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成交量指標

Buy / Sell Volume Header / NPR21📊 Buy / Sell Volume Header – NPR21 Overview Buy / Sell Volume Header – NPR21 displays real-time Buy vs Sell volume dominance in a clean, Thinkorswim-style fixed header at the top of the chart. Instead of cluttering candles with labels, this indicator presents volume information in a compact, side-by-side header, allowing traders to instantly gauge who is in control of the current bar—buyers or sellers—without losing focus on price action. How It Works Buy and Sell volume are estimated using candle structure: Buy Volume is derived from the portion of the candle closing above the low Sell Volume is derived from the portion of the candle closing below the high Percentages show relative dominance for the most recently confirmed bar This approach provides a fast, intuitive order-flow bias that works across futures, indices, crypto, and equities. Key Features ✔ Thinkorswim-style fixed header ✔ Side-by-side Buy | Sell layout (no overlap) ✔ Bold green/red backgrounds with white text ✔ Compact font for intraday trading ✔ Updates only on confirmed bars (non-repainting) ✔ No candle clutter ✔ Optimized for scalping and intraday trading Best Use Cases Confirming buyer vs seller control Adding confluence to: Momentum indicators VWAP / EMA strategies Market structure & BOS setups Quick decision support during: Breakouts Pullbacks Range highs/lows This tool is designed to be confirmation, not a standalone signal. Notes This is a volume estimation tool, not true bid/ask or footprint data Best used alongside price action and structure
Pine Script®指標
由NPR21提供
3
Money VolThe indicator displays the trading volume in monetary terms and its ratio to the average trading volume over 100 periods. It highlights volumes that are 2x, 5x, 10x, or less than 2x the average. Индикатор показывает объем торгов в денежном выражении, отношение к среднему объему торгов за 100 периодов, подсвечивает х2, х5, х10 и меньше более чем х2
Pine Script®指標
由anderfinn提供
Volume OscillatorDescription The Volume Oscillator measures the momentum of trading volume by calculating the percentage difference between a fast and a slow Simple Moving Average (SMA) of daily volume. It helps traders identify periods of increasing or decreasing market participation, often signaling potential trend strength or exhaustion. Key Features: Adaptive to Trading Session: Automatically adjusts SMA periods based on the actual trading session length (default: 8.5 hours for FTSEMIB, customizable for any market — e.g., 6.5h for US stocks, 24h for crypto). Fast & Slow SMAs: Compares a short-term SMA (default 10 days) with a longer-term SMA (default 25 days) of volume. Oscillator Formula: 100 × (Fast SMA / Slow SMA - 1) → Positive values = increasing volume momentum (bullish) → Negative values = decreasing volume momentum (bearish) Signal Line (optional): A moving average of the oscillator (default 7 days) for smoother trend identification and crossover signals. Overbought/Oversold Levels: User-defined horizontal lines (default +40 / -40) to highlight extreme volume conditions. Customizable Colors: Change the oscillator and signal line colors to match your chart style. How to Interpret: Bullish Conditions: Oscillator crosses above the zero line Oscillator crosses above the signal line Readings near or above +40 may indicate strong buying pressure (watch for possible exhaustion if too extreme) Bearish Conditions: Oscillator crosses below the zero line Oscillator crosses below the signal line Readings near or below -40 may indicate selling pressure or capitulation Divergences: Look for divergences between price and the Volume Oscillator (e.g., price makes new highs but oscillator fails to confirm with higher highs) — a classic sign of weakening momentum. Best Use Cases: Indices (FTSEMIB, DAX, CAC, SPX, etc.), stocks and futures with defined trading hours, crypto (set session duration to 24 hours). Works well on intraday (e.g., 15m, 30m, 1h) and daily charts. Customization Tips: - Shorten fast/slow lengths for faster signals (more noise) - Lengthen them for smoother, longer-term analysis - Adjust session duration for non-standard market hours - Enable/disable the signal line in the settings Note: Volume data quality can vary by symbol and exchange. Always combine this indicator with price action and other tools. Use proper risk management.
Pine Script®指標
由fpsantoro提供
Volume ROC (smoothed)Description The Volume ROC (Rate of Change) indicator is designed to measure the momentum of trading volume over a user-defined period, adjusted for the trading session length of the symbol (e.g., 8.5 hours for the FTSEMIB index). This makes it particularly useful for intraday charts where standard daily calculations might not align with actual trading days. By focusing on volume changes rather than price, it helps identify potential shifts in market participation, such as accumulation, distribution, or unusual activity that could precede price movements. How It Works: Session Adjustment: The indicator calculates the number of candles per trading day based on the input session duration (in hours) and the chart's timeframe. This ensures that the ROC and other calculations are based on "trading days" rather than calendar days, making it adaptable to markets with non-standard hours like European indices (e.g., FTSEMIB). Daily Data Fetch: It retrieves daily high, low, close, and volume data using "request.security" to ensure consistency across timeframes. ROC Calculation: The Rate of Change (ROC) is computed on volume using "ta.change" over the specified length (in days), multiplied by the candles-per-day factor for timeframe independence. By chosing the subtraction method instead of the division method we avoid distortions of the ROC below the zero line (method ok for timespans inferior to two years). Smoothing with SMA: A Simple Moving Average (SMA) is applied to the ROC to reduce noise and highlight trends in volume momentum. Standard Deviation Bands: The standard deviation of the smoothed ROC is calculated over a lookback period. Bands are plotted at +2σ (overbought) and -2σ (oversold) to provide context for extreme volume changes, similar to Bollinger Bands but applied to volume ROC. Key Plots: SMA Line (Orange): The smoothed ROC value. Positive values indicate increasing volume momentum; negative values suggest decreasing momentum. Zero Line (Black Dotted): A reference line at 0, separating positive and negative ROC territories. +2σ Band (Red Dotted): Upper overbought threshold. Crossings above this may signal excessive buying volume. -2σ Band (Green Dotted): Lower oversold threshold. Dips below this could indicate capitulation or low interest. Usage and Interpretation: Trend Confirmation: Use the SMA crossing above/below zero to confirm price trends with volume backing. For example, a rising price with positive Volume ROC suggests strong conviction. Divergences: Look for divergences between price and Volume ROC (e.g., price making new highs but ROC weakening), which can signal reversals. Overbought/Oversold Signals: The ±2σ bands act as dynamic levels. Volume ROC spiking above +2σ might precede pullbacks, while below -2σ could indicate buying opportunities. Best Applied To: European indices (like FTSEMIB or DAX), stocks, or futures with defined session hours. Test on intraday (e.g., 2h) and combine with price-based indicators like RSI or MACD for confluence. Customization: Adjust the ROC/SMA lengths for sensitivity (shorter for scalping, longer for swings). The STDEV lookback affects band width—longer periods create smoother bands. Limitations: Volume data can be noisy in low-liquidity symbols. This indicator assumes consistent session lengths; irregular holidays may affect accuracy. Always backtest and use with risk management. This indicator is original and built for educational/trading purposes.
Pine Script®指標
由fpsantoro提供
Price Contraction / Expansion1. Introduction The Price Contraction / Expansion indicator highlights areas of market compression and volatility release by analyzing candle body size and volume behavior. It provides a fast, color-coded visualization to identify potential breakout zones, accumulation phases, or exhaustion movements. This tool helps traders recognize when price action is tightening before a volatility expansion — a common precursor to strong directional moves. 2. Key Features Dynamic body analysis: Compares each candle’s body size with a moving average to detect contraction (small bodies) and expansion (large bodies). Volume confirmation: Measures whether volume is unusually high or low compared to its recent average, helping filter false breaks. Color-coded system for clarity: Yellow: Contraction with high volume (potential accumulation or strong activity). Blue: Contraction with normal volume or expansion with low volume (neutral/reduced participation). Green: Expansion in bullish candle (buyer dominance). Red: Expansion in bearish candle (seller dominance). Customizable parameters: Adjust body and volume averaging periods and thresholds to fit different market conditions or timeframes. 3. How to Use Identify contraction zones: Look for blue or yellow bars to locate areas of price compression — these often precede breakouts or large movements. Wait for expansion confirmation: A shift to green or red bars with increasing volume indicates that volatility is expanding and momentum is building. Combine with context: Use this indicator alongside trend tools, liquidity zones, or moving averages to confirm directional bias and filter noise. Adapt thresholds: In highly volatile markets, increase the “Threshold multiplier” to reduce false contraction signals. This indicator is most effective for traders who focus on volatility behavior, market structure, and timing potential breakout opportunities.
Pine Script®指標
由destrobr0685提供
Session Relative VolumeSession Relative Volume is an advanced intraday futures volume indicator that analyzes volume separately for Asia, London, and New York sessions - something standard relative volume tools can’t do. Instead of aggregating the entire day’s volume, the indicator compares current volume to historical averages for the same session and time of day, allowing you to spot true volume strength and meaningful spikes, especially around session opens. Background Relative volume helps traders spot unusual activity: high volume often signals institutional participation and trending days, while low volume suggests weak commitment and possible mean reversion. In futures markets, sessions ( Asia, London, New York ) must be analyzed separately, but TradingView’s Relative Volume in Time aggregates the entire day, masking session-specific behavior - especially during the New York open. Since volume can vary by more than 20× between sessions, standard averages struggle to identify meaningful volume spikes when trader conviction matters most. Indicator Description The “Session Relative Volume” indicator solves these problems by calculating historical average volume specific to each session and time of day, and comparing current volume against those benchmarks. It offers four display modes and fully customizable session times Altogether, it provides traders with a powerful tool for analyzing intraday futures volume, helping to better assess market participation, trader conviction, and overall market conditions - ultimately supporting improved trading decisions. Parameters Mode – display mode: R-VOL: Relative cumulative session-specific volume at time VOL CUM: Cumulative session volume at time compared to historical average cumulative session-specific volume VOL AVG: Average session intrabar volume at time compared to historical average session-specific intrabar volume VOL: Individual bars volume, highlighting (solid color) unusual spikes Lookback period – number of days used for calculating historical average session volume at time MA Len – length of the moving average, representing average bar volume within a session based on previous periods (different from historical cumulative volume!). Used only in VOL and VOL AVG modes MA Thresh – deviation from moving average, used to detect bar volume spikes (bar volume > K × moving average) Start Time – End Time and Time Zone parameters for each session. The time zone must be set using TradingView’s format (e.g., GMT+1).
Pine Script®指標
由hermes_trisme提供
BTC ETF Average Inflow Cost BasisConcept Since the historic launch of Bitcoin Spot ETFs on January 11, 2024, institutional flows have become a major driver of price action. This indicator aims to visualize the aggregate Cost Basis (average entry price) of the major Bitcoin ETFs relative to the underlying asset. It serves as an on-chain proxy for institutional positioning, helping traders identify critical support levels where ETF inflows have historically concentrated. How it Works The script aggregates daily volume data from the top Bitcoin ETFs (IBIT, FBTC, ARKB, GBTC, BITB) and compares it against the Bitcoin price (BTCUSDT). ETF Cost Basis (Pink Line): This is calculated as a Cumulative Volume-Weighted Average Price (VWAP), anchored specifically to the ETF launch date (Jan 11, 2024). Formula: It accumulates (BTC Price * Total ETF Volume) and divides it by the Cumulative Total ETF Volume. This creates a dynamic level representing the "breakeven" price for the aggregate volume traded through these funds. True Market Mean (Gray Line): This represents the simple cumulative average of the Bitcoin price since the ETF launch date. It acts as a neutral baseline for the post-ETF market era. How to Use Institutional Support: The Cost Basis line often acts as a strong dynamic support level during corrections. When price revisits this level, it suggests the market is returning to the average institutional entry price. Trend Filter: Price > Cost Basis: The market is in a net profit state relative to ETF flows (Bullish/Trend continuation). Price < Cost Basis: The market is in a net loss state (Bearish/Capitulation risk). Confluence: The intersection of the Cost Basis and the True Market Mean can signal pivotal moments of trend reset. Features Data Aggregation: Pulls data from 5 major ETFs via request.security without repainting (using closed bars). Dashboard: Includes a table in the top-right corner displaying real-time values for Price, Cost Basis, and Market Mean. Customization: You can toggle individual ETF Moving Averages in the settings (disabled by default due to price scale differences between BTC and ETF shares). Disclaimer This tool is for educational purposes only and attempts to estimate institutional cost basis using volume proxies. It does not represent financial advice.
Pine Script®指標
由carlosbucci提供
Buy / Sell Volume + % (Classic + Pressure)Buy / Sell Volume % (Classic + Pressure) Overview Buy / Sell Volume (Classic + Pressure) is a volume decomposition and dominance indicator designed to help traders understand how trading volume is distributed between buying and selling pressure on each candle. Instead of treating volume as a single number, this indicator splits total volume into estimated Buy Volume and Sell Volume, visualizes them symmetrically, and summarizes dominance using a compact on-chart dashboard. The indicator is intended as a context and confirmation tool, not a trade signal generator. Core Concepts 1. Buy / Sell Volume Decomposition The indicator estimates buying and selling activity based on the position of the close within the candle’s high–low range: Closes near the high → more buying pressure Closes near the low → more selling pressure Middle closes → balanced activity This provides a clear visual view of demand vs supply on every bar. 2. Dual Calculation Modes 🔹 Classic Mode (Default) Uses pure candle-range logic Buy Volume + Sell Volume = Total Volume (exact conservation) No smoothing or directional bias Values closely match traditional volume behavior Best for: Structural analysis Accumulation / distribution studies Comparing against raw volume 🔹 Pressure Mode Introduces a directional bias: Bullish candles slightly favor buy volume Bearish candles slightly favor sell volume Optional EMA smoothing reduces noise Still volume-conserving (Buy + Sell = Total Volume) Best for: Identifying dominance Trend continuation confirmation Absorption vs initiative activity Visual Elements Volume Bars Buy Volume plotted above zero Sell Volume plotted below zero Optional Total Volume Envelope for context Color by Dominance Bright colors when one side dominates Faded colors when dominance is weak Helps instantly identify: Accumulation Distribution Absorption Dashboard (Optional) A compact dashboard displays: Buy % Sell % Dominance State BUY DOM SELL DOM BALANCED The dashboard can be toggled ON/OFF and switched between Normal and Compact size to suit multi-pane layouts. How to Use This Indicator This indicator works best as a confirmation layer, not a standalone system. Common Use Cases Confirming breakouts or breakdowns Spotting accumulation or distribution near key levels Identifying absorption during consolidations Filtering false price moves Examples Price rising + strong Buy % → constructive demand Price rising + strong Sell % → possible distribution Flat price + balanced volume → absorption / compression What This Indicator Is NOT ❌ Not true order-flow or bid/ask data ❌ Not a buy/sell signal generator ❌ Not predictive on its own All calculations are candle-based estimations, designed for context and insight, not execution timing. Best Use Works on all timeframes Most reliable on liquid instruments Especially useful when combined with: Support / resistance Trend structure Market regime or breadth indicators Summary Buy / Sell Volume (Classic + Pressure) helps traders go beyond raw volume by visualizing who is in control of each candle, how strong that control is, and whether volume behavior supports price action. Used correctly, it can significantly improve trade selectivity, confidence, and risk awareness.
Pine Script®指標
由vikram_bains提供
Session Volume Profile Sniffer: HVN & Rejection ZonesA simple tool built for traders who rely on intraday volume structure. What this script does This script tracks volume distribution inside a selected session and highlights two key price levels: High Volume Nodes (HVNs) — areas where price spent time building heavy participation. Low Volume Nodes (LVNs) — thin zones where price moved quickly with very little interest. Instead of plotting a full profile, this tool gives you the exact rejection-level lines you usually hunt manually. Why these levels matter HVN → price tends to react, stall, or flip direction LVN → price often rejects strongly since liquidity is thin Rejection patterns around these areas give clean entry signals Positioning trades around HVN/LVN helps filter noise in choppy sessions This script removes the trouble of drawing profiles, counting bins, or guessing node levels. Everything is calculated inside the session you choose. How the detection works Inside your session window, the script: 1. Tracks each tick-based price bucket 2. Accumulates raw volume for every bucket Identifies: HVNs = buckets with volume above a tier LVNs = buckets with volume below a tier 3. Prints each level as a single clean line 4. Generates: Long signal → bounce from LVN Short signal → rejection from HVN Built-in exits use ATR-based conditions for quick testing. Features Session-based volume mapping HVN + LVN levels drawn automatically Entry triggers based on rejection ATR exits for experimental backtests Clean, minimal visual output Best use cases Intraday futures Index scalping FX sessions (London / NY) Crypto sessions (user-timed) Anyone who trades around volume structure Adjustable settings Session window Volume bin size HVN multiplier LVN multiplier Enable/disable zone lines This keeps it flexible enough for both scalpers and slow-paced intraday setups. Important note This script is built for study + idea testing. It is not intended as a final system. Once you identify how price behaves around these nodes, you can blend this tool into your own setup.
Pine Script®策略
由AIScripts提供
Absorption BubblesSUMMARY This indicator visualizes absorption events by plotting bubbles on candle wicks where volume activity suggests one side of the market is absorbing the other’s pressure. Instead of raw volume, the script normalizes activity against a rolling standard deviation defined by the Lookback Period. Bubbles appear on upper or lower wicks depending on whether buyers or sellers are absorbing pressure. The goal is to highlight whether aggressive orders are being accepted or absorbed at key price points. METHODOLOGY Absorption occurs when one side of the market absorbs aggressive orders from the other, preventing continuation. The script measures normalized volume against a user‑defined threshold to filter out weaker signals. Green bubbles on upper wicks → Selling absorption (buyers push price up, sellers absorb the buying). Red bubbles on lower wicks → Buying absorption (sellers push price down, buyers absorb the selling). Red‑colored bars highlight candles where large volume is concentrated inside the body, signifying aggressive selling activity. Green‑colored bars highlight candles where large volume is concentrated inside the body, signifying aggressive buying activity. The Lookback Period controls how many bars are used to calculate the rolling standard deviation of volume, letting traders adjust sensitivity to recent vs. longer‑term activity. Optional significant volume lines extend forward, marking areas where absorption was strongest. FUNCTIONS Normalized volume detection using rolling standard deviation Adjustable Lookback Period for volume normalization Dynamic bubble plotting on candle wicks (size scales with absorption strength) Separate visualization for buying vs. selling absorption Alerts for buying absorption, selling absorption, or any absorption event (only at bar close) Bar coloring when large absorption occurs inside candle bodies APPLICATION Setup: Add the script to any chart and timeframe. Adjust the Absorption Threshold to filter out weaker bubbles and the Lookback Period to control how volume normalization is calculated. Red bubbles highlight buying absorption, often signalling potential price pivots - price can often go upwards from this. Green bubbles mark selling absorption, reflecting resistance to upward moves - price may go downwards from this. Interpretation: Green bubbles on upper wicks = sellers absorbing buying pressure. Red bubbles on lower wicks = buyers absorbing selling pressure. Larger bubbles = stronger absorption relative to recent volume. Settings & Use: Raising the Absorption Threshold filters out smaller bubbles, leaving only significant absorption events. Changing the Lookback Period alters how “normal” volume is defined — shorter periods make the script more sensitive, longer periods smooth out noise. Alerts can be set for buying absorption, selling absorption, or any absorption event, and they only trigger at bar close to avoid noise.
Pine Script®指標
由profitprotrading提供
2
GARCH Volume Volatility [MarkitTick]Title: GARCH Volume Volatility Description Overview The GARCH Volume Volatility (GV) indicator is a sophisticated quantitative tool designed to analyze the rate of change in market participation. While the vast majority of technical indicators focus on Price Volatility (how much price moves), this script focuses on Volume Volatility (how unstable the participation is). Market volume is rarely distributed evenly; it tends to cluster. Periods of high activity are often followed by more high activity, and periods of calm tend to persist. This behavior is known as "heteroskedasticity." This script utilizes an Exponentially Weighted Moving Average (EWMA) model—a core component of Generalized Autoregressive Conditional Heteroskedasticity (GARCH) frameworks—to model these changing variance regimes. By isolating volume volatility from raw volume data, this tool helps traders distinguish between sustainable liquidity flows and erratic, unsustainable volume shocks that often precede market reversals or breakouts. Methodology and Calculations 1. Logarithmic vs. Percentage Returns The foundation of this indicator is the calculation of "Volume Returns"—the period-over-period change in volume. - The script defaults to Logarithmic Returns. In financial statistics, log returns are preferred because they normalize data that can vary wildly in magnitude (such as cryptocurrency volume spikes), providing a more symmetric view of changes. - Users can opt for standard percentage changes if they prefer a linear approach. 2. Variance Proxy (Squared Returns) To measure volatility, the direction of the volume change (up or down) matters less than the magnitude. The script squares the returns to create a "Variance Proxy." This ensures that a massive drop in volume is treated with the same statistical weight as a massive spike in volume—both represent a significant change in the volatility of participation. 3. GARCH-Style Smoothing (EWMA) Standard Moving Averages (SMA) treat all data points in the lookback period equally. However, volatility is dynamic. This script uses an EWMA model with a tunable "Lambda" (Decay Factor). - The Recursive Formula: The current calculation relies on a weighted average of the current variance and the previous period's smoothed variance. - Memory Effect: This allows the indicator to "remember" recent volatility shocks while gradually letting their influence fade. This mimics the GARCH process of conditional variance. 4. Dynamic Statistical Thresholds The final output is the Volatility (square root of variance). To make this data actionable, the script calculates a dynamic upper and lower limit based on the standard deviation (Z-Score) of the volatility itself over a user-defined lookback period. How to Use The indicator plots a histogram that categorizes the market into four distinct volatility regimes: 1. High Volatility (Red Histogram) Trigger: Volatility > High Band (Upper Standard Deviation). Interpretation: This signals an extreme anomaly in volume stability. This is not just "high volume," but "erratic volume behavior." This often occurs at: - Capitulation bottoms (panic selling). - Euphoric tops (blow-off tops). - Major news events or earnings releases. 2. Elevated Volatility (Maroon Histogram) Trigger: Volatility > Mean Average. Interpretation: The market is in an active state. Participation is changing rapidly, but within statistically normal bounds. This is common during healthy, trending moves where new participants are entering the market steadily. 3. Normal/Low Volatility (Green Histogram) Trigger: Volatility is within the lower bands. Interpretation: The market volume is stable. There are no sudden shocks in participation. This is typical of consolidation phases or "creeping" trends where the price drifts without significant volume conviction. 4. Extremely Low Volatility (Bright Green/Transparent) Trigger: Volatility < Low Band. Interpretation: The "calm before the storm." When volume volatility collapses to near-zero, it implies that the market has reached a state of equilibrium or disinterest. Historically, volatility is cyclical; periods of extreme compression often lead to violent expansion. Settings and Configuration Core Settings - Use EWMA: When checked (Default), uses the recursive GARCH-style calculation. If unchecked, it reverts to a simple SMA of variance, which is less sensitive to recent shocks but more stable. - Log Returns: Uses natural log for calculations. Highly recommended for assets with exponential growth or large volume ranges. - Length: The baseline period for the calculation. - Threshold Lookback: The number of bars used to calculate the Mean and Standard Deviation bands. - EWMA Lambda: The decay factor (0.0 to 1.0). A value of 0.94 is standard for risk metrics. -- Higher Lambda (e.g., 0.98): The indicator reacts slower and is smoother (long memory). -- Lower Lambda (e.g., 0.80): The indicator reacts very fast to new data (short memory). Visuals - Show Thresholds: Toggles the visibility of the statistical bands on the chart. - High Band (StdDev): The multiplier for the upper warning zone. Default is 1.5 deviations. Increasing this to 2.0 or 3.0 will filter for only the most extreme events. Disclaimer This tool is for educational and technical analysis purposes only. Breakouts can fail (fake-outs), and past geometric patterns do not guarantee future price action. Always manage risk and use this tool in conjunction with other forms of analysis.
Pine Script®指標
由MarkitTick提供
PEAD ScreenerPEAD Screener - Post-Earnings Announcement Drift Scanner ═══════════════════════════════════════════════════════════════ WHY EARNINGS ANNOUNCEMENTS CREATE OPPORTUNITY ═══════════════════════════════════════════════════════════════ The days immediately following an earnings announcement are among the noisiest periods for any stock. Within hours, the market must digest new information about a company's profits, revenue, and future outlook. Analysts scramble to update their models. Institutions rebalance positions. Retail traders react to headlines. This chaos creates a well-documented phenomenon called Post-Earnings Announcement Drift (PEAD): stocks that beat expectations tend to keep rising, while those that miss tend to keep falling - often for weeks after the initial announcement. Academic research has confirmed this pattern persists across decades and markets. But not every earnings surprise is equal. A company that beats estimates by 5 cents might move very differently than one that beats by 5 cents with unusually high volume, or one where both earnings AND revenue exceeded expectations. Raw numbers alone don't tell the full story. ═══════════════════════════════════════════════════════════════ HOW "STANDARDIZED UNEXPECTED" METRICS CUT THROUGH THE NOISE ═══════════════════════════════════════════════════════════════ This screener uses a statistical technique to measure how "surprising" a result truly is - not just whether it beat or missed, but how unusual that beat or miss was compared to the company's own history. The core idea: convert raw surprises into Z-scores. A Z-score answers the question: "How many standard deviations away from normal is this result?" - A Z-score of 0 means the result was exactly average - A Z-score of +2 means the result was unusually high (better than ~95% of historical results) - A Z-score of -2 means the result was unusually low By standardizing surprises this way, we can compare apples to apples. A small-cap biotech's $0.02 beat might actually be more significant than a mega-cap's $0.50 beat, once we account for each company's typical variability. This screener applies this standardization to three dimensions: earnings (SUE), revenue (SURGE), and volume (SUV). ═══════════════════════════════════════════════════════════════ THE 9 SCREENING CRITERIA ═══════════════════════════════════════════════════════════════ ───────────────────────────────────────── 1. SUE (Standardized Unexpected Earnings) ───────────────────────────────────────── WHAT IT IS: SUE measures how surprising an earnings result was, adjusted for the company's historical forecast accuracy. Calculation: Take the earnings surprise (actual EPS minus analyst estimate), then divide by the standard deviation of past forecast errors. This uses a rolling window of the last 8 quarters by default. Formula: SUE = (Actual EPS - Estimated EPS) / Standard Deviation of Past Errors HOW TO INTERPRET: - SUE > +2.0: Strongly positive surprise - earnings beat expectations by an unusually large margin. These stocks often continue drifting higher. - SUE between 0 and +2.0: Modest positive surprise - beat expectations, but within normal range. - SUE between -2.0 and 0: Modest negative surprise - missed expectations, but within normal range. - SUE < -2.0: Strongly negative surprise - significant miss. These stocks often continue drifting lower. For long positions, look for SUE values above +2.0, ideally combined with positive SURGE. ───────────────────────────────────────── 2. SURGE (Standardized Unexpected Revenue) ───────────────────────────────────────── WHAT IT IS: SURGE applies the same standardization technique to revenue surprises. While earnings can be manipulated through accounting choices, revenue is harder to fake - it represents actual sales. Calculation: Take the revenue surprise (actual revenue minus analyst estimate), then divide by the standard deviation of past revenue forecast errors. Formula: SURGE = (Actual Revenue - Estimated Revenue) / Standard Deviation of Past Errors HOW TO INTERPRET: - SURGE > +1.5: Strongly positive revenue surprise - the company sold significantly more than expected. - SURGE between 0 and +1.5: Modest positive surprise. - SURGE < 0: Revenue missed expectations. The most powerful signals occur when BOTH SUE and SURGE are positive and elevated (ideally SUE > 2.0 AND SURGE > 1.5). This indicates the company beat on both profitability AND top-line growth - a much stronger signal than either alone. When SUE and SURGE diverge significantly (e.g., high SUE but negative SURGE), treat with caution - the earnings beat may have come from cost-cutting rather than genuine growth. ───────────────────────────────────────── 3. SUV (Standardized Unexpected Volume) ───────────────────────────────────────── WHAT IT IS: SUV detects unusual trading volume after accounting for how volatile the stock is. More volatile stocks naturally have higher volume, so raw volume comparisons can be misleading. Calculation: This uses regression analysis to model the expected relationship between price volatility and volume. The "unexpected" volume is the residual - how much actual volume deviated from what the model predicted. This residual is then standardized into a Z-score. In plain terms: SUV asks "Given how much this stock typically moves, is today's volume unusually high or low?" HOW TO INTERPRET: - SUV > +2.0: Exceptionally high volume relative to the stock's volatility. This often signals institutional activity - big players moving in or out. - SUV between +1.0 and +2.0: Elevated volume - above normal interest. - SUV between -1.0 and +1.0: Normal volume range. - SUV < -1.0: Unusually quiet - less activity than expected. High SUV combined with positive price movement suggests accumulation (buying). High SUV combined with negative price movement suggests distribution (selling). ───────────────────────────────────────── 4. % From D0 Close ───────────────────────────────────────── WHAT IT IS: This measures how far the current price has moved from the closing price on its initial earnings reaction day (D0). The "reaction day" is the first trading day that fully reflects the earnings news - typically the day after an after-hours announcement, or the announcement day itself for pre-market releases. Calculation: ((Current Price - D0 Close) / D0 Close) × 100 HOW TO INTERPRET: - Positive values: Stock has gained ground since earnings. The higher the percentage, the stronger the post-earnings drift. - 0% to +5%: Modest positive drift - earnings were received well but momentum is limited. - +5% to +15%: Strong drift - buyers continue accumulating. - > +15%: Exceptional drift - significant institutional interest likely. - Negative values: Stock has given back gains or extended losses since earnings. May indicate the initial reaction was overdone, or that sentiment is deteriorating. This metric is most meaningful within the first 5-20 trading days after earnings. Extended drift (maintaining gains over 2+ weeks) is a stronger signal than a quick spike that fades. ───────────────────────────────────────── 5. # Pocket Pivots ───────────────────────────────────────── WHAT IT IS: Pocket Pivots are a volume-based pattern developed by Chris Kacher and Gil Morales. They identify days where institutional buyers are likely accumulating shares without causing obvious breakouts. Calculation: A Pocket Pivot occurs when: - The stock closes higher than it opened (up day) - The stock closes higher than the previous day's close - Today's volume exceeds the highest down-day volume of the prior 10 trading sessions The screener counts how many Pocket Pivots have occurred since the earnings announcement. HOW TO INTERPRET: - 0 Pocket Pivots: No detected institutional accumulation patterns since earnings. - 1-2 Pocket Pivots: Some institutional buying interest - worth monitoring. - 3+ Pocket Pivots: Strong accumulation signal - institutions appear to be building positions. Pocket Pivots are most significant when they occur: - Immediately following earnings announcements - Near moving average support (10-day, 21-day, or 50-day) - On above-average volume - After a period of price consolidation Multiple Pocket Pivots in a short period suggest sustained institutional demand, not just a one-day event. ───────────────────────────────────────── 6. ADX/DI (Trend Strength and Direction) ───────────────────────────────────────── WHAT IT IS: ADX (Average Directional Index) measures trend strength regardless of direction. DI (Directional Indicator) shows whether the trend is bullish or bearish. Calculation: ADX uses a 14-period lookback to measure how directional (trending) price movement is. Values range from 0 to 100. The +DI and -DI components compare upward and downward movement. The screener shows: - ADX value (trend strength) - Direction indicator: "+" for bullish (price trending up), "-" for bearish (price trending down) HOW TO INTERPRET: - ADX < 20: Weak trend - the stock is moving sideways, choppy. Not ideal for momentum trading. - ADX 20-25: Trend is emerging - potentially starting a directional move. - ADX 25-40: Strong trend - clear directional movement. Good for momentum plays. - ADX > 40: Very strong trend - powerful move in progress, but may be extended. The direction indicator (+/-) tells you which way: - "25+" means ADX of 25 with bullish direction (uptrend) - "25-" means ADX of 25 with bearish direction (downtrend) For post-earnings plays, ideal setups show ADX rising above 25 with positive direction, confirming the earnings reaction is developing into a sustained trend rather than a one-day spike. ───────────────────────────────────────── 7. Institutional Buying PASS ───────────────────────────────────────── WHAT IT IS: This proprietary composite indicator detects patterns consistent with institutional accumulation at three stages after earnings: EARLY (Days 0-4): Looks for "large block" buying on the earnings reaction day (exceptionally high volume with a close in the upper half of the day's range) combined with follow-through buying on the next day. MID (Days 5-9): Checks for sustained elevated volume (averaging 1.5x the 20-day average) combined with positive drift and consistent upward price movement (more up days than down days). LATE (Days 10+): Detects either visible accumulation (positive drift with high volume) OR stealth accumulation (positive drift with unusually LOW volume - suggesting smart money is quietly building positions without attracting attention). HOW TO INTERPRET: - Check mark/value of '1': Institutional buying pattern detected. The stock shows characteristics consistent with large players accumulating shares. - X mark/value of '0': No institutional buying pattern detected. This doesn't mean institutions aren't buying - just that the typical footprints aren't visible. A passing grade here adds conviction to other bullish signals. Institutions have research teams, information advantages, and long time horizons. When their footprints appear in the data, it often precedes sustained moves. Important: This is a pattern detection tool, not a guarantee. Always combine with other analysis. ───────────────────────────────────────── 8. Strong ATR Drift PASS ───────────────────────────────────────── WHAT IT IS: This measures whether the stock has drifted significantly relative to its own volatility. Instead of asking "did it move 10%?", it asks "did it move more than 1.5 ATRs?" ATR (Average True Range) measures a stock's typical daily movement. A volatile stock might move 5% daily, while a stable stock might move 0.5%. Using ATR normalizes for this difference. Calculation: ATR Drift = (Current Close - D0 Close) / D0 ATR in dollars The indicator passes when ATR Drift exceeds 1.5 AND at least 5 days have passed since earnings. HOW TO INTERPRET: - Check mark/value of '1': The stock has drifted more than 1.5 times its average daily range since earnings - a statistically significant move that suggests genuine momentum, not just noise. - X mark/value of '0': The drift (if any) is within normal volatility bounds - could just be random fluctuation. Why wait 5 days? The immediate post-earnings reaction (days 0-2) often includes gap fills and noise. By day 5, if the stock is still extended beyond 1.5 ATRs from the earnings close, it suggests real buying pressure, not just a reflexive gap. A passing grade here helps filter out stocks that "beat earnings" but haven't actually moved meaningfully. It focuses attention on stocks where the market is voting with real capital. ───────────────────────────────────────── 9. Days Since D0 ───────────────────────────────────────── WHAT IT IS: Simply counts the number of trading days since the earnings reaction day (D0). HOW TO INTERPRET: - Days 0-5 (Green): Fresh earnings - the information is new, institutional repositioning is active, and momentum trades are most potent. This is the "sweet spot" for PEAD strategies. - Days 6-10 (Neutral): Mid-period - some edge remains but diminishing. Good for adding to winning positions, less ideal for new entries. - Days 11+ (Red): Extended period - most of the post-earnings drift has typically played out. Higher risk that momentum fades or reverses. Research shows PEAD effects are strongest in the first 5-10 days after earnings, then decay. Beyond 20-30 days, the informational advantage of the earnings surprise is largely priced in. Use this to prioritize: focus on stocks with strong signals that are still in the early window, and be more selective about entries as days accumulate. ═══════════════════════════════════════════════════════════════ PUTTING IT ALL TOGETHER ═══════════════════════════════════════════════════════════════ You can use this screener in the chart view or in the Screener. One combination of the above filters to develop a shortlist of positive drift candidates may be: - SUE > 2.0 (significant earnings beat) - SURGE > 1.5 (significant revenue beat) - Positive % From D0 Close (price confirming the good news) - Institutional Buying PASS (big players accumulating) - Strong ATR Drift PASS (statistically significant movement) - Days Since D0 < 10 (still in the active drift window) No single indicator is sufficient. The power comes from convergence - when multiple independent measures all point the same direction. ═══════════════════════════════════════════════════════════════ SETTINGS ═══════════════════════════════════════════════════════════════ Key adjustable parameters: - SUE Method: "Analyst-based" uses consensus estimates; "Time-series" uses year-over-year comparison - Window Size: Number of quarters used for standardization (default: 8) - ATR Drift Threshold: Minimum ATR multiple for "strong" classification (default: 1.5) - Institutional Buying thresholds: Adjustable volume and CLV parameters ═══════════════════════════════════════════════════════════════ DISCLAIMER ═══════════════════════════════════════════════════════════════ This screener is a research tool, not financial advice. Past patterns do not guarantee future results. Always conduct your own due diligence and manage risk appropriately. Post-earnings trading involves significant uncertainty and volatility. The 'SUE' in this indicator does not represent a real person; any similarity to actual Sue's (or Susans for that matter) living or dead is quite frankly ridiculous, not to mention coincidental.
Pine Script®指標
由mericourt提供
Clean Volume (SUV)The Problem with Raw Volume Traditional volume bars tell you how much traded, but not whether that amount is unusual. This creates noise that misleads traders: Stock A averages 1M shares with wild daily swings (500K-2M is normal). Today's 2M volume looks like a spike—but it's just a routine high day. Stock B averages 1M shares with rock-steady volume (950K-1.05M typical). Today's 2M volume is genuinely extraordinary—institutions are clearly active. Both show identical 200% relative volume. But Stock B's reading is far more significant. Raw volume and simple relative volume (RVol) can't distinguish between these situations, leading to: - False signals on naturally volatile stocks - Missed signals on stable stocks where smaller deviations matter - Inconsistent comparisons across different securities --- A Solution: Standardized Unexpected Volume (SUV) SUV applies statistical normalization to volume, measuring how many standard deviations today's volume is from the mean. This z-score approach accounts for each stock's individual volume stability, not just its average. SUV = (Today's Volume - Average Volume) / Standard Deviation of Volume Using the examples above: - Stock A (high volatility): SUV = 2.0 — elevated but not unusual for this stock - Stock B (low volatility): SUV = 10.0 — extremely unusual, demands attention SUV automatically calibrates to each security's behaviour, making volume readings comparable across any stock, ETF, or timeframe. --- What SUV Is Good For ✅ Identifying genuine volume anomalies — separates signal from noise ✅ Comparing volume across different securities — apples-to-apples z-scores ✅ Spotting institutional activity — large players create statistically significant footprints ✅ Confirming breakouts — high SUV validates price moves ✅ Detecting exhaustion — extreme SUV after extended moves may signal climax ✅ Finding "dry" setups — negative SUV reveals quiet accumulation periods --- Where SUV Has Limitations ⚠️ Earnings/news events — SUV will spike dramatically (by design), but the statistical reading may be less meaningful when fundamentals change ⚠️ Low-float stocks — extreme volume volatility can produce erratic SUV readings ⚠️ First 20 bars — needs lookback period to establish baseline; early readings are less reliable ⚠️ Doesn't predict direction — SUV measures volume intensity, not whether price will rise or fall --- How to Read This Indicator Bar Height Displays actual volume (like a traditional volume chart) so you can still see absolute levels. Bar Color (SUV Intensity) Color intensity reflects the SUV z-score. Brighter = more unusual. Up Days (Green Gradient): | Color | SUV Range | Meaning | |--------------|-----------|------------------------------------------| | Bright Green | ≥ 3.0 | EXTREME — Highly unusual buying activity | | Green | ≥ 2.0 | VERY HIGH — Significant accumulation | | Light Green | ≥ 1.5 | HIGH — Above-average interest | | Pale Green | ≥ 1.0 | ELEVATED — Moderately active | | Muted Green | 0 to 1.0 | NORMAL — Typical volume | | Dark Grey | < 0 | DRY — Below-average, quiet | Down Days (Red Gradient): | Color | SUV Range | Meaning | |------------|-----------|-----------------------------------------| | Bright Red | ≥ 3.0 | EXTREME — Panic selling or capitulation | | Red | ≥ 2.0 | VERY HIGH — Heavy distribution | | Light Red | ≥ 1.5 | HIGH — Active selling | | Pale Red | ≥ 1.0 | ELEVATED — Moderate selling | | Muted Red | 0 to 1.0 | NORMAL — Routine down day | | Dark Grey | < 0 | DRY — Light profit-taking | Coiled State (Tan/Beige): When detected, bars turn muted tan regardless of direction. This indicates: - Volume compression (SUV below threshold for consecutive days) - Volatility contraction (ATR below average) - Price tightness (small recent moves) Coiled states may precede significant breakouts. Special Markers "P" Label (Blue) — Pocket Pivot detected. Morales & Kacher's signal fires when: - Price closes higher than previous close - Price closes above the open (green candle) - Volume exceeds the highest down-day volume of the last 10 bars Pocket Pivots may indicate institutional buying before a traditional breakout. "C" Label (Orange) — Coiled state confirmed. The stock is consolidating with compressed volume and tight price action. Watch for expansion. Dashboard The configurable dashboard displays real-time metrics. Default items: - Vol — Current bar volume - SUV — Z-score value - Class — Classification (EXTREME/VERY HIGH/HIGH/ELEVATED/NORMAL/DRY/COILED) - Proj RVol — Projected end-of-day relative volume (intraday only) Additional optional items: Direction, Coil Status, Relative ATR, Pocket Pivot, Average Volume. --- Practical Usage Tips 1. SUV ≥ 2 on breakouts — Validates the move has institutional participation 2. Watch for SUV < 0 bases — Quiet accumulation zones where smart money builds positions 3. Coil → Expansion — After consecutive coiled days, the first SUV ≥ 1.5 bar often signals direction 4. Pocket Pivots in bases — Early accumulation signals before price breaks out 5. Extreme SUV (≥3) after extended moves — May indicate climax/exhaustion rather than continuation --- Settings Overview | Group | Key Settings | |-----------------|-----------------------------------------------------| | SUV Settings | Lookback period (default 20) | | Coil Detection | Enable/disable, sensitivity thresholds | | Pocket Pivot | Enable/disable, lookback period | | Display | Dashboard style (Ribbon/Table), position, text size | | Dashboard Items | Toggle which metrics appear | | Colors | Fully customizable gradient colors | --- Credits SUV concept adapted from academic literature on standardized unexpected volume in market microstructure research. Pocket Pivot methodology based on Gil Morales and Chris Kacher's work. Coil detection inspired by volatility contraction patterns. --- This indicator does not provide financial advice. Always combine volume analysis with price action, market context, and proper risk management. No animals were harmed during the coding and testing of this indicator.
Pine Script®指標
由mericourt提供
2
Volume Heikin Ashi by CrugThis indicator combines the Heikin Ashi with classic volume candles. It is useful to see the trend and "how much" volume it contains 1 - Select Volume Candles on the graph i.postimg.cc 2- In setting remove the all the colors i.postimg.cc 3- Insert the indicator 4- Using with momentum indicators (like Market liberator B, MACD, ...) it provides more precise and realistic data to plot divergences because it combines: classic japanese candle but with volumes. In the meantime it is easier to see the main trend i.postimg.cc
Pine Script®指標
由LukeKruger提供
Multi-Distribution Volume Profile (Zeiierman)█ Overview Multi-Distribution Volume Profile (Zeiierman) is a flexible, structure-first volume profile tool that lets you reshape how volume is distributed across price, from classic uniform profiles to advanced statistical curves like Gaussian, Lognormal, Student-t, and more. Instead of forcing every market into a single "one-size-fits-all" profile, this tool lets you model how volume is likely concentrated inside each bar (body vs wicks, midpoint, tails, center bias, right-skew, heavy tails, etc.) and then stacks that behavior across a whole lookback window to build a rich, multi-distribution map of traded activity. On top of that, it overlays a dynamic Center Band (value area) and a fade/gradient model that can color each price row by volume, hits, recency, volatility, reversals, or even liquidity voids, turning a plain profile into a multi-dimensional context map. Highlights Choose from multiple Profile Build Modes , including uniform, body-only, wick-only, midpoint/close/open, center-weighted, and a suite of probability-style distributions (Gaussian, Lognormal, Weibull, Student-t, etc.) Flexible anchor layout: draw the profile on Right/Left (horizontal) or Bottom/Top (vertical) to fit any chart layout Value Area / Center Band computed from volume quantiles around the POC. Gradient-based Fade Metrics: volume, price hits, freshness (time decay), volatility impact, dwell time, reversal density, compression, and liquidity voids Separate bullish vs bearish volume at each price row for directional structure insights █ How It Works ⚪ Profile Construction The script scans a user-defined Bars Included window and finds the full high–low span of that zone. It then divides this range into a user-controlled number of Price Levels (rows). For each historical bar within the window: It measures the candle’s price range, body, and wicks. It assigns volume to rows according to the selected Profile Build Mode, for example: * Range Uniform – volume spread evenly across the full high–low range. * Range Body Only / Range Wick Only – concentrate volume inside the body or wicks only. * Midpoint / Close / Open Only – allocate volume entirely into one price row (pinpoint modeling). HL2 / Body Center Weighted – center weights around the middle of the range/body. Recent-Weighted Volume – amplify newer bars using exponential time decay. Volume Squared (Hard) – aggressively boost bars with large volume. Up Bars Only / Down Bars Only – filter volume to only bullish or bearish bars. For more advanced shapes, the script uses continuous distributions across the bar’s span: Linear, Triangular, Exponential to High Cosine Centered, PERT Gaussian, Lognormal, Cauchy, Laplace Pareto, Weibull, Logistic, Gumbel Gamma, Beta, Chi-Square, Student-t, F-Shape Each distribution produces a weight for each row within the bar’s range, normalized so the total volume remains consistent, but the shape of where that volume lands changes. ⚪ POC & Center Band (Value Area) Once all rows are accumulated: The row with the highest total volume becomes the Point of Control (POC) The script computes cumulative volume and finds the band that wraps a user-defined Center of Profile % (e.g., 68%) around the center of distribution. This range is displayed as a central band, often treated like a value area where price has spent the most “effort” trading. ⚪ Gradient Fade Engine Each row also gets a fade metric, chosen in Fade Metric: Volume – opacity based on relative volume. Price Hits – how frequently that row was touched. Blended (Vol+Hits) – average of volume & hits. Freshness – emphasizes recent activity, controlled by Decay. Volatility Impact – rows that saw larger ranges contribute more. Dwell Time – where price “camped” the longest. Reversal Density – where direction changes cluster. Compression – tight-range compression zones. Liquidity Void – inverse of volume (thin liquidity zones). When Apply Gradient is enabled, the row’s bullish/bearish colors are tinted from faint to strong based on this chosen metric, effectively turning the profile into a heatmap of your chosen structural property. █ How to Use ⚪ Explore Different Distribution Assumptions Switch between multiple Profile Build Modes to see how your assumptions about intrabar volume affect structure: Use Range Uniform for classical profile reading. Deploy Gaussian, Logistic, or Cosine shapes to emphasize central clustering. Try Pareto, Lognormal, or F-Shape to focus on tail / extremal activity. Use Recent-Weighted Volume to prioritize the most recent structural behavior. This is especially useful for traders who want to test how different modeling assumptions change perceived value areas and levels of interest. ⚪ Identify Value, Acceptance & Rejection Zones Use the POC and Center of Profile (%) band to distinguish: High-acceptance zones – wide central band, thick rows, strong gradient → fair value areas Rejection zones & tails – thin extremes, low dwell time, high volatility or reversal density These regions can be used as: Targets and origin zones for mean reversion Context for breakout validation (leaving value) Bias reference for intraday rotations or swing rotations ⚪ Read Directional Structure Within the Profile Because each row is split into bullish vs bearish contributions, you can visually read: Where buyers dominated a price region (large bullish slice) Where sellers absorbed or defended (large bearish slice) Combining this with Fade Metrics like Reversal Density, Dwell Time, or Freshness turns the profile into a structural order-flow map, without needing raw tick-by-tick volume data. ⚪ Use Fade Metrics for Contextual Heatmaps Each Fade Metric can be used for a different analytical lens: Volume / Blended – emphasize where volume and activity are concentrated. Freshness – highlight the most recently active zones that still matter. Volatility Impact & Compression – spot areas of explosive moves vs coiled ranges. Reversal Density – locate micro turning points and battle zones. Liquidity Void – visually pop out thin regions that may act as speedways or magnets. █ Settings Profile Build Mode – Selects how each bar’s volume is distributed across its price range (uniform, body/wick, midpoint/close/open, center-weighted, or statistical distribution families). Bars Included – Number of bars used to build the profile from the current bar backward. Price Levels – Vertical resolution of the profile: more levels = smoother but heavier. Anchor Side – Where the profile is drawn on the chart: Right, Left, Bottom, or Top. Offset (bars) – Horizontal offset from the last bar to the profile when using Right/Left modes. Apply Gradient – Toggles the fade/heatmap coloring based on the selected metric. Fade Metric – Chooses the property driving row opacity (Volume, Hits, Freshness, Volatility Impact, Dwell Time, Reversal Density, Compression, Liquidity Void). Decay – Time-decay factor for Freshness (values close to 1 keep older activity relevant for longer). Profile Thickness – Relative thickness of the profile along the time axis, as a % of the lookback window. Center of Profile (%) – Volume percentage used to define the central band (value area) around the POC. ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Pine Script®指標
由Zeiierman提供
5
Rolling Volume Profile [Matrix Volume Heatmap] by NXT2017Description This indicator offers a unique visual approach to Volume Profile analysis. Instead of the traditional histogram bars or boxes, this script renders a Rolling Volume Profile as a background "Matrix Heatmap" directly on your chart. By dividing the price action of the most recent N-candles into 30 horizontal zones (buckets), it visualizes where the most trading activity has occurred within your defined lookback period. The visualization uses dynamic transparency to highlight the Point of Control (POC) and high-volume nodes, while fading out low-volume areas. 🧠 How it Works The script operates on a "Rolling Window" basis, meaning it recalculates the profile at every bar to reflect the immediate market context. Dynamic Range: It calculates the highest High and lowest Low of the user-defined Lookback Length (default: 1000 bars). Bucket Slicing: This vertical range is divided into 30 equal price buckets. Volume Distribution (Overlap Logic): The script iterates through the historical data. If a candle is large and spans multiple buckets, its volume is distributed proportionally across those buckets. This ensures a more realistic profile compared to simply assigning volume to the close price. Heatmap Visualization: The script calculates the Maximum Volume (POC) within the profile. It uses a Reference Length to normalize this maximum. Dynamic Opacity: Zones with volume close to the maximum are rendered opaque (solid). Zones with low relative volume become highly transparent. This creates an automatic "Heatmap" effect, allowing you to instantly spot the most significant price levels. ⚙️ Settings Lookback Length (candles): Defines how far back the profile calculates volume (e.g., 1000 bars). POC Reference Length: Defines the smoothing window for the 100% volume baseline. Increasing this stabilizes the color changes; decreasing it makes the heatmap more reactive to sudden volume spikes. Profil Color: Choose the base color for the matrix. The transparency is calculated automatically. 💡 Use Case This tool is ideal for traders who want to see the "Value Area" of the current range without cluttering the chart with complex boxes or side-bars. It works excellent as a background context tool to identify: High Volume Nodes (Support/Resistance) Low Volume Nodes (Price gaps/Rejection areas) Migrating Points of Control (Trend direction)
Pine Script®指標
由NXT2017提供
Volume Profile VisionVolume Profile Vision - Complete Description Overview Volume Profile Vision (VPV) is an advanced volume profile indicator that visualizes where trading activity has occurred at different price levels over a specified time period. Unlike traditional volume indicators that show volume over time, this indicator displays volume distribution across price levels, helping traders identify key support/resistance zones, fair value areas, and potential reversal points. What Makes This Indicator Original Volume Profile Vision introduces several unique features not found in standard volume profile tools: Dual-Direction Histogram Display: Unlike conventional volume profiles that only show bars extending in one direction, VPV displays volume bars extending both left (into historical candles) and right (as a traditional histogram). This bi-directional approach allows traders to see exactly where historical price action intersected with high-volume nodes. Real-Time Candle Highlighting: The indicator dynamically highlights volume bars that intersect with the current candle's price range, making it immediately obvious which volume levels are currently in play. Four Professional Color Schemes: Each color scheme uses distinct gradient algorithms and visual encoding systems: Traffic Light: Uses red (POC), green (VA boundaries), yellow (HVN), with grayscale gradients outside the value area Aurora Glass: Modern cyan-to-magenta gradient with hot magenta POC highlighting Obsidian Precision: Professional dark theme with white POC and electric cyan accents Black Ice: Monochromatic cyan family with graduated intensity Adaptive Transparency System: Automatically adjusts bar transparency based on position relative to value area, with special handling for each color scheme to maintain visual clarity. Core Concepts & Calculations Volume Distribution Analysis The indicator divides the visible price range into user-defined price levels (default: 80 levels) and calculates the total volume traded at each level by: Scanning back through the specified lookback period (customizable or visible range) For each historical bar, determining which price levels the bar's high/low range intersects Accumulating volume for each intersected price level Optionally filtering by bullish/bearish volume only Point of Control (POC) The POC is the price level with the highest traded volume during the analyzed period. This represents the "fairest" price where most traders agreed on value. The indicator marks this with distinct coloring (red in Traffic Light, magenta in Aurora Glass, white in Obsidian Precision, cyan in Black Ice). Trading Significance: POC acts as a strong magnet for price - markets tend to return to fair value. When price is away from POC, traders watch for: Mean reversion opportunities when price is far from POC Rejection signals when price tests POC from above/below Breakout confirmation when price breaks through and holds beyond POC Value Area (VA) The Value Area encompasses the price range where a specified percentage (default: 68%) of all volume traded. This represents the range of "accepted value" by market participants. Calculation Method: Start at the POC (highest volume level) Expand upward and downward, adding adjacent price levels Always add the level with higher volume next Continue until accumulated volume reaches the VA percentage threshold Value Area High (VAH): Upper boundary of accepted value - acts as resistance Value Area Low (VAL): Lower boundary of accepted value - acts as support Trading Significance: Price spending time inside VA indicates market equilibrium Breakouts above VAH suggest bullish momentum shift Breakdowns below VAL suggest bearish momentum shift Returns to VA boundaries often provide high-probability entry zones High Volume Nodes (HVN) Price levels with volume exceeding a threshold percentage (default: 80%) of POC volume. These represent areas of strong agreement and consolidation. Trading Significance: HVNs act as strong support/resistance zones Price tends to consolidate at HVNs before making directional moves Breaking through an HVN often signals strong momentum Low Volume Nodes (LVN) Price levels within the Value Area with volume ≤30% of POC volume. These are zones price moved through quickly with minimal consolidation. Trading Significance: LVNs represent areas of rejection - price finds little acceptance Price tends to move rapidly through LVN zones Useful for setting stop-losses (below LVN for longs, above for shorts) Can identify potential gaps or "air pockets" in the market structure Grayscale POC Detection A secondary POC detection system identifies the highest volume level outside the Value Area (with a 2-level buffer to avoid confusion). This helps identify significant volume accumulation zones that exist beyond the main value area. How to Use This Indicator Setup Choose Lookback Period: Enable "Use Visible Range" to analyze only what's on your chart Or set "Fixed Range Lookback Depth" (default: 200 bars) for consistent analysis Adjust Profile Resolution: "Number of Price Levels" (default: 80) - higher = more granular analysis, lower = broader zones Select Color Scheme: Traffic Light: Best for clear POC/VA/HVN identification Aurora Glass: Modern aesthetic for dark charts Obsidian Precision: Professional trader preference Black Ice: Minimalist single-color family Visual Customization Left Extension: How far back the left-side histogram extends into historical candles (default: 490 bars) Right Extension: Width of the traditional histogram bars on the right (default: 50 bars) Right Margin: Space between current price bar and histogram (default: 0 for flush alignment) Left Profile Gap: Space between left-side histogram and candles (default: 0) Trading Strategies Strategy 1: Value Area Mean Reversion Wait for price to move outside the Value Area (above VAH or below VAL) Look for rejection signals (wicks, bearish/bullish candles) Enter trades toward the POC Take profits as price returns to POC or opposite VA boundary Strategy 2: Breakout Confirmation Identify when price is consolidating within the Value Area Wait for a strong close above VAH (bullish) or below VAL (bearish) Enter on the breakout or on first pullback to the VA boundary Target previous HVNs or swing highs/lows outside the VA Strategy 3: POC Support/Resistance Watch for price approaching the POC level If approaching from below, look for bullish reversal patterns at POC (support) If approaching from above, look for bearish reversal patterns at POC (resistance) Trade in the direction of the bounce with stops beyond the POC Strategy 4: LVN Fast Movement Zones Identify LVN zones within the Value Area (marked with "LVN" label) When price enters an LVN, expect rapid movement through the zone Avoid entering trades within LVNs Use LVNs as confirmation of directional momentum Alert System The indicator includes 7 customizable alert conditions: POC Touch: Alerts when price comes within 0.5 ATR of POC VAH/VAL Touch: Alerts at Value Area boundaries VA Breakout: Alerts on breakouts above VAH or below VAL HVN Touch: Alerts when price contacts High Volume Nodes LVN Entry: Alerts when entering Low Volume zones POC Shift: Alerts when POC moves to a new price level Reading the Profile Price Labels (shown on the right side): POC: Point of Control - highest volume price level VAH: Value Area High - upper boundary of accepted value VAL: Value Area Low - lower boundary of accepted value LVN: Low Volume Node - expect fast movement through this zone Color Intensity Interpretation: Brighter colors = higher volume concentration Dimmer colors = lower volume Abrupt color changes = transition between volume zones Gaps in the histogram = price levels with no trading activity Technical Details Volume Accumulation Logic: For each bar in lookback period: For each price level: If bar's high/low range intersects price level: Add bar's volume to that price level's total Gradient Algorithm: Traffic Light: Dual-range piecewise gradient (0-50% and 50-100% volume intensity) Aurora Glass: Linear cyan-to-magenta interpolation Obsidian Precision: Dark blue gradient with cyan highlights Black Ice: Three-stage cyan intensity progression Real-Time Updates: The profile recalculates on every bar, including real-time tick data, ensuring the volume distribution always reflects current market structure. Best Practices Timeframe Selection: Use higher timeframes (4H, Daily) for swing trading, lower timeframes (5min, 15min) for day trading Combine with Price Action: Volume profile shows WHERE, price action shows WHEN Multiple Timeframe Analysis: Check daily VP for major levels, then drill down to intraday for entries Volume Type Selection: Use "Bullish" volume in uptrends, "Bearish" in downtrends, or "Both" for complete picture Adjust VA Percentage: 68% (default) captures one standard deviation; try 70% for tighter or 60% for broader value areas Performance Notes Maximum bars back: 5000 (handles deep historical analysis) Maximum boxes: 500 (handles complex profiles) Optimized calculation: Only recalculates on last bar for efficiency Real-time capable: Updates as new ticks arrive
Pine Script®指標
由KevinSvenson_提供
1
Advanced Volume Suite (24h, Pulse, Spikes, Breakout Pressure)Advanced Volume Suite transforms raw volume into a complete market-intelligence toolkit for breakout, momentum, and liquidity-driven trading. Unlike the basic volume indicator, this tool analyzes volume in true USDT value, tracks rolling 24h exchange-style volume, measures volume strength vs historical averages, detects smart spikes, and highlights breakout pressure near support/resistance. Core Features: • USDT-based volume histogram • 24h rolling volume line • Volume Pulse (volume vs moving average) • Smart spike detection with directional filters • Breakout pressure system (breakouts + near-breakout conditions) • 3 advanced volume color modes (Simple / Body / Delta-style) • All signals and thresholds fully configurable Perfect for traders who rely on volume confirmation for breakouts, momentum entries, scalping, or detecting institutional activity.
Pine Script®指標
由zalutskyiyuriy提供
2