional activity when relative_volume > threshold_multiplier. Advanced Price Action Mathematics The Wyckoff analysis component uses mathematical volume climax detection by comparing current volume against ta.highest(volume, 50) * 0.8, while price compression is measured using (high - low) < ta.atr(20) * 0.5. Liquidity sweep detection employs percentage-based calculations: bullish sweeps occur when low < recent_low * (1 - threshold_percentage/100) followed by close > recent_low. Supply and demand zones are mathematically validated by tracking subsequent price action over a defined period, with zone strength calculated as the count of bars where price respects the zone boundaries. Fair value gaps are identified using ATR-based thresholds: gap_size > ta.atr(14) * 0.5. Sentiment and Market Regime Mathematics The sentiment analysis employs a multi-factor mathematical model. The fear/greed index uses volatility normalization: 100 - min(100, stdev(price_changes, period) * scaling_factor). Market regime classification uses EMA crossover mathematics with additional ADX-based trend strength validation. The trend strength calculation implements a modified ADX algorithm: DX = |+DI - -DI| / (+DI + -DI) * 100, then ADX = RMA(DX, period). Bull regime requires short_EMA > long_EMA AND ADX > 25 AND +DI > -DI. The mathematical framework ensures objective regime classification without subjective interpretation. Confluence Scoring Mathematical Model The confluence scoring system uses a weighted linear combination: Score = (divergence_component * 0.25) + (volume_component * 0.25) + (price_action_component * 0.25) + (sentiment_component * 0.25) + contextual_bonuses. Each component is normalized to a 0-100 scale using percentile rankings and threshold comparisons. The mathematical model ensures that no single component can dominate the score, while contextual bonuses (regime alignment, volume confirmation, etc.) provide additional mathematical weight when multiple factors align. The final score is bounded using math.min(100, math.max(0, calculated_score)) to maintain mathematical consistency. Vitality Field Mathematical Implementation The vitality field uses a multi-factor scoring algorithm that combines trend direction (EMA crossover: trend_score = fast_EMA > slow_EMA ? 1 : -1), momentum (RSI-based: momentum_score = RSI > 50 ? 1 : -1), MACD position (macd_score = MACD_line > 0 ? 1 : -1), and volume confirmation. The final vitality score uses weighted mathematics: vitality_score = (trend * 0.4) + (momentum * 0.3) + (macd * 0.2) + (volume * 0.1). The field boundaries are calculated using ATR-based dynamic ranges: upper_boundary = price_center + (ATR * user_defined_multiplier), with EMA smoothing applied to prevent erratic boundary movements. The gradient effect uses mathematical transparency interpolation across multiple zones. Signal Generation Mathematical Logic The signal generation employs boolean algebra with multiple mathematical conditions that must simultaneously evaluate to true. Buy signals require: (confluence_score ≥ threshold) AND (divergence_detected = true) AND (relative_volume > 1.5) AND (volume_ROC > 25%) AND (RSI < 35) AND (trend_strength > minimum_ADX) AND (regime = bullish) AND (cooldown_expired = true) AND (last_signal ≠ buy). The mathematical precision ensures that signals only generate when all quantitative conditions are met, eliminating subjective interpretation. The cooldown mechanism uses bar counting mathematics: bars_since_last_signal = current_bar_index - last_signal_bar_index ≥ cooldown_period. This mathematical framework provides objective, repeatable signal generation that can be backtested and validated statistically. This mathematical foundation ensures the indicator operates on objective, quantifiable principles rather than subjective interpretation, making it suitable for algorithmic trading and systematic analysis while maintaining transparency in its computational methodology. * for now, we're planning to keep the source code private as we try to improve the models used here and allow a small group to test them. My goal is to eventually use the multiple models in this indicator as their own free and open source indicators. If you'd like to use this indicator, please send me a message to get access. Advanced Confluence Scoring System Each support and resistance level receives a comprehensive confluence score (0-100) based on four weighted components: Momentum Divergences (25% weight) RSI and MACD divergence detection Identifies momentum shifts before price reversals Bullish/bearish divergence confirmation Volume Analysis (25% weight) Cumulative Volume Delta (CVD) analysis Volume Rate of Change monitoring Large trade detection (institutional activity) Volume profile strength assessment Advanced Price Action (25% weight) Supply and demand zone identification Liquidity sweep detection (stop hunts) Wyckoff accumulation/distribution patterns Fair value gap analysis Market Sentiment (25% weight) Fear/Greed index calculation Market regime classification (Bull/Bear/Sideways) Trend strength measurement (ADX-like) Momentum regime alignment Dynamic Support and Resistance Detection The indicator uses an adaptive algorithm to identify significant support and resistance levels based on recent market highs and lows. Unlike static levels, these zones adjust dynamically to market volatility using the Average True Range (ATR), ensuring the levels remain relevant across different market conditions. Vitality Field Background The indicator features a unique vitality field that provides instant visual feedback about market sentiment: Green zones: Bullish market conditions with strong momentum Red zones: Bearish market conditions with weak momentum Gray zones: Neutral/sideways market conditions The vitality field uses a sophisticated gradient system that fades from the center outward, creating a clean, professional appearance that doesn't overwhelm the chart while providing valuable context. Buy Signals (🚀 BUY) Buy signals are generated when ALL of the following conditions are met: Valid support level with confluence score ≥ 80 Bullish momentum divergence detected (RSI or MACD) Volume confirmation (1.5x average volume + 25% volume ROC) Bull market regime environment RSI below 35 (oversold conditions) Price action confirmation (Wyckoff accumulation, liquidity sweep, or large buying volume) Minimum trend strength (ADX > 25) Signal alternation check (prevents consecutive buy signals) Cooldown period expired (default 10 bars) Sell Signals (🔻 SELL) Sell signals are generated when ALL of the following conditions are met: Valid resistance level with confluence score ≥ 80 Bearish momentum divergence detected (RSI or MACD) Volume confirmation (1.5x average volume + 25% volume ROC) Bear market regime environment RSI above 65 (overbought conditions) Price action confirmation (Wyckoff distribution, liquidity sweep, or large selling volume) Minimum trend strength (ADX > 25) Signal alternation check (prevents consecutive sell signals) Cooldown period expired (default 10 bars) How to Use the Indicator 1. Signal Quality Assessment Monitor the confluence scores in the information table: Score 90-100: Exceptional quality levels (A+ grade) Score 80-89: High quality levels (A grade) Score 70-79: Good quality levels (B grade) Score below 70: Weak levels (filtered out by default) 2. Market Context Analysis Use the vitality field and market regime information to understand the broader market context: Trade buy signals in green vitality zones during bull regimes Trade sell signals in red vitality zones during bear regimes Exercise caution in gray zones (sideways markets) 3. Entry and Exit Strategy For Buy Signals: Enter long positions when premium buy signals appear Place stop loss below the support confluence zone Target the next resistance level or use a risk/reward ratio of 2:1 or higher For Sell Signals: Enter short positions when premium sell signals appear Place stop loss above the resistance confluence zone Target the next support level or use a risk/reward ratio of 2:1 or higher 4. Risk Management Only trade signals with confluence scores above 80 Respect the signal alternation system (no overtrading) Use appropriate position sizing based on signal quality Consider the overall market regime before taking trades Customizable Settings Signal Generation Controls Signal Filtering: Enable/disable advanced filtering Confluence Threshold: Adjust minimum score requirement (70-95) Cooldown Period: Set bars between signals (5-50) Volume/Momentum Requirements: Toggle confirmation requirements Trend Strength: Minimum ADX requirement (15-40) Vitality Field Options Enable/Disable: Control background field display Transparency Settings: Adjust opacity for center and edges Field Size: Control the field boundaries (3.0-20.0) Color Customization: Set custom colors for bullish/bearish/neutral states Weight Adjustments Divergence Weight: Adjust momentum component influence (10-40%) Volume Weight: Adjust volume component influence (10-40%) Price Action Weight: Adjust price action component influence (10-40%) Sentiment Weight: Adjust sentiment component influence (10-40%) Best Practices Always wait for complete signal confirmation before entering trades Use higher timeframes for signal validation and context Combine with proper risk management and position sizing Monitor the information table for real-time market analysis Pay attention to volume confirmation for higher probability trades Respect market regime alignment for optimal results Basic Settings Base Length (Default: 25) Controls the lookback period for identifying support and resistance levels Range: 5-100 bars Lower values = More responsive, shorter-term levels Higher values = More stable, longer-term levels Recommendation: 25 for intraday, 50 for swing trading Enable Adaptive Length (Default: True) Automatically adjusts the base length based on market volatility When enabled, length increases in volatile markets and decreases in calm markets Helps maintain relevant levels across different market conditions Volatility Factor (Default: 1.5) Controls how much the adaptive length responds to volatility changes Range: 0.5-3.0 Higher values = More aggressive length adjustments Lower values = More conservative length adjustments Volume Profile Settings VWAP Length (Default: 200) Sets the calculation period for the Volume Weighted Average Price Range: 50-500 bars Shorter periods = More responsive to recent price action Longer periods = More stable reference line Used for volume profile analysis and confluence scoring Volume MA Length (Default: 50) Period for calculating the volume moving average baseline Range: 10-200 bars Used to determine relative volume (current volume vs. average) Shorter periods = More sensitive to volume changes Longer periods = More stable volume baseline High Volume Node Threshold (Default: 1.5) Multiplier for identifying significant volume spikes Range: 1.0-3.0 Values above this threshold mark high-volume nodes with diamond shapes Lower values = More frequent high-volume signals Higher values = Only extreme volume events marked Momentum Divergence Settings Enable Divergence Detection (Default: True) Master switch for momentum divergence analysis When disabled, removes divergence from confluence scoring Significantly impacts signal generation quality RSI Length (Default: 14) Period for RSI calculation used in divergence detection Range: 5-50 Standard RSI settings apply (14 is most common) Shorter periods = More sensitive, more signals Longer periods = Smoother, fewer but more reliable signals MACD Settings Fast (Default: 12): Fast EMA period for MACD calculation (5-50) Slow (Default: 26): Slow EMA period for MACD calculation (10-100) Signal (Default: 9): Signal line EMA period (3-20) Standard MACD settings for divergence detection Divergence Lookback (Default: 5) Number of bars to look back when detecting divergences Range: 3-20 Shorter periods = More frequent divergence signals Longer periods = More significant divergence signals Volume Analysis Enhancement Settings Enable Advanced Volume Analysis (Default: True) Master control for sophisticated volume calculations Includes CVD, volume ROC, and large trade detection Critical for signal accuracy Cumulative Volume Delta Length (Default: 20) Period for CVD smoothing calculation Range: 10-100 Tracks buying vs. selling pressure over time Shorter periods = More reactive to recent flows Longer periods = Broader trend perspective Volume ROC Length (Default: 10) Period for Volume Rate of Change calculation Range: 5-50 Measures volume acceleration/deceleration Key component in volume confirmation requirements Large Trade Volume Threshold (Default: 2.0) Multiplier for identifying institutional-size trades Range: 1.5-5.0 Trades above this threshold marked as large trades Lower values = More frequent large trade signals Higher values = Only extreme institutional activity Advanced Price Action Settings Enable Wyckoff Analysis (Default: True) Activates simplified Wyckoff accumulation/distribution detection Identifies potential smart money positioning Important for high-quality signal generation Enable Supply/Demand Zones (Default: True) Identifies fresh supply and demand zones Tracks zone strength based on subsequent price action Enhances confluence scoring accuracy Enable Liquidity Analysis (Default: True) Detects liquidity sweeps and stop hunts Identifies fake breakouts vs. genuine moves Critical for avoiding false signals Zone Strength Period (Default: 20) Bars used to assess supply/demand zone strength Range: 10-50 Longer periods = More thorough zone validation Shorter periods = Faster zone assessment Liquidity Sweep Threshold (Default: 0.5%) Percentage move required to confirm liquidity sweep Range: 0.1-2.0% Lower values = More sensitive sweep detection Higher values = Only significant sweeps detected Sentiment and Flow Settings Enable Sentiment Analysis (Default: True) Master control for market sentiment calculations Includes fear/greed index and regime classification Important for market context assessment Fear/Greed Period (Default: 20) Calculation period for market sentiment indicator Range: 10-50 Based on price volatility and momentum Shorter periods = More reactive sentiment readings Momentum Regime Length (Default: 50) Period for determining overall market regime Range: 20-100 Classifies market as Bull/Bear/Sideways Longer periods = More stable regime classification Trend Strength Length (Default: 30) Period for ADX-like trend strength calculation Range: 10-100 Measures directional momentum intensity Used in signal filtering requirements Advanced Signal Generation Settings Enable Signal Filtering (Default: True) Master control for premium signal generation system When disabled, uses basic signal conditions Highly recommended to keep enabled Minimum Signal Confluence Score (Default: 80) Required confluence score for signal generation Range: 70-95 Higher values = Fewer but higher quality signals Lower values = More frequent but potentially lower quality signals Signal Cooldown (Default: 10 bars) Minimum bars between signals of same type Range: 5-50 Prevents signal spam and overtrading Higher values = More conservative signal spacing Require Volume Confirmation (Default: True) Mandates volume requirements for signal generation Requires 1.5x average volume + 25% volume ROC Critical for signal quality Require Momentum Confirmation (Default: True) Mandates divergence detection for signals Ensures momentum backing for directional moves Essential for high-probability setups Minimum Trend Strength (Default: 25) Required ADX level for signal generation Range: 15-40 Ensures signals occur in trending markets Higher values = Only strong trending conditions Confluence Scoring Settings Minimum Confluence Score (Default: 70) Threshold for displaying support/resistance levels Range: 50-90 Levels below this score are filtered out Higher values = Only strongest levels shown Component Weights (Default: 25% each) Divergence Weight: Momentum component influence (10-40%) Volume Weight: Volume analysis influence (10-40%) Price Action Weight: Price patterns influence (10-40%) Sentiment Weight: Market sentiment influence (10-40%) Must total 100% for balanced scoring Vitality Field Settings Enable Vitality Field (Default: True) Controls the background gradient field display Provides instant visual market sentiment feedback Enhances chart readability and context Vitality Center Transparency (Default: 85%) Opacity at the center of the vitality field Range: 70-95% Lower values = More opaque center Higher values = More transparent center Vitality Edge Transparency (Default: 98%) Opacity at the edges of the vitality field Range: 95-99% Creates smooth fade effect from center to edges Higher values = More subtle edge appearance Vitality Field Size (Default: 8.0) Controls the overall size of the vitality field Range: 3.0-20.0 Based on ATR multiples for dynamic sizing Lower values = Tighter field around price Higher values = Broader field coverage Recommended Settings by Trading Style Scalping (1-5 minutes) Base Length: 15 Volume MA Length: 20 Signal Cooldown: 5 bars Vitality Field Size: 5.0 Higher sensitivity for quick moves Day Trading (15-60 minutes) Base Length: 25 (default) Volume MA Length: 50 (default) Signal Cooldown: 10 bars (default) Vitality Field Size: 8.0 (default) Balanced settings for intraday moves Swing Trading (4H-Daily) Base Length: 50 Volume MA Length: 100 Signal Cooldown: 20 bars Vitality Field Size: 12.0 Longer-term perspective for multi-day moves Conservative Trading Minimum Signal Confluence: 85 Minimum Confluence Score: 80 Require all confirmations: True Higher thresholds for maximum quality Aggressive Trading Minimum Signal Confluence: 75 Minimum Confluence Score: 65 Signal Cooldown: 5 bars Lower thresholds for more opportunities
Pine Script®指標
由EdgeTerminal提供
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