Vector Sniper Pro Vector Sniper Pro V3 | Session Edge
Overview
Vector Sniper Pro V3 is a multi-layered signal detection system built around four core concepts: institutional order flow, smart money manipulation patterns, volume-weighted momentum, and inter-session directional bias. It paints candles to reflect signal state — no separate panel required.
Core Signal Engine
The foundation is a volatility-normalized momentum filter. Each bar is scored using a Z-score of ATR(1) against a rolling mean and standard deviation — this isolates bars where volatility is statistically elevated above baseline noise rather than simply "large." Volume is scored the same way. A signal requires both to exceed their respective thresholds simultaneously, filtering out high-volume low-range bars (absorption) and high-range low-volume bars (false breakouts) from the primary vector set.
Delta volume is approximated by weighting bar volume by the close position within the range: bull volume = volume × (close − low) / range, bear volume = volume × (high − close) / range. The delta ratio (net delta / total volume) must confirm directional conviction, requiring >0.2 for bull signals and <−0.2 for bear. This proxy for order flow imbalance eliminates candles where volume was present but directionally uncommitted.
Structure Break Requirement
Rather than using a raw N-bar highest/lowest comparison, the script identifies confirmed swing points — a pivot high requires the bar to be higher than the two bars on each side. Price must close beyond the most recent confirmed swing high (for bulls) or swing low (for bears) to qualify as a structure break. This reduces false signals during consolidation where price repeatedly tests but never genuinely breaks a level.
Smart Money / Manipulation Detection
Five manipulation signatures are detected independently and fed into the scoring system:
Stop Hunt: Price spikes below the N-bar low (or above the N-bar high) then immediately closes back in the opposite direction with elevated volume — characteristic of liquidity sweeps before reversal.
Absorption: High volume Z-score but very low ATR Z-score (range < 0.5 SD). When volume is present but range is compressed, large participants are absorbing retail orders rather than moving price.
Wick Rejection: A wick exceeding a configurable percentage of the total bar range, combined with volume above the 20-bar average — institutional rejection at a level.
Cumulative Delta Divergence: Price makes a new N-bar high but the current delta is lower than the prior period's highest delta (distribution). Conversely, price makes a new low while delta is rising (accumulation). This is the most reliable leading indicator of manipulation in the system and carries the highest score weight (2.0 points).
RSI Divergence: Price makes a new 14-bar extreme while RSI fails to confirm, indicating momentum exhaustion.
Pre-Signal Scoring System
Before a full vector fires, each bar receives a weighted composite score (maximum ~14 points) across 13 factors:
Factor Weight
Spring / Upthrust (Wyckoff) 2.0
Cumulative Delta Divergence 2.0
RSI Divergence 1.5
Stop Hunt detection 1.5
VWAP + EMA trend alignment 1.5
Session bias alignment 1.5 (configurable)
Fade of prior session level 1.5
No Supply / No Demand (VSA) 1.0
Delta imbalance ratio 1.0
Near structure break zone 1.0
Break of prior session level 1.0
Volume ratio > 1.2× average 0.5
Bar direction (close vs open) 1.0
A pre-signal requires the score to meet a configurable minimum threshold and to appear N times within a rolling M-bar window, preventing single-bar spikes from triggering. A cooldown period prevents signal clustering, and a hysteresis lock prevents rapid directional flipping.
Session Edge System
The script tracks live OHLC for Asia (20:00–02:00 ET), London (02:00–08:00 ET), NY Pre-Market (04:00–09:30 ET), NY Regular (09:30–16:00 ET), and NY After-Hours (16:00–20:00 ET). All times and timezone are configurable.
When a session closes, its high, low, midpoint, and directional close (green or red) are stored. During the following session:
Prior session levels (H/L/Mid) are plotted as reference lines — yellow for Asia levels during London, aqua for London levels during NY.
Session bias activates based on the closing direction of the prior session. A green Asia close generates a bull bias for London; a red Asia close generates a bear bias. The same logic applies London→NY. Bias adds configurable weight to the scoring system and can optionally hard-block counter-trend signals.
Level interaction detection fires when price touches a prior session level: a fade signal requires a wick rejection back through the level with volume; a break signal requires a close through the level with volume. Both feed the scoring system.
Live hit-rate table (toggle-able) tracks how often the prior session's direction correctly predicted the current session's direction — validated on your specific instrument and timeframe in real time rather than relying on aggregate statistics.
Candle Color System
Color Meaning
Neon green Bull vector (base condition met)
Red Bear vector
White Confirmed bull trend change (regime flip + extreme conditions)
Purple Confirmed bear trend change
Blue Pre-bull signal (score threshold met, not yet full vector)
Orange Pre-bear signal
Dark green (faint) Regular bull reversal (regime flip, standard strength)
Dark purple (faint) Regular bear reversal
Grey No qualifying condition
How to Use
The indicator is designed to be used on any liquid instrument with real volume data. Session times are set for US Eastern Time by default — adjust the timezone input for your exchange.
Start with candle colors only (all markers off by default). Enable the hit-rate table to validate whether the Asia→London and London→NY bias is statistically meaningful on your specific symbol before relying on it. Enable prior session levels to identify the key prices where fade and break decisions occur. The pre-signal (blue/orange) candles appear before a full vector fires and can be used for earlier entries with the understanding that confirmation has not yet occurred.
All inputs have been grouped and labelled to allow systematic adjustment: tighten the Z-score thresholds to reduce signal frequency, raise the minimum score to require stronger multi-factor confluence, and use the cooldown and hysteresis settings to control how often the system can re-trigger in the same direction.
Pine Script®指標
