指標

IQ Session Bayesian Particle Filter [TradingIQ]🔹 OVERVIEW
This indicator runs a genuine Sequential Monte Carlo particle filter; the Bayesian architecture used in robotics and signal tracking... on your chart! Session by session, it learns where trading volume concentrates and paints a forecast of the coming session's entire volume-by-price distribution before that session unfolds: every expected high-volume level at once, not a single line.
It is not a moving average wearing a costume. Each finished session is treated as evidence: hundreds of particles are weighed against what actually traded, resampled, and mutated. Predict → observe → update, honestly Bayesian, every session.
🔹 HOW IT WORKS
Two particle swarms run side by side:
• A shape swarm learns the form of the distribution; one lump or several, wide or tight, and where each volume node sits.
• A drift swarm learns how far from the open the session's center of gravity tends to land.
An empirical-Bayes trust term scales the drift forecast by how much it has actually earned: when its track record is poor, the forecast automatically hugs the open. The prediction you see is the shape swarm's density, re-anchored by the trusted fraction of the drift forecast, rendered through a kernel density estimate whose bandwidth follows Silverman's rule.
🔸 HOW TO READ IT
• Session heatmap — the predicted density painted from the session open to the profile. A two-tone gradient split at the open; the tones swap roles across it, so each side mirrors the other. Bold color = expected business, fade = expected quiet.
• Mirrored profile — the forecast on the left, split bullish/bearish at the session open; the realized session volume on the right in a single neutral color.
• Confidence honesty — the prediction's glow scales with the filter's live confidence. When it has been wrong lately, its side visibly goes quiet. The realized side never fades, because reality doesn't.
• Bias info box — seated between the halves: the share of predicted volume above vs below the open (🢁 / 🢃).
• Expected levels — dashed lines at the probability-weighted average predicted price of each half: the session's expected bull and bear magnets.
• HVN lines + POC — the predicted high-volume levels. The point of control always shows; the HVN Threshold input is your dial between a few safe targets and every level worth watching.
🔹 SELF-TUNING
Every statistical free parameter tunes itself from data: the KDE bandwidth (Silverman's rule for visual convenience), the observation noise, the swarms' search domain (tracks the observed session spread), the mutation rate (genetic adaptation), the scout rate (scales with recent error), and the center trust (regression shrinkage). The inputs you are given are visual preferences plus a compute preset. There is nothing statistical to fiddle with, on purpose.
🔸 INPUTS
• Session Engine — Session Timeframe (the session boundary; must exceed the chart timeframe), Prediction Quality (particles per swarm, Fast 100 → Max 4000), Sessions to Keep.
• Volume Profile — toggles for the profile, bias box and expected levels; width, offset, info-box width, transparency.
• Session Heatmap — toggle, faint/bold density transparencies, Tone A / Tone B.
• High Volume Nodes — toggle, HVN Threshold %, reach, color.
• Colors — Bullish, Bearish, Realized.
🔹 VALIDATION
The filter was tested on real intraday data; 10 large-cap symbols, three session horizons, every prediction one-step-ahead and out-of-sample, against uniform, yesterday's-profile, Gaussian-fit, rolling-average and EWMA baselines, with the test harness itself audited too.
• Against naive prediction (uniform prior, yesterday's profile) it wins every metric tested at every horizon.
• Against the strongest profile-averaging methods it trades wins: they edge the single-lump fit metrics; the filter captures materially more of the session's actual traded volume with its predicted levels, and is the only method that reliably names multiple simultaneous targets .
• On sessions with two or more real volume peaks; roughly 4 in 10 sessions, its targets covered 19–42% more realized volume than the best alternative.
🔸 LIMITATIONS AND HONEST NOTES
• The forecast for a session is set when that session opens and is not repainted ; the realized half updates live as the session trades.
• It estimates a distribution of volume , not a promise of direction. The bias %, expected levels and HVN set are probability-weighted readings of that distribution.
• The filter is stochastic by nature: two chart reloads can differ in fine detail, the way two runs of any Monte Carlo method do. The structure it finds is stable; the pixel-level noise is not.
• Requires volume data from your data feed. Not supported on non-standard chart types.
• The chart timeframe must be lower than the session timeframe.
指標

SMC Volume Footprints @silverginging全文をTradingView用のBBCode形式で英訳しました。
SMC Volume Footprints
Created by Ginzo (@silverginging)
SMC Volume Footprints is an indicator that combines candlestick price displacement with relative volume to visualize where significant price moves originated.
Rather than simply generating buy or sell signals, it is designed to be used together with Volume Profile to assess:
Which price levels have accumulated substantial trading activity
Which price levels have limited participation and may be crossed quickly
Whether the current price move has been stopped by a barrier
Whether price has broken through that barrier and can now use it as new support or resistance
“Market structure analysis” may sound complicated, but the idea is simple. Volume Profile shows where trading activity is concentrated and where it is sparse. This indicator then shows where a price move began and how strongly price and volume supported that move.
Base and Single
Base
A Base is detected when several small candlesticks and declining volume form a consolidation area. It is displayed when price closes above the high or below the low of that area.
This is a relatively higher-confidence detection designed to identify breakouts originating from areas where price and volume have compressed.
Single
When no Base is available, the indicator uses a recent reversal candle as a single-bar origin point.
A Single may appear earlier than a Base, but it can also produce more noise. For this reason, it is intended as a secondary confirmation. The script prioritizes Base structures and uses Single structures as the second option.
Thick and Thin Borders
Border thickness indicates how much relative volume accompanied the detected price move.
Thick Border
A thick border appears when relative volume exceeds the selected threshold. It represents a more prominent Footprint in which a significant price move was accompanied by above-average volume.
Under the default settings, volume of at least 1.5 times its average is emphasized with a thick border, darker coloring, and a ★ symbol.
Thin Border
A thin border appears when the price-displacement requirement is met, but volume does not reach the emphasis threshold.
A thin border does not mean that the Footprint is invalid. It means that the move has less volume confirmation than a thick-border Footprint and therefore requires additional confirmation from Volume Profile, AVWAP, or the higher-timeframe trend.
Border thickness is not a definitive buy or sell signal. It is a graded visual display that allows users to compare the volume strength of detected price moves at a glance.
What P and V Mean
Each label displays the strength of the price move and its accompanying volume.
P : Price displacement calculated by dividing the candlestick body size by ATR
V : Relative volume calculated by dividing the current volume by average volume
A higher P value indicates stronger price displacement, while a higher V value indicates stronger volume confirmation.
P, V, and border thickness make it possible to distinguish between situations such as “price moved significantly on low volume” and “both price displacement and volume were strong.”
Using the Indicator with Volume Profile
This indicator was specifically designed to be overlaid and used together with Volume Profile.
High-volume areas represent price levels where many market participants have traded. Low-volume areas contain less accumulated trading activity and may allow price to move through them more quickly.
Examples of how to interpret the combination include:
A thick-bordered Footprint appears inside a high-volume area
This may indicate an active battle between buyers and sellers or the possibility of a reaction from that price area.
Price breaks through the edge of a high-volume area with a thick-bordered Footprint
This may indicate that price has broken through a market barrier with volume confirmation.
A thin-bordered Footprint appears inside a low-volume area
Consider the possibility that price moved because of limited trading participation rather than exceptionally strong buying or selling pressure.
After a breakout, price returns to the Base or BREAK CLOSE and reacts again
Observe whether the former barrier is being maintained as a new support or resistance level.
In this way, Volume Profile provides a view of the market’s “terrain,” while SMC Volume Footprints shows the price-and-volume traces left at specific locations within that terrain.
BREAK CLOSE
BREAK CLOSE is not a price target. It represents the closing price of the candlestick that confirmed the breakout from a Base or Single structure.
It can be used as a reference level to observe whether the breakout close later acts as support or resistance, or whether price moves back through it.
EXTREME and GAP are supplementary markers used to identify areas where unusually large price displacement or a price gap occurred. They are not standalone buy or sell signals.
Basic Workflow
Use Volume Profile to identify high-volume and low-volume areas.
Check where a Base or Single structure has appeared.
Use P, V, and border thickness to evaluate price displacement and volume strength.
Observe retests of BREAK CLOSE and the origin zone.
Include AVWAP and the higher-timeframe direction in the final assessment.
This indicator is not an automated trading system. It is a supporting tool for organizing the origin of price moves and evaluating the quality of breakouts.
Main Default Parameters
ATR and average-volume calculation period: 50
Volume threshold for a thick border: 1.5 times average volume
Low-volume threshold for Base formation: 0.8 times average volume
Minimum Power: 1.5
Maximum Power: 5.0
These parameters can be adjusted to suit different markets and timeframes.
Important Notes
This script uses OHLCV data available through TradingView. It is not a conventional Footprint chart that directly analyzes order-book data, order additions or cancellations, precise Bid/Ask volume, Delta, or Order Flow Imbalance (OFI).
The term “Footprints” in the indicator’s name refers to the traces that price and volume leave on the chart.
The nature and quality of volume data vary depending on the instrument and data provider. Some markets, including Forex, may use tick volume rather than actual traded volume.
When confirmed-bar display is enabled, detections are drawn only after the candlestick has closed. Historical detections do not guarantee future price movements or profits.
太枠・細枠の意味と、価格帯別出来高と組み合わせる設計思想を加えました。「構造判断」は平易な言葉に置き換えています。
## SMC Volume Footprints
「SMC Volume Footprints」は、ローソク足の価格変位と相対出来高を組み合わせ、強い値動きがどこから始まったのかをチャート上に可視化するインジケーターです。
単純に売買シグナルを出すのではなく、価格帯別出来高(Volume Profile)と組み合わせて、
* どの価格帯に売買が多く積み上がっているのか
* どの価格帯は売買が少なく、値段が速く通過しやすいのか
* 現在の値動きが壁に止められたのか
* その壁を突破し、今度は足場にできるのか
を判断するために作られています。
ここでいう「構造判断」とは、難しい理論ではありません。価格帯別出来高で市場の「厚い場所」と「薄い場所」を確認し、本インジケーターで値動きが始まった場所と、その動きの強さを確認することです。
### BaseとSingle
**Base**
複数の小さなローソク足と出来高の低下によって形成された持ち合いを検出し、その高値または安値を終値で突破した場合に表示します。
売買のエネルギーをためた場所から発生するブレイクを捉えるための、比較的信頼度の高い検出です。
**Single**
Baseが存在しない場合に、直近の反転足を1本の起点として検出します。
Baseより早く表示される一方、ノイズも多くなるため、補助的な確認として使用します。本スクリプトではBaseを優先し、Singleを第二候補として扱います。
### 太枠と細枠の違い
枠の太さは、検出された値動きにどの程度の出来高が伴っていたかを表します。
**太枠**
相対出来高が設定した基準を超えた場合に表示されます。価格が大きく動いただけでなく、平均を上回る出来高が伴った、存在感の強いFootprintです。
初期設定では、出来高が平均の1.5倍以上になると太枠・濃い色・`★`で強調されます。
**細枠**
価格変位の条件は満たしているものの、出来高が強調基準に達していない場合に表示されます。
細枠は「無効」という意味ではありません。出来高の裏付けが太枠ほど強くないため、価格帯別出来高やAVWAP、上位足の方向などによる追加確認が必要なFootprintです。
枠の太さは売買の優劣を断定するシグナルではなく、出来高による強弱を一目で比較するための段階表示です。
### PとVの意味
各ラベルには、値動きと出来高の強さが表示されます。
* `P`:ローソク足の実体をATRで割った価格変位の大きさ
* `V`:現在の出来高を平均出来高で割った相対出来高
Pが大きいほど価格の変位が強く、Vが大きいほど出来高による裏付けが強いことを示します。
「価格は大きく動いたが出来高は少ない」「価格変位と出来高の両方が強い」といった違いを、P・V・枠の太さによって確認できます。
### 価格帯別出来高との組み合わせ
本インジケーターは、価格帯別出来高と重ねて使用することを意図して設計されています。
価格帯別出来高の厚い場所は、多くの市場参加者が売買した価格帯です。反対に、出来高の薄い場所は売買の積み上がりが少なく、価格が速く通過しやすい場所です。
例えば、次のように確認します。
* 出来高の厚い価格帯で太枠が出た
→ 多くの売買を伴う攻防や反転の可能性を確認する
* 出来高の厚い価格帯の端を、太枠で突破した
→ 出来高を伴って壁を抜けた可能性を確認する
* 出来高の薄い価格帯で細枠が出た
→ 強い買い・売りというより、注文の少なさによって価格が動いた可能性も考える
* 突破後にBaseやBREAK CLOSEへ戻り、再び反発した
→ 以前の壁を新しい足場として維持できているかを確認する
このように、価格帯別出来高で「市場の地形」を見て、SMC Volume Footprintsで「その場所に残された値動きと出来高の痕跡」を確認します。
### BREAK CLOSE
`BREAK CLOSE`は目標価格ではなく、BaseまたはSingleからのブレイクが確定したローソク足の終値です。
その後、この価格が支持線・抵抗線として機能するか、再び割り込むかを確認するための基準として使用します。
`EXTREME`や`GAP`は、急激な価格変位やギャップが発生した場所を確認するための補助マーカーです。単独の売買シグナルではありません。
### 基本的な使い方
1. 価格帯別出来高で、出来高の厚い場所と薄い場所を確認する
2. BaseまたはSingleがどの位置に発生したかを見る
3. P・V・枠の太さから、価格変位と出来高の強さを確認する
4. BREAK CLOSEや起点ゾーンへのリテストを見る
5. AVWAPや上位足の方向も加えて最終判断する
本インジケーターは自動売買システムではなく、値動きの起点とブレイクの質を整理するための補助ツールです。
### 初期設定の主な基準
* ATR・平均出来高の計算期間:50
* 太枠となる出来高基準:平均出来高の1.5倍
* Base形成時の低出来高基準:平均出来高の0.8倍
* 最小Power:1.5
* 最大Power:5.0
各市場や時間足に応じて調整できます。
### 注意事項
本スクリプトはTradingViewから取得できるOHLCVデータを使用しています。板情報、注文の追加・取消し、正確なBid/Ask別出来高、デルタ、OFIなどを直接解析する本来のFootprintチャートではありません。
名称の「Footprints」は、価格と出来高がチャート上に残した痕跡を可視化するという意味で使用しています。
また、出来高データの性質は銘柄やデータ配信元によって異なり、FXなどではティック出来高が使用される場合があります。
確定足表示を有効にした場合、シグナルはローソク足の終値確定後に描画されます。過去の検出結果は、将来の値動きや利益を保証するものではありません。
指標

策略

Volume V6Title:
Volume V6
Author:
drsamgeorge
Creation note:
Created by drsamgeorge with AI assistance.
Short description:
A beginner-friendly volume analysis dashboard that highlights accumulation, dry pullbacks, pocket-pivot style demand, high-demand volume bars, and distribution warnings.
[bFull publication description:
Volume V6 is a volume-based decision support indicator designed to help traders read whether volume is leaning toward accumulation, neutral action, or distribution.
It is built to make volume easier to understand, especially for beginners. Instead of only showing raw volume bars, it adds a score, dashboard, colored volume bars, main-chart arrows, and simple labels that explain what type of volume event may be happening.
How to start using it:
1. Add Volume V6 to your chart.
2. Start on the Daily timeframe if you are new. The high-volume and low-volume markers are easiest to understand on daily, weekly, and monthly charts.
3. Look first at the dashboard. The Volume Verdict gives the simplest summary: BUY / ACCUMULATE, ADD ON DRY-UP, DISTRIBUTION, SELL / DEFEND, or NEUTRAL.
4. Check the Accumulation Score. Positive numbers suggest demand is stronger. Negative numbers suggest supply is stronger.
5. Look at the colored volume bars and chart markers. These show what kind of volume event happened on that candle.
6. Always compare the signal with price trend, support/resistance, and your own risk plan.
The indicator combines several practical volume concepts into one visual tool:
Main symbols and what they suggest:
- BUY: Demand and accumulation conditions are lining up. This suggests buyers may be taking control, but it is still a confirmation signal, not a guaranteed entry.
- ADD: Volume has dried up during a constructive pullback. This suggests selling pressure may be light while the larger setup remains supportive.
- TRIM: Early supply pressure is appearing. This suggests caution and possible risk reduction.
- SELL: Distribution pressure is strong enough to defend capital. This suggests sellers may be in control.
- PPV: Pocket-pivot style demand, where upside volume exceeds recent downside volume. This suggests institutional-style demand may be appearing.
- BS: Bull Snort. This marks very large bullish volume with the close near the high, suggesting aggressive demand.
- Dry: Very low volume. This can be constructive during a calm pullback, but weak if price is already breaking down.
- HVQ+: Highest-volume bar in roughly a quarter, with a bullish candle. This suggests major demand or buying interest.
- HVQ-: Highest-volume bar in roughly a quarter, with a bearish candle. This suggests major supply or selling pressure.
- HVY+: Highest-volume bar in roughly a year, with a bullish candle. This suggests unusually strong demand.
- HVY-: Highest-volume bar in roughly a year, with a bearish candle. This suggests unusually strong supply.
- HVE+: Highest-volume bar in the loaded lookback, with a bullish candle. This suggests an extreme demand event.
- HVE-: Highest-volume bar in the loaded lookback, with a bearish candle. This suggests an extreme supply event.
- LVQ: Lowest-volume bar in roughly a quarter. This suggests volume has dried up.
- LVY: Lowest-volume bar in roughly a year. This suggests a major volume dry-up.
- Verdict HMA: A Hull moving average on the main chart, colored by the current volume verdict.
What the arrows suggest:
- Blue up arrows such as HVQ+, HVY+, and HVE+ mark bullish high-volume extremes. They suggest that a large amount of volume came in on a candle that closed bullish.
- Red down arrows such as HVQ-, HVY-, and HVE- mark bearish high-volume extremes. They suggest that a large amount of volume came in on a candle that closed bearish.
- BUY arrows suggest demand confirmation.
- SELL or TRIM down markers suggest supply pressure or risk-management warnings.
- ADD markers suggest a possible constructive pullback area when volume dries up.
How beginners can read it:
Start with the dashboard. The Volume Verdict gives the simplest interpretation. A positive score suggests accumulation or demand. A negative score suggests distribution or supply. Neutral means the evidence is mixed.
Then check the chart markers:
- BUY is a confirmation signal, not a guaranteed entry.
- ADD is usually most useful after a strong trend when a pullback happens on low volume.
- TRIM and SELL are risk-management warnings.
- PPV and BS show strong demand bars, but they should still be checked against trend, support, resistance, and market conditions.
The Accumulation Score ranges from -100 to +100:
- Above zero: demand is generally stronger than supply.
- Near zero: mixed or unclear volume.
- Below zero: supply is generally stronger than demand.
Suggested use:
Use this indicator as a confirmation tool alongside price structure, support/resistance, moving averages, trend, and risk management. It is not intended to predict the future or replace a trading plan.
If in doubt insert the code into AI and clarify.
Important:
This script is for education and research only. It is not financial advice. No indicator can guarantee profitable trades. Always use position sizing, stops, and your own judgment. 指標

Volume Matrix ScannerVolume Matrix Scanner - First Release
Volume Matrix Scanner is a beginner-friendly TradingView indicator that watches volume and price action across a group of stocks in one simple panel.
The underlying logic is derived from the Volume V6 indicator. Volume Matrix Scanner is recommended to be used together with Volume V6: use the Matrix to scan many stocks, then use Volume V6 to study one chart in more detail.
The script is designed to help newer traders understand whether a stock is showing signs of demand, quiet accumulation, dry pullbacks, or possible selling pressure. Instead of only showing raw numbers, the panel gives plain messages such as BUY, SNORT, ADD, PIVOT, TRIM, SELL, or Quiet.
Quoted from the Volume V6 logic, in simple terms:
Volume V6 is trying to answer one main question: is volume showing demand from buyers, supply from sellers, or nothing important yet?
It does this by combining several clues instead of trusting one volume bar alone. First, it creates a normal-volume baseline using average volume, usually over 50 bars. Then it compares today's volume against that normal level.
If volume is much higher than normal, the script asks whether price closed strong near the high, whether price rose compared with the previous bar, whether price is above short or longer moving averages, and whether buying pressure is stronger than selling pressure. If the answer is mostly yes, it treats the volume as demand or accumulation.
If volume is high but price closes weak, falls, or rejects higher prices, it treats that as supply or distribution.
Volume V6 also builds an accumulation score from -100 to +100. Positive points are added for Pocket Pivot Volume, Bull Snort volume, strong up bars closing near the high, dry pullbacks in a healthy trend, rising OBV, positive money flow, and price staying above key moving averages.
Negative points are added for heavy down-volume, upthrust selling, heavy churn where volume is huge but price does not make progress, falling OBV, negative money flow, and price weakness below key averages.
So the score is basically a weight-of-evidence reading.
What the messages mean:
- BUY means demand is confirmed and the stock may be under accumulation.
- SNORT means Bull Snort, which is unusually strong bullish volume.
- ADD means a quiet or dry pullback while the bigger trend still looks healthy.
- PIVOT means Pocket Pivot Volume, a clue that larger buyers may be active.
- TRIM means an early warning that supply may be coming in.
- SELL means distribution pressure may be present and capital should be defended.
- Quiet means there is no active setup at the moment.
The score runs from -100 to +100:
- Above +50 suggests strong accumulation.
- +30 to +49 suggests constructive demand.
- -15 to +29 suggests mixed or quiet action.
- -30 to -49 suggests a supply warning.
- Below -50 suggests distribution or defensive action.
Users can add stocks of their own choice. The default list includes popular U.S. stocks, but each symbol input can be changed in the indicator settings. Open the settings, go to the Symbols sections, and replace any ticker with the stock you want to follow.
This indicator is meant to support learning and decision-making. It should not be used as financial advice or as a standalone buy or sell system. Always combine it with your own chart review, risk management, and research.
Authorship: drsamgeorge, made with AI assistance. 指標

Elite CVD: context-aware volume delta with divergencesWHAT IT DOES
A cumulative volume delta pane that estimates who is actually in control. Instead of splitting every bar's volume 50/50, the context-aware proxy weights wick volume directionally from candle structure, so a strong-bodied bar with a rejected wick reads the way it traded.
HOW IT WORKS
- Three proxy models: Context-Aware (recommended), Blended, and Classic High-Low — switch and compare.
- CVD resets per session by default (fixed-length and running modes available), so today's line reflects today's flow.
- RVOL weighting amplifies delta on genuinely heavy bars via square-root scaling; spike bars get a dot on the line.
- A four-tier histogram colors per-bar delta by acceleration: bright when pressure is building, dim when it fades.
- Pivot-based divergence detection flags price highs on weakening demand and price lows on weakening supply. Honest note: divergences confirm only after the pivot's right-side bars complete, so the marker appears with that lag, placed on the pivot bar.
HOW TO USE IT
Built for ES/NQ scalping on intraday charts, works anywhere volume is meaningful. Read the line's slope for control, the histogram for urgency, and treat divergences as a warning to tighten up, not an entry by themselves.
WHAT IT CAN'T DO
All volume delta from OHLC data is an estimate — this is a well-built proxy, not tick data. On thin symbols the estimate degrades with the volume.
SETTINGS
Proxy model, reset mode, signal line, display mode, RVOL weighting and spike threshold, divergence pivots, info table, colors.
Open source. Free. If it helps you stop fading real pressure, that's the job. 指標

Composite Liquidity Flow: five-asset weighted flow with RSI confWHAT IT DOES
One histogram that answers "where is the WHOLE market's money leaning?" It estimates buy and sell pressure across five instruments at once — index futures, their ETFs, and an inverse hedge ETF with its logic flipped — weights them, smooths them, and prints the net as a z-scored delta histogram with an RSI confluence layer on top.
HOW IT WORKS
- Per-asset pressure from candle structure (body and wick attribution), priced in dollars, weighted per your inputs.
- The inverse-hedge leg counts its buying as market selling — hedging demand is information.
- Z-score normalization keeps the scale readable across quiet and wild days; a session filter mutes overnight ETF noise.
- Divergences require three consecutive bars of opposing flow plus optional RSI confirmation, with a cooldown so they stay rare.
- Confluence arrows print only when flow direction, flow acceleration, and RSI agree — and a live dashboard scores it all.
HOW TO USE IT
Built for intraday index trading (5m default tuning). Green above zero and accelerating with RSI supportive = the composite tape agrees with your long. The divergence markers are warnings, not entries.
WHAT IT CAN'T DO
All of it is estimated from OHLCV — a well-built proxy, not tick data. The composite describes the index complex; it says nothing about your single stock.
SETTINGS
Five symbols and weights, smoothing and normalization, RSI confluence, divergence strictness, session filter, full display toggles.
Open source. Free. The whole market's lean, one pane. 指標

Break & Volume: breakout bars with volume contextWHAT IT DOES
The simplest useful question, answered on every bar: did price just break the recent high or low, and did volume show up for it? Break bars are painted green or red, a small label prints the volume ratio versus its average, and the broken level stays on the chart as a dashed line until price revisits it.
HOW IT WORKS
- A break = close beyond the highest high or lowest low of the previous N bars (default 5).
- Volume context = current volume against a 20-bar average; 1.5x and up is the spike zone.
- Breaks confirm on bar close by default — no repaint, no intrabar flicker.
- Broken levels persist as reference lines and clear themselves once revisited, so the chart self-cleans.
HOW TO USE IT
Any symbol, any timeframe. A break on 2x volume and a break on 0.6x volume are different animals; this makes the difference visible at a glance. Pairs naturally with structure tools or the pattern colorer.
WHAT IT CAN'T DO
It measures the break, not the follow-through. Low-volume breaks fail often — that is precisely what the label is there to warn you about.
SETTINGS
Lookback bars, volume average length, level lines, volume labels, label size, confirm-on-close.
Open source. Free. One glance, two facts, no clutter. 指標

Rolling Volume Delta█ OVERVIEW
Rolling Volume Delta (RVD) estimates net buying vs. selling pressure per bar, then weights that pressure by how much price actually moved — so a strong directional bar counts for more than a quiet, indecisive one. The result is summed over a rolling window, smoothed, and normalized against total volume so it reads consistently across different instruments and volume regimes.
█ CONCEPT
Most volume delta tools estimate buy/sell pressure and stop there. RVD adds one more step: it multiplies each bar's estimated delta by the magnitude of that bar's price change. The logic is that a bar where buyers dominate AND price actually moved higher represents more conviction than a bar with the same buy/sell split during a flat, choppy stretch. That weighted delta is then summed over a rolling window and smoothed, so the final line reflects sustained pressure rather than single-bar noise.
█ HOW IT WORKS
1. Buy/sell split: each bar's volume is divided between buy and sell based on where the close landed within that bar's high-low range (close near the high = buy-weighted, close near the low = sell-weighted).
2. Price weighting: that delta is multiplied by the percentage price change over a configurable lookback, so bars with bigger moves are weighted more heavily.
3. Rolling sum: the weighted delta is summed over a configurable lookback window.
4. Smoothing: an EMA is applied to reduce noise.
5. Normalization: the smoothed result is divided by total volume over the same window and expressed as a percentage, keeping the scale comparable across tickers and sessions.
█ HOW IT DIFFERS FROM OTHER VOLUME DELTA SCRIPTS
Other delta oscillators calculate buy/sell pressure and smooth it directly. RVD's price-weighting step means the indicator isn't just "how much delta happened" but "how much delta happened relative to how much the market actually moved" — filtering out high-volume, low-conviction chop from the signal.
█ SETTINGS
- Lookback Length — bars summed together for the rolling delta. Longer = smoother, slower.
- Smoothing — EMA length applied to the rolling sum.
- Momentum Lookback — bars back used to measure price change for weighting. Higher values emphasize sustained moves over single-bar spikes.
As bars carry more information on their own (higher timeframes), less summing and smoothing is needed for a clean read. Within any timeframe, trending conditions benefit from longer/smoother settings that confirm sustained pressure and filter chop, while ranging conditions benefit from shorter/quicker settings that catch reversals near the extremes at the cost of more false flips in the middle of the range.
Suggested starting points:
Timeframe | Condition | Length | Smoothing | Momentum Lookback
5-30 min | Trend / Price Discovery | 14-20 | 3-5 | 1-2
5-30 min | Range / Accumulation | 8-10 | 1-2 | 1
1-4 hour | Trend / Price Discovery | 10-14 | 2-3 | 2-4
1-4 hour | Range / Accumulation | 6-8 | 1-2 | 1-2
Daily+ | Trend / Price Discovery | 8-10 | 2 | 3-5
Daily+ | Range / Accumulation | 5-6 | 1 | 2
These are included in each input's tooltip in the settings popup as well.
█ NOTES
This is a volume-estimation tool based on standard OHLCV data (bar range and close position), not true tick-level buy/sell data — most retail data feeds don't provide that, so this is the same practical tradeoff most public volume delta scripts make. It's intended as a context tool for reading order flow alongside price action, not a standalone signal generator.
This publication is for educational purposes only and does not constitute financial advice. Past performance and visual patterns do not guarantee future results. 指標

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VPIN Flow Regime [OutOfSampleLab]VPIN Flow Regime visualises order-flow toxicity and buy/sell pressure directly on your chart, with non-repainting flow-price divergence. It describes the current state of the tape. It does not give buy or sell signals.
How it works
- Each bar's volume is split into buy and sell parts using Bulk Volume Classification: the buy fraction is the CDF of the standardised close-to-close change. Two paper-faithful variants are selectable: the standard-normal CDF (Easley, Lopez de Prado & O'Hara, 2012) or the fat-tailed Student-t CDF with 0.25 degrees of freedom (their 2016 paper). To our knowledge no other public script offers both.
- VPIN toxicity = sum |buy - sell| / sum volume over N bars. An unsigned measure of how one-sided flow has been. It is coloured by its own rolling percentile into a regime light: Quiet, Normal, Elevated, Burst.
- Buy pressure = net flow rescaled to 0-100 (50 = balanced).
- Divergence: when price makes a higher high (or lower low) that net flow does not confirm. Confirmed on pivots a few bars later, so it never repaints. By default the divergence lines and labels are drawn directly on the price chart.
Alerts
- Toxicity crossing into Elevated / Burst / back to calm.
- Bullish / bearish flow-price divergence.
All alerts are state-change events, not trade instructions.
Honest limitations (please read)
- This is a bar-based approximation of VPIN, not tick-level VPIN on a true volume clock. Read relative levels and percentiles, not absolute values.
- TradingView volume is feed-dependent; on many FX/index/CFD symbols it is tick count, not traded volume, and the reading is weak there. Prefer symbols with real volume.
- Aggressor classification is imperfect and depends on the window settings.
This is an impersonal educational tool that runs the same for everyone. Not financial advice, no performance claims.
References: Easley, Lopez de Prado & O'Hara (2012), Review of Financial Studies 25(5); (2016), Journal of Financial Economics 120(2); Lee & Ready (1991), Journal of Finance 46(2). 指標

Time-at-Price S/R Pockets v11TIME-AT-PRICE S/R POCKETS
WHAT IT IS
Most profiles answer "where did the business get done?" This tool starts from a different question: where has price been ACCEPTED? Time-at-price measures acceptance; volume-at-price measures participation. The two often disagree, and the disagreements are informative. This script maps acceptance into support/resistance pockets, tracks how value migrates, and runs a self-scoring projection whose structural inputs are chosen by walk-forward evidence rather than by opinion.
Everything here is descriptive and backward-looking. The projection is a model of where current forces point, not a forecast — and the script continuously publishes its own hit rate so you can see exactly how much it deserves to be trusted on your symbol.
THE POCKETS
A rolling window (tuned per timeframe by preset) is binned into price rows. Each bar adds weight to every row it touched, with a recency decay (half-life plus floor) so old structure fades without vanishing. Strength = a row's weight relative to the strongest row. Contiguous strong rows become pockets, drawn to the right of price:
- Length is proportional to strength.
- Colour is the bar-win bias inside the zone: green shades where buyers won more bars, red where sellers did, grey when balanced.
- A gold border marks pockets being tested within the recent heat window.
- Declutter: only the N strongest pockets (plus the one at price) get full labels; the rest carry hover dots with the same detail.
- A dotted line marks the Point of Control — the single most-accepted price in the window.
- A higher-timeframe rail on the far right shows the same construction one frame up (D charts get W, 1H gets D, etc.) as slim context bands.
VALUE MIGRATION
The rolling profile says where value sits; the trail says which way it is moving. A stepped PoC trail is recomputed with the same construction as the display profile, so its right-hand end lands exactly on the PoC line. Around it: a shaded value-area band (70% of the distribution by default), a drift readout in ATR units (value migrating up / down / balanced — comparable across instruments), and an overlap metric versus N bars ago (overlapping value areas = balance; stepping areas = trending).
THE PROJECTION (A MODEL, NOT A FORECAST)
A deterministic path: linear-regression drift, fading each bar, plus reversion toward the PoC, plus drag from any zone the path passes through, wrapped in an ATR*sqrt(t) volatility cone. It can terminate at the first strong zone it enters — forces point INTO structure, so projecting through it would overclaim. The reversion and fade coefficients are derived from the instrument itself (distance persistence and return autocorrelation), with manual overrides.
A tug-of-war readout decomposes the next step into momentum vs structure, with direction and ratio.
SELF-SCORING AND DRAG ARBITRATION
Three strength fields are built in one pass: Time, Volume, and Composite sqrt(time*volume). Every bar, three parallel projections — one per field, each reverting to its own PoC — are scored walk-forward against the then-unseen future: directional hit rate, and error versus a flat baseline ("predict no change"). The drag source can be fixed manually, or set to Auto: a field becomes eligible after a minimum number of scored forecasts, ranking is by error-vs-flat with hit rate breaking ties, and an incumbent is only dethroned when a challenger beats it by a margin, to stop flapping.
Read the scoreboard honestly. Forecasts are scored every bar over an N-bar horizon, so adjacent forecasts share outcome bars — the effective independent sample is roughly n divided by the horizon. Ratios near 1.0x mean no demonstrated edge, and the script will say so rather than hide it. The champion's own score is a clean walk-forward tally, but champion SWITCHING is greedy, so it is not an out-of-sample estimate of the switching policy.
INTRABAR VOLUME (EXPERIMENTAL)
Optionally, the volume fields are rebuilt from lower-timeframe data: each intrabar's volume is allocated to the bin containing its close, instead of smearing a chart bar's volume across its full high-low range. The lower timeframe is auto-selected to fit TradingView's intrabar budget (manual override available), and the HUD reports the chosen timeframe, data coverage, and any capping. The time field deliberately stays on chart-bar construction, so the scoreboards act as a controlled test of whether sharper volume allocation actually improves the projection on your instrument.
SETTINGS
The Auto preset reads your chart timeframe and applies tuned defaults for Weekly / Daily / 1-Hour / 15-Min; Manual exposes every knob. If TradingView reports the script is slow, raise the recompute stride or lower the scoring window.
LIMITATIONS, STATED PLAINLY
- Boxes, labels and lines redraw on the latest bar — standard for rolling profiles. Nothing uses future data; all scoring is confirmed-bar only.
- Without volume data the script degrades gracefully to time-only mode.
- Pockets are context, not signals. There are no alerts and no entries. If the scoreboard says the projection does not beat a flat line on your symbol, believe it.
Built from scratch; no reused open-source code. A companion script surfacing the time-vs-volume divergences directly (auction quadrants: VALUE / SOFT / EVENT zones, absorption flags, dual PoC trails) will follow. 指標

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SMC Volume Footprints SMC Volume Footprints 制作者@silverginging
「SMC Volume Footprints」は、ローソク足の価格変位と相対出来高を組み合わせ、強い値動きがどこから始まったのかをチャート上に可視化するインジケーターです。
単純に売買シグナルを出すのではなく、価格帯別出来高(Volume Profile)と組み合わせて、
* どの価格帯に売買が多く積み上がっているのか
* どの価格帯は売買が少なく、値段が速く通過しやすいのか
* 現在の値動きが壁に止められたのか
* その壁を突破し、今度は足場にできるのか
を判断するために作られています。
ここでいう「構造判断」とは、難しい理論ではありません。価格帯別出来高で市場の「厚い場所」と「薄い場所」を確認し、本インジケーターで値動きが始まった場所と、その動きの強さを確認することです。
### BaseとSingle
**Base**
複数の小さなローソク足と出来高の低下によって形成された持ち合いを検出し、その高値または安値を終値で突破した場合に表示します。
売買のエネルギーをためた場所から発生するブレイクを捉えるための、比較的信頼度の高い検出です。
**Single**
Baseが存在しない場合に、直近の反転足を1本の起点として検出します。
Baseより早く表示される一方、ノイズも多くなるため、補助的な確認として使用します。本スクリプトではBaseを優先し、Singleを第二候補として扱います。
### 太枠と細枠の違い
枠の太さは、検出された値動きにどの程度の出来高が伴っていたかを表します。
**太枠**
相対出来高が設定した基準を超えた場合に表示されます。価格が大きく動いただけでなく、平均を上回る出来高が伴った、存在感の強いFootprintです。
初期設定では、出来高が平均の1.5倍以上になると太枠・濃い色・`★`で強調されます。
**細枠**
価格変位の条件は満たしているものの、出来高が強調基準に達していない場合に表示されます。
細枠は「無効」という意味ではありません。出来高の裏付けが太枠ほど強くないため、価格帯別出来高やAVWAP、上位足の方向などによる追加確認が必要なFootprintです。
枠の太さは売買の優劣を断定するシグナルではなく、出来高による強弱を一目で比較するための段階表示です。
### PとVの意味
各ラベルには、値動きと出来高の強さが表示されます。
* `P`:ローソク足の実体をATRで割った価格変位の大きさ
* `V`:現在の出来高を平均出来高で割った相対出来高
Pが大きいほど価格の変位が強く、Vが大きいほど出来高による裏付けが強いことを示します。
「価格は大きく動いたが出来高は少ない」「価格変位と出来高の両方が強い」といった違いを、P・V・枠の太さによって確認できます。
### 価格帯別出来高との組み合わせ
本インジケーターは、価格帯別出来高と重ねて使用することを意図して設計されています。
価格帯別出来高の厚い場所は、多くの市場参加者が売買した価格帯です。反対に、出来高の薄い場所は売買の積み上がりが少なく、価格が速く通過しやすい場所です。
例えば、次のように確認します。
* 出来高の厚い価格帯で太枠が出た
→ 多くの売買を伴う攻防や反転の可能性を確認する
* 出来高の厚い価格帯の端を、太枠で突破した
→ 出来高を伴って壁を抜けた可能性を確認する
* 出来高の薄い価格帯で細枠が出た
→ 強い買い・売りというより、注文の少なさによって価格が動いた可能性も考える
* 突破後にBaseやBREAK CLOSEへ戻り、再び反発した
→ 以前の壁を新しい足場として維持できているかを確認する
このように、価格帯別出来高で「市場の地形」を見て、SMC Volume Footprintsで「その場所に残された値動きと出来高の痕跡」を確認します。
### BREAK CLOSE
`BREAK CLOSE`は目標価格ではなく、BaseまたはSingleからのブレイクが確定したローソク足の終値です。
その後、この価格が支持線・抵抗線として機能するか、再び割り込むかを確認するための基準として使用します。
`EXTREME`や`GAP`は、急激な価格変位やギャップが発生した場所を確認するための補助マーカーです。単独の売買シグナルではありません。
### 基本的な使い方
1. 価格帯別出来高で、出来高の厚い場所と薄い場所を確認する
2. BaseまたはSingleがどの位置に発生したかを見る
3. P・V・枠の太さから、価格変位と出来高の強さを確認する
4. BREAK CLOSEや起点ゾーンへのリテストを見る
5. AVWAPや上位足の方向も加えて最終判断する
本インジケーターは自動売買システムではなく、値動きの起点とブレイクの質を整理するための補助ツールです。
### 初期設定の主な基準
* ATR・平均出来高の計算期間:50
* 太枠となる出来高基準:平均出来高の1.5倍
* Base形成時の低出来高基準:平均出来高の0.8倍
* 最小Power:1.5
* 最大Power:5.0
各市場や時間足に応じて調整できます。
### 注意事項
本スクリプトはTradingViewから取得できるOHLCVデータを使用しています。板情報、注文の追加・取消し、正確なBid/Ask別出来高、デルタ、OFIなどを直接解析する本来のFootprintチャートではありません。
名称の「Footprints」は、価格と出来高がチャート上に残した痕跡を可視化するという意味で使用しています。
また、出来高データの性質は銘柄やデータ配信元によって異なり、FXなどではティック出来高が使用される場合があります。
確定足表示を有効にした場合、シグナルはローソク足の終値確定後に描画されます。過去の検出結果は、将来の値動きや利益を保証するものではありません。
全文をTradingView用のBBCode形式で英訳しました。
SMC Volume Footprints
Created by @silverginging
SMC Volume Footprints is an indicator that combines candlestick price displacement with relative volume to visualize where significant price moves originated.
Rather than simply generating buy or sell signals, it is designed to be used together with Volume Profile to assess:
Which price levels have accumulated substantial trading activity
Which price levels have limited participation and may be crossed quickly
Whether the current price move has been stopped by a barrier
Whether price has broken through that barrier and can now use it as new support or resistance
“Market structure analysis” may sound complicated, but the idea is simple. Volume Profile shows where trading activity is concentrated and where it is sparse. This indicator then shows where a price move began and how strongly price and volume supported that move.
Base and Single
Base
A Base is detected when several small candlesticks and declining volume form a consolidation area. It is displayed when price closes above the high or below the low of that area.
This is a relatively higher-confidence detection designed to identify breakouts originating from areas where price and volume have compressed.
Single
When no Base is available, the indicator uses a recent reversal candle as a single-bar origin point.
A Single may appear earlier than a Base, but it can also produce more noise. For this reason, it is intended as a secondary confirmation. The script prioritizes Base structures and uses Single structures as the second option.
Thick and Thin Borders
Border thickness indicates how much relative volume accompanied the detected price move.
Thick Border
A thick border appears when relative volume exceeds the selected threshold. It represents a more prominent Footprint in which a significant price move was accompanied by above-average volume.
Under the default settings, volume of at least 1.5 times its average is emphasized with a thick border, darker coloring, and a ★ symbol.
Thin Border
A thin border appears when the price-displacement requirement is met, but volume does not reach the emphasis threshold.
A thin border does not mean that the Footprint is invalid. It means that the move has less volume confirmation than a thick-border Footprint and therefore requires additional confirmation from Volume Profile, AVWAP, or the higher-timeframe trend.
Border thickness is not a definitive buy or sell signal. It is a graded visual display that allows users to compare the volume strength of detected price moves at a glance.
What P and V Mean
Each label displays the strength of the price move and its accompanying volume.
P : Price displacement calculated by dividing the candlestick body size by ATR
V : Relative volume calculated by dividing the current volume by average volume
A higher P value indicates stronger price displacement, while a higher V value indicates stronger volume confirmation.
P, V, and border thickness make it possible to distinguish between situations such as “price moved significantly on low volume” and “both price displacement and volume were strong.”
Using the Indicator with Volume Profile
This indicator was specifically designed to be overlaid and used together with Volume Profile.
High-volume areas represent price levels where many market participants have traded. Low-volume areas contain less accumulated trading activity and may allow price to move through them more quickly.
Examples of how to interpret the combination include:
A thick-bordered Footprint appears inside a high-volume area
This may indicate an active battle between buyers and sellers or the possibility of a reaction from that price area.
Price breaks through the edge of a high-volume area with a thick-bordered Footprint
This may indicate that price has broken through a market barrier with volume confirmation.
A thin-bordered Footprint appears inside a low-volume area
Consider the possibility that price moved because of limited trading participation rather than exceptionally strong buying or selling pressure.
After a breakout, price returns to the Base or BREAK CLOSE and reacts again
Observe whether the former barrier is being maintained as a new support or resistance level.
In this way, Volume Profile provides a view of the market’s “terrain,” while SMC Volume Footprints shows the price-and-volume traces left at specific locations within that terrain.
BREAK CLOSE
BREAK CLOSE is not a price target. It represents the closing price of the candlestick that confirmed the breakout from a Base or Single structure.
It can be used as a reference level to observe whether the breakout close later acts as support or resistance, or whether price moves back through it.
EXTREME and GAP are supplementary markers used to identify areas where unusually large price displacement or a price gap occurred. They are not standalone buy or sell signals.
Basic Workflow
Use Volume Profile to identify high-volume and low-volume areas.
Check where a Base or Single structure has appeared.
Use P, V, and border thickness to evaluate price displacement and volume strength.
Observe retests of BREAK CLOSE and the origin zone.
Include AVWAP and the higher-timeframe direction in the final assessment.
This indicator is not an automated trading system. It is a supporting tool for organizing the origin of price moves and evaluating the quality of breakouts.
Main Default Parameters
ATR and average-volume calculation period: 50
Volume threshold for a thick border: 1.5 times average volume
Low-volume threshold for Base formation: 0.8 times average volume
Minimum Power: 1.5
Maximum Power: 5.0
These parameters can be adjusted to suit different markets and timeframes.
Important Notes
This script uses OHLCV data available through TradingView. It is not a conventional Footprint chart that directly analyzes order-book data, order additions or cancellations, precise Bid/Ask volume, Delta, or Order Flow Imbalance (OFI).
The term “Footprints” in the indicator’s name refers to the traces that price and volume leave on the chart.
The nature and quality of volume data vary depending on the instrument and data provider. Some markets, including Forex, may use tick volume rather than actual traded volume.
When confirmed-bar display is enabled, detections are drawn only after the candlestick has closed. Historical detections do not guarantee future price movements or profits.
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