Session Dominance Profile [Pointalgo]Session Dominance Profile is a visual volume-distribution tool that shows which global trading session (Asia, London, or New York) dominates price activity across different price levels within a defined historical range.
The indicator builds a horizontal volume profile using candle close prices and volume, then classifies each price level by the session that contributed the highest volume.
How It Works :
The script analyzes a configurable lookback period
Price range is divided into multiple horizontal bins
Volume is accumulated per price level
Each bin is split into three session buckets:
Asia Session (Yellow)
London Session (Blue)
New York Session (Red)
The session with the highest volume at that price level determines the color
This results in a Session-based Dominance Profile, helping traders visually identify:
Where major sessions were most active
Session-specific acceptance or rejection zones
Potential intraday and swing reaction areas
Practical Use Cases :
Identify price levels dominated by a specific session
Understand session rotation and participation
Combine with:
Market structure
Support & resistance
VWAP or moving averages
Useful for intraday, scalping, and swing trading
Inputs Explained:
Lookback – Number of historical bars used to build the profile
Resolution – Number of price bins (higher = more detail)
Fixed Width (Bars) – Maximum horizontal width of the profile
Offset (Bars) – Distance of the profile from the current bar
Profile Direction – Left-to-Right or Right-to-Left rendering
Session Time Reference:
All sessions are calculated using UTC time.
Important Notes:
This indicator is visual and analytical only
It does not generate buy or sell signals
No repainting: the profile is calculated on the last bar only
Designed for educational and research purposes
Disclaimer:
This script does not provide financial advice.
Trading involves risk, and past volume behavior does not guarantee future results.
Always confirm signals using additional analysis and proper risk management.
成交量指標
Kundan Breakout StrategyHow to Use This Strategy
Step 1: Setup Chart
Open TradingView → Select your stock/index (e.g., NIFTY, BANKNIFTY)
Set timeframe to 5 minute or 15 minute
Add the indicator to your chart
Step 2: Understand the Info Table (Top Right)
┌─────────────────────────────────┐
│ 📊 MTF ANALYSIS │
├─────────────────────────────────┤
│ Daily Trend: ✅ UPTREND │ ← Must be green
│ 4H Trend: ✅ UPTREND │ ← Must be green
│ HTF Combined: ✅ ALIGNED │ ← Both aligned
│ Retracement: ✅ DETECTED │ ← Selling came
│ Active Zone: ✅ YES │ ← Big red found
│ Liq. Sweep: 🔥 DONE (90%+) │ ← Best setup!
│ Signal: 🔥 90%+ SIGNAL! │ ← ENTRY TIME
└─────────────────────────────────┘
Step 3: Wait for Setup to Form
PhaseWhat Happens on ChartWhat You Do1Background turns GREENDaily + 4H in uptrend ✓2Price pulls back (red candles)Retracement happening ✓3🔴 Red circle appears above a candleBig Red Candle detected! Note its High/Low4Red box drawn around that candleThis is your zone to watch5Price dips below the box (optional)Liquidity sweep = 90%+ setup!6🟢 Triangle "BUY" appearsENTRY SIGNAL
Step 4: Entry Rules
For Base Signal (BUY):
Enter when green triangle appears
Stop Loss: Below the red box (Big Red Candle low)
For Enhanced Signal (🔥 BUY 90%+):
Higher probability trade
Liquidity sweep already done
Same stop loss below red box
Step 5: Visual Guide
Price Chart:
┌── Recent High
│
─────┴──── Price pulls back
│
🔴────┼──── BIG RED CANDLE (high volume)
│ RED BOX │
└─────┬─────┘
│ ← Liquidity Sweep (price dips below)
│
🟢 BUY SIGNAL
▲
Entry here
Step 6: Set Alerts (Optional)
Click Alert icon (🔔) on TradingView
Condition → Select this indicator
Choose:
"Big Red Candle Detected" → Get notified when setup forms
"Enhanced Signal 90%+" → Get notified for best entries
Set notification (app/email/SMS)
Quick Checklist Before Entry:
Daily making Higher Highs? ✅
4H making Higher Highs? ✅
Retracement (selling) visible? ✅
Big Red Candle with high volume? ✅
Green candle breaking high with LOW volume? ✅
Liquidity sweep done? (Bonus - 90%+ setup)
RVOL Intraday TruthRVOL Intraday Truth — Context-Aware Relative Volume for Intraday/Swing Trading
Overview:
RVOL Intraday Truth is an intraday decision-support indicator that identifies stocks showing abnormal participation early in the session, while filtering out late or noisy volume spikes.
It combines time-normalized Relative Volume (RVOL) with directional and structural context and presents all key metrics in a compact on-chart table.
The goal is not to generate frequent signals, but to highlight quality intraday momentum candidates with confirmation.
Core Concept (Originality & Usefulness):
Relative Volume alone often produces false positives when used without context.
This script integrates RVOL with time, trend, and structure filters so that volume expansion is evaluated only when it matters most intraday.
Below components are designed to work together:
RVOL measures participation, EMA distance and PDH provide directional bias, Strong Start logic enforces early-session validity, Alerts and BUY line trigger only when confluence exists
This makes the script more actionable than running multiple indicators separately.
How It Works (Conceptual Explanation):
Relative Volume (RVOL):
RVOL compares the current session’s cumulative volume at the same time-of-day
Against the average cumulative volume of the last N trading days
Volume resets automatically on each new session
Calculation is replay-safe.
Strong Start (SS):
A stock is marked as Strong Start (SS) if:
At the configured start time (default 09:18 IST),
Price is above the prior day’s VAH, and
After that point, price never dips back below VAH
This ensures that RVOL expansion occurs with acceptance above prior value, not rejection.
Structural & Trend Context:
PDH (Previous Day High): confirms continuation above prior resistance
Daily EMA10 / EMA20 distance: shows whether volume expansion aligns with short-term trend
These filters help distinguish momentum participation from random volume spikes
BUY Line Logic (Intraday Only):
Can trigger only within the first N minutes from market open (09:15 IST)
One BUY signal per day
BUY level is set at the trigger bar’s high
If SS is enabled, BUY requires price to remain above prior VAH
This enforces disciplined early-session breakouts only.
Table Output:
The on-chart table provides a quick decision snapshot, including:
RVOL %
% Change Day / % Change Open
Turnover (₹ Cr)
Distance from Daily EMA10 / EMA20
Strong Start (SS) and PDH flags
The table is dynamic and adapts to user-selected columns.
Alerts (Intraday Only):
Alerts operate only on intraday charts
Start-time alert triggers once when RVOL meets R1%
In-window alerts can fire between Start and End when RVOL meets R2%
If SS is enabled, alerts require SS to be true
Higher Timeframe Behavior (Daily / HTF) :
On Daily and higher timeframes:
RVOL% is computed using daily average volume
% Change, EMA distances, and Turnover remain valid
SS, BUY, and alerts are automatically disabled
This prevents misuse outside the intended intraday context.
How to Use:
Designed for intraday charts
Best suited for liquid stocks
Focus on symbols showing high RVOL + SS + PDH alignment
Intended as a decision-support tool, not a standalone trading system
Limitations:
Volume distribution is bar-based, not tick-based
Illiquid stocks may show distorted VAH readings
Trading Value (Auto-Unit: K/M/B) with Price LabelsThis is a simple yet powerful indicator that calculates and displays the Trading Value (Price × Volume) instead of just trading quantity. It helps traders identify where the real "big money" is flowing.
By. Ninggimhee
Allyhshn - OrderFlowAllyhshn – OrderFlow
Dynamic Order Flow, Volume Delta & Price-Based Flow visualization
Is an advanced order flow and volume-by-price visualization indicator designed to work on any TradingView account, using public volume data and lower-timeframe aggregation to approximate professional order-flow behavior.
The script combines delta analysis, dynamic volume (bubbles), price-region (snapshot ladders), real-time flow tracking, delivering a comprehensive snapshot of buyer and seller activity directly on the chart.
1) Core Concept
The indicator estimates order flow by:
* Aggregating volume from lower timeframes.
* Classifying volume as buying or selling pressure.
* Distributing volume into price bins.
* Rendering this information as visual bubbles, ladder tables, and real-time labels.
This approach allows traders to identify:
* Aggressive buying or selling.
* Absorption and institutional participation.
* Acceptance or rejection of price levels.
* High-interest price zones (POC and volume clusters).
2) Order Flow & Delta Calculation
Delta Estimation
* Delta is calculated as the difference between buying and selling volume.
* On second-based charts, delta is computed directly from candle behavior.
* On higher timeframes, delta is reconstructed from lower timeframes
Wick-Based Classification (Optional)
* When enabled, volume classification uses **wick and candle position** rather than only
open/close.
This improves detection of:
* Absorptions;
* Rejections;
* True control of the candle (buyers vs sellers).
3) Delta Normalization & Thresholds
To maintain consistency across different market regimes:
* Absolute delta is normalized using an EMA-based baseline.
* A configurable threshold factor filters out weak or irrelevant volume.
* Only significant aggressions generate visual signals.
This makes signals comparable across:
* Low-volume sessions.
* High volatility.
* News events.
* Consolidation phases.
4) Dynamic Volume Bubbles (Order Flow Visualization)
Bubble Logic
* Buy and sell aggressions are rendered as bubbles on the chart.
* Bubble size dynamically reflects the relative strength of delta.
* Sizes adapt automatically to market conditions.
Real-Time Behavior:
* During the active candle, bubbles:
* Expand as volume accumulates.
* Update continuously.
* Reflect real-time changes in order flow.
* Buy and sell bubbles are mutually exclusive unless both sides are active.
Historical Bubbles:
* Confirmed candles store bubbles in history.
* The total number of displayed bubbles is limited to avoid clutter.
* Optional **institutional-only mode** displays only extreme or absorbed events.
5) Absorption & Institutional Event Detection
The script can isolate high-impact volume events by:
* Requiring delta to exceed a dynamic threshold;
* Filtering only extreme or abnormal volume behavior;
* Highlighting potential institutional absorption zones.
Bubble sizing becomes more aggressive in this mode, emphasizing:
* Large participants.
* Defended price levels.
* Failed auctions.
6) Vertical & Horizontal Positioning
* Bubble placement is offset vertically using ATR-based padding, ensuring clarity.
* Labels and bubbles never overlap candles.
* Horizontal offsets are configurable for right-side labels.
7) Ladder – Order Flow by Price (Flow Snapshot)
Purpose:
The Ladder provides a price-based snapshot of order flow,
similar to a volume profile combined with delta.
Features:
* Aggregates buy, sell, and total volume by price regions (bins).
* Uses fixed tick-based bins for accurate price granularity.
* Automatically adapts to the visible range or fallback lookback.
Range Modes:
*ATR Mode: Ladder range adapts dynamically to volatility.
*ABS Mode: Ladder uses a fixed price range defined by scale and units.
Display Options
* Price level.
* Bought volume.
* Sold volume.
* Total volume.
* Compact number formatting (K/M).
8) Point of Control (POC)
* The ladder automatically identifies the Point of Control.
* The price region with the highest total volume.
* The POC row can be visually highlighted.
This helps identify:
* Acceptance zones.
* Fair value areas.
* High-interest liquidity levels.
9) Real-Time Overlay on Ladder
* The current candle’s live delta is overlayed on the ladder in real time.
* This ensures the ladder always reflects the most current order flow state.
* Traders can see developing volume before candle close.
10) Right Mini Labels – Last Candle Snapshot
A compact label panel on the right side displays:
* Buyers volume.
* Sellers volume.
* Optional total volume.
These values:
* Update in real time.
* Reset at each new candle.
* Reflect only the current bar’s order flow.
This provides a quick, readable snapshot without scanning the entire ladder.
11) Data Management & Performance
* Uses rolling arrays to maintain performance.
* Automatically removes outdated price bins.
* Prevents memory growth with fixed limits.
* Designed to remain stable even on fast markets and low timeframes.
12) Intended Use Cases
This script is suitable for:
* Scalping and intraday trading.
* Identifying absorption and manipulation.
* Confirming breakouts and failures.
* Reading auction behavior.
* Enhancing entries and exits with order flow context.
13) Account Compatibility
* Does not require proprietary order book or footprint data.
* Works on all TradingView accounts.
* Uses only publicly available volume information.
Aivance Opening Range & Vol FactorAivance Opening Range & Volume Factor
Overview
The Aivance Opening Range & Volume Factor is a comprehensive tool designed for Day Traders and Scalpers who rely on the "Opening Drive" or "Opening Range Breakout" (ORB) strategies.
The first candle of the trading session often sets the tone for the entire day. This indicator not only visualizes the price action of that critical first candle but also contextualizes the Volume to help you determine if there is enough institutional participation to sustain a trend.
Key Features
1. Opening Volume Factor
Unlike standard volume indicators, this tool calculates a specific Volume Factor for the opening candle:
Formula: (Volume of 1st Candle / Total Volume of Previous Day) * 100
Why it matters: A high Volume Factor (thresholds vary significantly depending on the chart timeframe and asset) suggests strong institutional interest immediately at the open. This often increases the probability of a sustained trend day rather than a choppy range day.
2. Automatic Session Detection
No manual time inputs are required.
The indicator uses time("D") to automatically detect the start of the trading day.
RTH vs. ETH: It adapts to your chart settings. If you use "Regular Trading Hours" (RTH), it marks the 09:30 NY open. If you use "Extended Trading Hours" (ETH), it marks the pre-market open.
3. Visual Opening Range
Box & Lines: Draws a box highlighting the High/Low and the Body (Open/Close) of the opening candle.
Extension: Extends support/resistance lines across the session to help identify breakouts or retests of the opening range later in the day.
4. Smart "Pullback" Logic (Optional)
This script includes a unique filter called "Show only on Pullback":
Default (False): The range is drawn immediately when the first candle closes.
Enabled (True): The range is hidden until the market prints a candle in the opposite direction of the opening move.
Strategy: This helps filter out impulsive moves and encourages trading the "retest" or the failure of the initial drive, rather than chasing the first tick.
How to Use
Trend Confirmation: Look for a breakout of the Opening Box combined with a high Volume Factor.
Support/Resistance: Use the extended gray lines (High/Low of the first candle) as key pivot points for stop-losses or entry targets.
Context: Compare the Volume Factor across different days to establish a baseline for your specific asset (e.g., what constitutes "High Volume" for NQ vs. ES vs. AAPL).
Settings
Colors: Fully customizable colors for Long (Bullish) and Short (Bearish) opening ranges.
Volume Factor: Toggle the text label on/off and adjust size/color.
Logic: Toggle the "Pullback" requirement on/off.
Disclaimer: This tool is for informational purposes only and does not constitute financial advice. Always manage your risk.
Volume Profile VISIBLE RANGEVolume Profile VISIBLE RANGE (VPVR)
A professional Volume Profile / Market Profile (TPO) indicator designed for the visible range on your chart, featuring Buy/Sell Delta Histogram and automatic Key Levels (POC / VAH / VAL)—so you can read market structure clearly in seconds.
✅ Key Features
1) Two Calculation Modes
Volume Profile: Builds the distribution using traded volume
Market Profile / TPO: Ignores volume and focuses on time-based distribution
(Ideal for instruments with unreliable or unavailable volume data)
Note: If volume data is unavailable, the indicator automatically behaves like a TPO profile.
2) Three Range Modes
Visible Range: Calculates only from the candles currently visible on screen
(Automatically updates as you scroll the chart)
Anchored Range: Calculates from a user-defined anchor start time
All Range: Calculates using the entire chart history
3) Delta Histogram (Buy / Sell)
Displays Buy/Sell Delta as a histogram over the same range.
Separate Delta Rows control from the main profile
Ideal for identifying buying vs selling pressure within price zones
4) Automatic Key Levels (POC / VAH / VAL)
POC (Point of Control)
VAH / VAL (Value Area High / Low)
Adjustable Value Area % (e.g. 70%)
Optional Extend Key Lines Left for historical context
🎛️ UI & Visual Customization
Rows (Main Profile): Profile resolution (higher = more detail)
Horizontal Offset / Max Width: Histogram spacing and width
Row Height (%): Thickness of profile blocks
Fully customizable colors:
Outline
Buy / Sell
POC / VAH / VAL
⚡ Performance Optimization
Max Lower TF Bars: Limits lower-timeframe bars to prevent lag and script limits
Use Second-Based Timeframes (Premium+): Enables 1s / 5s resolution when needed
(TradingView Premium required)
👤 Who Is This For?
Orderflow & Volume Profile traders who want to read market structure fast
Traders who prefer analyzing only the range they are currently viewing
Anyone using POC / VAH / VAL as key references for trade planning
📌 Quick Start Guide
Set Range Mode = Visible Range, then scroll the chart to analyze distributions
Enable Delta Histogram to assess buy/sell pressure
Turn on POC + VAH/VAL for key market levels
If performance slows, reduce Rows or limit Max Lower TF Bars
⚠️ Disclaimer
This indicator is an analytical tool only and does not guarantee profits. Results depend on the instrument, timeframe, volume data quality, and market conditions.
SA VWAP RSI Gamma ExpressSIGNAL ARCHITECT™ — VWAP + RSI + Gamma Express
Reduced Gate | Intraday Structure Engine
Overview
The VWAP + RSI + Gamma Express is a structure-first intraday signal engine designed to identify high-probability reversals and momentum expansions around VWAP, RSI regime shifts, and synthetic gamma-wall behavior.
This tool does not predict price.
It highlights where price is statistically more likely to respond based on participation, positioning, and momentum confirmation.
Core Logic (How It Works)
This study combines three structural layers:
1) VWAP Location
VWAP defines the institutional mean
Signals only trigger when price reclaims or rejects VWAP
Eliminates low-quality mid-range chop
2) RSI Regime Behavior
Reversal Logic
Bullish: VWAP reclaim after RSI has been oversold
Bearish: VWAP rejection after RSI has been overbought
Expansion Logic
Bullish: RSI ≥ 60 while holding above VWAP
Bearish: RSI ≤ 40 while holding below VWAP
Prevents chasing late or exhausted moves
3) Gamma Proxy (Optional Gate)
Uses synthetic strike proximity + volume behavior
Helps detect areas where dealer hedging or pinning behavior may amplify follow-through
Can be toggled ON/OFF depending on market conditions
Signal Types
BULL REV (Bullish Reversal)
VWAP cross upward
Prior RSI oversold
Indicates absorption → directional shift
BULL EXP (Bullish Expansion)
Above VWAP
RSI expansion (≥ 60)
Optional gamma confirmation
Indicates momentum continuation
BEAR REV (Bearish Reversal)
VWAP cross downward
Prior RSI overbought
Indicates distribution → downside response
BEAR EXP (Bearish Expansion)
Below VWAP
RSI deflation (≤ 40)
Optional gamma confirmation
Indicates downside continuation
Bar Coloring (Important)
Green Bars → Bullish structure confirmed
Red Bars → Bearish structure confirmed
Gray Bars → Undefined trading conditions
⚠️ Gray bars mean CAUTION IS ELEVATED
Structure is incomplete
VWAP / RSI / Gamma alignment is missing
Best used for observation, not execution
Gray = wait for confirmation, not force a trade.
Recommended Timeframes
⭐ 5-Minute is the PRIMARY and FAVORITE timeframe
Best balance of signal clarity and execution precision
Ideal for NQ / ES intraday structure
Captures real institutional behavior without micro noise
Secondary Use:
15m → intraday bias confirmation
1H → session-level context
Lower than 5m = execution only (not signal truth)
Best Use Cases
VWAP reclaim / rejection days
Trend days with pullback continuation
Opening range transitions
Post-news stabilization phases
Futures, index ETFs, and highly liquid equities
What This Tool Is NOT
❌ Not a buy/sell command system
❌ Not predictive or future-forecasting
❌ Not designed for low-liquidity assets
This is a structure + confirmation engine, not a signal spam tool.
Risk & Disclaimer
This indicator is provided for educational and analytical purposes only.
It does not constitute financial advice. Trading involves substantial risk, and past performance does not guarantee future results. Always use proper risk management.
Signal Indicator
trianchor.gumroad.com
chatgpt.com
chatgpt.com
chatgpt.com
Volume Profile Visible Range (VPVR) with POC PriceThis script visualizes volume distribution for the bars currently visible on your chart, helping you identify key liquidity zones and high-traffic price levels.
Main Features:
・Dynamic Range: Recalculates automatically as you zoom or scroll.
・POC Price Label: Highlights the Point of Control (highest volume) with a clear price tag.
・Value Area (VA): Visually separates the most active trading zone (default 70%).
・Highly Flexible: Choose your preferred layout (Left or Right) and colors.
How to use:
1. Spot S/R Levels: Look for long bars (High Volume Nodes); these often act as strong support or resistance.
2. Monitor the POC: The Point of Control is a price magnet. Watch for reactions or retests at this level.
3. Low Volume Gaps: Price tends to move quickly through areas with very short volume bars.
Aura Volumetrics [Pineify]Aura Volumetrics - Dynamic Volume-Weighted Sentiment Visualization
The Aura Volumetrics indicator transforms traditional volume analysis into a dynamic, visual representation of market sentiment and trading intensity. By combining volume delta analysis, volume surprise detection, and volatility-adjusted bands, this indicator creates a "breathing" aura around price that reveals the true strength and exhaustion of market movements in real-time.
Key Features
Dynamic Aura Bands that expand and contract based on volume intensity and market volatility
Color-coded sentiment analysis distinguishing bullish (green), bearish (red), and neutral (gray) market conditions
Peak Activity Level (PAL) markers identifying significant institutional order flow
Volume Surprise detection highlighting when market participation exceeds normal levels
Volatility-adjusted width calculation ensuring the aura adapts to different market conditions
Custom candle coloring for high-volume bars providing instant visual confirmation
How It Works
The Aura Volumetrics indicator employs a multi-layered approach to volume analysis:
1. Buying and Selling Pressure Calculation
The indicator analyzes each candle's closing position relative to its high and low to determine whether volume represents buying or selling pressure. When a candle closes in the upper half of its range, volume is attributed to buyers; when it closes in the lower half, volume is attributed to sellers. The net difference (delta) reveals the true directional pressure behind price movement.
2. Volume Surprise Detection
By comparing current volume to a 20-period simple moving average, the indicator calculates a volume ratio that identifies when market participation significantly exceeds normal levels. This "volume surprise" mechanism helps traders spot moments when institutional players or significant market events are driving unusual activity.
3. Dynamic Aura Width Calculation
The width of the aura is determined by combining the Average True Range (ATR) with the volume surprise ratio. This creates a volatility-adjusted band that expands during high-volume, high-volatility periods and contracts during quiet market conditions. The mathematical relationship uses a square root function to smooth the expansion rate, preventing excessive band width during extreme volume spikes.
4. Sentiment Smoothing
To reduce noise and provide clearer directional signals, the raw volume delta is smoothed using a 5-period Exponential Moving Average. This creates a more stable sentiment reading while still responding quickly to genuine shifts in market pressure.
Trading Ideas and Insights
The Pulsing Aura Effect
The width of the colored cloud around price acts as a real-time gauge of trading intensity. A widening aura signals that a "Volume Surprise" is occurring—market participants are entering with force. This often precedes significant price movements or indicates the continuation of strong trends. Conversely, a narrowing aura suggests declining participation and potential exhaustion.
Color-Based Sentiment Analysis
Green (Bullish) Aura: Net money flow is driven by buyers, indicating demand exceeds supply
Red (Bearish) Aura: Sellers are aggressive, with supply overwhelming demand
Gray (Neutral) Aura: Balanced buying and selling pressure, often seen during consolidation
Aura Boundary Rejections
When price reaches the outer boundary of the aura and volume begins to dry up (indicated by the aura narrowing), traders should watch for potential reversals or mean-reversion back to the midline. This is similar to how price reacts to traditional support and resistance levels, but with the added dimension of volume confirmation.
Peak Activity Levels (PAL)
Small circles appearing on the midline represent moments when volume exceeds 2.5 times the average. These Peak Activity Levels often mark areas where significant "meta-orders" (large institutional trades) have been executed, creating potential long-term support or resistance zones that persist across multiple timeframes.
How Multiple Indicators Work Together
The Aura Volumetrics indicator synthesizes four distinct analytical methods into a cohesive visualization:
Volume Delta Analysis provides the directional component, determining whether pressure is bullish or bearish
Volume Surprise Detection adds the intensity dimension, showing when participation exceeds normal levels
ATR-Based Volatility Adjustment ensures the aura scales appropriately across different instruments and market conditions
EMA Smoothing filters out noise while maintaining responsiveness to genuine sentiment shifts
These components work synergistically: the volume delta determines color, the volume surprise and ATR determine width, and the smoothing ensures stability. The result is a single, intuitive visualization that would otherwise require monitoring multiple separate indicators.
Unique Aspects
Unlike traditional volume indicators that display volume as bars below the chart, Aura Volumetrics integrates volume analysis directly into the price action overlay. The "breathing" metaphor is particularly apt: calm markets take shallow breaths (narrow aura), while excited or panicked markets take deep, powerful breaths (wide aura), revealing exhaustion or strength.
The indicator's use of gradient fills creates a visual hierarchy where the most intense volume activity appears closest to the midline, while the outer edges fade toward transparency. This design choice makes it immediately clear where the core of market activity is concentrated.
The Peak Activity Level markers serve a dual purpose: they identify significant volume events in real-time and create a historical record of institutional activity zones that traders can reference for future support and resistance analysis.
How to Use
Trend Confirmation: Look for a widening aura in the direction of the trend (green for uptrends, red for downtrends) to confirm trend strength
Reversal Signals: Watch for price reaching the outer aura boundary followed by aura contraction, suggesting exhaustion
Breakout Validation: Genuine breakouts should be accompanied by a widening aura; narrow auras during breakouts suggest false moves
Support/Resistance Zones: Use Peak Activity Level markers to identify areas where institutional orders were placed
Consolidation Recognition: A consistently narrow, neutral-colored aura indicates low conviction and range-bound conditions
Customization
The indicator offers several customization options to suit different trading styles and instruments:
Volume Average Lookback (default: 20): Adjust this to change the baseline for volume surprise detection. Lower values make the indicator more sensitive to short-term volume changes; higher values focus on longer-term volume trends
Aura Sensitivity (default: 2.0): This ATR multiplier controls how wide the aura expands. Increase for more prominent bands on volatile instruments; decrease for subtler visualization on stable markets
Show Peak Activity Signals (default: true): Toggle the display of Peak Activity Level markers if you prefer a cleaner chart
Color Scheme: Customize the bullish, bearish, and neutral aura colors to match your chart theme or personal preferences
Conclusion
Aura Volumetrics represents a paradigm shift in volume analysis by transforming abstract volume data into an intuitive, visual representation of market sentiment and intensity. By combining volume delta, volume surprise detection, and volatility-adjusted bands, this indicator provides traders with a comprehensive view of market dynamics that would otherwise require multiple separate tools.
The "breathing market" metaphor makes complex volume relationships immediately understandable, while the Peak Activity Level markers create a lasting record of institutional activity zones. Whether you're a day trader seeking confirmation of intraday moves or a swing trader looking to validate trend strength, Aura Volumetrics offers a unique perspective on the forces driving price action.
Note: This indicator works best when combined with price action analysis and other technical tools. Volume analysis should be one component of a comprehensive trading strategy, not used in isolation.
Normalized OBV (Volume = 1) + 2 EMAsNormalized On-Balance Volume (OBV-N)
Normalized On-Balance Volume (OBV-N) is a derivative of the traditional On-Balance Volume indicator designed to isolate directional price persistence from volume magnitude.
Classic OBV accumulates real trading volume based on whether price closes higher or lower, implicitly assuming that larger volume carries greater informational value. OBV-N removes this assumption by normalizing volume to a constant value of 1 per bar. Each up-close contributes +1, each down-close contributes −1, and flat closes contribute 0.
As a result, OBV-N measures the frequency and consistency of directional price movement, independent of volume spikes or episodic liquidity events.
Interpretation
OBV-N reflects pure directional intent: how persistently price advances or declines over time.
Traditional OBV reflects capital intensity: how much volume participates in that movement.
By comparing OBV-N to traditional OBV:
Convergence suggests structurally healthy accumulation or distribution, where volume supports sustained directional price behavior.
Divergence highlights volume distortion, often caused by isolated high-volume events that do not reflect persistent price intent.
Practical Applications
OBV-N is particularly useful in environments where volume is noisy or structurally distorted, including:
Algorithmically traded instruments
Low-liquidity equities
Late-cycle or event-driven markets
Used alongside traditional OBV, OBV-N helps distinguish genuine trend development from volume-driven anomalies, providing a clearer view of underlying market behavior.
Examples & Use Cases
1. Triple Witching / Quadruple Witching Sessions
On options expiration days, trading volume often spikes due to index rebalancing, contract rollovers, and mechanical hedging flows rather than genuine directional conviction.
Traditional OBV may surge or collapse sharply on these sessions.
OBV-N typically remains stable, revealing whether price direction is actually persistent or merely reacting to transient volume pressure.
A divergence between OBV and OBV-N on these days often signals volume-driven noise rather than trend confirmation.
2. Index Rebalance Days (e.g., S&P, Russell)
Quarterly index reconstitutions can generate extreme volume without meaningful information about future price direction.
OBV may show abrupt accumulation or distribution.
OBV-N smooths through the event, allowing the analyst to see whether directional price behavior was present before and after the rebalance.
This helps distinguish structural trend continuation from mechanical flow events.
3. Earnings or One-Off News Events
Single-session earnings reactions or headline-driven spikes can distort volume-based indicators.
A large OBV move may reflect reactionary trading.
If OBV-N fails to confirm, it suggests the move lacks sustained directional follow-through.
Conversely, alignment between OBV and OBV-N after the event strengthens the case for trend persistence.
4. Algorithmic or High-Frequency Dominated Markets
In markets where liquidity is fragmented and volume is frequently recycled, real volume can exaggerate signal strength.
OBV-N emphasizes directional repetition over transaction size
This makes it easier to detect gradual accumulation or distribution occurring beneath noisy intraday volume patterns.
5. Late-Stage Trends and Distribution Phases
During mature trends, volume often becomes erratic while price continues to grind.
OBV may flatten or behave inconsistently.
OBV-N can continue trending, revealing sustained directional bias even as volume participation weakens.
This can help identify trend exhaustion versus stealth continuation.
Summary Insight
OBV-N does not replace traditional OBV.
It contextualizes it.
Where traditional OBV answers “How much participation?”,
OBV-N answers “How consistent is direction?”
The interaction between the two is where actionable information emerges.
Level Targeting Heatmap (Effort -Targets) Level Targeting — Volume-Based Heatmap
Level Targeting visualizes price zones where the market previously approached with elevated relative volume.
These zones represent targets, not signals.
The indicator is built on a simple idea:
price moves with effort, and effort is expressed through volume.
⸻
What it shows
• Heatmap zones where price was approached on high relative volume
• Zones represent price ranges, not exact levels
• Stronger zones indicate repeated market interest
• Separate visualization for zones above and below current price
• Optional focus on nearest targets or recently active zones
⸻
How to read it
• Levels = targets
• Volume = effort
• The path to a level matters more than the level itself
• Volume anomalies are questions, not buy/sell signals
• The market is always being driven, held, or distributed
⸻
What this indicator is
✔️ A market context filter
✔️ A statistical heatmap of historical market attention
✔️ A tool to understand where the market has previously paid to be
⸻
What this indicator is not
✘ Not a buy/sell signal
✘ Not predictive on its own
✘ Not a trading system
⸻
Design philosophy
This indicator adapts naturally to timeframe and chart scale.
Zones may change with zoom level — this is intentional and reflects contextual market structure, not repainting.
Designed for analysis, not automation.
Auction Context Engine ( Value Area, VWAP & Regime)📌 Indicator Name
Auction Context Engine (Value Area, VWAP & Regime)
Short name: ACE Context
🧠 Description
Auction Context Engine (ACE) is a professional market context and structure indicator based on Auction Market Theory.It is designed to help traders understand where the market is positioned, not to generate trade signals.
ACE focuses on:
• Developing Value Area (VAH / VAL)
• Developing Point of Control (POC)
• Session VWAP positioning
• Volatility regime expansion
• Opening Range context
• Failed auction / trap detection
• Market bias and environment quality
This indicator provides context only and is intended to be used alongside a separate execution strategy or system.
🎯 What This Indicator Is
✔ A context engine
✔ A market structure filter
✔ A bias alignment tool
✔ A regime and environment classifier
❌ What This Indicator Is NOT
✘ Not a signal generator
✘ Not a buy/sell system
✘ Not a strategy
✘ Not a profitability promise
📊 How To Use
Use ACE to answer:
• Is price accepting or rejecting value?
• Is the market in balance or expansion?
• Is VWAP supporting or opposing price?
• Is this a breakout environment or a trap?
• Is volatility expanding?
• Is the market trending or ranging?
You may then use your own execution strategy aligned with this context.
🟢 Core Components
Developing Value Area
• VAH / VAL dynamically update through the session
• POC tracks highest traded volume area
VWAP Position
• Above VWAP = bullish bias
• Below VWAP = bearish bias
Opening Range Context
• Detects breakouts or balance after session open
Volatility Regime
• Identifies expansion vs normal conditions
Failed Auction Detection
• Highlights trap conditions near value extremes
Market Quality
• Strong / Mixed / Weak environment classification
Context Table
• Clean 1-column vertical dashboard with color-coded bias
🔵 Visual Elements
• Developing VAH, VAL, POC lines
• Session VWAP
• Small context dots when environment turns READY
• Compact professional context table
⚙️ Settings
• Value Area bin size
• Value area percentage
• Opening range duration
• Regime expansion factor
• Line colors and thickness
• Context table ON/OFF
• Context dots ON/OFF
🧩 Best Use Case
This indicator is ideal for:
• Intraday trading
• Index futures and equities
• Options context filtering
• Trend / range regime identification
• Professional discretionary traders
⚠️ Disclaimer
This script is provided for educational and informational purposes only.It does not constitute financial or investment advice.Trading involves risk. Always use proper risk management.
Normalized Volume by MQNupe3This script adds a volume indicator that's normalized by SMA (10) by default. This will help you easily see whether the volume is actually high or not. It also highlights through volume is exceeding the average by making them column a brighter color.
This script was derived from Tradingview user: Vosechu . The original script came from the following: Normalized Volume by Vosechu. I just tweaked ths script so the volume bars do not float and I flipped the colors. He did all the hard work.
Volume Anomaly CandlesVolume Anomaly Candles — Hampel + RVOL (V-Anom)
This indicator colors candles in real time to highlight meaningful volume participation while filtering noise.
It combines two complementary engines:
• Hampel (robust anomaly detection): detects statistically rare volume spikes using median + MAD (robust σ).
• RVOL (Relative Volume tiers): measures volume relative to its baseline (volume / SMA(volume) and maps it into 3 intensity levels.
The goal is simple: make candles “stand out” only when volume is genuinely significant.
────────────────────────────────────────
Candle coloring logic
────────────────────────────────────────
A) Hampel Engine (Robust Volume Anomalies)
The Hampel engine computes a robust z-score on volume (hScore):
Typical volume = median(volume) over a rolling window
Deviation = |volume - median|
Robust dispersion = MAD → σ (sigma = 1.4826 * MAD)
hScore = (volume - median) / sigma
If volume is abnormally high, candles are colored as:
• Moderate anomaly
• Extreme anomaly
Important:
Hampel fires only on positive anomalies (hScore > 0), meaning volume is above the robust median.
This is intentional: it focuses on participation spikes (where activity matters most).
B) RVOL Engine (Relative Volume Levels)
RVOL is computed as:
RVOL = volume / SMA(volume, Baseline length)
Candles are colored by tier:
• Level 1: above-baseline participation
• Level 2: strong participation
• Level 3: exceptional participation
Bull/Bear colors are selected from candle direction (close ≥ open = bullish).
────────────────────────────────────────
Hampel vs RVOL priority
────────────────────────────────────────
Controlled by:
“Hampel overrides RVOL”
• ON (recommended):
If Hampel fires, Hampel colors the candle
Otherwise RVOL colors it
→ rare + significant gets priority
• OFF:
If RVOL fires, RVOL colors the candle
Otherwise Hampel colors it
→ more frequent coloring, more “active” tape
────────────────────────────────────────
Parameters and how they impact candles
────────────────────────────────────────
A) Adaptive Hampel thresholds (percentiles)
When enabled, thresholds adapt to market conditions by learning what is “rare” in recent score history.
• Adaptation window (hALen)
Higher: steadier thresholds, fewer Hampel candles, slower adaptation
Lower: faster adaptation, more Hampel candles, more sensitivity
• Moderate / Extreme percentile
Higher: more selective, fewer signals
Lower: more permissive, more signals
• Min σ floors
Higher: prevents overly permissive thresholds in quiet markets (fewer signals)
Lower: allows more signals in low-activity regimes
• Threshold smoothing (EMA)
Higher: smoother regime transitions
Lower: quicker threshold changes
B) Hampel window + static thresholds
• Window length (hLen)
Higher: more stable, macro anomaly detection
Lower: more reactive, may pick up micro-noise on very short TFs
• Moderate / Extreme σ thresholds
Higher: fewer Hampel candles, only premium spikes
Lower: more Hampel candles, denser highlighting
C) RVOL baseline + tiers
• Baseline length (rLen)
Higher: smoother RVOL, fewer tier switches
Lower: more reactive RVOL, more tier switches
• Tier thresholds (rThr1 / rThr2 / rThr3)
Higher: fewer RVOL candles (only big participation)
Lower: more RVOL candles (more active visualization)
Recommended spacing (default):
1.4 / 1.9 / 2.6
This keeps Level 1 meaningful, makes Level 2 clearly stronger than Level 1, and preserves Level 3 as rare.
D) Don’t color doji
Prevents coloring on neutral candles to reduce “false attention” bars.
────────────────────────────────────────
Practical use
────────────────────────────────────────
Use this tool as a participation overlay, not as a direction predictor:
• Breakout confirmation: stronger when the breakout candle is colored (RVOL L2/L3 or Hampel).
• Key level reactions: watch colored candles at VWAP, Kijun, FVG, range highs/lows.
• Volume events: extreme anomalies often mark important decision points.
Notes:
• Settings are in bars, not time. The same window behaves differently on M1 vs M15.
• The indicator highlights participation, not direction. Combine with structure and bias.
Disclaimer / Risk Warning
Trading involves substantial risk and is not suitable for everyone. Markets can move rapidly and unpredictably. You can lose part or all of your capital, and in leveraged products (futures, CFDs, margin, crypto derivatives), losses may exceed your initial deposit. Past performance is not indicative of future results.
This indicator is NOT financial advice.
Volume Anomaly Candles is a visual analysis tool designed to highlight relative and statistically unusual volume activity. It does not generate guaranteed buy/sell signals, does not predict direction, and should not be used as a standalone decision system.
Always confirm signals with your own analysis (market structure, key levels, risk management) and use appropriate position sizing, stop-losses, and risk controls. You are solely responsible for any trades you take based on this tool.
If you are unsure about the risks, seek independent financial advice from a licensed professional in your jurisdiction.
Made pinescript V6 by Onyx
Samurai Volume Spike DetectorSamurai Volume Spike Detector
Welcome to the first public release from the Samurai Vector Trading series.
This simple yet powerful indicator detects relative volume spikes — significant increases in trading volume compared to the recent average. It serves as an auxiliary tool for institutional intent confirmation (System 2 in the Samurai three-stage extraction technique), highlighting potential "footprints" of smart money without overwhelming the chart.
Key Features:
- Relative spike detection: Compares current volume to a Simple Moving Average (SMA) of volume.
- Visual alerts: Draws vertical dashed lines on spike bars and labels showing the exact volume value.
- Fully customizable: Adjust sensitivity to fit your timeframe and market conditions.
Inputs:
- Average Period (default: 20): Length for calculating the average volume.
- Spike Multiplier (default: 2.0, step 0.1): Threshold multiplier. Increase for stricter, high-conviction spikes.
- Spike Line Color (default: red): Customize the line color.
How to Use:
1. Add to charts with reliable volume data (e.g., 1H, 4H, Daily).
2. Adjust multiplier for market conditions — higher for high-probability signals.
3. Use spikes as alerts for potential institutional activity: Watch subsequent price action (e.g., SMA cross, two-legged pullback, mitigation block).
4. In quiet periods with no spikes: Practice the "waiting heart" — consider no-trade zones.
Philosophy:
Prioritize "cause" (volume intent) over price action. Future Samurai tools will build on this.
This indicator is Protected (source code not public) to deliver my real-trading tool as-is.
Detailed usage and background are explored in my note reports. Note: For educational/reference purposes only. Not investment advice. Possible bugs or malfunctions. Use at your own risk.
Feedback welcome — let's refine the blade together!
© katanai_makenai_fx | Related idea: Samurai Vector Trading (global community)
侍ボリュームスパイク検出器
侍Vector Tradingシリーズの初公開インジケーターです。
相対的な出来高スパイク（最近の平均に対する有意な増加）を検出するシンプルツール。侍三段階抜刀術のSystem2（機関本気確認）を補助し、スマートマネーの「足跡」を視覚化します。
主な機能:
- 出来高のSMAと比較した相対スパイク検出。
- 破線縦線と出来高値ラベルで視覚アラート。
- 時間軸・市場に合わせてカスタマイズ可能。
入力パラメータ:
- Average Period（デフォルト: 20）: 平均計算期間。
- Spike Multiplier（デフォルト: 2.0）: 閾値倍率。上げると厳選シグナルに。
- Spike Line Color（デフォルト: 赤）: 縦線色。
使い方:
1. 出来高信頼性の高い時間軸に追加。
2. Multiplier調整で感度変更。
3. スパイクを機関活動のヒントとして、以後の価格行動を観察。
4. スパイクなし領域はボリューム枯渇 → 「待ちの心」でノートレード。
哲学:
「原因」（出来高意図）を優先。将来的な侍ツールの基盤となります。
このインジケーターはProtected（コード非公開）です。実戦ツールをそのまま皆さんにお届けするためです。
活用法や背景はnoteレポートで深掘り予定です。 注意：教育・参考目的です。投資助言ではなく、誤動作の可能性があります。使用は自己責任でお願いします。
フィードバックお待ちしています — 一緒に刃を研ぎましょう！
© katanai_makenai_fx | 関連アイデア: Samurai Vector Trading
MACD Histogram Expansion Alerts (Scalp)Purpose: Alerts when MACD histogram is expanding (momentum increasing) rather than simply crossing. Designed for 1-minute scalping and intraday momentum confirmation.
This script is for traders who are tired of late MACD cross alerts.
Instead of firing when MACD lines cross (which often happens after the move), this indicator alerts when the MACD histogram is expanding — meaning momentum is actually increasing right now, not rolling over.
I use it as a “heads up” alert, not a buy/sell signal. When it fires, I check price action, volume, VWAP, support/resistance, etc., to see if the move is worth trading.
Best suited for 1-minute charts, scalping, and fast intraday momentum.
MACD Histogram Expansion Alerts (Scalp) is a lightweight alert-focused indicator designed for intraday traders and scalpers, particularly on lower timeframes such as the 1-minute chart.
Rather than triggering alerts on standard MACD line crossovers (which tend to lag in fast or volatile markets), this script detects MACD histogram expansion — a condition that indicates momentum acceleration, not just direction.
🔍 What this script does
Uses a fast MACD configuration suitable for lower timeframes
Monitors the MACD histogram slope and magnitude
Triggers alerts only when the histogram expands for multiple consecutive bars
Alerts are fired on bar close only, reducing noise and false intrabar signals
🚀 Why focus on histogram expansion?
Histogram expansion highlights when momentum is building, which can be useful for:
Continuation setups
Early momentum confirmation
Avoiding entries when momentum is already fading
This approach is especially helpful in small caps, news-driven stocks, and volatile intraday instruments, where traditional MACD cross alerts can arrive too late.
🔔 Alert Types
Bullish MACD Histogram Expansion
Bearish MACD Histogram Expansion
Each alert can be enabled independently and is intended as an attention signal, not a standalone trading system.
⚙️ Customizable Inputs
MACD Fast / Slow / Signal lengths
Number of consecutive expanding histogram bars required
Optional minimum histogram magnitude filter
Optional directional filter (above/below zero line)
⚠️ Important Notes!!!!
This script does not place trades
Alerts should be used with additional context, such as price action, volume, VWAP, or support/resistance
Not designed for higher-timeframe or swing trading use .
If you find this helpful, feel free to adapt it to your own trading style or timeframe. This script is meant to be simple, flexible, and non-opinionated.
Volumetrix Ribbon [by Oberlunar] Volumetrix Ribbon by Oberlunar is a multi-broker “market pressure ribbon” built to make trend context readable at a glance, without trusting a single exchange feed.
In crypto and CFDs, a lot of what traders react to is not real intent, but microstructure noise: isolated wicks, temporary liquidity gaps, exchange-specific order flow, or short-lived dislocations.
The core idea behind this ribbon is straightforward: when momentum and volume pressure agree across venues and across multiple time horizons, the move is more likely to be structural. When they disagree, you’re often looking at chop, rotation, or a transition phase where signals are lower quality.
The script aggregates the same instrument across up to five brokers/exchanges, then builds two aligned perspectives.
The first is TRIX momentum computed across a range of lengths, which helps you see expansion versus contraction without being overly sensitive to raw candle noise.
The second is a normalised volume pressure estimate that tries to express participation directionally rather than treating volume as a simple up/down flag. Each ribbon band represents a different length from fast to slow, and it is rendered as a continuous lane (no blocky squares).
A band turns Aqua when TRIX and volume pressure are aligned bullish relative to a reference baseline, Purple when they align bearish, and neutral when they conflict. Transparency adapts to strength, so you can immediately distinguish weak agreement from dominant agreement.
Read it like a trader: when you see clean, persistent Aqua across many lengths, bullish structure is broad and usually more resilient than a quick pop; when you see clean, persistent Purple across many lengths, bearish structure is broad and usually more than just a wick. When the ribbon is mixed or frequently neutral, you’re in disagreement territory, which typically means ranging conditions, distribution/accumulation, or a regime shift. Fast bands tend to flip first and slow bands follow, which is exactly how transitions behave: reversal attempts appear quickly, while real trend change needs broader confirmation.
The dominance table is there to keep the reading honest. Dominance Bullish and Dominance Bearish are computed as percentages over the total number of lanes, not only over the lanes that are “active.” That means a single bullish lane inside a mostly neutral ribbon is not treated as 100% bullish dominance; it remains a small fraction, and the cell intensity reflects that breadth properly.
Here is a real trade example:
Bearish Dominance
More or less 2R profit
However, this indicator is not a strategy, and it does not predict the future. It’s a context engine designed to help you avoid low-quality chop, validate whether a move has structure behind it, and align entries with phases where momentum and participation are actually synchronised.
Enjoy!
Oberlunar 👁★
TrendSurfer Lite TrendSurfer Lite ⚡
Advanced Multi-Signal Trading Indicator for Precision Market Analysis
TrendSurfer Pro LITE is a comprehensive trading system combining multiple technical analysis tools into one powerful indicator. Designed for traders seeking high-probability setups with customizable filters.
Key Features:
📊 Core Signals
Triangle Signals (▲▼): Volume-weighted momentum entries with 10-level volume scoring
Master Trend System (△▽): Multi-EMA confirmation with RSI validation
Order Blocks (🟩🟥): Smart money institutional zones with rejection detection
Take Profit System (🎯): 8-indicator confluence system (RSI, Stochastic, Supertrend, CCI, MACD, BB, EMA Cross, Price Action)
🎯 Rejection Signals
Master Trend Rejections: Dynamic support/resistance from trend lines
EMA750 Rejections (White "R"): Major trend filter bounces
VWAP Rejections (Pink "W"): Institutional level reactions
Butterworth Filter Rejections (🟡): Advanced smoothing algorithm reversals
Session Rejections (⚡): Tokyo/London/NY session high/low bounces
Session Midline Rejections (Orange "M"): Half-range mean reversion
🌍 Session Analysis
Tokyo Session (💴): Asian market range with automatic extensions
London Session (💶): European volatility zones
New York Session (💵): US market key levels
Auto-adjusting timezone with UTC offset support
🔧 Advanced Filters
EMA750 Master Filter: Global trend alignment for all signals
VWAP Filter: Institutional bias confirmation
Yellow Box Filter (🟨): Consolidation zone proximity detection
3 Time Filters: Customizable trading windows with visual backgrounds
Volume Filter: Signal strength validation (6-10 scale)
📈 Visual Tools
VWAP Purple Candles: Special candle coloring for VWAP crosses above EMA750
Stochastic-based Candle Colors: Overbought/oversold visual cues
Previous Day Close Line: Key reference level
Master Trend Table: Real-time multi-indicator dashboard
⚙️ Customization
Full color customization for all elements
Adjustable line thickness and transparency
Configurable alert system for every signal type
19 independent alert conditions
Best For:
Intraday scalping and swing trading
Multi-timeframe analysis
Confluence-based trading strategies
Institutional level detection
Version 1.0 | Clean interface | Maximum flexibility | Professional-grade signals
Volumetrix Mean Reversion [by Oberlunar] VolumeTRIX Mean Reversion is a volume-oriented mean-reversion and confirmation indicator built around one core principle: reversal opportunities become higher quality when “price stretch” is not just visible on one feed, but confirmed across venues and supported by internal market pressure.
Mean reversion is often explained with the “rubber band” metaphor, but in real trading, it’s more concrete than that. When price runs too far from a working equilibrium, the market tends to accumulate imbalances: liquidity gets thin in spots, inventories get skewed, and positioning becomes one-sided. Very often, the next meaningful move is not continuation, but a repair move—price coming back toward areas where business was actually done. That doesn’t mean the market must revert every time. It means that when displacement becomes extreme, reversion becomes *plausible*, and sometimes structurally incentivised.
This is why Volumetrix does not treat a single overbought/oversold trigger as a trade. It treats mean reversion as a multi-factor event that needs alignment.
The first pillar is multi-venue consensus. The script can track the same instrument across up to five brokers/exchanges and look for agreement. In crypto and CFDs, a large portion of “signals” are simply microstructure artefacts: isolated wicks, temporary dislocations, exchange-specific liquidity holes, short-lived imbalances.
I believe that a stretch that shows up on one venue may be noise; a stretch that shows up across venues at the same time is far more likely to be structural.
The second pillar is how the indicator defines “stretch.” Volumetrix intentionally blends different families of mean-reversion logic because each one captures a different way markets deviate from equilibrium. Statistical displacement (think Z-score) asks how far the price has moved away from its recent average in volatility units. Anchored equilibrium (VWAP) asks whether the price is trading away from a fair value built on *where volume actually traded*.
Volatility envelopes (Keltner-style bands) translate stretch into something regime-aware: what is “far” in a quiet market is not “far” in a fast one. None of these views is perfect alone, but together they describe displacement in a much more robust way than a single oscillator.
Then comes the part most traders miss: mean reversion is not just a distance problem, it’s a *regime* problem. That is where the Ornstein–Uhlenbeck idea matters. OU is the textbook mean-reverting process: deviations don’t just wander, they tend to be pulled back toward an equilibrium, and the strength of that pull defines how “elastic” the market feels. In trading terms, some environments punish deviations quickly; other environments reward drift and make reversals late and painful.
VolumeTRIX Mean Reversion uses an OU-style bias to estimate that temperament, so the script is not only asking “are we stretched?”, but also “does this market currently behave like it wants to revert, or like it’s comfortable drifting?”
From there, Volumetrix combines four perspectives (the “lanes”) into a single directional decision. The mean-reversion trust lane quantifies stretch and converts it into a normalised confidence. The OU lane adds the regime lens—how mean-reverting the market appears right now. TRIX adds momentum context because fading a move while momentum is still expanding is one of the fastest ways to get chopped up. Finally, the volumetric pressure gate looks at internal buy/sell pressure and asks a practical question: is the move still being *defended*, or is dominance starting to fade?
The real edge is not in any one component. The edge is in how they are forced to agree. Volumetrix allows you to determine the level of strictness in the agreement (All / Majority / Any). That’s an ensemble approach: each lane can be wrong, but they tend to be mistaken in different conditions. When multiple independent views of the market line up, you’re filtering for moments where the signal is less likely to be random and more likely to reflect an actual imbalance that can unwind.
So the question I'm trying to answer with this indicator is simple, and trader-practical: “Are we stretched across venues, is the current regime compatible with reversion (OU-style), is momentum no longer dominating (TRIX), and is volume pressure no longer supporting continuation?” When those answers align, the odds of a usable reversal improve.
Operationally, signals print only on confirmed bars and are hard-constrained to the most liquid global sessions (London and US), because mean-reversion quality tends to degrade in thin windows and produce low-quality signals.
The indicator also includes an internal forward-stat tracker that estimates how often signals reach a reasonable target move within a maximum number of bars. It is not a strategy backtest, and it doesn’t simulate compounding; it’s a calibration tool to compare settings and understand expectancy behaviour without guessing.
As always, this is an indicator, not financial advice. Mean reversion can fail hard in expansion regimes, so risk management and context always come first.
Enjoy!
Oberlunar 👁★
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.
RVOL - Relative Volume IntradayRVOL – Relative Volume (Intraday)
RVOL – Relative Volume Intraday** measures how much volume is trading *right now* compared to the **historical average volume at the same time of day**, over a user-defined number of prior sessions.
This allows traders to identify **abnormal participation**, **institutional activity**, and **high-quality momentum conditions** in real time.
Unlike simple daily RVOL, this indicator is **time-normalized**, meaning a 10:15 AM bar is only compared against 10:15 AM volume from prior days—not full-day averages.
How It Works
* Tracks **cumulative intraday volume** minute-by-minute
* Builds a rolling historical baseline using the last *N* sessions (default: 10 days)
* Calculates RVOL as:
**Current cumulative volume ÷ Average cumulative volume at the same time**
* Automatically handles:
* Session resets
* Post-midnight trading
* Missing or partial historical data
The result is a **stable, low-noise intraday RVOL reading** suitable for scalping, momentum trading, and breakout analysis.
---
### Key Features
* **Intraday-only validation** (must be ≥1-minute and <1-day timeframe)
* **Configurable lookback period** (1–55 sessions)
* **Histogram visualization** for fast readability
* **Multi-tier color grading** based on RVOL intensity
* Optional **RVOL value labels** on bars
* Robust fallback logic to prevent distorted values from missing data
---
### Color Threshold System
The histogram color changes dynamically based on RVOL strength:
* **< 1.0** → Below average participation
* **1.0 – 2.0** → Slightly elevated volume
* **2.0 – 3.0** → Strong relative volume
* **3.0 – 5.0** → High participation
* **> 5.0** → Extreme / abnormal volume
All thresholds and colors are fully customizable.
---
Best Use Cases
* Opening drive and ORB confirmation
* Momentum breakouts and continuation trades
* Detecting early institutional interest
* Filtering low-quality setups during slow sessions
* Comparing volume quality across different days and symbols
---
Notes
* Designed for **intraday trading only**
* Best results on liquid stocks and ETFs
* Shorter lookback periods respond faster but may be noisier
* Longer lookbacks provide smoother baselines but reduce sensitivity
---
This indicator is optimized for traders who care about **when** volume enters the market—not just how much.
