Cumulative Volume Delta (HA Option)# **📘 Ultimate Guide to Trading With CVD Heikin Ashi (CVD+)**
## **🔍 What This Indicator Shows**
This tool plots **Cumulative Volume Delta (CVD)** as candlesticks—optionally transformed into **Heikin Ashi CVD candles**.
Instead of price, each candle represents the *battle between buyers and sellers* within your chosen timeframe.
**Volume Delta = Buying Volume – Selling Volume**
CVD takes all deltas and stacks them cumulatively, showing who is controlling the auction *over time*.
With Heikin Ashi smoothing layered on top, trend detection becomes cleaner, letting you see the “true pressure” behind price moves.
---
# **💡 Why CVD Is a Game Changer**
Most traders only see price.
Serious traders watch **pressure**.
CVD exposes what price hides:
* Absorption
* Hidden accumulation
* Seller exhaustion
* Fake breakouts
* True reversals
* Momentum strength / weakness
* Smart money footprint
When combined with Heikin-Ashi smoothing, you get delta trends with way less noise and fewer fake flips.
---
# **📈 How to Actually Use It (The Edge)**
## **1. Spot True Trend vs. Fake Trend**
If **price goes up** but **CVD goes down**, that’s:
* Passive sellers absorbing
* A weak rally
* High probability of reversal
If **price pulls back** but **CVD keeps rising**, that’s:
* Secret accumulation
* A continuation setup
* Great dip-buy opportunity
**Rule of thumb:**
🔹 *Follow the CVD trend, not the price noise.*
---
## **2. Catch Reversals Early**
Watch for:
### **🔻 Bearish Reversal Signals**
* CVD makes a **lower high**
* Heikin Ashi CVD prints **red bodies with rising upper shadows**
* Price makes one final push up on low delta
This is classic distribution → the drop usually follows fast.
### **🔹 Bullish Reversal Signals**
* CVD forms a **higher low**
* HA CVD flips from red to green with full bodies
* Price still looks weak = bottom forming
This is exactly how pros catch bottoms early.
---
## **3. Identify Absorption Levels**
If price hits a level multiple times but CVD keeps climbing (or falling), that level is being defended.
Example:
* Price stalls at support
* CVD keeps rising
= **Buyers absorbing sells → high-probability bounce**
Opposite works for resistance.
---
## **4. Validate Breakouts**
A breakout with *weak or negative CVD* is usually a trap.
A breakout with **strong, rising HA CVD** is real.
If CVD diverges from the breakout direction → fade it.
If CVD confirms → ride it.
---
## **5. Use Heikin Ashi to Stay in Trends**
HA smoothing removes the nasty chop of raw delta data.
Look for:
* Consecutive **full-body teal candles = strong buying wave**
* Consecutive **full-body red candles = strong selling wave**
* Small-bodied candles after a trend = momentum dying
This keeps you in winners longer and cuts losers faster.
---
# **🎯 Practical Trading Playbook**
### **A) Long Setup**
1. Price pullback into support
2. CVD stays bullish or makes a higher low
3. HA CVD flips green or prints a strong body
4. Enter long
5. Stop under CVD structural low
### **B) Short Setup**
1. Price pushes into resistance
2. CVD forms bearish divergence
3. HA CVD prints red bodies
4. Enter short
5. Stop above CVD swing high
### **C) Chop Filter**
No clear HA CVD trend = avoid trading → stop donating money to the market.
---
# **🧠 Tips for Mastery**
* Use lower timeframe delta (1m–5m) for scalping entries
* Use a higher anchor timeframe (1D) to define direction
* When price trends but CVD is flat → expect a fakeout
* When CVD trends but price is flat → expect a breakout
* Trade WITH delta, fade AGAINST delta
---
# **⚠️ Important Notes**
* Crypto = full tick-by-tick volume → CVD is extremely accurate
* Stocks = depends on your broker/data vendor
* Futures = best signal-to-noise ratio
* If your symbol has no volume → indicator will warn you
---
# **📥 Recommended Settings**
* **Anchor timeframe**: 1D or 4H
* **Lower timeframe**: 1m, 3m, or 5m
* **Heikin Ashi**: ON for trend filtering, OFF for raw delta
---
# **🔥 Final Word**
Price can lie.
Delta usually doesn’t.
CVD + Heikin Ashi gives you the closest thing to reading the market’s heartbeat in real time.
Use it to confirm breakouts, detect reversals early, identify real trend strength, and avoid getting caught in manipulation.
If you learn to read CVD well…
you stop trading price, and start trading the **intent** behind the price.
成交量
Automatic Swing AVWAPsUnique VWAP anchoring technique
The VWAP indicator is one of the most popular tools in trading, used by millions of traders daily, including institutional traders. KV's Anchored VWAP system is specifically designed to deliver more precise entry points. This toolkit also includes traditional anchored VWAPs, such as the Daily VWAP, Previous Day VWAP, and more.
Automated key levels
Support and resistance levels are a must in every trader's toolbox, including KV's. However, only the most critical levels are effective, and this toolkit is built on KV's years of experience to include only the most relevant ones for accurate trading zones.
SimpleAlgo V2.1SimpleAlgo V2.1 – Momentum and Volatility Framework
Overview
SimpleAlgo V2.1 combines momentum waves, volatility envelopes, key price levels, and optional entry markers to provide a structured view of market behavior. The tool is designed to help traders interpret trend conditions, momentum shifts, and volatility expansion or compression through a clean set of visual components.
Momentum Waves
The indicator calculates multiple smoothed momentum waves using adaptive EMA logic. These waves highlight short and medium-term momentum behavior.
Color fills between waves help visualize momentum changes and transitions in trend strength.
Entry Signals (Optional)
Potential long or short markers can appear when a momentum shift aligns with a wave crossover. These are visual aids intended to highlight moments of interest on the chart. They are not standalone trade signals and should be confirmed with additional analysis.
Volatility Envelope (Optional)
A multi-band volatility envelope constructed from smoothed true range helps identify overextension zones and expansion phases. This framework can be useful when evaluating price deviations and potential exhaustion areas.
Key Price Levels (Optional)
Pivot-based levels identify potential support and resistance areas. These levels are projected forward to help visualize structure points without repainting.
Momentum Cloud and Bar Shading
The script includes cloud shading and bar coloring to help illustrate the strength and direction of momentum. These visuals help clarify trend conditions at a glance.
Position Management Tools (Optional)
When enabled, V2.1 can display hypothetical entry, stop, and target levels based on ATR-derived risk measurements. These elements provide a visual framework for trade planning only and do not execute or manage trades.
Alerts
Alert conditions are available for potential long and short entries based on the internal wave-cross and momentum logic.
Customization
Users can adjust responsiveness, volatility settings, level lookback, cloud visibility, shading, bar coloring, and all position-management parameters. Every layer can be enabled or disabled depending on preference and trading style.
Recommended Use
This tool is most effective when combined with a broader analysis approach that incorporates higher timeframe context, structure, and risk management principles. It should not be used as a standalone trading system.
Disclaimer
This indicator is for technical analysis and educational purposes only. It does not predict future price movement or guarantee results. All trading involves risk.
SimpleAlgo V1.1SimpleAlgo V1.1 – Market Structure & Trend Framework
Overview
SimpleAlgo V1.1 is designed to simplify chart analysis by combining trend direction, volatility channels, dynamic support and resistance, and optional breakout logic. The script provides a structured view of market behavior through visual layers built for clarity.
Features
– Adaptive ATR-based trend engine with selectable sensitivity (Conservative, Balanced, Aggressive)
– EMA cloud for short and mid-term momentum structure
– Multi-layer volatility channels based on smoothed Keltner calculations
– Automatic support and resistance levels using pivot logic
– Optional breakout markers for structural highs and lows
– Optional linear regression trend lines with deviation bands
– Long and short markers when price interacts with the trend engine
– Alert conditions for long, short, support break, resistance break, and general signals
– Fully configurable inputs to enable or disable any component
How to Use
– Start by selecting the preferred trend sensitivity.
– Observe price relative to the trend engine to determine directional bias.
– Enable the EMA cloud and volatility channels to assess momentum and volatility conditions.
– Turn on support/resistance and breakout markers to identify structural levels and break conditions.
– Use long/short markers only as visual cues and confirm with additional analysis.
Combine with higher timeframe context and proper risk management.
Disclaimer
This tool is intended for technical analysis and educational purposes only. It does not provide financial advice or guarantee performance. All trading involves risk.
Day Trading Kombinator (COINCAVE)Day Trading Kombinator v6 (1min)
A multi-factor day trading indicator that combines moving averages, MACD, RSI, automatic daily pivot levels, dynamic support/resistance based on swing highs/lows, volume spike detection, and ATR volatility.
Ideal for: Intraday and swing traders who want clear, robust trend and momentum confirmation with clean, chart-friendly signals.
I mostly used this settings on the 1min chart!
Let me know if you want a one-sentence version or adjustments for a different focus!
IDX - 7UP v6 ENHANCED alertsIDX-7UP v6 ENHANCED — Short Public Description
IDX-7UP v6 ENHANCED is a multi-confirmation trend system built for FX, indices, commodities, and metals.
It combines Supertrend, multi-asset strike levels, volume momentum, standard-deviation zones, support/resistance, RSI, ADX, and session behavior to generate high-probability BUY/SELL signals.
The indicator includes four signal types:
REV (reversal), CONT (trend continuation), STRK (strike-momentum break), and SESS (session re-entry).
Each signal is scored using an 8-point confirmation model to ensure quality.
Features include:
• Auto-strike detection for 10 symbols
• Optional simple or detailed chart labels
• Daily SD levels, S/R, ADX-colored trend MA
• Volume spike detection
• Full dashboard with trend, RSI, ADX, volume, and last signal info
• Buy/Sell alerts included
Designed for traders who want structured, strike-based trend detection with strong filtering and clean visual signals.
Alerts
The script includes three alert types:
Buy Signal, Sell Signal, Any Signal Detected
Alerts fire immediately when confirmation thresholds are met.
Confirmation Scoring (0-8 Points)
Every signal passes through an 8-point confirmation system including:
Strike proximity or strike alignment
Daily Standard-Deviation levels (+1, +0.3, -0.3, -1)
Support/Resistance breaks or bounces
Volume filter or high-volume continuation
RSI momentum (OB/OS or rising/falling sequences)
ADX trend-strength filter
SMA-based trend alignment (SMA8 & SMA21)
Signals must meet your minimum confirmation threshold before triggering.
Hidden Zone Detector AI - Crypto/Forex/StockHidden Zone Detector AI - Crypto Forex Stock
Hidden Zone Detector AI is a professional TradingView indicator designed to find hidden supply and demand zones across markets — crypto, forex and stocks — and surface high-probability areas earlier than classical pivot-only methods. It combines price structure analysis, volatility/ATR sizing, volume profiling and multi-mode AI heuristics (Fast / Balanced / Accurate) to generate prediction zones, highlight tested areas, and visually mark zone breakouts. Built with practical trader workflow in mind: configurable anti-repaint options, adaptable Light/Dark UI, clear labels, and candle-coloring for immediate visual context.
How it works
• Detects hidden zones by scanning pivot formations and finding internal “hidden” bars that represent real institutional activity (not just visible swing points).
• Scores zones by size (ATR-relative), volume, and touch characteristics to produce a strength percentage (Weak/Medium/Strong).
• AI heuristics aggregate price, momentum, moving averages, RSI/MACD signals and volume patterns to propose prediction zones — adjustable for speed vs. accuracy.
• Zones are drawn as persistent boxes with optional midlines, labels, and tailored styling when broken or tested.
Main advantages
• Early edge: finds hidden zones that often act before obvious pivots.
• Actionable visuals: labeled zones, color-coded candles, and breakout styling speed decision-making.
• Flexible AI modes: choose Fast for responsiveness, Balanced for day-to-day use, or Accurate for stricter signals.
• Anti-repaint controls: require confirmed bars for predictions to improve signal reliability.
• Multi-market ready: tuned for crypto, forex and stock chart behavior.
• Light/Dark friendly: UI color handling ensures labels remain readable on any chart background.
• Open & reusable: released under Mozilla Public License 2.0 (MPL-2.0) — use and adapt freely with attribution.
Best practices & tips
• Start with Balanced mode and sensitivity ~5; increase sensitivity for earlier but noisier predictions.
• Use prediction confirmation (Require AI Prediction Confirmation) for lower repaint risk.
• Combine zone reads with higher-timeframe context and orderflow/volume tools for stronger entries.
• Adjust max active zones and opacity to keep charts clean on lower timeframes.
License & author
Mozilla Public License 2.0 (MPL-2.0).
Author: a_jabbaroff — created with care for the TradingView community and fellow traders.
Smart Money Volume Matrix [Ata]Smart Money Volume Matrix
The Smart Money Volume Matrix (SMV Matrix) is an advanced volume-spread analysis (VSA) dashboard and charting tool designed to identify significant market anomalies by analyzing the relationship between price extremes and volume flow.
Unlike traditional indicators that rely solely on moving averages or oscillators, this tool performs a "Snapshot Analysis" of a defined lookback period (default: 100 bars) to rank price action based on Order Flow Dominance. It isolates the Top 10 Highest and Lowest Close prices and scrutinizes the volume behind them to categorize market sentiment into four distinct phases: Distribution, No Demand, Absorption, and Exhaustion.
Core Logic & Methodology
The script operates on a Zero-Lag Snapshot Engine. It does not print historical signals bar-by-bar; instead, it evaluates the current market structure relative to the recent history (Lookback Period).
1. Ranking Engine: The script scans the lookback period to find the Top 10 Highest Closes and Top 10 Lowest Closes.
2. Volume Classification: For each ranked bar, it calculates the "Intrabar Buy/Sell Volume" (or approximates it using candle geometry if Intrabar data is unavailable).
3. Dominance Detection: It compares Buying Volume vs. Selling Volume to determine who is in control at critical price levels.
Signal Classifications (VSA Logic)
The indicator generates labels on the chart and updates the dashboard table based on the following logic:
1. At Price Tops (Resistance Areas):
- Distribution (Supply): High Price + High Total Volume + Sellers Dominant.
Interpretation: Indicates heavy institutional selling into rising prices. Often precedes a reversal.
- Buy Climax: High Price + High Total Volume + Buyers Dominant.
Interpretation: Extreme buying frenzy. While bullish, it often marks a "trap" or temporary top due to exhaustion.
- No Demand: High Price + Low Volume.
Interpretation: Prices drifted higher but lack institutional participation. A sign of weakness.
2. At Price Bottoms (Support Areas):
- Absorption: Low Price + High Total Volume + Buyers Dominant.
Interpretation: Institutional money is absorbing selling pressure (passive buying). A strong sign of accumulation.
- Panic Sell: Low Price + High Total Volume + Sellers Dominant.
Interpretation: Extreme fear. High volume at lows typically indicates capitulation and potential hands-changing.
- Exhaustion: Low Price + Low Volume.
Interpretation: Selling pressure has dried up. The market may float upward due to lack of sellers.
Key Features
- Dashboard Matrix Table:
Displays the exact Close Price, Buy/Sell Volume, and Market State (Group) for the Top 10 ranking bars.
Smart Footer: Automatically detects the active "Resistance Zone" (derived from G1 Distribution levels) and "Support Zone" (derived from G3 Absorption levels) and reports the current price status relative to these zones (e.g., "Testing Resistance", "Breakout", "At Support").
- Smart Zones (Auto S/R):
Automatically draws Support and Resistance boxes extending into the future based on the most significant volume clusters found in the rankings. Includes logic to detect "Flips" (e.g., when Support breaks, it is labeled as a flip to Resistance).
- Average Trend Channels:
Calculates a Linear Regression trend line based specifically on the coordinates of the Top 10 Highs and Top 10 Lows, providing a "Best Fit" channel for the current market structure.
- Visual Clarity:
Labels utilize a "Smart Stacking" algorithm to prevent overlap on the chart. Guide lines connect labels to their respective candles for precise identification.
Settings & Configuration
- Matrix Settings: Lookback Period (default 100 bars) and Top Rank Count.
- Volume Engine: Choose between "Intrabar (Precise)" for accurate order flow or "Geometry (Approx)" for standard volume estimation.
- Visuals: Toggle Table, Labels, Lines, Zones, and Trend Lines. Adjust transparency and font sizes.
IMPORTANT NOTE ON SNAPSHOT LOGIC
This indicator is designed as a Real-Time Dashboard. It continuously updates the "Top 10" list as new candles form. Therefore, a label that appears on a candle may disappear if that candle falls out of the Top 10 ranking or leaves the lookback window. This is intended behavior to ensure the chart always reflects the current most critical levels, rather than a historical record of past signals. It is best used for live market analysis rather than historical back testing.
Disclaimer: This tool is for educational and analytical purposes only. Volume analysis is subjective and should be used in conjunction with other methods of technical analysis.
LGZ – Liquidity Gravity Zones v1 📌 LGZ – Liquidity Gravity Zones (SVI + Net CVD + Volume)
Original Liquidity-Driven Price Magnet Model by Thomas Aaroon
📘 Concept Overview
LGZ (Liquidity Gravity Zones) is a new, original liquidity-based price-attraction model built using three core components:
SVI (Shock Volume Index) – measures abnormal volume spikes at each strike
Net CVD (NCP = CE_CVD − PE_CVD) – the real directional order-flow imbalance
Total Volume (CE + PE) – true liquidity density at each strike
Using these three elements, the indicator calculates Liquidity Gravity Weight (LGW) for every strike and identifies the strongest zones that attract price during the session.
🧠 Why This Indicator?
Traditional OI-based methods (long build-up, short build-up, OI change etc.) often lag.
LGZ focuses only on:
Real traded volume
Actual buy/sell aggression (CVD)
Shock events
Dealer hedging pressure
Strike-level liquidity clusters
This makes it far more responsive for intraday traders.
⭐ Core Formula
Liquidity Gravity Weight (LGW)
LGW = |SVI| × |Net CVD| × Total Volume
Where:
SVI = Shock Volume Index (Z-score based)
Net CVD (NCP) = CE_CVD − PE_CVD
Total Volume = CE_volume + PE_volume
LGW indicates how strongly a strike is pulling price toward it.
🎯 What the Indicator Shows
✔ Top Liquidity Gravity Zones (LGZ-1, LGZ-2, LGZ-3)
These are the strongest price magnets for the day.
✔ Gravity Lines on Chart
Each LGZ is plotted as a horizontal magnet line extending to the right.
✔ Strike-Level Liquidity Table
Shows:
Strike
SVI (Shock intensity)
LGW (Gravity strength)
This table gives a complete picture of the intraday liquidity landscape.
📈 How to Use (Intraday Trading Strategy)
🔵 1. Price gravitates toward LGZ-1
If price is below LGZ-1 → upward pull
If price is above LGZ-1 → downward pull
🔵 2. LGZ Flips = Trend Change
If LGZ-1 suddenly jumps to a different strike:
→ strong trend acceleration
🔵 3. LGZ Cluster = Reversal / Consolidation Zone
Multiple LGZ levels around the same strike indicate
→ liquidity saturation → reversal or slowdown.
🔵 4. Combine with Price Action
Best clarity on 5-minute timeframe
Use 1-minute only for entry.
🔬 Why LGZ Works
The indicator models the same reality driving option markets:
Where option volume + orderflow (CVD) + shock liquidity concentrate,
market makers hedge, and price moves toward that strike.
This is the foundation of dealer hedging mechanics and liquidity-based price movement.
🔧 Inputs
Symbol prefix (e.g., NIFTY)
Expiry (YYMMDD)
Center strike & range
Number of gravity zones
Color customization
920 Order Flow SATY ATR//@version=6
indicator("Order-Flow / Volume Signals (No L2)", overlay=true)
//======================
// Inputs
//======================
rvolLen = input.int(20, "Relative Volume Lookback", minval=5)
rvolMin = input.float(1.1, "Min Relative Volume (× avg)", step=0.1)
wrbLen = input.int(20, "Wide-Range Lookback", minval=5)
wrbMult = input.float(1, "Wide-Range Multiplier", step=0.1)
upperCloseQ = input.float(0.60, "Close near High (0-1)", minval=0.0, maxval=1.0)
lowerCloseQ = input.float(0.40, "Close near Low (0-1)", minval=0.0, maxval=1.0)
cdLen = input.int(25, "Rolling CumDelta Window", minval=5)
useVWAP = input.bool(true, "Use VWAP Bias Filter")
showSignals = input.bool(true, "Show Long/Short OF Triangles")
//======================
// Core helpers
//======================
rng = high - low
tr = ta.tr(true)
avgTR = ta.sma(tr, wrbLen)
wrb = rng > wrbMult * avgTR
// Relative Volume
volAvg = ta.sma(volume, rvolLen)
rvol = volAvg > 0 ? volume / volAvg : 0.0
// Close location in bar (0..1)
clo = rng > 0 ? (close - low) / rng : 0.5
// VWAP (session) + SMAs
vwap = ta.vwap(close)
sma9 = ta.sma(close, 9)
sma20 = ta.sma(close, 20)
sma200= ta.sma(close, 200)
// CumDelta proxy (uptick/downtick signed volume)
tickSign = close > close ? 1.0 : close < close ? -1.0 : 0.0
delta = volume * tickSign
cumDelta = ta.cum(delta)
rollCD = cumDelta - cumDelta
//======================
// Signal conditions
//======================
volActive = rvol >= rvolMin
effortBuy = wrb and clo >= upperCloseQ
effortSell = wrb and clo <= lowerCloseQ
cdUp = ta.crossover(rollCD, 0)
cdDown = ta.crossunder(rollCD, 0)
biasBuy = not useVWAP or close > vwap
biasSell = not useVWAP or close < vwap
longOF = barstate.isconfirmed and volActive and effortBuy and cdUp and biasBuy
shortOF = barstate.isconfirmed and volActive and effortSell and cdDown and biasSell
//======================
// Plot ONLY on price chart
//======================
// SMAs & VWAP
plot(sma9, title="9 SMA", color=color.orange, linewidth=3)
plot(sma20, title="20 SMA", color=color.white, linewidth=3)
plot(sma200, title="200 SMA", color=color.black, linewidth=3)
plot(vwap, title="VWAP", color=color.new(color.aqua, 0), linewidth=3)
// Triangles with const text (no extra pane)
plotshape(showSignals and longOF, title="LONG OF",
style=shape.triangleup, location=location.belowbar, size=size.tiny,
color=color.new(color.green, 0), text="LONG OF")
plotshape(showSignals and shortOF, title="SHORT OF",
style=shape.triangledown, location=location.abovebar, size=size.tiny,
color=color.new(color.red, 0), text="SHORT OF")
// Alerts
alertcondition(longOF, title="LONG OF confirmed", message="LONG OF confirmed")
alertcondition(shortOF, title="SHORT OF confirmed", message="SHORT OF confirmed")
//────────────────────────────
// End-of-line labels (offset to the right)
//────────────────────────────
var label label9 = na
var label label20 = na
var label label200 = na
var label labelVW = na
if barstate.islast
// delete old labels before drawing new ones
label.delete(label9)
label.delete(label20)
label.delete(label200)
label.delete(labelVW)
// how far to move the labels rightward (increase if needed)
offsetBars = input.int(3)
label9 := label.new(bar_index + offsetBars, sma9, "9 SMA", style=label.style_label_left, textcolor=color.white, color=color.new(color.orange, 0))
label20 := label.new(bar_index + offsetBars, sma20, "20 SMA", style=label.style_label_left, textcolor=color.black, color=color.new(color.white, 0))
label200 := label.new(bar_index + offsetBars, sma200, "200 SMA", style=label.style_label_left, textcolor=color.white, color=color.new(color.black, 0))
labelVW := label.new(bar_index + offsetBars, vwap, "VWAP", style=label.style_label_left, textcolor=color.black, color=color.new(color.aqua, 0))
//────────────────────────────────────────────────────────────────────
//────────────────────────────────────────────
// Overnight High/Low + HOD/LOD (no POC)
//────────────────────────────────────────────
sessionRTH = input.session("0930-1600", "RTH Session (exchange tz)")
levelWidth = input.int(2, "HL line width", minval=1, maxval=5)
labelOffsetH = input.int(10, "HL label offset (bars to right)", minval=0)
isRTH = not na(time(timeframe.period, sessionRTH))
rthOpen = isRTH and not isRTH
// --- Track Overnight High/Low during NON-RTH; freeze at RTH open
// --- Track Overnight High/Low during NON-RTH; freeze at RTH open
var float onHigh = na
var float onLow = na
var int onHighBar = na
var int onLowBar = na
var float onHighFix = na
var float onLowFix = na
var int onHighFixBar = na
var int onLowFixBar = na
if not isRTH
if na(onHigh) or high > onHigh
onHigh := high
onHighBar := bar_index
if na(onLow) or low < onLow
onLow := low
onLowBar := bar_index
if rthOpen
onHighFix := onHigh
onLowFix := onLow
onHighFixBar := onHighBar
onLowFixBar := onLowBar
onHigh := na, onLow := na
onHighBar := na, onLowBar := na
// ──────────────────────────────────────────
// Candle coloring + labels for 9/20/VWAP crosses
// ──────────────────────────────────────────
showCrossLabels = input.bool(true, "Show cross labels")
// Helpers
minAll = math.min(math.min(sma9, sma20), vwap)
maxAll = math.max(math.max(sma9, sma20), vwap)
// All three lines
goldenAll = open <= minAll and close >= maxAll
deathAll = open >= maxAll and close <= minAll
// 9/20 only (exclude cases that also crossed VWAP)
dcUpOnly = open <= math.min(sma9, sma20) and close >= math.max(sma9, sma20) and not goldenAll
dcDownOnly = open >= math.max(sma9, sma20) and close <= math.min(sma9, sma20) and not deathAll
// Candle colors (priority: all three > 9/20 only)
var color cCol = na
cCol := goldenAll ? color.yellow : deathAll ? color.black :dcUpOnly ? color.lime :dcDownOnly ? color.red : na
barcolor(cCol)
// Labels
plotshape(showCrossLabels and barstate.isconfirmed and goldenAll, title="GOLDEN CROSS",
style=shape.labelup, location=location.belowbar, text="GOLDEN CROSS",
color=color.new(color.yellow, 0), textcolor=color.black, size=size.tiny)
plotshape(showCrossLabels and barstate.isconfirmed and deathAll, title="DEATH CROSS",
style=shape.labeldown, location=location.abovebar, text="DEATH CROSS",
color=color.new(color.black, 0), textcolor=color.white, size=size.tiny)
plotshape(showCrossLabels and barstate.isconfirmed and dcUpOnly, title="DC UP",
style=shape.labelup, location=location.belowbar, text="DC UP",
color=color.new(color.lime, 0), textcolor=color.black, size=size.tiny)
plotshape(showCrossLabels and barstate.isconfirmed and dcDownOnly, title="DC DOWN",
style=shape.labeldown, location=location.abovebar, text="DC DOWN",
color=color.new(color.red, 0), textcolor=color.white, size=size.tiny)
// ──────────────────────────────────────────
// Audible + alert conditions
// ──────────────────────────────────────────
alertcondition(goldenAll, title="GOLDEN CROSS", message="GOLDEN CROSS detected")
alertcondition(deathAll, title="DEATH CROSS", message="DEATH CROSS detected")
alertcondition(dcUpOnly, title="DC UP", message="Dual Cross UP detected")
alertcondition(dcDownOnly,title="DC DOWN", message="Dual Cross DOWN detected")
LSI Pro - Enhanced Sweep Lines + Trading StrategyThis is a very powerful and sensitive indicator, it embrace the institutional sweep, signaling the high volumes area with the liquidity areas and levels with bear or bull confirmations.
and more ...
It works very good with most instruments such crypto - forex and stocks.
write me to get access.
Weighted RSI DivergenceWeighted RSI Divergence
A powerful divergence engine that grades every RSI divergence by strength, context, and confluence — helping you filter noise and focus only on the highest-probability reversal setups.
This script combines RSI divergences with five confirmation layers to produce confidence-weighted signals, clearer trade decisions, and alert-ready setups for both bullish and bearish reversals.
What This Indicator Detects
Bullish Divergence → Price makes a lower low while RSI makes a higher low
Bearish Divergence → Price makes a higher high while RSI makes a lower high
Confirmation Factors (Each Adds +1 to the Score)
Volume Spike: Above-average volume on the divergence bar
Trend Alignment: Divergence occurs in harmony with higher-timeframe trend dynamics
Key Level Proximity: Price tests significant support or resistance
Momentum Extremes: RSI reaches oversold/overbought thresholds
Candle Reversal Pattern: Engulfing, pin bar, or similar reversal structure
Confidence Scoring
1–2 → Low Confidence (gray)
3 → Medium Confidence (yellow)
4–5 → High Confidence (green/red)
Higher scores = higher-probability setups.
Visual Components
RSI plot with dynamic gradient coloring
Divergence lines mapped to RSI pivots
Signal labels showing confidence + factors
Background highlighting for high-confidence events
Real-time confidence meter for active bar conditions
Optional data table for factor-by-factor breakdown
Alerts Included
High-confidence bullish & bearish divergences
Medium-confidence signals
Any divergence meeting your minimum threshold
Best Practices
Prioritize setups with 4 or 5 confirmations
Use higher timeframes (4H, 1D, 1W) for more reliable signals
Combine with market structure and price action (S/R, HTF trend, liquidity zones)
Counter-trend divergences require stronger scores to validate
Final Notes
This script focuses on clarity, risk reduction, and selective trade timing. The confidence system helps distinguish weak divergences from high-probability reversal conditions — giving traders a structured, repeatable edge.
Alzeerr Scalping StrategyAlzeerr Scalping Strategy
A high-precision intraday scalping strategy that combines VWAP, support/resistance levels, volume confirmation, RSI momentum shifts, and reversal candlestick patterns to identify low-risk, high-accuracy trade entries. The strategy only trades in the direction of the trend relative to VWAP, focuses on high-probability pullback entries, and uses tight stop-losses with small, consistent profit targets. Designed to maximize accuracy and minimize drawdown during high-liquidity market sessions.
Market Cipher With DivegencesAnother look into classic ;)
My take on Market Cypher with new money line and DIVERGENCES!!!
Enjoy!
Volume Delta PROThis indicator show delta moves and producing it in a way that you can see what MADE the delta - buyers or sellers.
Important delta candles are also marked.
I also shows average delta and can be adjusted by reading data from lower time frames.
VZO Enhanced価格の上昇バーと下降バーごとに出来高を分離し、それぞれをEMAで平滑化して算出した Volume Zone Oscillator（VZO）の改良版です。
デフォルトでは20期間のEMAを使用し、トレンド方向に対する出来高の偏りをパーセンテージで表示します。
オーバーボート／オーバーソールドの水準（初期値 +60 / -60）を背景色でハイライトし、短期トレードでの反転ポイントや勢いの弱まりを視覚的に捉えやすくしています。
This script is a modified version of the Volume Zone Oscillator (VZO) tailored for short–term trading.
It separates volume into positive volume (when the close is higher than the previous close) and negative volume (when the close is lower than the previous close), then applies EMA to:
* positive volume
* negative volume
* total volume
The oscillator is calculated as the percentage difference between positive and negative volume relative to total volume.
By default it uses a length of 20 (EMA Length = 20) and highlights overbought / oversold zones (initially +60 / -60) with background colors, making it easy to see:
* trend strength based on volume
* shifts in volume pressure
* potential reversals and divergences between price and volume.
Weekday Close vs Open — Last N (per weekday)# Weekday Close vs Open - Last N Occurrences
This indicator distills every weekday's historical open-to-close behavior into a compact table so you can see how "typical" the current session is before the day even closes. It runs independently of your chart timeframe by pulling daily OHLCV data under the hood, tracking the last **N** completed occurrences for each weekday, and refreshing only when a daily bar closes. On daily charts you can also shade every past bar that matches today's weekday (excluding the in-progress session) to reinforce the pattern visually while the table remains non-repainting.
## What It Shows
- **Win/Loss/Tie counts** - how many of the last `N` occurrences closed above the open (wins), below (losses), or inside the tie threshold you define as "flat".
- **Win % heatmap** - the win column is color-coded (deep green > deep red) so you immediately recognize strong or weak weekdays.
- **Advanced metrics (optional)** - average daily volume plus the average percentage excursion above/below the open (`AvgUp%`, `AvgDn%`) for that weekday.
- **Totals row** - aggregates every weekday into one row to estimate overall hit rate and average stats across the entire data set.
- **Weekday shading (optional)** - on daily charts you can tint every bar that matches today's weekday (all Mondays, all Fridays, etc.) for instant pattern recognition.
## How It Works
1. The script requests daily OHLCV data (non-repainting) regardless of the chart timeframe.
2. When a new daily bar confirms, it packs that day's data into one of seven arrays (one per weekday). Each day contributes five floats (O/H/L/C/V) so trimming and statistics stay in lockstep.
3. A helper function (`f_dayMetrics`) scans daily history to compute average volume, average excursion above/below the open, and win/loss/tie counts for the requested weekday.
4. The table populates on the last bar of the chart session, respecting your advanced/totals toggles and keeping text at `size.normal`.
## Reading the Table
- **Win/Loss/Tie columns**: raw counts taken from your chosen `N`.
- **Win %***: excludes ties from the denominator so it reflects only decisive closes.
- **AvgUp% / AvgDn%**: typical intraday extension (high vs open, open vs low) in percent.
- **Avg Vol**: arithmetic mean of daily volume for that weekday.
- **TOTAL row**: provides a global win rate plus volume/up/down averages weighted by how many samples each weekday contributed.
## Practical Uses
- Spot weekdays that historically trend higher or lower before entering a trade.
- Compare current price action against the typical intraday range (`AvgUp%` vs today's move).
- Filter mean-reversion vs breakout setups based on the most reliable weekday patterns.
- Quickly gauge whether today is behaving "in character" by referencing the highlighted row or the optional whole-chart weekday shading.
> **Tip:** Use smaller `N` values (e.g., 10-20) for adaptive, recent behavior and larger values (50+) to capture longer-term seasonality. Tighten the tie threshold if you want almost every candle to register as win/loss, or widen it to focus only on meaningful moves.
ST – S&D Zones (Body-Based) [Soothing Trades]Short Description
ST – S&D Zones (Body-Based) automatically builds supply & demand zones from candle bodies, filters them by relative volume, and extends them forward. Active zones stay bold, broken zones fade, so you can instantly see which levels matter most right now
Full Description
This indicator is a volume-aware supply & demand engine designed to keep your chart clean while highlighting the areas that actually matter.
How it works
• Detects swing highs/lows (pivots) using a user-defined left/right bar lookback.
• Measures local relative volume and only promotes strong pivots into zones.
• Builds zones from candle body ranges (open–close), not full wicks.
• Extends all zones forward bar by bar.
When price breaks a zone:
• It is treated as mitigated/broken.
• If fading is enabled, the zone's opacity changes so it visually de-prioritizes.
• At the start of a new daily session, any faded zones are automatically removed, leaving only fresh active levels.
Inputs & customization
• Diameter Of Circles – Controls the size of circles drawn around high-volume pivots.
• Filter Points by Volume – Adjusts how "picky" the engine is. Higher values = fewer, stronger zones.
• Pivot Left Bars – Controls how many bars are used to confirm each pivot. Larger values = slower but stronger levels.
• Supply Color / Demand Color – Choose your own zone colors.
• Active / Broken Opacity – Set how bold active zones are vs. faded/broken ones.
• Fade When Broken – Turn fading on/off after price breaks a zone.
• Show Zones – Master on/off switch. When off, all existing zones are cleared.
How traders use it
• Use active zones as primary decision areas for entries, partial profits, or stop placement.
• Treat faded zones as secondary context: the market has already taken liquidity there, so they're often weaker if revisited.
• Combine with your own toolkit (price action, order flow, volatility tools, etc.) to time actual trades.
Visual features
• Body-based zones (no wick noise) show where actual trading happened.
• Volume circles around pivots emphasize high-volume turning points.
• Active zones use your chosen colors with custom opacity.
• Broken zones fade automatically when price breaks through.
• Session-based cleanup removes faded zones at the start of each new day.
• Toggle borders on/off to customize zone appearance.
Notes & disclaimer
• Works on most symbols and timeframes that support Pine Script v6.
• Optimized for markets with stable, reliable volume (indices, FX majors, futures, large-cap crypto).
• This tool is for educational purposes only and is not financial advice.
Always manage your own risk.
Top N Candle HighlighterTrack highest candle sizes on current timeframes. This short script:
1. Tracks the **top N largest candles** on the current chart
2. Option to use **body size** or **full candle range**
3. Highlights candles using `box.new()` (fully v6 compatible)
4. Optionally shows **rank and size labels**
5. Handles red, green, and doji candles differently with color
PIPSTA - Sniper - ICT Advancedpipsta sniper is a multi-asset ict-inspired indicator designed for intraday traders who follow liquidity concepts, london sweeps, and new york kill zone execution. it works across nq/es futures, gold/xauusd, and forex pairs using adaptive logic and dynamic thresholds so the behaviour fits each market naturally. the focus is simple: track liquidity, identify sweeps, wait for the kill zone window, and trigger clean automated setups.
the indicator monitors asian, london, and pre-market sessions using new york time. it records each session’s high and low, updates them in real time, and draws them on the chart. these levels reset at the start of every trading day. london highs and lows are especially important: when price breaks past a london level by a defined threshold specific to the asset, the indicator marks it as a sweep. once a sweep occurs, the level label updates, colours change, and the info panel reflects the sweep status. this gives traders clear structure for liquidity bias.
the new york kill zone (9:35–9:55 am et) is highlighted on the chart. this is the only zone where trade signals are allowed. the indicator waits for price to show either a spike-fade reversal after a sweep or a momentum breakout after a sweep. spike-fade signals appear when price forms a short-term extreme and reverses at the close of the bar, while breakout signals appear when price breaks a recent 10-bar range with direction aligned to liquidity taken earlier in the morning. both require a prior london sweep to avoid random entries.
when a signal is triggered, the tool automatically sets up entry, stop, and target levels. the entry happens at the bar close. the target and stop distances adjust based on which asset you selected (futures, gold, forex). the script draws the entry line, take-profit line, stop line, and also places a marker showing buy or sell direction. a trade table appears on the bottom right of the chart showing the signal type, entry price, stop distance, target distance, and real-time risk-to-reward ratio. if alerts are enabled, the trader will receive notifications for entry, stop hit, target hit, and automatic exit at 10:00 am et.
the built-in info panel provides live trading context:
• asset type currently selected
• session status (asian, london, pre-market, ny open, kill zone, etc)
• london sweep status (high swept, low swept, or both)
• current new york time displayed in am/pm format
• active sweep threshold and target parameters
• next expected market event such as asian open, london open, pre-market, ny open, kill zone start, session exit, or rth close
this gives traders a structured, real-time look at the market environment so they always know where they are within the trading day.
recommended usage:
• ensure the correct asset type is selected
• wait for london sweeps to occur (high, low, or both)
• watch for setups only inside the kill zone between 9:35 and 9:55 am et
• use the provided entry, stop, and target levels or refine according to your own risk rules
• always close trades by 10:00 am et since the morning algorithmic behaviour tapers off
• keep position sizing reasonable and follow your own risk management
important notes:
• the script does not place trades for you; it only signals
• it is tuned for intraday behaviour in the new york morning session
• performance outside the kill zone is intentionally limited
• sweep detection uses simplified logic for reliability and speed
• signals work best when combined with your own higher-timeframe bias or personal confirmation
this indicator is ideal for traders who follow ict concepts, smart money models, liquidity sweeps, kill zone execution, and structured session trading. it provides clean visuals, automated signals, and a complete on-screen trade model, making it easy to follow institutional trading behaviour without overcomplicating the chart.
MMM Flipper @MaxMaserati 3.0The MMM Flipper identifies zones where market control shifts between buyers and sellers. It detects aggressive moves that fail, followed by counter-reactions from the opposing side, marking these areas as potential reversal or reaction zones. When the opposing side responds with their own aggression, it marks these areas as potential reversal or reaction zones.
📊 How It Works
Aggressive Movement Detection
Bullish Body Close (BuBC): Price closes above previous high - Aggressive Buyers
Bearish Body Close (BeBC): Price closes/ below previous low - Aggressive Sellers
Failed Aggression Creates Opportunity
When aggression fails to sustain (doesn't fully close beyond the level), it reveals weakness and creates a setup.
Counter-Reaction Marks The Zone (PO4 Block)
When the opposing side responds aggressively, the failed aggression candle becomes a marked zone:
Failed BuBC → BeBC response = Bearish PO4 Block (sellers took control)
Failed BeBC → BuBC response = Bullish PO4 Block (buyers took control)
H1 PO4 view in M5
🎨 What PO4 Blocks Represent
Purple & Cyan boxes mark areas where:
One side showed aggression but failed, and the counterpart responded and took control. Price may reverse, continue, or retest later.
Think of them as: Areas of institutional interest, proven support/resistance zones, or control shift points.
Expander Breaker (DEFAULT)
Requires counter-reaction to fully close beyond the failed candle confirming that price expanded and completely absorb and overtake the opposite side.
Stricter: Both expansion AND complete break required
Fewer but higher probability signals
Only Expander
Creates zones immediately on first counter-reaction
No close requirement needed
More zones, earlier signals
🎯 MMM Swing High/Low (Proprietary Logic)
3-Candle Confirmation System that identifies strong, validated swing points:
MMM Swing High: Confirmed after 3 consecutive BeBC candles (sustained bearish aggression)
MMM Swing Low: Confirmed after 3 consecutive BuBC candles (sustained bullish aggression)
Why 3 candles? Ensures it's not noise—requires sustained directional movement proving true aggressiveness and market control.
CDL/CDS Signals
CDL: Price breaks above MMM Swing High → Bullish control shift
CDS: Price breaks below MMM Swing Low → Bearish control shift
These mark major structural changes in market direction.
USE CASE
PO4 block forms (counter-reaction confirms shift)
Wait for price to return to the zone
Look for rejection or support/resistance
Enter in direction of the counter-reaction
Risk Management:
Use failed aggression candles as stop-loss levels
Zone invalidated if price fully breaks through
Price Behavior:
Immediate: Price respects zone right away
Continuation: Keeps moving in counter-reaction direction
Later Retest: Returns to test zone hours/days later
Market has memory - these zones remain relevant over time.
🔄 Multi-Timeframe Analysis
Two independent timeframes (TF1 & TF2) allow you to:
See higher timeframe structure on lower timeframe charts
Identify confluence zones
Align trades with larger market forces
📝 Summary
The MMM Flipper reveals the battle between buyers and sellers:
One side shows aggression
That aggression fails or succeeds
The counterpart responds with their own aggression
A zone of control/reaction is marked
These zones represent where market dynamics shifted—powerful for identifying reversals, continuations, and key support/resistance. The proprietary MMM Swing logic ensures you're seeing true structural significance, not random noise.
Institutional Dominance & Trapped Trader @MaxMaserati 3.0 Institutional Dominance & Trapped Trader Delta Profile @MaxMaserati 3.0
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Overview
The IDT Auction Profile is a professional-grade volume order flow analysis tool that reveals where institutional traders hold Positional Advantage and where retail participants are Trapped. Unlike traditional Volume Profile indicators, the IDT Profile integrates Volume Point Delta (VPD) analysis with advanced pattern recognition to identify the exact price levels where profitable institutional positions create support/resistance, and where losing positions are forced to exit.
This indicator answers the critical questions: Who is in profit? Who is trapped? And where will they defend or exit their positions?
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Core Concept: Dominance vs Trapped Positioning
════════════════════════════════════════════════════════════TThe indicator categorizes all market participants into two strategic positions based on their entry price relative to current market price:
Above Current Price (Resistance Zones)
🔴 Aggressive Sellers in Profit - Sold higher, currently winning. Will defend positions or add to winners.
🟥 Trapped Buyers at Loss - Bought higher, currently losing. Must exit at breakeven, creating resistance.
Below Current Price (Support Zones)
🟢 Aggressive Buyers in Profit - Bought lower, currently winning. Will defend positions or add to winners.
🟩 Trapped Sellers at Loss - Sold lower, currently losing. Must cover at breakeven, creating support.
Maximum Confluence Zones
When Dominant (Profitable) and Trapped (Loss) positions align at the same level, you get the strongest support/resistance zones. These appear as:
🟧 Orange Boxes (Above Price) = Aggressive Sellers + Trapped Buyers = STRONGEST RESISTANCE
🟨 Yellow Boxes (Below Price) = Aggressive Buyers + Trapped Sellers = STRONGEST SUPPORT
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VOLUME ANALYSIS
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1. VPD Column (Volume Point Delta)
Net aggressive pressure at each price level (Buying Volume - Selling Volume).
Bullish Delta (Green): Buyers dominated the auction at this level
Bearish Delta (Red): Sellers dominated the auction at this level
Smart Coloring: Automatically highlights institutional patterns (icebergs, absorption, spikes, failed auctions)
2. VPS Column (Volume Point of Sell - ASK Volume)
Aggressive buying volume that "lifted the offer" by hitting ask prices.
Represents participants who paid the ask price to enter long
When price is below this level = These buyers are in profit
When price is above this level = These sellers who got hit are in profit
3. VPB Column (Volume Point of Buy - BID Volume)
Aggressive selling volume that "hit the bid" by taking bid prices.
Represents participants who sold at bid price to enter short
When price is above this level = These sellers are in profit
When price is below this level = These buyers who got hit are in profit
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🧠 ADVANCED INSTITUTIONAL PATTERNS DETECTION
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The indicator uses statistical analysis (standard deviation, moving averages, hit counting) to identify institutional footprints:
Failed Auctions ⚡
"BUYERS TRAPPED" or "SELLERS TRAPPED" labels
High volume entered, but price immediately reversed
Creates extreme concentrations of losing positions
Trading Implication: High-probability reversal zones where trapped participants must exit
Volume Spikes 📈📉
Bright green/red bars in VPD column
Volume exceeds average by 2+ standard deviations
Represents aggressive institutional entry
Trading Implication: Potential trend continuation or setup for failed auction
Absorption Zones 🛡️
Yellow/Orange colored bars
Large passive orders absorbing aggressive volume without price movement
Indicates accumulation (bullish) or distribution (bearish)
Trading Implication: Institutional positioning before major moves
Iceberg Orders 🧊
Cyan colored bars with high hit counts
Same price level shows repeated volume without clearing
Reveals hidden institutional limit orders split into small pieces
Trading Implication: Strong liquidity magnets, price often returns here
Volume Exhaustion 💜
Purple colored bars
Sharp volume drop (50%+) after spike
Momentum exhausted, participants depleted
Trading Implication: Potential reversal or consolidation ahead
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Colors bars based on detected patterns vs simple red/green
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Yellow = Bullish battles won
Orange = Bearish battles won
Cyan = Iceberg orders
Purple = Large passive orders
Bright Green = Buying spikes
Bright Red = Selling spikes
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Confluence Scoring ⭐
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Each price level receives 1-5 stars based on:
Volume spike presence (+2 stars)
Absorption pattern (+1 star)
Large passive orders (+1 star)
Proximity to Value Area (+1 star)
Iceberg detection (+2 stars)
Failed auction (+2 stars)
Minimum Signal Strength filter lets you show only levels with ★3+ confluence for highest-quality signals.
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📍 Value Area Analysis
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VAH (Value Area High) - Blue Line
Top of the 70% volume acceptance zone. Price at VAH often rejects downward.
VAL (Value Area Low) - Red Line
Bottom of the 70% volume acceptance zone. Price at VAL often bounces upward.
Trading Applications:
Price outside Value Area → Mean reversion opportunity
Price breaks VA with volume → Trend continuation
Price oscillates within VA → Range-bound, fade extremes
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EXPECTED PORICE BEHAVIOR AT KEY LEVELS
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⚠️ IMPORTANT: These are observed behavioral patterns for educational purposes and backtesting research. Always validate with 250-500+ backtest trades before risking capital. Use this indicator to enhance your existing strategy, not as a standalone system.
1. POC Box Zones (Highest Statistical Relevance)
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🟨 Yellow Boxes (Below Current Price)
Expected Behavior:
Price approaching from above typically encounters buying pressure
Both profitable institutional buyers and trapped short sellers create demand
Common reaction: Price slows, consolidates, or bounces
Failed bounces often lead to rapid breakdown (trapped buyers capitulate)
What Often Happens:
Initial dip into zone → Weak bounce attempt
Second test → Stronger bounce (trapped sellers covering + buyers defending)
Break below → Quick acceleration as both groups exit
Backtesting Focus:
Measure bounce success rate at ★3+ vs ★4-5 zones
Track how often price returns after initial rejection
Compare behavior during trending vs ranging markets
🟧 Orange Boxes (Above Current Price)
Expected Behavior:
Price rallying into zone typically encounters selling pressure
Both profitable institutional sellers and trapped long buyers create supply
Common reaction: Price stalls, consolidates, or rejects
What Often Happens:
Initial push into zone → Weak rejection
Second test → Stronger rejection (trapped buyers exiting + sellers defending)
Break above → Quick acceleration as resistance becomes support
Backtesting Focus:
Measure rejection success rate by confluence score
Track false breakouts vs genuine breakouts
Identify market conditions that favor breakouts vs reversals
2. Failed Auction Zones
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"SELLERS TRAPPED" Labels (Below Price)
Expected Behavior:
High-volume selling that immediately reversed = maximum trapped short positions
When price returns to this level, trapped sellers face pressure to cover
Typical pattern: Price approaches → Initial hesitation → Sharp bounce
Common Price Action:
First retest: Quick spike through level then immediate recovery
Subsequent retests: Stronger bounces as fewer trapped sellers remain
Level becomes support after trapped positions cleared
Backtesting Focus:
Success rate of bounces on first vs second retest
Time decay: Does signal strength diminish after X bars?
Volume characteristics during successful bounces
"BUYERS TRAPPED" Labels (Above Price)
Expected Behavior:
High-volume buying that immediately failed = maximum trapped long positions
Price returning forces trapped buyers to exit at breakeven
Typical pattern: Price approaches → Distribution → Rejection
Common Price Action:
First retest: Shallow penetration then swift rejection
Multiple retests: Weaker rallies as trapped positions cleared
Level becomes resistance until breakout occurs
Backtesting Focus:
How many retests before level breaks?
Volume profile changes on each successive test
Correlation with broader market direction
3. Value Area Dynamics
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Price Outside Value Area (VAH/VAL)
Expected Behavior:
Price beyond 70% volume zone = statistical outlier
Two outcomes: Mean reversion OR trend continuation
Key differentiator: Presence of confluence zones
Mean Reversion Pattern (No Strong Confluence):
Price extends 1-2% beyond VA → Typically reverts toward POC
Weak volume on extension → Higher probability of reversal
Price oscillates back into value area over several bars
Breakout Pattern (With ★4+ Confluence):
Price breaks VA with institutional patterns → Often continues
Strong volume + confluence = New value area forming
Old VA becomes reference point for pullbacks
Backtesting Focus:
Success rate of fades based on distance from VA
Confluence requirements for successful breakouts
Time of day / session impact on VA behavior
4. Iceberg Order Behavior
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Cyan Bars with High Hit Counts
Expected Behavior:
Repeated volume at same level = Large hidden order absorbing
Price typically "tests" iceberg multiple times before resolution
Two outcomes: Absorption complete (break) OR rejection (bounce)
Absorption Phase:
Price approaches → Slows near iceberg → Minimal movement
Volume increases but price range contracts
Acts as temporary support/resistance
Resolution Phase:
Iceberg filled → Sudden acceleration through level
Iceberg defended → Sharp rejection away from level
Post-resolution: Level often becomes support/resistance flip
Backtesting Focus:
Average number of tests before resolution
Volume characteristics when iceberg breaks vs holds
Timeframe impact on iceberg effectiveness
5. Volume Spike Patterns
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Bright Green/Red Bars (Institutional Aggression)
Expected Behavior:
Extreme delta spikes indicate institutional entry
Two scenarios: Continuation (spike in trend direction) OR Exhaustion (spike against trend)
Trend Continuation Spikes:
Spike + ★4+ confluence + aligned with trend = Often continues
Price may consolidate briefly then resume direction
These levels become support/resistance on pullbacks
Exhaustion Spikes:
Spike against trend + followed by reversal = Failed auction forming
High probability of "TRAPPED" label appearing
Often marks short-term extremes
Backtesting Focus:
Distinguish continuation vs exhaustion spikes
Success rate based on trend alignment
Time holding before reversal occurs
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💡 Best Practices
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Start with defaults (200 lookback, 60 rows, ★3 confluence, Classic colors, Smart Coloring ON)
Focus on POC boxes first - These are your highest-probability zones
Combine with price action - Use the profile to explain WHY support/resistance exists
Watch for alignment - Yellow/Orange boxes (both participant types) = strongest levels
Respect failed auctions - "TRAPPED" labels are extreme reversal setups
Use Value Area for context - Price outside VA = opportunity for mean reversion
Trust confluence scores - ★4-5 signals are institutional-grade setups
Adjust timeframe settings - Lower lookback for scalping, higher for position trading
🔧 Technical Notes
Calculation: Enhanced delta using OHLC and volume with wick ratio analysis
Updates: Real-time on every bar close
Performance: Optimized for up to 500 bars lookback and 250 price rows
Compatibility: Works on all symbols and timeframes
Indicator Unique Value
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Unlike standard Volume Profile indicators that only show where volume occurred,
the IDT Auction Profile:
✅ Separates bid vs ask volume to reveal true order flow
✅ Identifies who is profitable vs who is trapped at each level
✅ Detects institutional patterns (icebergs, absorption, failed auctions)
✅ Calculates confluence scores combining multiple factors
✅ Provides clear POC boxes showing exact institutional positioning
✅ Maps positional advantage rather than just volume density
This transforms Volume Profile from a historical volume chart into a strategic positioning map showing institutional dominance and trapped participants.
How to Integrate with Your Strategy
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✅ Proper Uses:
Entry refinement within your existing setups
Intelligent stop placement beyond institutional levels
Objective profit targets at next confluence zones
Trade filtering (only take setups at ★4+ zones)
Understanding market positioning before entry
❌ What It Cannot Do:
Predict direction with certainty
Replace risk management
Account for news/external events
Guarantee profitability
Work in all market conditions
Development Path (12-16 Weeks)
Weeks 1-2: Observation Only
Watch price behavior at key levels
Document patterns without trading
Weeks 3-8: Paper Trading
Simulate trades, track all metrics
Minimum 100 paper trades
Weeks 9-16: Small Size Testing
Minimal capital, real market conditions
Continue tracking, refine rules
After Proven Edge: Scale Position Sizing
Critical Disclaimers
⚠️ Past volume ≠ Future price action
⚠️ Institutional positions change rapidly - these are static snapshots
⚠️ No indicator works 100% - risk management is mandatory
⚠️ Market conditions change - adapt your approach
⚠️ Backtest with YOUR style, YOUR timeframe, YOUR risk tolerance
The indicator reveals WHERE institutions are positioned and HOW they might behave. YOU decide IF, WHEN, and HOW to trade that information.
Not financial advice. For educational and research purposes only.
Session Sweep + Retrace (London + NY) - FixedORB Strategy with confluence. This sets out the 5 min session sweep from London and NY, and highlights a test back into the order zone with fib retracement.
