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Volume Flow Anatomy [Kodexius]Volume Flow Anatomy is a dynamic, multi-dimensional volume map that reconstructs how buy, sell, and “stealth” activity is distributed across price rather than just across time. Instead of relying on a static, session-based volume profile, it uses an exponentially decaying memory of recent bars to build a constantly evolving “anatomy” of the auction, where each price level carries an adaptive history of order flow. The script separates buy vs. sell pressure, adds a third “Stealth Flow” dimension for low-volume price movement (ease of movement / divergence), and automatically derives POC, Value Area, imbalances, absorption zones, and classic profile shapes (D, P, b, B). This gives the trader a compact but highly information-dense map on the right side of the chart to read control (buyers vs. sellers), structure (balanced vs. trending vs. double distribution), and key reaction levels (support/resistance born from flow, not just wicks). 🔹 Features 🔸 Dynamic Lookback with Decay - The script computes an effective lookback N from the Decay Factor and caps it with Max Lookback. - Higher decay keeps more history; lower decay emphasizes the most recent flow. - The profile continuously adapts as new bars are printed. 🔸 Price-Bucketed Flow Map Each bucket accumulates: - Sell Flow (sell pressure) - Buy Flow (buy pressure) - Stealth Flow (low-volume price movement) - Box width at each bucket is proportional to the relative intensity of that component. 🔸 Stealth Flow (Low-Volume Price Movement) - Measures close to close movement relative to volume, emphasizing price movement that occurs on comparatively low volume. - Helps reveal hidden participation, inefficient moves, and areas that may be vulnerable to re-tests or reversions. 🔸 POC & 70% Value Area (VA) - Identifies the Point of Control (price bucket with the highest total volume) over the effective lookback. - Builds a 70% Value Area by expanding from POC towards the nearest high volume neighbors until 70% of the total volume is included. - POC is drawn as a line over the analyzed range; VA is displayed as a shaded band in the profile area. 🔸 Market Profile Shape Detection Splits the profile vertically into three zones (bottom / middle / top) and compares their volume distribution. Classifies structure as: - D-Shape (Balanced) - P-Shape (Short Covering) - b-Shape (Long Liquidation) - B-Shape (Double Distribution) Displays a shape label with color coded bias for quick auction context interpretation. 🔸 Imbalance Zones & Absorption Imbalance: detects buckets where Buy Flow or Sell Flow exceeds the opposite side by at least Imbalance Ratio. Absorption: flags zones with high volume but low price “ease”, where price is not moving much despite significant volume. Extends these levels into horizontal zones, marking potential support/resistance and trap areas. Bullish Imbalance Zone : Bearish Imbalance Zone : Absorption Zone : 🔸 Range Context & On-Chart Legend Draws a Range Box covering the dynamically determined lookback (N bars), with a label displaying the effective bar count. A bottom-right legend summarizes: - Color keys for Buy / Sell / Stealth - POC / VA status - Bullish vs. Bearish dominance percentage - Profile shape classification - Imbalance and Absorption conventions 🔹 Calculations 1. Dynamic Lookback & Price Buckets int N = math.min(int(4 / (1 - decayFactor) - 1), maxHistory) float priceHigh = ta.highest(high, N) float priceLow = ta.lowest(low, N) float bucketSize = (priceHigh - priceLow) / bucketCount The effective lookback N is derived from the Decay Factor, using the approximation 4 / (1 - decay) to capture roughly 99% of the decayed influence, then capped with maxHistory to control performance. Over that adaptive range, the script finds the highest and lowest prices and divides the band into bucketCount equal slices (bucketSize). Each slice is a price bucket that will accumulate volume-flow information. 2. Exponentially Decayed Volume Allocation addValue(array profile, float weight, float minPrice, float maxPrice) => for j = 0 to bucketCount - 1 float bucketMin = priceLow + j * bucketSize float bucketMax = bucketMin + bucketSize float overlapMin = math.max(minPrice, bucketMin) float overlapMax = math.min(maxPrice, bucketMax) float overlapRange = overlapMax - overlapMin if overlapRange > 0 profile.set(j, profile.get(j) * decayFactor + weight * overlapRange) This function is the core engine of the indicator. For a given price span and intensity, it checks every bucket for overlap, distributes the weight proportionally to the overlapping range, and before adding new value, decays the existing bucket content by decayFactor. This results in an exponentially weighted profile: recent activity dominates, while older levels retain a gradually fading footprint. 3. POC and 70% Value Area array totalProfile = array.new(bucketCount, 0) for j = 0 to bucketCount - 1 float total = sellProfile.get(j) + buyProfile.get(j) totalProfile.set(j, total) if total > eaMax eaMax := total int pocIdx = 0 float pocVal = 0.0 for j = 0 to bucketCount - 1 if totalProfile.get(j) > pocVal pocVal := totalProfile.get(j) pocIdx := j float totalSum = totalProfile.sum() float targetSum = totalSum * 0.70 int vaLow = pocIdx int vaHigh = pocIdx float currentSum = pocVal while currentSum < targetSum and (vaLow > 0 or vaHigh < bucketCount - 1) float lowVal = vaLow > 0 ? totalProfile.get(vaLow - 1) : 0.0 float highVal = vaHigh < bucketCount - 1 ? totalProfile.get(vaHigh + 1) : 0.0 First, totalProfile is built as the sum of buy and sell flow per bucket, and eaMax (the maximum total) is tracked for later normalization. The POC bucket (pocIdx) is simply the index with the highest totalProfile value. To compute the 70% Value Area, the algorithm starts at the POC bucket and expands outward, each step adding either the upper or lower neighbor depending on which has more volume. This continues until the cumulative volume reaches 70% of totalSum. The result is a volume-driven VA, not necessarily symmetric around POC, which more accurately represents where the market has truly traded. 4. Market Profile Shape Classification float volTopThird = 0.0 float volMidThird = 0.0 float volBotThird = 0.0 int thirdIdx = int(bucketCount / 3) for j = 0 to bucketCount - 1 float val = totalProfile.get(j) if j < thirdIdx volBotThird += val else if j < thirdIdx * 2 volMidThird += val else volTopThird += val float totalVolShape = totalProfile.sum() string shapeStr = "D-Shape (Balanced)" if (volTopThird > totalVolShape * 0.20) and (volBotThird > totalVolShape * 0.20) and (volMidThird < totalVolShape * 0.50) shapeStr := "B-Shape (Double Dist)" else if pocIdx > bucketCount * 0.5 and volTopThird > volBotThird * 1.3 shapeStr := "P-Shape (Short Covering)" else if pocIdx < bucketCount * 0.5 and volBotThird > volTopThird * 1.3 shapeStr := "b-Shape (Long Liquidation)" else shapeStr := "D-Shape (Balanced)" The profile is split into bottom, middle, and top thirds. The script compares how much volume is concentrated in each and combines that with the relative location of POC. If both extremes are heavy and the middle light, it labels a B-Shape (double distribution). If the POC is high and the top dominates the bottom, it’s a P-Shape (short covering). If the POC is low and the bottom dominates, it’s a b-Shape (long liquidation). Otherwise, it defaults to a D-Shape (balanced). This provides a quick, at-a-glance assessment of auction structure. 5. Imbalances, Absorption & Zones bool isBuyImb = showImb and sVal > 0 and (bVal / sVal >= imbRatio) bool isSellImb = showImb and bVal > 0 and (sVal / bVal >= imbRatio) float volRatio = eaMax > 0 ? tVal / eaMax : 0 float stRatio = esmRange > 0 ? (stVal - esmMin) / esmRange : 1.0 bool isAbsorp = showAbsorp and volRatio > 0.6 and stRatio < 0.25 if showImbZone if isSellImb zoneBoxes.push(box.new(bar_index - N + 1, bucketHi, bar_index + 1, bucketLo, ...)) if isBuyImb zoneBoxes.push(box.new(bar_index - N + 1, bucketHi, bar_index + 1, bucketLo, ...)) if isAbsorp zoneBoxes.push(box.new(bar_index - N + 1, bucketHi, bar_index + 1, bucketLo, ...)) Imbalances are identified where one side’s volume (buy or sell) exceeds the other by at least Imbalance Ratio. These buckets are marked as buy or sell imbalance zones, indicating aggressive participation from one side. Absorption is detected by combining a high volume ratio (volRatio) with a low normalized stealth ratio (stRatio). High volume with limited price movement suggests that opposing orders are absorbing flow at that level. Both imbalance and absorption buckets are extended into horizontal zones from the start of the lookback to the current bar, visually emphasizing key support/resistance and liquidity areas. 6. Building Buy, Sell & Stealth Profiles sellProfile := array.new(bucketCount, 0) buyProfile := array.new(bucketCount, 0) stealthProfile := array.new(bucketCount, 0) Three arrays are used to store Sell Flow, Buy Flow, and Stealth Flow. Bars are processed from oldest to newest so that decay is applied in correct chronological order. For each bar, a volume density (volume / range) is calculated and distributed across the candle range. Bull candles feed buyProfile, bear candles feed sellProfile. Stealth Flow computes the close-to-close move between consecutive bars, scaled by 1 / (1 + volume). Big moves on low volume produce high stealth values, which are then allocated across the move’s price span into stealthProfile. This yields a three-layer profile per price level: directional volume and stealthy price movement.
Pine Script®指標
由Kodexius提供
X FP Imbalancesprovides advanced volume profile analysis by isolating and visualizing market aggression at a granular price level. It is a powerful tool for short-term and intraday traders seeking objective confirmation of supply and demand dynamics, primarily used to identify high-probability reversal or continuation points based on order flow principles. Key Functionality and Methodology The indicator operates by transforming standard time-based candle data into a Volume-at-Price footprint, focusing specifically on aggressive market activity. Granular Aggression Measurement (Delta) The script dynamically segments the price range into discrete price levels (tickAmount). This granularity is controlled either by a user-defined fixed tick count or automatically adjusted using the Average True Range (ATR) to adapt the box size to current market volatility. The script uses lower timeframe data (e.g., 1-minute bars) to accurately distribute the total volume into each price level, distinguishing between aggressive buying (Up Volume) and aggressive selling (Down Volume). The core output is Delta, which is the net difference between aggressive buying and aggressive selling at each price level. Stacked Imbalance Identification The indicator identifies an imbalance when the volume from one side (e.g., aggressive buyers) overwhelms the total volume at that level by a user-defined percentage (imbalanceP). A single price level where the Delta percentage exceeds the threshold is defined as an Imbalance. The Stacked Imbalance is the primary signal, triggered when the imbalance is detected on a user-defined number of consecutive price levels (stacked) in the same direction (e.g., 3 consecutive levels of aggressive buying). This signals a high-conviction structural break or strong rejection. Stacked imbalances are visually highlighted and can trigger real-time alerts upon bar close. Strategic Applications This indicator is invaluable for traders who integrate order flow concepts into their decision-making process. One-Sided Stack (Supply/Demand Zone): Aggressive selling (Red Stack) at a high price, followed by price reversal, identifies a Structural Supply Zone (Resistance). The level is where sellers aggressively rejected demand, leaving an untested area of supply. Overlapping Stacks (Climax Reversal): Consecutive Buy Stacks followed immediately by Sell Stacks in a tight range signals Buyer Exhaustion and an immediate Climax Reversal. The buying power was absorbed and instantly overwhelmed by waiting supply. Absence of Stack: When price moves sharply through a level without creating any Stacked Imbalances, it suggests an Orderly Move or Liquidity Void. The absence of resistance means the market move is structurally weak and often vulnerable to a retest. The choice between a Fixed Tick Distance (for micro-pattern precision) and ATR-based sizing (for volatility-adjusted analysis) allows the user to tailor the indicator to specific asset classes and trading styles.
Pine Script®指標
由KinetiCapital提供
Volume Threshold Levels - Crypto LidyaVolume Threshold Levels – Crypto Lidya Understanding volume behavior is one of the most effective ways to detect trend changes, manipulation candles, aggressive entries, and institutional activity. Volume Threshold Levels (VTL) not only displays raw volume but also calculates dynamic volume thresholds (2x – 3x – 4x) based on the moving average, allowing you to identify statistically meaningful volume anomalies with precision. 📌 1. Volume Columns The indicator plots each bar’s volume using traditional column-style visualization. Green: Bullish candle Red: Bearish candle Gray: Neutral candle This helps traders clearly understand the relationship between price and volume. 📌 2. Average Volume Area VTL offers two types of moving averages for volume: SMA (Simple Moving Average) EMA (Exponential Moving Average) The average volume is drawn as a soft yellow area across the chart. This area acts as the baseline for normal volume levels. 📌 3. Dynamic Threshold Lines (2x / 3x / 4x) The script calculates and displays multipliers of the average volume: 2x Average 3x Average 4x Average These levels appear as bright yellow lines. They are extremely useful for identifying breakouts, traps, and aggressive institutional entries. 📌 4. Volume Spike Detection (Alerts) VTL identifies upward crossovers where volume breaks above key levels: 1x Volume Signal 2x Volume Signal 3x Volume Signal 4x Volume Signal These can be used directly as TradingView alerts. This allows you to automate detection of high-impact volume spikes. 📌 5. Use Cases The indicator performs exceptionally well in: Breakout confirmation Liquidity sweep analysis Detecting manipulation candles Combining with OB, FVG, or other SMC structures Scalping and low-timeframe aggressive volume interpretation Algorithmic filters for volume-based strategies 📌 6. Summary VTL delivers: ✔ Dynamic average volume baseline ✔ Clear 2x–3x–4x volume thresholds ✔ Accurate detection of upside volume explosions ✔ A strong tool for traders who rely on volume confirmation Completely open-source and ready to be extended.
Pine Script®指標
由CryptoLidyaPro提供
Liquidation Heatmap [Alpha Extract]A sophisticated liquidity zone visualization system that identifies and maps potential liquidation levels based on swing point analysis with volume-weighted intensity measurement and gradient heatmap coloring. Utilizing pivot-based pocket detection and ATR-scaled zone heights, this indicator delivers institutional-grade liquidity mapping with dynamic color intensity reflecting relative liquidity concentration. The system's dual-swing detection architecture combined with configurable weight metrics creates comprehensive liquidation level identification suitable for strategic position planning and market structure analysis. 🔶 Advanced Pivot-Based Pocket Detection Implements dual swing width analysis to identify potential liquidation zones at pivot highs and lows with configurable lookback periods for comprehensive level coverage. The system detects primary swing points using main pivot width and optional secondary swing detection for increased pocket density, creating layered liquidity maps that capture both major and minor liquidation levels across extended price history. 🔶 Multi-Metric Weight Calculation Engine Features flexible weight source selection including Volume, Range (high-low spread), and Volume × Range composite metrics for liquidity intensity measurement. The system calculates pocket weights based on market activity at pivot formation, enabling traders to identify which liquidation levels represent higher concentration of potential stops and liquidations with configurable minimum weight thresholds for noise filtering. 🔶 ATR-Based Zone Height Framework Utilizes Average True Range calculations with percentage-based multipliers to determine pocket vertical dimensions that adapt to market volatility conditions. The system creates ATR-scaled bands above swing highs for short liquidation zones and below swing lows for long liquidation zones, ensuring zone heights remain proportional to current market volatility for accurate level representation. 🔶 Dynamic Gradient Heatmap Visualization Implements sophisticated color gradient system that maps pocket weights to intensity scales, creating intuitive visual representation of relative liquidity concentration. The system applies power-law transformation with configurable contrast adjustment to enhance differentiation between weak and strong liquidity pockets, using cyan-to-blue gradients for long liquidations and yellow-to-orange for short liquidations. 🔶 Intelligent Pocket State Management Features advanced pocket tracking system that monitors price interaction with liquidation zones and updates pocket states dynamically. The system detects when price trades through pocket midpoints, marking them as "hit" with optional preservation or removal, and manages pocket extension for untouched levels with configurable forward projection to maintain visibility of approaching liquidity zones. 🔶 Real-Time Liquidity Scale Display Provides gradient legend showing min-max range of pocket weights with 24-segment color bar for instant liquidity intensity reference. The system positions the scale at chart edge with volume-formatted labels, enabling traders to quickly assess relative strength of visible liquidation pockets without numerical clutter on the main chart area. 🔶 Touched Pocket Border System Implements visual confirmation of executed liquidations through border highlighting when price trades through pocket zones. The system applies configurable transparency to touched pocket borders with inverted slider logic (lower values fade borders, higher values emphasize them), providing clear historical record of liquidated levels while maintaining focus on active untouched pockets. 🔶 Dual-Swing Density Enhancement Features optional secondary swing width parameter that creates additional pocket layer with tighter pivot detection for increased liquidation level density. The system runs parallel pivot detection at both primary and secondary swing widths, populating chart with comprehensive liquidity mapping that captures both major swing liquidations and intermediate level clusters. 🔶 Adaptive Pocket Extension Framework Utilizes intelligent time-based extension that projects untouched pockets forward by configurable bar count, maintaining visibility as price approaches potential liquidation zones. The system freezes touched pocket right edges at hit timestamps while extending active pockets dynamically, creating clear distinction between historical liquidations and forward-projected active levels. 🔶 Weight-Based Label Integration Provides floating labels on untouched pockets displaying volume-formatted weight values with dynamic positioning that follows pocket extension. The system automatically manages label lifecycle, creating labels for new pockets, updating positions as pockets extend, and removing labels when pockets are touched, ensuring clean chart presentation with relevant liquidity information. 🔶 Performance Optimization Framework Implements efficient array management with automatic clean-up of old pockets beyond lookback period and optimized box/label deletion to maintain smooth performance. The system includes configurable maximum object counts (500 boxes, 50 labels, 100 lines) with intelligent removal of oldest elements when limits are approached, ensuring consistent operation across extended timeframes. This indicator delivers sophisticated liquidity zone analysis through pivot-based detection and volume-weighted intensity measurement with intuitive heatmap visualization. Unlike simple support/resistance indicators, the Liquidation Heatmap combines swing point identification with market activity metrics to identify where concentrated liquidations are likely to occur, while the gradient color system instantly communicates relative liquidity strength. The system's dual-swing architecture, configurable weight metrics, ATR-adaptive zone heights, and intelligent state management make it essential for traders seeking strategic position planning around institutional liquidity levels across cryptocurrency, forex, and futures markets. The visual heatmap approach enables instant identification of high-probability reversal zones where cascading liquidations may trigger significant price reactions.
Pine Script®指標
由AlphaExtract提供
4
SYXX - HTF Candle Overlay This script, titled "HTF Candle Overlay by SYXX," is designed to visualize the full range and structure of a higher-timeframe (HTF) candle directly onto a lower-timeframe chart. It helps traders maintain context by showing where the current price action sits relative to a much larger candle's boundaries. Combined with LuxAlgo Volume Node Profile. 1. 🔍 Primary Feature: Higher Timeframe Candle Projection Configurable Timeframe: The user sets the desired HTF using the Interval input, which defaults to 'D' (Daily). The indicator then tracks the High, Low, Open, and Close of that HTF bar. Live and Historical Drawing: The script uses box.new to draw boxes representing the candle's full range (High to Low). Historical Boxes (if changeHTF): When a new HTF candle closes, the completed box for the previous period is drawn. Live Box (if barstate.islast): The indicator draws a live, dynamic box for the current, incomplete HTF candle, which expands with every new High or Low on the lower chart. 2. 🎨 Visualization & Customization Color-Coded Bias: The boxes are colored based on the HTF candle's direction: Bullish/Long (BgLong): Green color is used if the HTF candle closed higher than it opened (close > htfOpen). Bearish/Short (BgShort): Red color is used if the HTF candle closed lower than it opened. Box Styling: Users can customize the box's appearance, including border color and style, border thickness, and background opacity (BoxOpacity). Midline: An optional MidLine is calculated as the average of the HTF High and Low, acting as a potential support/resistance reference point. Range Display: The indicator can display the range of the box in pips (BoxRangePips) or the percentage of movement relative to the full range (BoxRangePercentage). Time Labels: It plots time labels that show the start and end time of the completed HTF period (e.g., "07:00 - 11:00"). 3. 🚨 Alert System (Placeholders) The script includes placeholder inputs for standard trading alerts, though the internal logic for checking these conditions is currently commented out or set to false: Alert: Break Above/Below Box: To signal a breakout of the HTF High or Low. Alert: Price Re-Enters Box: To signal a pullback back into the range.
Pine Script®指標
由Twisted_EX提供
Session Candle Hunter 🎯🎯 Session Candle Hunter — Precision Session Mapping for Smart Traders Session Candle Hunter 🎯 is a powerful tool designed to help traders identify and track the most important session candle of the trading day—commonly used for liquidity grabs, range mapping, volatility zones, and breakout anticipation. Whether you trade NY session, London session, or custom time windows, this indicator automatically detects the candle at your chosen New York Time, extracts its high and low, and visually projects these levels into the current session. 🔍 What This Indicator Does 1️⃣ Detects the Key Session Candle You select: Hour of the candle (NY Time) Candle timeframe (1H, 4H, 15m, etc.) The script automatically: Identifies the candle when it forms Stores its High/Low Prepares levels for visual projection 🎨 2️⃣ Highlights the Candle Zone Optionally displays a colored zone (box) between the candle’s high and low: Helps visualize the liquidity pocket Useful for session traps, expansion moves, and fair value interpretation You can choose: Zone color Whether to show it or not Whether it should update only for the latest candle 📈 3️⃣ Draws High/Low Lines With Extensions High and Low of the detected candle can be plotted as: Standard lines Or infinitely extended to the right Great for identifying: Breakouts Retests Range boundaries Session expansion models Optional labels display exact price levels. 🕐 4️⃣ Delayed Display Logic The indicator only shows levels after a user-defined NY time. For example: Show lines only after 8:30 NY — perfect for traders who want pre-session levels hidden until relevant. 🔄 5️⃣ “Show Only Last” Mode A clean, uncluttered mode that removes all historical drawings and only displays: The latest zone The latest high/low lines Latest labels Perfect for minimal-chart traders. ⚠️ 6️⃣ Alert System Receive alerts the moment the targeted session candle forms: “New Candle Detected” 🧾 7️⃣ Info Panel (Top-Left Corner) Displays: Target session hour Display start time Candle timeframe Stored High/Low Indicator name Always visible and automatically updates. ⭐ Why Traders Love This Tool ✔ Helps visualize major liquidity zones ✔ Works on all markets & timeframes ✔ Perfect for ICT-style session concepts ✔ Helps anticipate session expansion ✔ Automates manual level drawing ✔ Clean visuals with optional minimal mode
Pine Script®指標
由cmacha2提供
Wick to Body Ratio TableHello, I'm Gomaa if don't know me and if you want to know more about me follow me on my social media accounts which my propose to teach people "How To Learn". Use this link so you can find me: linktr.ee Overview The "Wick to Body Ratio Table" is a comprehensive analytical tool designed to provide traders with detailed insights into candle structure and price movement dynamics. This indicator breaks down each candle into its component parts and displays real-time statistics in an easy-to-read table format. What It Does This indicator analyzes the current candle and displays four key metrics for each component: Ratio to Body - How large each wick is compared to the candle body Percentage of Total - What portion of the entire candle each component represents Move Percentage - The actual price movement as a percentage from the opening price Component breakdown - Upper wick, body, lower wick, and totals Key Features Real-Time Analysis: Updates automatically with every price tick on the current candle Works seamlessly across ALL timeframes (1 second to monthly charts) No lag or delay in calculations Comprehensive Metrics: Upper Wick: Shows rejection from higher prices and selling pressure Closed Body: Displays the actual price change from open to close (bullish=green, bearish=red) Lower Wick: Indicates rejection from lower prices and buying pressure Total Wick: Combined wick analysis for overall volatility assessment Whole Candle: Complete range from high to low with total movement percentage Visual Design: Color-coded rows for easy identification Clear headers for each metric column Positioned at top-right of chart (non-intrusive) Professional table format with borders and proper spacing How to Interpret the Data Ratio to Body Column: A ratio of 2.0x means that component is twice the size of the body N/A appears for doji candles (when body = 0) Higher ratios indicate stronger rejection or indecision % of Total Column: Shows what percentage each part contributes to the whole candle All percentages always add up to 100% Helps identify if price spent more time in wicks or body Move % Column: Calculated from the opening price Shows actual volatility during the candle period Example: 0.5% body with 3% total candle = high volatility but little net movement Trading Applications 1. Rejection Analysis: Long upper wicks at resistance = strong selling pressure Long lower wicks at support = strong buying pressure Wick-to-body ratios above 2:1 suggest significant rejection 2. Volatility Assessment: Compare body move % to whole candle move % Large difference indicates choppy price action Small difference indicates trending movement 3. Candle Patterns: Identify doji, hammer, shooting star patterns quantitatively Measure strength of pin bars and rejection candles Compare current candle structure to historical patterns 4. Market Sentiment: Body % > 70% = strong directional movement Wick % > 60% = indecision and rejection Balanced distribution = consolidation Settings & Customization Table position can be modified in the code (top_right, top_left, bottom_right, bottom_left) Colors can be adjusted for different components Text size can be changed (size.small, size.normal, size.large) Decimal precision can be modified in the str.tostring() functions Best Practices Use on higher timeframes (15m+) for more reliable signals Combine with support/resistance levels for context Look for extreme ratios (>3:1) for high-probability setups Monitor the move % to gauge true volatility vs. net movement Technical Details Written in Pine Script v5 Zero division protection built-in Handles all edge cases (gaps, doji, extreme wicks) Lightweight and efficient (minimal CPU usage)
Pine Script®指標
由gomaa199910提供
ProCrypto OI Candles (auto symbol) — by ruben_procryptoProCrypto OI Candles (Auto Symbol) visualizes Open Interest in a clear and intuitive way by converting OI data into candles and a smooth trendline. The script automatically detects the correct OI symbol based on the chart you are viewing, so there is no need to manually change OI tickers when switching between assets. 🔹 Key Features Automatic Symbol Detection The indicator automatically selects the appropriate Open Interest data source for the asset on your chart (BTC, SOL, ADA, DOGE, etc.). OI Candles Open Interest is displayed as candles to show whether market participation is increasing or decreasing on each bar. Multi-exchange Support Users can choose OI data from Binance, Bybit, or OKX. Any combination is supported. Smooth OI Trendline An optional EMA-based OI line provides a clear view of the underlying trend in trader activity. Delta Bars (optional) Highlights whether Open Interest expanded or contracted within the candle. 🔹 How to Interpret OI Typical relationships between price and OI: Price ↑ + OI ↑ → Trend continuation likely New positions entering the market. Price ↑ + OI ↓ → Short squeeze / weak move Shorts closing, not new longs opening. Price ↓ + OI ↑ → New shorts entering Often signals bearish pressure. Price ↓ + OI ↓ → Longs closing Can indicate capitulation or consolidation. These concepts help traders understand the strength or weakness behind a price move. 🔹 Inputs Choose exchange(s) for OI data Adjust candle opacity Enable/disable OI line Smoothing length for OI line Optional delta bars Range lookback for line offset All settings are customizable to suit different styles of analysis. 🔹 Notes Some assets may not have Open Interest data available on all exchanges. The indicator uses standard TradingView data sources via request.security(). No trading signals are generated; this script is a visualization tool only. 🔹 Author Created by ruben_procrypto for traders who analyze liquidity, Open Interest, and market participation.
Pine Script®指標
由Ruben_ProCrypto提供
Percent Change Histogram + MACandle Percent Move Columns with Optional Moving Average Description: This indicator calculates the percentage move of each candle over a specified number of bars and displays it as upward-facing columns, regardless of the candle direction. Each column is color-coded based on the candle’s direction—green for bullish, red for bearish. An optional moving average can be overlaid on the percentage values to help visualize trends and smooth out volatility. Features: Shows each candle’s percentage move as a column facing upward. Columns are colored according to candle direction. Adjustable input for the number of bars used in calculation. Optional moving average overlay that can be added or removed. Helps quickly assess volatility and trend strength in percentage terms. Use Case: Ideal for traders who want a clear visual representation of individual candle movements in percentage terms, making it easier to spot trends, pullbacks, and volatility patterns across different timeframes.
Pine Script®指標
由seeyeahslater提供
Session Dynamics & Pivot Overlay (Arjo)## **OVERVIEW** The **Session Dynamics & Pivot Overlay (Arjo)** is a visual analysis tool that displays session-based price ranges, anchored volume-weighted averages, daily pivot levels, and smoothed trend conditions on the chart. It highlights how price interacts with custom sessions, midpoint levels, and dynamic ranges, providing a structured visual layout that helps users observe market behavior over time without implying any form of prediction or trading signal. ## **CONCEPTS** This indicator incorporates several widely used analytical concepts: - **Session Ranges:** Identifies user-defined time windows and visually displays their high, low, and midpoint behavior throughout the session. - **VWAP (Morning Session):** Shows volume-weighted average price calculations for a defined morning period, assisting with visual comparison between price and weighted averages. - **Daily Pivot Levels:** Displays R1–R2, S1–S2, central pivot, and associated levels derived from prior daily price data. - **Trend Smoothing:** Uses SuperSmoother filtering and an additional EMA to highlight whether the smoothed trend is rising or falling. - **EMA + ATR Bands:** Plots a 20-period EMA with upper and lower ATR-derived bands to help visualize short-term price displacement relative to average true range. All of these elements are presented solely for structural and comparative chart analysis. ## **FEATURES** - **Custom Session Visualization:** Automatically draws session boxes, capturing the evolving high, low, and midpoint throughout the defined intraday window. - **Dynamic Midline Calculation:** A midpoint line is updated continuously during the session to visually anchor price within the session’s range. - **Morning Session VWAP:** Displays a dedicated VWAP line for the morning window with adjustable source and configuration options. - **Daily Pivot Lines:** Automatically plots pivot, BC/TC, R1–R2, and S1–S2 levels with customizable colors, widths, and line styles. - **Trend-Responsive Pivot Display:** Optionally toggles visibility of R2 or S2 depending on the direction of the smoothed trend. - **EMA + ATR Zones:** Renders a 20-EMA and ATR-based support/resistance zone using filled regions for enhanced visual clarity. - **Full Customization:** Multiple color, transparency, line-style, and display options allow users to adapt the presentation to their charting preferences. - **Overlay Compatible:** Designed to work directly on price charts without obstructing candles or other overlays. ## **HOW TO USE** Users can interact with the indicator entirely through the settings panel: - Adjust session timings to match preferred market hours or custom internal zones. - Enable or disable the display of pivot levels, VWAP, or the ATR/EMA zone. - Customize colors and line styles to improve visibility according to the chart background or personal preference. - Observe how price behaves relative to the session box, midpoint, VWAP, and pivot levels for contextual understanding. - Utilize the smoothed trend condition to see when the indicator chooses to display certain pivot extensions. These elements help users interpret chart structure, volatility, and intraday behavior in a visually organized manner. ## **CONCLUSION** The ** Session Dynamics & Pivot Overlay (Arjo) ** indicator offers a consolidated view of session structure, pivot levels, VWAP, and smoothed trend conditions. Its purpose is to improve visual clarity and assist users in understanding market context without issuing directives or trade suggestions. It functions as an educational tool that enhances chart interpretation and supports structured analysis. --- ## **DISCLAIMER** This indicator is for educational and visual analysis purposes only. It does not provide trading signals, financial advice, or guaranteed outcomes. Users should conduct their own research and consult a licensed financial professional when necessary. All trading decisions are solely the responsibility of the user. Happy Trading (Arjo)
Pine Script®指標
由ARJO_2019提供
Fabio-Style Order Flow SystemFabio-Style Order Flow System — LVN • Delta • Big Trades • FVG • Order Blocks • Liquidity • Volume Profile This indicator brings together all major components of Fabio Valentino’s order-flow strategy in one unified tool. It visualizes where smart money is active, where inefficiencies form, and where price is likely to react next. 🔍 FEATURES 1. Order Flow & Delta Smoothed delta to show true market imbalance Background color shifts to bullish/bearish delta dominance Alerts for delta spikes & order-flow flips 2. Big Trade Detection Highlights Big Buy and Big Sell prints (relative to average volume) Helps identify institutional aggression on both sides 3. Low Volume Nodes (LVNs) Automatically detects low-volume zones Flags retests of LVNs for high-probability reactions Uses dynamic volume thresholds for accuracy 4. Volume Profile (Lightweight) Bucket-based intrabar profile across user-defined lookback Highlights volume distribution without heavy TradingView CPU load Auto-scales bucket density & transparency 5. Fair Value Gaps (FVGs) Detects both bullish & bearish three-bar imbalances Marks gaps visually using colored boxes Updates dynamically with a user-set lookback 6. Order Blocks (OBs) Identifies valid displacement bars and their origin OB Plots clean, minimalist rectangles around key OB zones Uses ATR-based impulse filtering 7. Liquidity Grabs Detects wick-based liquidity sweeps Highlights both equal high/low and stop-run type wicks Useful for spotting reversals & trap setups 8. Strategy Dashboard Shows real-time order flow state Displays delta strength, big trades, LVNs, and last directional impulse Auto-positions in all corners 🎯 PERFECT FOR Traders who use: Order Flow Smart Money Concepts (SMC) ICT / FVG / Liquidity models Market Structure + Volume Fabio Valentino-style analysis ⚙️ PERFORMANCE All elements optimized Uses automatic box-clearing to avoid array overload Works on all timeframes & markets (crypto, FX, indices, stocks)
Pine Script®指標
由SaaETH提供
UM OBV with Signal (EMA/SMA/WMA/NWE)SUMMARY A visual OBV trend tool that highlights bullish and bearish volume pressure using smart smoothing and intuitive color-coding. ⸻ WHY THIS INDICATOR? There are only three variables you can adjust on a chart: price, volume, and time. I wanted a good volume indicator. ⸻ DESCRIPTION This tool extends classic On-Balance Volume with selectable trend smoothing (EMA, SMA, WMA, or NWE) and visual directional coloring on both OBV and the Signal line. Green shows bullish volume flow, red shows bearish volume flow. Optional crossover markers help confirm shifts in buying pressure. Nadaraya-Watson Regression (NWE) provides a smooth, non-MA alternative for filtering volume trend noise, and optional dual-NWE coloring helps reduce false flips in choppy markets. ⸻ THE CHART The indicator is added twice at the bottom; once with a 21 EMA and again with a 55 SMA. The chart has text and illustrations to show where the OBV flipped colors. More red equals more selling pressure. More green equals more buying volume or pressure. ⸻ DEFAULTS • OBV smoothing length = 3 • Signal = 21 EMA • Crossover bubbles are hidden/off by default ⸻ SUGGESTED USES • Combine with price structure, momentum, or volatility tools to confirm trend strength. • Try switching between EMA and NWE on faster intraday charts to see volume trend earlier. • Use crossover signals as secondary confirmation rather than standalone entries. • Use this indicator with your other favorite indicators for confirmation. • Select timeframes suitable to your style of trading. • I use the 30-minute, 6-hour, and Daily timeframes. • I question myself if I am buying something with this indicator being red. • Experiment with various timeframes and settings. ⸻ AUTHOR OBSERVATIONS OBV often turns before price—especially when volume surges ahead of breakout levels. NWE tends to smooth choppy OBV much better than traditional moving averages in noisy markets. Look for Signal color flips at key support/resistance or volatility inflection points. ⸻ ALERTS Right-click the indicator and choose Add alert… – two presets are available: • Bullish OBV Turning Up • Bearish OBV Turning Down
Pine Script®指標
由UnderwearMillionaire提供
Compression / ExpansionI created this Indicator to warn of compression and expansion so I could find the best area to trade I use it In conjunction with VWAP works on any timeframe and any asset where there is Volume The Indicator produces a Letter C at the Start of Compression and a Letter E at the Start of Expansion you can change the settings to your liking On the chart my Expansion is in Red and compression is is Blue use In Conjunction with your favorite Indicators for Confluence
Pine Script®指標
由boption4mzrj提供
Smart Money Scanner Suite v6 - OptimizedWHAT IT DOES (longer version in the script): // Identifies "Smart Money Stepping Back" (SMSB) zones where institutions quietly // build positions without moving the market. Signals appear when ALL 4 conditions align: // // 1. OBV DIVERGENCE → Price up/OBV down (distribution) or Price down/OBV up (accumulation) // 2. LOW VOLUME → Below 1.5x average (stealth activity) // 3. NEAR VWAP → Within 0.5% (institutional fair value) // 4. HTF CONFIRMATION → Higher timeframe shows directional momentum
Pine Script®指標
由ykm4evr提供
Bayesian Liquidity Pain & Gain [Instit. Vol Weighted]Bayesian Liquidity Pain & Gain Indicator Stop guessing where support and resistance are. The Bayesian Liquidity Pain & Gain indicator moves beyond arbitrary lines and raw price action. It quantifies Institutional Intent by calculating the exact price levels where large volume has been accumulated and visualizes the "Pain" (stress) those participants feel when the market moves against them. The Logic: Quantified Institutional Stress Institutions don't trade single candles; they accumulate positions over time. This indicator tracks their Volume-Weighted Average Cost Basis to answer two critical questions: Where did they enter? (The Cost Basis Lines) Are they underwater? (The Pain Clouds) By normalizing price distance using volatility (ATR) and statistical deviation (Z-Score), we filter out noise and only highlight zones where "Smart Money" is statistically forced to defend their positions or capitulate. How to Read the Chart 1. The Cost Basis Lines (Anchors) • 🟢 Green Line (Buyer Cost Basis): The average price where institutions accumulated long positions. This acts as dynamic Support. • 🔴 Red Line (Seller Cost Basis): The average price where institutions accumulated short positions. This acts as dynamic Resistance. 2. The Pain Clouds (Signals) When price moves significantly away from the cost basis (Z-Score > 2.0), "Clouds" appear to visualize the PnL status of the participants: • 🔴 Red Cloud (Buyer Pain): Price is below the buyer's entry. Buyers are losing money (in the red). This creates a "Discount" zone where they may defend support. • 🟢 Green Cloud (Seller Pain): Price is above the seller's entry. Sellers are losing money (shorts are squeezed). This indicates strong bullish momentum. 3. The Multi-Timeframe Dashboard A real-time HUD showing the Z-Score status across 4 timeframes (1m, 5m, 15m, 1h): • 🟢 Green: Profitable/Neutral (Trend Continuation) • 🟠 Orange: Warning (Pressure Building) • 🔴 Red: Critical Pain (High Probability Reversal) Trading Strategies Setup 1: The Defensive Bounce (Long) • Context: Price drops into a 🔴 Red Cloud (Buyer Pain). • Trigger: Price touches the 🟢 Green Line (Buyer Cost Basis) and shows a rejection wick. • Logic: Institutional buyers defend their cost basis to avoid realizing losses. Setup 2: The Short Squeeze (Momentum) • Context: Price rallies into a 🟢 Green Cloud (Seller Pain). • Trigger: Price holds above the 🔴 Red Line (Seller Cost Basis). • Logic: Short sellers are trapped and forced to buy back (cover), fueling the rally. Fractal Alignment: For high-conviction trades, wait for the Dashboard to show "Pain" signals on both the 1h (Anchor) and 5m (Trigger) timeframes simultaneously. Settings • Memory Length (Default 144): The lookback period for the institutional cost basis. Increase for swing trading, decrease for scalping. • Sigma Threshold (Default 2.0): The statistical confidence level for "Pain". Higher values = fewer, stronger signals. • Volume Amp: When enabled, high volume amplifies the pain signal, giving more weight to institutional footprints.
Pine Script®指標
由nnfuzzy提供
YM Ultimate SNIPER v8.1# YM Ultimate SNIPER v8.1 - SNIPER STRICT EDITION ## 🎯 CHANGELOG: What's New in v8.1 ### The Problem We Fixed **GOD MODE was handing out awards like participation trophies.** Too many wicky, indecisive candles were getting GOD MODE status just because they had enough confluence points. A GOD MODE candle should show **CLEAR DOMINANCE** - fat body, minimal adverse wick, consistent pressure throughout formation. --- ## 🔥 MAJOR CHANGES ### 1. CANDLE DOMINANCE INDEX (CDI) - NEW METRIC The CDI quantifies "who won the candle" on a 0-10 scale: ``` CDI COMPONENTS: ├── Body Score (0-4 pts): How fat is the body? ├── Adverse Wick Score (0-3 pts): How small is the wick against direction? ├── Favorable Wick Score (0-2 pts): Clean entry side? └── Closing Strength (0-1 pt): Did it close near the extreme? CDI RATINGS: ├── 8.0+ = 🔥 DOMINANT (ideal for GOD MODE) ├── 6.0-7.9 = ✓✓ STRONG ├── 4.0-5.9 = ✓ ACCEPTABLE └── <4.0 = WEAK (not GOD MODE worthy) ``` ### 2. STRICT GOD MODE GATES (6 GATES) **Score alone no longer qualifies for GOD MODE.** Now a candle must pass ALL 6 gates: | Gate | Requirement | Default | |------|-------------|---------| | **1. Score** | Must meet GOD MODE threshold | ≥9.0 | | **2. Body** | Body ratio must be "fat" | ≥70% | | **3. Adverse Wick** | Wick against direction must be small | ≤20% | | **4. Delta** | Buy/sell dominance must be strong | ≥70% | | **5. Session** | Must be in active session (configurable) | LDN/NY/PWR | | **6. Pressure** | Intrabar pressure must be consistent | Same side dominated early AND late | **If ANY gate fails, GOD MODE is DENIED** - even with a 10/10 score! ### 3. 30-BAR SIGNAL DISPLAY LIMIT **Past signals are now hidden.** Only the last 30 bars show tier markers, sweeps, and absorption signals. This keeps the chart clean and focused on recent action. ``` WHAT'S HIDDEN AFTER 30 BARS: ├── Tier signals (S/A/B/Z) ├── GOD MODE markers ├── Liquidity sweep diamonds ├── Absorption crosses └── Stop/Target lines WHAT ALWAYS SHOWS: ├── FVG/IFVG zones (structural) ├── Order Blocks (structural) ├── Session markers (context) └── Session background colors ``` **Configurable:** Change "Show Signals: Last N Bars" in settings (10-100) ### 4. PRESSURE CONSISTENCY TRACKING New intrabar analysis that tracks if the **same side dominated throughout the candle**: ``` CANDLE FORMATION ANALYSIS: ├── First Half: Who dominated? (earlyBuyVol vs earlySellVol) ├── Second Half: Who dominated? (lateBuyVol vs lateSellVol) └── Consistent? = Same side won BOTH halves PRESSURE CONSISTENT = Buyers dominated early AND late OR Sellers dominated early AND late PRESSURE MIXED = Buyers dominated early, sellers late OR Sellers dominated early, buyers late ``` **GOD MODE requires consistent pressure** when intrabar analysis is enabled. ### 5. GOD MODE DENIAL REASON IN TABLE When a candle scores 9.0+ but fails a gate, the table now shows **WHY**: ``` DENIAL REASONS: ├── "DENIED: WICK" = Adverse wick too large (>20%) ├── "DENIED: DELTA" = Delta dominance too weak (<70%) ├── "DENIED: SESSION" = Not in active session ├── "DENIED: VOLUME" = Volume below 1.5x └── "DENIED: PRESSURE" = Mixed pressure during formation ``` --- ## 📊 NEW TABLE SECTIONS ### CANDLE QUALITY Section (NEW) ``` ══ CANDLE QUALITY ══ Body | 78% | FAT Adv Wick | 12% | CLEAN CDI | 8.2/10 | 🔥 ``` ### INTRABAR Section (UPDATED) ``` ══ INTRABAR ══ IB Data | 12 bars | ✓ IB Delta | 74% BUY | 🔥 Pressure | CONSISTENT | ✓ ← NEW ``` --- ## ⚙️ NEW SETTINGS ### CANDLE DOMINANCE (v8.1) Group ``` GOD MODE: Min Body Ratio = 0.70 (body must be 70%+ of range) GOD MODE: Max Adverse Wick = 0.20 (wick against direction ≤20%) GOD MODE: Min Delta Dominance = 0.70 (70%+ buy/sell dominance) GOD MODE: Min Intrabar Delta = 0.68 (intrabar delta ≥68%) GOD MODE: Require Active Session = ON GOD MODE: Require 1.5x+ Volume = ON ``` ### SIGNAL DISPLAY (v8.1) Group ``` Show Signals: Last N Bars = 30 Show Historical FVG/OB Zones = ON (zones always visible) ``` --- ## 🎯 PRACTICAL IMPACT ### Before v8.1 (Too Many False GOD MODE) ``` Candle: 35 point move, score 9.2, BUT: - Body only 55% of range (thin) - Upper wick 35% (buyers got pushed back hard) - Intrabar showed mixed pressure RESULT: GOD MODE ⚡ (WRONG!) ``` ### After v8.1 (Strict GOD MODE) ``` Same candle: Score 9.2, but: - Gate 2 FAILED: Body 55% < 70% required - Gate 3 FAILED: Wick 35% > 20% allowed - Gate 6 FAILED: Pressure inconsistent RESULT: DENIED: WICK (Correct - this was a fake-out candle) ``` --- ## 🏆 THE NEW GOD MODE STANDARD A TRUE GOD MODE candle must show: 1. **HIGH SCORE** (≥9.0) - Multiple confluence factors aligned 2. **FAT BODY** (≥70%) - Clear directional commitment 3. **CLEAN WICKS** (≤20% adverse) - Minimal pushback 4. **STRONG DELTA** (≥70%) - One side clearly dominated 5. **IN SESSION** - Institutional participation 6. **CONSISTENT PRESSURE** - Same side controlled throughout **Translation:** *"Institutions stepped in with size, pushed hard in one direction, and never let up. No hesitation, no give-back. This is a candle that means business."* --- ## 📈 YM/MYM OPTIMIZATION NOTES The default settings are tuned for YM's characteristics: - Lower volatility than NQ/GC/BTC → Tighter gates work better - 50 pts for S-Tier is already conservative - 70% body ratio filters out the indecisive noise - Session requirement is crucial - YM moves on institutional flow ### Low Volume Conditions The strict gates actually **help** in low volume: - Wicky candles (common in low vol) get filtered - Pressure consistency catches fake moves - CDI prevents thin-body noise from triggering --- ## 🚀 QUICK START 1. Apply v8.1 to your 5-minute YM chart 2. Set intrabar to "1" (1-minute) or "100T" (tick) 3. Watch the CANDLE QUALITY section in the table 4. GOD MODE will now be RARE - but TRUSTWORTHY 5. Check the DENIAL reason if score is 9+ but no ⚡ --- *v8.1 SNIPER STRICT EDITION - "Fat Candles Only"* *© Alexandro Disla*
Pine Script®指標
由alexandrodisla提供